# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001145549-25-046007
**Filing Date:** 2025-7
**Character Count:** 212420
**Document Hash:** d1b3a11c45579728a2bc6bcf03158b27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046007.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046007

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 251109996

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**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:** 50 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $56570606500.84

- **Amortized Cost of Portfolio Securities:** $56568388420.20

- **Cash:** $5018068098.54

- **Total Other Assets:** $311548099.71

- **Total Liabilities:** $1929083068.11

- **Net Assets of Series:** $59968921550.34

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $61502987282.27           | $61702987282.27            | 96.7600%                  | 97.0700%                   |
| 2025-06-03 | $65947610467.29           | $66397610467.29            | 96.6100%                  | 97.2700%                   |
| 2025-06-04 | $63576859178.55           | $64026859178.55            | 96.4900%                  | 97.1700%                   |
| 2025-06-05 | $62608208066.71           | $62883208066.71            | 97.1100%                  | 97.5400%                   |
| 2025-06-06 | $57645326819.49           | $57920326819.49            | 96.8500%                  | 97.3200%                   |
| 2025-06-09 | $58111338118.22           | $58386338118.22            | 96.8900%                  | 97.3400%                   |
| 2025-06-10 | $57306100767.88           | $57581100767.88            | 96.8400%                  | 97.3100%                   |
| 2025-06-11 | $58989362605.53           | $58989362605.53            | 97.3700%                  | 97.3700%                   |
| 2025-06-12 | $57737324846.14           | $57737324846.14            | 97.3200%                  | 97.3200%                   |
| 2025-06-13 | $56738024740.40           | $56738024740.40            | 97.2500%                  | 97.2500%                   |
| 2025-06-16 | $58015624160.34           | $58015624160.34            | 97.3200%                  | 97.3200%                   |
| 2025-06-17 | $60944165342.49           | $60944165342.49            | 97.4400%                  | 97.4400%                   |
| 2025-06-18 | $63101361712.10           | $63101361712.10            | 97.5200%                  | 97.5200%                   |
| 2025-06-20 | $58677468799.77           | $58996644833.51            | 97.0100%                  | 97.5300%                   |
| 2025-06-23 | $61543904396.78           | $61543904396.78            | 97.4600%                  | 97.4600%                   |
| 2025-06-24 | $61230598390.01           | $61230598390.01            | 97.4400%                  | 97.4400%                   |
| 2025-06-25 | $60649716003.33           | $60649716003.33            | 97.4200%                  | 97.4200%                   |
| 2025-06-26 | $59275629932.24           | $59275629932.24            | 97.3600%                  | 97.3600%                   |
| 2025-06-27 | $57423108111.59           | $57423108111.59            | 97.2600%                  | 97.2600%                   |
| 2025-06-30 | $60289173052.27           | $60289173052.27            | 97.4000%                  | 97.4000%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.0000                      |
|  |  |
| 2025-06-03 | 0.0000                      |
|  |  |
| 2025-06-04 | 0.0000                      |
|  |  |
| 2025-06-05 | 0.0000                      |
|  |  |
| 2025-06-06 | 0.0000                      |
|  |  |
| 2025-06-09 | 0.0000                      |
|  |  |
| 2025-06-10 | 0.0000                      |
|  |  |
| 2025-06-11 | 0.0000                      |
|  |  |
| 2025-06-12 | 0.0000                      |
|  |  |
| 2025-06-13 | 0.0000                      |
|  |  |
| 2025-06-16 | 0.0000                      |
|  |  |
| 2025-06-17 | 0.0000                      |
|  |  |
| 2025-06-18 | 0.0000                      |
|  |  |
| 2025-06-20 | 0.0000                      |
|  |  |
| 2025-06-23 | 0.0000                      |
|  |  |
| 2025-06-24 | 0.0000                      |
|  |  |
| 2025-06-25 | 0.0000                      |
|  |  |
| 2025-06-26 | 0.0000                      |
|  |  |
| 2025-06-27 | 0.0000                      |
|  |  |
| 2025-06-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $59968921550.34

