# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-057216
**Filing Date:** 2026-6
**Character Count:** 226496
**Document Hash:** 6291d808629647770f93cc6f0af74ce6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057216.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057216

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067163

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 5493008OWE0VKOXO4934

**EDGAR Series Identifier:** S000019934

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 84 days

- **Total Value of Portfolio Securities:** $72801456858.23

- **Amortized Cost of Portfolio Securities:** $72805362978.06

- **Cash:** $5421699886.74

- **Total Other Assets:** $129610397.33

- **Total Liabilities:** $4884316.36

- **Net Assets of Series:** $78351788945.77

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $76520796776.95           | $76620796776.95            | 98.1800%                  | 98.3100%                   |
| 2026-05-04 | $85233519081.72           | $85558519081.72            | 98.1200%                  | 98.5000%                   |
| 2026-05-05 | $86325564791.72           | $86650564791.72            | 98.1400%                  | 98.5100%                   |
| 2026-05-06 | $85201077499.43           | $85526077499.43            | 98.1200%                  | 98.4900%                   |
| 2026-05-07 | $72955915411.32           | $73760915411.32            | 97.5500%                  | 98.6300%                   |
| 2026-05-08 | $70183573450.39           | $70183573450.39            | 98.1500%                  | 98.1500%                   |
| 2026-05-11 | $71299733624.69           | $71299733624.69            | 97.8800%                  | 97.8800%                   |
| 2026-05-12 | $74015248114.77           | $74015248114.77            | 97.9600%                  | 97.9600%                   |
| 2026-05-13 | $71761379084.78           | $71761379084.78            | 97.9000%                  | 97.9000%                   |
| 2026-05-14 | $70591911977.69           | $70591911977.69            | 97.8600%                  | 97.8600%                   |
| 2026-05-15 | $70424992496.50           | $70424992496.50            | 97.8400%                  | 97.8400%                   |
| 2026-05-18 | $72334842526.88           | $72334842526.88            | 97.9000%                  | 97.9000%                   |
| 2026-05-19 | $72465368351.47           | $72465368351.47            | 97.9100%                  | 97.9100%                   |
| 2026-05-20 | $72269887039.35           | $72269887039.35            | 97.9000%                  | 97.9000%                   |
| 2026-05-21 | $71265356192.85           | $71265356192.85            | 97.8700%                  | 97.8700%                   |
| 2026-05-22 | $70028798614.57           | $70028798614.57            | 97.8000%                  | 97.8000%                   |
| 2026-05-26 | $70668486174.03           | $70668486174.03            | 97.8400%                  | 97.8400%                   |
| 2026-05-27 | $73762757121.93           | $73762757121.93            | 97.9200%                  | 97.9200%                   |
| 2026-05-28 | $73301847911.75           | $73301847911.75            | 97.9000%                  | 97.9000%                   |
| 2026-05-29 | $76773156744.97           | $76773156744.97            | 97.9800%                  | 97.9800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%             |
| 2026-05-04 | 0.0000%             |
| 2026-05-05 | 0.0000%             |
| 2026-05-06 | 0.0000%             |
| 2026-05-07 | 0.0000%             |
| 2026-05-08 | 0.0000%             |
| 2026-05-11 | 0.0000%             |
| 2026-05-12 | 0.0000%             |
| 2026-05-13 | 0.0000%             |
| 2026-05-14 | 0.0000%             |
| 2026-05-15 | 0.0000%             |
| 2026-05-18 | 0.0000%             |
| 2026-05-19 | 0.0000%             |
| 2026-05-20 | 0.0000%             |
| 2026-05-21 | 0.0000%             |
| 2026-05-22 | 0.0000%             |
| 2026-05-26 | 0.0000%             |
| 2026-05-27 | 0.0000%             |
| 2026-05-28 | 0.0000%             |
| 2026-05-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.0000                      |
|  |  |
| 2026-05-04 | 0.0000                      |
|  |  |
| 2026-05-05 | 0.0000                      |
|  |  |
| 2026-05-06 | 0.0000                      |
|  |  |
| 2026-05-07 | 0.0000                      |
|  |  |
| 2026-05-08 | 0.0000                      |
|  |  |
| 2026-05-11 | 0.0000                      |
|  |  |
| 2026-05-12 | 0.0000                      |
|  |  |
| 2026-05-13 | 0.0000                      |
|  |  |
| 2026-05-14 | 0.0000                      |
|  |  |
| 2026-05-15 | 0.0000                      |
|  |  |
| 2026-05-18 | 0.0000                      |
|  |  |
| 2026-05-19 | 0.0000                      |
|  |  |
| 2026-05-20 | 0.0000                      |
|  |  |
| 2026-05-21 | 0.0000                      |
|  |  |
| 2026-05-22 | 0.0000                      |
|  |  |
| 2026-05-26 | 0.0000                      |
|  |  |
| 2026-05-27 | 0.0000                      |
|  |  |
| 2026-05-28 | 0.0000                      |
|  |  |
| 2026-05-29 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $78351788945.77

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46599M002, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46599M002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $56349000.00       | $57745818.52       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $17120000.00       | $19378150.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $24999700.00       | $24875841.10       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $627678372.52
- **C.18.a - Value (excl. sponsor support):** $627678372.52
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $569660369.20
- **C.18.a - Value (excl. sponsor support):** $569660369.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 4: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345293541.92
- **C.18.a - Value (excl. sponsor support):** $345293541.92
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 5: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $665017660.03
- **C.18.a - Value (excl. sponsor support):** $665017660.03
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $998783792.33
- **C.18.a - Value (excl. sponsor support):** $998783792.33
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648427214.50
- **C.18.a - Value (excl. sponsor support):** $648427214.50
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $603694877.91
- **C.18.a - Value (excl. sponsor support):** $603694877.91
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $256644891.12
- **C.18.a - Value (excl. sponsor support):** $256644891.12
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300479375.47
- **C.18.a - Value (excl. sponsor support):** $300479375.47
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $329186044.85
- **C.18.a - Value (excl. sponsor support):** $329186044.85
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 12: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374455132.01
- **C.18.a - Value (excl. sponsor support):** $374455132.01
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 13: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $217989438.43
- **C.18.a - Value (excl. sponsor support):** $217989438.43
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $542562282.27
- **C.18.a - Value (excl. sponsor support):** $542562282.27
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 15: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161526773.70
- **C.18.a - Value (excl. sponsor support):** $161526773.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $223387284.06
- **C.18.a - Value (excl. sponsor support):** $223387284.06
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 17: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.609000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $770695034.75
- **C.18.a - Value (excl. sponsor support):** $770695034.75
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $757879220.88
- **C.18.a - Value (excl. sponsor support):** $757879220.88
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $640874655.85
- **C.18.a - Value (excl. sponsor support):** $640874655.85
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1280272884.32
- **C.18.a - Value (excl. sponsor support):** $1280272884.32
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 Bill

- **C.1 - Title:** U.S. Treasury Bill 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124027370.00
- **C.18