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

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

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

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

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** U.S. Treasury Bills 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $712792267.15
- **C.18.a - Value (excl. sponsor support):** $712792267.15
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $634711622.69
- **C.18.a - Value (excl. sponsor support):** $634711622.69
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264973819.39
- **C.18.a - Value (excl. sponsor support):** $264973819.39
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $565101158.34
- **C.18.a - Value (excl. sponsor support):** $565101158.34
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $995761743.79
- **C.18.a - Value (excl. sponsor support):** $995761743.79
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $657031068.80
- **C.18.a - Value (excl. sponsor support):** $657031068.80
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149965075.50
- **C.18.a - Value (excl. sponsor support):** $149965075.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280193493.60
- **C.18.a - Value (excl. sponsor support):** $280193493.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.165000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1095686631.76
- **C.18.a - Value (excl. sponsor support):** $1095686631.76
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.172500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $801925979.37
- **C.18.a - Value (excl. sponsor support):** $801925979.37
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 11: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.202500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $590803430.08
- **C.18.a - Value (excl. sponsor support):** $590803430.08
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 12: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $408750814.12
- **C.18.a - Value (excl. sponsor support):** $408750814.12
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 13: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29447698.50
- **C.18.a - Value (excl. sponsor support):** $29447698.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $794337899.23
- **C.18.a - Value (excl. sponsor support):** $794337899.23
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $726268954.72
- **C.18.a - Value (excl. sponsor support):** $726268954.72
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $364629245.80
- **C.18.a - Value (excl. sponsor support):** $364629245.80
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106231216.75
- **C.18.a - Value (excl. sponsor support):** $106231216.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $722573464.54
- **C.18.a - Value (excl. sponsor support):** $722573464.54
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $433730902.53
- **C.18.a - Value (excl. sponsor support):** $433730902.53
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $429924097.75
- **C.18.a - Value (excl. sponsor support):** $429924097.75
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.195000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1760847990.59
- **C.18.a - Value (excl. sponsor support):** $1760847990.59
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 22: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.394000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199542809.88
- **C.18.a - Value (excl. sponsor support):** $199542809.88
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 23: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $734746430.97
- **C.18.a - Value (excl. sponsor support):** $734746430.97
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1172886764.04
- **C.18.a - Value (excl. sponsor support):** $1172886764.04
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $553958898.89
- **C.18.a - Value (excl. sponsor support):** $553958898.89
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $439347985.64
- **C.18.a - Value (excl. sponsor support):** $439347985.64
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1030259916.62
- **C.18.a - Value (excl. sponsor support):** $1030259916.62
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.247500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $587595990.65
- **C.18.a - Value (excl. sponsor support):** $587595990.65
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $878315351.11
- **C.18.a - Value (excl. sponsor support):** $878315351.11
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $969733005.29
- **C.18.a - Value (excl. sponsor support):** $969733005.29
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 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):** $1789132925.84
- **C.18.a - Value (excl. sponsor support):** $1789132925.84
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230817987.84
- **C.18.a - Value (excl. sponsor support):** $230817987.84
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $327236711.67
- **C.18.a - Value (excl. sponsor support):** $327236711.67
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34642423.70
- **C.18.a - Value (excl. sponsor support):** $34642423.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.291500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $907604138.96
- **C.18.a - Value (excl. sponsor support):** $907604138.96
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 36: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32863236.68
- **C.18.a - Value (excl. sponsor support):** $32863236.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 37: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.435600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAB7, C.4 - ISIN: US91282CAB72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $586326048.18
- **C.18.a - Value (excl. sponsor support):** $586326048.18
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 38: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.297800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250577245.43
- **C.18.a - Value (excl. sponsor support):** $250577245.43
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43866476.34
- **C.18.a - Value (excl. sponsor support):** $43866476.34
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20798359.43
- **C.18.a - Value (excl. sponsor support):** $20798359.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54617834.10
- **C.18.a - Value (excl. sponsor support):** $54617834.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $568109450.18
- **C.18.a - Value (excl. sponsor support):** $568109450.18
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $501489289.23
- **C.18.a - Value (excl. sponsor support):** $501489289.23
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 5.023700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEY3, C.4 - ISIN: US91282CEY30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119046332.13
- **C.18.a - Value (excl. sponsor support):** $119046332.13
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $144880355.11
- **C.18.a - Value (excl. sponsor support):** $144880355.11
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 4.437900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHN4, C.4 - ISIN: US91282CHN48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $85742963.53
- **C.18.a - Value (excl. sponsor support):** $85742963.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 47: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.406000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $476958806.28
- **C.18.a - Value (excl. sponsor support):** $476958806.28
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 48: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.297400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61524784.65
- **C.18.a - Value (excl. sponsor support):** $61524784.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299010549.25
- **C.18.a - Value (excl. sponsor support):** $299010549.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44270172.26
- **C.18.a - Value (excl. sponsor support):** $44270172.26
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41527412.71
- **C.18.a - Value (excl. sponsor support):** $41527412.71
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137771346.01
- **C.18.a - Value (excl. sponsor support):** $137771346.01
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.526000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230953528.03
- **C.18.a - Value (excl. sponsor support):** $230953528.03
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178916578.54
- **C.18.a - Value (excl. sponsor support):** $178916578.54
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 55: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201880512.73
- **C.18.a - Value (excl. sponsor support):** $201880512.73
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $286408937.50
- **C.18.a - Value (excl. sponsor support):** $286408937.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.431000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $888521922.00
- **C.18.a - Value (excl. sponsor support):** $888521922.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.463000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1080275211.87
- **C.18.a - Value (excl. sponsor support):** $1080275211.87
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.486000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1813390696.84
- **C.18.a - Value (excl. sponsor support):** $1813390696.84
- **C.19 - Percentage of Net Assets:** 3.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.379000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1974921952.65
- **C.18.a - Value (excl. sponsor support):** $1974921952.65
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.441000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494510152.08
- **C.18.a - Value (excl. sponsor support):** $494510152.08
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 62: BNP Paribas Securities Corp. Tri Party Repo

- **C.1 - Title:** BNP Paribas Securities Corp. Tri Party Repo 4.390000%
- **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: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921BPA003_4.39_0701
- **C.18 - Value (incl. sponsor support):** $595000000.00
- **C.18.a - Value (excl. sponsor support):** $595000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-03      | NA       | 0.0000% | $500.00            | $499.89            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-20      | NA       | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-30      | NA       | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-21      | NA       | 0.0000% | $200.00            | $197.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1102.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $16241400.00       | $14065225.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $57567400.00       | $44362532.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $12593900.00       | $7968373.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $72206400.00       | $49620671.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $51088900.00       | $50606947.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $671400.00         | $668881.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $666000.00         | $651711.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $1100.00           | $1078.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $3788100.00        | $3729317.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $35773000.00       | $34771118.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $394300.00         | $390327.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 2.2500%  | 0.0000% | $156300.00         | $155517.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $39000.00          | $38366.09          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $5100.00           | $5025.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $188.67            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $16800000.00       | $19726600.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $99900.00          | $97654.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $249000.00         | $243317.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $15825400.00       | $14812099.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $87000.00          | $84338.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $181600.00         | $168040.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $44649900.00       | $41356818.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $26500.00          | $24607.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $4537200.00        | $4010010.95        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $111.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $45203500.00       | $44005499.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $75000.00          | $73547.40          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $189200.00         | $188735.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $401300.00         | $407396.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $304900.00         | $305173.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $105000.00         | $106712.27         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $9552000.00        | $9869802.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $106.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $5873900.00        | $5825138.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $900.00            | $907.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $36500.00          | $37375.33          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $115008000.00      | $118877567.91      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $8478000.00        | $9244201.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $184200.00         | $187009.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $8613000.00        | $8636617.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $569800.00         | $580105.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $955000.00         | $972004.73         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $30707500.00       | $30760196.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $14438300.00       | $14575602.98       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1034.64           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $19299800.00       | $20112032.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $45427600.00       | $46133544.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $4157800.00        | $4230399.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $999800.00         | $1005613.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $2146600.00        | $2159766.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $1036700.00        | $1042043.39        | U.S. Treasuries (including strips) |

### Security 63: Bank of New York Mellon Tri Party Repo

- **C.1 - Title:** Bank of New York Mellon Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: N/A, C.5 - Other ID: 922FHA002_4.39_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $52417000.00       | $51000987.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $60498100.00       | $58522115.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $120915700.00      | $121190563.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $24180500.00       | $24317507.51       | U.S. Treasuries (including strips) |

### Security 64: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.390000%
- **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: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $24719500.00       | $25499971.83       | U.S. Treasuries (including strips) |

### Security 65: BNP Paribas Securities Corp. Tri Party Repo

- **C.1 - Title:** BNP Paribas Securities Corp. Tri Party Repo 4.390000%
- **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: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 927NEC009_4.39_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2045-05-15      | NA       | 0.0000% | $100.00            | $37.54             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-08-15      | NA       | 0.0000% | $633000.00         | $234592.97         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-11-15      | NA       | 0.0000% | $7301400.00        | $2671976.54        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $300.00            | $80.31             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2055-05-15      | NA       | 0.0000% | $100.00            | $23.96             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $2400000.00        | $2223254.86        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $8253700.00        | $7088716.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $91549400.00       | $94381359.29       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $17912500.00       | $18478053.58       | U.S. Treasuries (including strips) |
| STRIPS          | 2032-08-15      | NA       | 0.0000% | $51.95             | $38.65             | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $8.91              | $6.46              | U.S. Treasuries (including strips) |
| STRIPS          | 2033-08-15      | NA       | 0.0000% | $17.56             | $12.43             | U.S. Treasuries (including strips) |
| STRIPS          | 2034-08-15      | NA       | 0.0000% | $14.56             | $9.78              | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | NA       | 0.0000% | $61.99             | $40.51             | U.S. Treasuries (including strips) |
| STRIPS          | 2035-08-15      | NA       | 0.0000% | $29.01             | $18.47             | U.S. Treasuries (including strips) |
| STRIPS          | 2036-02-15      | NA       | 0.0000% | $471.56            | $292.31            | U.S. Treasuries (including strips) |
| STRIPS          | 2036-08-15      | NA       | 0.0000% | $8.87              | $5.35              | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $109.35            | $64.15             | U.S. Treasuries (including strips) |
| STRIPS          | 2031-05-15      | NA       | 0.0000% | $36.57             | $28.84             | U.S. Treasuries (including strips) |
| STRIPS          | 2034-05-15      | NA       | 0.0000% | $99.77             | $67.88             | U.S. Treasuries (including strips) |
| STRIPS          | 2037-05-15      | NA       | 0.0000% | $48296790.41       | $27921147.28       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-08-15      | NA       | 0.0000% | $4.63              | $2.64              | U.S. Treasuries (including strips) |
| STRIPS          | 2038-08-15      | NA       | 0.0000% | $2.57              | $1.38              | U.S. Treasuries (including strips) |
| STRIPS          | 2039-02-15      | NA       | 0.0000% | $86.34             | $45.08             | U.S. Treasuries (including strips) |
| STRIPS          | 2039-05-15      | NA       | 0.0000% | $16.43             | $8.43              | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $84.70             | $42.21             | U.S. Treasuries (including strips) |
| STRIPS          | 2042-08-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS          | 2045-08-15      | NA       | 0.0000% | $33.00             | $11.90             | U.S. Treasuries (including strips) |
| STRIPS          | 2046-08-15      | NA       | 0.0000% | $15.44             | $5.31              | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $165.32            | $50.01             | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $17.37             | $5.20              | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.30_0723
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 | 2033-11-15      | 4.5000%  | 0.0000% | $118729600.00      | $122400006.85      | U.S. Treasuries (including strips) |

### Security 67: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $2238000000.00
- **C.18.a - Value (excl. sponsor support):** $2238000000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $896414300.00      | $920183700.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $675555200.00      | $507359414.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $1035097600.00     | $855216937.55      | U.S. Treasuries (including strips) |

### Security 68: Wells Fargo Bank NA Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank NA Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: N/A, C.5 - Other ID: 930REQ004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $6000.00           | $8805.45           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $3675000.00        | $5273706.83        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2043-02-15      | 0.6250%  | 0.0000% | $15447200.00       | $15926738.13       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $95945000.00       | $94906322.15       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $14000.00          | $14305.73          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $1416000.00        | $1356786.39        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $538000.00         | $495037.43         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $406000.00         | $269500.47         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $56155000.00       | $34177761.80       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $151383000.00      | $144795434.13      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $9926300.00        | $9756320.04        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $5804000.00        | $7514065.48        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $28863800.00       | $36875303.73       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $1913000.00        | $2537019.36        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $463000.00         | $606812.72         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $1102000.00        | $1294737.10        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2025-10-15      | 0.1250%  | 0.0000% | $10184000.00       | $12542934.43       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $27161300.00       | $29853251.25       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $48000.00          | $50234.04          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $1382000.00        | $1423382.42        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $12454200.00       | $13682003.29       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $151000.00         | $155722.52         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $26628300.00       | $28460853.13       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $12275000.00       | $12632365.70       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $17738000.00       | $19337270.00       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $4135000.00        | $4298733.59        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $14040200.00       | $14514613.82       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $16646900.00       | $17302170.93       | U.S. Treasuries (including strips) |

### Security 69: MUFG Securities Americas, Inc. Repo

- **C.1 - Title:** MUFG Securities Americas, Inc. Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1065000000.00
- **C.18.a - Value (excl. sponsor support):** $1065000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $13999900.00       | $29714047.78       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $14999900.00       | $32165693.07       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $24999900.00       | $39049376.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $49999900.00       | $47937404.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $19999900.00       | $16470497.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $49999900.00       | $38499923.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $11999900.00       | $9234298.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $9999900.00        | $7543078.92        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $14999900.00       | $14456436.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $4999900.00        | $3594174.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $33485800.00       | $24991929.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $14999900.00       | $11861639.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $56115800.00       | $36028097.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $29999800.00       | $18567063.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $64399800.00       | $40893873.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $46899900.00       | $32185056.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $49999900.00       | $36606841.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $39749800.00       | $32796810.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $64999900.00       | $62729168.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $60099900.00       | $60109290.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $49999900.00       | $48932740.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $57999800.00       | $56386680.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $27799900.00       | $27252589.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $19992000.00       | $20152467.56       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $49999900.00       | $64776409.28       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $15000000.00       | $20196909.51       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $19999900.00       | $26543023.32       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2025-07-15      | 0.3750%  | 0.0000% | $29999900.00       | $40620445.73       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $24999900.00       | $31652398.04       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2025-10-15      | 0.1250%  | 0.0000% | $9999900.00        | $12324086.33       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $44999900.00       | $46430392.33       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $49999900.00       | $51561505.97       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $20999900.00       | $22445960.45       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $19999900.00       | $20696254.19       | U.S. Treasuries (including strips) |

### Security 70: Prudential Securities Group, Inc. Repo

- **C.1 - Title:** Prudential Securities Group, Inc. Repo 4.399900%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $136892681.00
- **C.18.a - Value (excl. sponsor support):** $136892681.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2044-11-15      | NA       | 0.0000% | $50000000.00       | $19230700.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $75000000.00       | $47293378.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $48000000.00       | $41887500.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $30000000.00       | $30338153.18       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $1359000.00        | $1137258.76        | U.S. Treasuries (including strips) |

### Security 71: RBC Dominion Securities, Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities, Inc. Tri Party Repo 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932UEA000, C.3 - LEI: N/A, C.5 - Other ID: 932UEA000_4.38_0701
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-03      | NA       | 0.0000% | $1810400.00        | $1809985.42        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $262400.00         | $378202.01         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $598600.00         | $595404.68         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1717.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $884.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $121400.00         | $152301.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $754000.00         | $699326.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $396000.00         | $423352.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $50490100.00       | $53337885.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $89000.00          | $91495.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $198.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $2000.00           | $2064.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $93058000.00       | $95203465.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $1400.00           | $1424.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $296782300.00      | $304863249.02      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $400.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $26871300.00       | $27412854.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| STRIPS          | 2029-05-15      | NA       | 0.0000% | $46775693.98       | $40324998.35       | U.S. Treasuries (including strips) |

### Security 72: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 4.399900%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $179177800.00      | $173887480.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $367000.00         | $374414.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $124801700.00      | $124761093.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $123704500.00      | $126129644.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $133362000.00      | $135847370.51      | U.S. Treasuries (including strips) |

### Security 73: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934EDJ006, C.3 - LEI: N/A, C.5 - Other ID: 934EDJ006_4.38_0701
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $20471600.00       | $21946834.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $24876700.00       | $21543487.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $28861400.00       | $21573112.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $15876700.00       | $10045456.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $2458000.00        | $1391150.33        | U.S. Treasuries (including strips) |

### Security 74: Prudential Insurance of America Repo

- **C.1 - Title:** Prudential Insurance of America Repo 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.40_0701
- **C.18 - Value (incl. sponsor support):** $309043750.00
- **C.18.a - Value (excl. sponsor support):** $309043750.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2048-11-15      | NA       | 0.0000% | $15000000.00       | $4677315.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $50000000.00       | $14721700.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14434850.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $29000000.00       | $23057653.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $25000000.00       | $18639071.13       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $90000000.00       | $24165450.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-08-15      | NA       | 0.0000% | $57000000.00       | $28952295.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $69000000.00       | $17815179.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $90000000.00       | $40025970.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2048-02-15      | NA       | 0.0000% | $25000000.00       | $8001125.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-11-15      | NA       | 0.0000% | $25000000.00       | $7710700.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $20000000.00       | $6092200.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $25000000.00       | $7524375.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-08-15      | NA       | 0.0000% | $35000000.00       | $10416105.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $40000000.00       | $11742800.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | NA       | 0.0000% | $40000000.00       | $11611640.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-08-15      | NA       | 0.0000% | $90000000.00       | $25565850.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $35000000.00       | $9809835.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2051-05-15      | NA       | 0.0000% | $50000000.00       | $13708650.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-08-15      | NA       | 0.0000% | $70000000.00       | $18956490.00       | U.S. Treasuries (including strips) |

### Security 75: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.390000%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_4.39_0701
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 4.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $1403648900.00     | $1447547999.11     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $1060461000.00     | $1102452072.41     | U.S. Treasuries (including strips) |

### Security 76: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.379900%
- **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_4.38_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $260690000.00      | $254914154.70      | U.S. Treasuries (including strips) |

### Security 77: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_4.39_0701
- **C.18 - Value (incl. sponsor support):** $645000000.00
- **C.18.a - Value (excl. sponsor support):** $645000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-10      | NA       | 0.0000% | $49603500.00       | $49551961.96       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $716800.00         | $1170367.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $3930100.00        | $3223382.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $11139900.00       | $8483652.11        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $538000.00         | $371415.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.67             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $23300.00          | $17498.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $10810000.00       | $8080181.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $1193600.00        | $755210.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $111675400.00      | $131284819.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $15000200.00       | $14714131.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $1363900.00        | $1268662.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $45300.00          | $42528.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $93.60             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $6200.00           | $6020.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $600.00            | $581.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $39800.00          | $36914.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $3000.00           | $2873.78           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $400.00            | $444.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $205777800.00      | $200324199.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $13288900.00       | $13108415.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $28394400.00       | $28151855.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $9549600.00        | $9408638.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $548500.00         | $554133.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $3624400.00        | $3710563.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $767000.00         | $762213.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $2418300.00        | $2452864.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $4905000.00        | $5104285.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $3106900.00        | $3162221.46        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $128200.00         | $132247.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $6610500.00        | $6703475.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $42737900.00       | $42811241.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $200.00            | $203.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $2000.00           | $2047.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $1995400.00        | $2059176.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $8149800.00        | $8297534.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $7756300.00        | $7822297.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $56867000.00       | $56800465.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $3700.00           | $2345.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $3539000.00        | $3513039.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $194.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $300.00            | $298.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $44989300.00       | $43995841.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $193.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $196.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $7800.00           | $7581.55           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $132.60            | U.S. Treasuries (including strips) |

### Security 78: MUFG Securities Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Ltd. Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 937KFE008, C.3 - LEI: N/A, C.5 - Other ID: 937KFE008_4.39_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $1000.00           | $979.65            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-15      | NA       | 0.0000% | $900.00            | $898.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $573500.00         | $561218.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $200.00            | $205.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $90.62             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.47             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $300.00            | $347.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $8177400.00        | $5807844.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $12940000.00       | $8933297.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $7175800.00        | $5286388.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $999300.00         | $744225.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $1700.00           | $1075.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $2100.00           | $1335.15           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $2719300.00        | $1819517.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $31125800.00       | $21519954.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $65232700.00       | $41350535.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.72             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $146.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.81             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $2000.00           | $1697.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $6057500.00        | $5305606.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $2439400.00        | $2229740.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $195.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $6397900.00        | $6293907.79        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2025-07-15      | 0.3750%  | 0.0000% | $1326700.00        | $1795551.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $3239100.00        | $2945365.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $2996100.00        | $2575924.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $1000000.00        | $990548.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $3499900.00        | $3251378.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $851200.00         | $791145.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $185.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $2100.00           | $2052.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $3565200.00        | $3347073.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $1000.00           | $971.08            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $10999900.00       | $12108772.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $999900.00         | $927396.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $2941800.00        | $2731723.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $19222500.00       | $16988987.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $113400.00         | $111859.85         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $7993300.00        | $8247559.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $14055600.00       | $13087246.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-15      | 4.2500%  | 0.0000% | $218700.00         | $220577.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $378500.00         | $384249.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $119000.00         | $119018.72         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $2998500.00        | $2986928.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $80269000.00       | $80900636.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $1711000.00        | $1734691.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $11827700.00       | $12278517.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $99999600.00       | $101920367.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $50000.00          | $50904.32          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $6774200.00        | $6894821.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $1086600.00        | $1113854.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $5000100.00        | $4945258.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $671300.00         | $672451.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $504300.00         | $499704.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $36954200.00       | $37083472.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $41906400.00       | $42145517.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $5909200.00        | $6123783.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $900.00            | $916.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $500.00            | $508.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $999900.00         | $1008408.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $400.00            | $402.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $301.39            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $3342600.00        | $2870802.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $300.00            | $271.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $178.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $625700.00         | $604497.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $600.00            | $554.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $300.00            | $293.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $19000.00          | $18415.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $6304000.00        | $6214038.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $2000200.00        | $1944181.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $999900.00         | $953278.41         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $1650000.00        | $1986619.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $11262900.00       | $11614749.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $2000.00           | $2047.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $2120100.00        | $2191433.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $2549800.00        | $2621283.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1000.18           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $999900.00         | $1020367.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $7086500.00        | $7105932.08        | U.S. Treasuries (including strips) |

### Security 79: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $13000000.00       | $12560444.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $26000.00          | $27893.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $83000.00          | $75679.94          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $197000.00         | $198769.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $251900.00         | $244462.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $6120000.00        | $5982407.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $674300.00         | $651471.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $149200.00         | $138381.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $8005900.00        | $7727323.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $7623000.00        | $7475357.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $200.00            | $202.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $87500000.00       | $86773630.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $40000.00          | $39986.99          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $9793000.00        | $9789198.06        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.4100%  | 0.0000% | $33612700.00       | $33878582.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $122495700.00      | $123194660.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $207592800.00      | $213584643.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $7655100.00        | $7656898.95        | U.S. Treasuries (including strips) |

### Security 80: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.399900%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-29      | NA       | 0.0000% | $15045100.00       | $14996895.50       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $583200.00         | $563480.84         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-20      | NA       | 0.0000% | $3200.00           | $3147.89           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-21      | NA       | 0.0000% | $130931600.00      | $129218883.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $3100.00           | $3323.39           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $338200.00         | $362823.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $18566700.00       | $20688845.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $475600.00         | $481104.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $36055200.00       | $35402087.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $18034400.00       | $14401027.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $51537100.00       | $42426770.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $27237400.00       | $20566652.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $162000.00         | $113321.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $409900.00         | $270770.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $56427000.00       | $35702315.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $4970000.00        | $3159845.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $242557200.00      | $170808719.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $43661300.00       | $31863311.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $31743100.00       | $28770262.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $99685000.00       | $99808061.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $68568800.00       | $69204850.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $22699000.00       | $22001175.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $273000.00         | $270249.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $200.00            | $196.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $885200.00         | $820144.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $19000000.00       | $16488113.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $50646500.00       | $47119629.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $43737000.00       | $42210429.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $782700.00         | $736270.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $7399700.00        | $6539909.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $147548000.00      | $141340368.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $100301300.00      | $99444529.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $28040000.00       | $28411097.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $1500000.00        | $1520323.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $300.00            | $305.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $33221600.00       | $33904789.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $34000000.00       | $35143966.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $50556000.00       | $51010045.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $49997400.00       | $50006449.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $15371000.00       | $15685637.31       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.4850%  | 0.0000% | $2625600.00        | $2648530.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $2084400.00        | $2136298.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $16399500.00       | $16764529.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $47140500.00       | $47269765.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $23267700.00       | $23729291.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $49591000.00       | $50563198.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $271900.00         | $275664.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $183800.00         | $187738.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $203.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $64945000.00       | $65056449.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $46676000.00       | $46968129.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $760000.00         | $762658.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $205.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $32792700.00       | $34115605.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $118235800.00      | $120073182.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $50000000.00       | $50425444.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $72954400.00       | $73401861.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $117053000.00      | $117782838.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $196659600.00      | $196705815.01      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $179912800.00      | $176252294.17      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-24      | NA       | 0.0000% | $3666200.00        | $3656462.57        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-08      | NA       | 0.0000% | $5758400.00        | $5753793.28        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.410000%
- **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_4.41_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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 | 2030-08-15      | 0.6250%  | 0.0000% | $600.00            | $512.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $63967200.00       | $59500545.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $20932500.00       | $19369504.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $113468200.00      | $114053041.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $214539000.00      | $215076420.20      | U.S. Treasuries (including strips) |

### Security 82: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.40_0701
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $16542000.00       | $14423898.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $200000000.00      | $185419889.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $25000000.00       | $23181457.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39145631.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $25000000.00       | $23516105.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $8557031.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $210000000.00      | $204734772.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $48295000.00       | $49758942.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $107000000.00      | $110304860.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $13000000.00       | $13524595.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $70000000.00       | $71235937.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $43000000.00       | $44161619.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $27650000.00       | $28930483.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $98000000.00       | $100816527.11      | U.S. Treasuries (including strips) |

### Security 83: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: N/A, C.5 - Other ID: 944DQXII3_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $170000000.00      | $116742187.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $160000000.00      | $159275000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $110000000.00      | $97100781.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $84760000.00       | $74929844.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $170000000.00      | $165817360.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $150000000.00      | $153388531.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102181864.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $170000000.00      | $173948232.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $190000000.00      | $192671875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $100000000.00      | $100860079.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $170000000.00      | $175046875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $200000000.00      | $207334599.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $320000000.00      | $319700000.00      | U.S. Treasuries (including strips) |

### Security 84: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.379900%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_4.38_0701
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-10      | NA       | 0.0000% | $432557400.00      | $432107972.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $14844800.00       | $16237136.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $324219900.00      | $331332918.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $10608200.00       | $10821993.80       | U.S. Treasuries (including strips) |

### Security 85: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.399900%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_4.40_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $150420600.00      | $153000012.45      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.390000%
- **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_4.39_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-08-14      | NA       | 0.0000% | $33664200.00       | $33487193.64       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-11      | NA       | 0.0000% | $8291800.00        | $8221692.83        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-25      | NA       | 0.0000% | $24867200.00       | $24617408.98       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-08      | NA       | 0.0000% | $627100.00         | $626598.32         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-26      | NA       | 0.0000% | $15034800.00       | $14933585.73       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-07      | NA       | 0.0000% | $5109600.00        | $5051141.07        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $46927700.00       | $46566544.42       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $223000.00         | $217930.32         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-31      | NA       | 0.0000% | $196294400.00      | $195617576.91      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $759400.00         | $740195.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-15      | 6.8750%  | 0.0000% | $8316500.00        | $8566758.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $49216200.00       | $49076182.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $4924100.00        | $4830902.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $702400.00         | $695761.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $290300.00         | $283674.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-31      | 5.0000%  | 0.0000% | $20374100.00       | $20583994.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $906396800.00      | $945785942.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $266316000.00      | $270378184.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $212287600.00      | $212270829.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $197401600.00      | $197447989.38      | U.S. Treasuries (including strips) |

### Security 87: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.38_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $94484000.00       | $88213745.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $167312000.00      | $167407427.27      | U.S. Treasuries (including strips) |

### Security 88: TD Securities, Inc. Tri Party Repo

- **C.1 - Title:** TD Securities, Inc. Tri Party Repo 4.399900%
- **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: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZD009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $44500.00          | $44373.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $43656500.00       | $40787912.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $10024500.00       | $10167778.59       | U.S. Treasuries (including strips) |

### Security 89: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.329900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.33_0717
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $4096000.00        | $3923673.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $1400.00           | $1443.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $75200.00          | $76933.75          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $187268100.00      | $200081259.61      | U.S. Treasuries (including strips) |

### Security 90: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.36_0912
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $13100.00          | $14328.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $257.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $4193700.00        | $3701348.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $2681500.00        | $2302570.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $705400.00         | $727989.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $36347700.00       | $37129944.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $70135900.00       | $72045598.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $2677500.00        | $2682094.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $86385100.00       | $85597957.07       | U.S. Treasuries (including strips) |

### Security 91: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.390000%
- **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_4.39_0701
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $150505400.00      | $150136067.88      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $314687100.00      | $313964007.58      | U.S. Treasuries (including strips) |

### Security 92: Calyon Securities USA, Inc. Tri Party Repo

- **C.1 - Title:** Calyon Securities USA, Inc. Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $98732500.00       | $100841198.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $31320400.00       | $31758862.11       | U.S. Treasuries (including strips) |

### Security 93: Deutsche Bank Securities, Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities, Inc. Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_4.39_0701
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $192930400.00      | $137223772.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $17595500.00       | $10224033.56       | U.S. Treasuries (including strips) |
| STRIPS          | 2029-08-15      | NA       | 0.0000% | $54349060.02       | $46352193.68       | U.S. Treasuries (including strips) |

### Security 94: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.390000%
- **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_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1081000000.00
- **C.18.a - Value (excl. sponsor support):** $1081000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $5501300.00        | $4217027.02        | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $340000.00         | $120982.54         | U.S. Treasuries (including strips) |
| STRIPS          | 2048-05-15      | NA       | 0.0000% | $21881977.92       | $6881991.47        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $96000.00          | $91013.57          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $408244000.00      | $395693558.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $693841600.00      | $695584654.30      | U.S. Treasuries (including strips) |
| STRIPS          | 2032-05-15      | NA       | 0.0000% | $40884.55          | $30774.33          | U.S. Treasuries (including strips) |

### Security 95: HSBC Bank USA NA Tri Party Repo

- **C.1 - Title:** HSBC Bank USA NA Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDKG003, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKG003_4.39_0701
- **C.18 - Value (incl. sponsor support):** $835000000.00
- **C.18.a - Value (excl. sponsor support):** $835000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2027-02-15      | NA       | 0.0000% | $5831300.00        | $5503948.31        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $4143800.00        | $5972536.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $1049900.00        | $799557.12         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $9967000.00        | $9549494.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $59830900.00       | $39926610.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $32530700.00       | $18078798.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $41027900.00       | $30068898.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $506782400.00      | $453504239.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $30248400.00       | $30026512.86       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-02-15      | NA       | 0.0000% | $1708000.00        | $1664208.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $24600100.00       | $24405783.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 0.2500%  | 0.0000% | $21300.00          | $21166.13          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 5.0000%  | 0.0000% | $36794800.00       | $37428924.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $76680800.00       | $77076030.48       | U.S. Treasuries (including strips) |
| STRIPS          | 2025-08-15      | NA       | 0.0000% | $118248689.79      | $117673291.67      | U.S. Treasuries (including strips) |

### Security 96: Merrill Lynch Tri Party Repo

- **C.1 - Title:** Merrill Lynch Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2047-05-15      | NA       | 0.0000% | $487400.00         | $164515.05         | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2049-11-15      | NA       | 0.0000% | $134689600.00      | $40233534.48       | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2054-02-15      | NA       | 0.0000% | $189770000.00      | $47309661.00       | U.S. Treasuries (including strips) |
| STRIPS        | 2048-08-15      | NA       | 0.0000% | $13182099.42       | $4092290.49        | U.S. Treasuries (including strips) |

### Security 97: Societe Generale SA Tri Party Repo

- **C.1 - Title:** Societe Generale SA Tri Party Repo 4.329900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.33_0724
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $1218100.00        | $1257758.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 6.5000%  | 0.0000% | $902200.00         | $944799.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $1444500.00        | $1548594.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $1983500.00        | $2106078.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $1560700.00        | $1676227.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $4125800.00        | $4345727.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $8932100.00        | $9769867.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $4277200.00        | $4444236.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $9592100.00        | $10225130.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $5040000.00        | $5106008.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $1730500.00        | $1577881.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $4312100.00        | $4204234.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $12445400.00       | $12557206.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $10564100.00       | $9828394.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $8396900.00        | $8148358.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $13066200.00       | $11840548.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $20288100.00       | $16723886.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $11942100.00       | $9217098.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $12807000.00       | $10399027.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $13167900.00       | $10147433.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $15676400.00       | $12016760.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $11922500.00       | $9002544.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $7535700.00        | $5743469.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $10643600.00       | $7030905.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $9943500.00        | $7450873.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $4534000.00        | $3264038.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $31048700.00       | $14883768.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $30103400.00       | $17037573.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $17054700.00       | $12380748.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $17127600.00       | $14151142.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $15501800.00       | $15969706.33       | U.S. Treasuries (including strips) |

### Security 98: Societe Generale SA Tri Party Repo

- **C.1 - Title:** Societe Generale SA Tri Party Repo 4.329900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.33_0730
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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? 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 | 2025-08-15      | 6.8750%  | 0.0000% | $525400.00         | $541210.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 6.7500%  | 0.0000% | $262500.00         | $277384.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 6.5000%  | 0.0000% | $106300.00         | $111319.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $975900.00         | $1051535.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $48700.00          | $52245.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $73500.00          | $81686.79          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $928100.00         | $1034180.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $65300.00          | $66542.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $208300.00         | $213823.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $278300.00         | $229104.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $449900.00         | $335061.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $231400.00         | $114647.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $748400.00         | $527023.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $732600.00         | $641665.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $52200.00          | $48474.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $209700.00         | $206993.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $249408500.00      | $249467111.00      | U.S. Treasuries (including strips) |

### Security 99: Societe Generale SA Tri Party Repo

- **C.1 - Title:** Societe Generale SA Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.39_0701
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $21115600.00       | $20400089.62       | U.S. Treasuries (including strips) |

### Security 100: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDQN002, C.3 - LEI: N/A, C.5 - Other ID: 99VDQN002_4.39_0701
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-10      | NA       | 0.0000% | $1000.00           | $998.96            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-24      | NA       | 0.0000% | $496000.00         | $494682.62         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-21      | NA       | 0.0000% | $366000.00         | $363772.52         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-08      | NA       | 0.0000% | $40800.00          | $40767.36          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $165000.00         | $162946.41         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-05      | NA       | 0.0000% | $387000.00         | $385397.05         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-26      | NA       | 0.0000% | $1599000.00        | $1588235.53        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-20      | NA       | 0.0000% | $120000.00         | $118045.80         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-30      | NA       | 0.0000% | $900000.00         | $890433.00         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-14      | NA       | 0.0000% | $3000.00           | $2963.32           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-02-15      | NA       | 0.0000% | $17200.00          | $16759.53          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $4700.00           | $4478.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $600.00            | $637.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $3900.00           | $4183.95           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $1000000.00        | $2143553.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $371000.00         | $405797.16         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $174200.00         | $352106.12         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $428000.00         | $668167.85         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $64300.00          | $92676.79          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $501400.00         | $483148.20         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $640000.00         | $613191.20         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $75800.00          | $70217.80          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $18125000.00       | $8980026.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $375000.00         | $237709.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $100000.00         | $73288.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $10300000.00       | $8742488.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $800.00            | $797.72            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $138700.00         | $162861.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $200.00            | $198.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $4400.00           | $3771.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $900.00            | $879.46            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $1000000.00        | $1100807.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $450200.00         | $415550.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $8000.00           | $7845.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $160300.00         | $158930.72         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $201.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $10900.00          | $10896.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $204.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 5.0000%  | 0.0000% | $2000.00           | $2034.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $700.00            | $722.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $10100.00          | $10242.05          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $1064000.00        | $1100859.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $74800.00          | $75434.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $3780000.00        | $3801253.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $87474100.00       | $87371755.30       | U.S. Treasuries (including strips) |
| STRIPS          | 2031-08-15      | NA       | 0.0000% | $73671.27          | $57431.91          | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | NA       | 0.0000% | $347450.92         | $227076.90         | U.S. Treasuries (including strips) |
| STRIPS          | 2036-02-15      | NA       | 0.0000% | $521.80            | $323.45            | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $2782.04           | $1632.10           | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $72181.09          | $58288.32          | U.S. Treasuries (including strips) |
| STRIPS          | 2026-05-15      | NA       | 0.0000% | $49684.34          | $48010.52          | U.S. Treasuries (including strips) |
| STRIPS          | 2026-11-15      | NA       | 0.0000% | $95001.90          | $90171.05          | U.S. Treasuries (including strips) |
| STRIPS          | 2028-02-15      | NA       | 0.0000% | $373.58            | $338.15            | U.S. Treasuries (including strips) |
| STRIPS          | 2028-08-15      | NA       | 0.0000% | $312250.99         | $277374.12         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-05-15      | NA       | 0.0000% | $379118.00         | $340082.12         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $88000.00          | $77394.33          | U.S. Treasuries (including strips) |
| STRIPS          | 2035-05-15      | NA       | 0.0000% | $44.00             | $28.38             | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $69000.00          | $58211.57          | U.S. Treasuries (including strips) |
| STRIPS          | 2030-08-15      | NA       | 0.0000% | $1000.00           | $816.85            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-07-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer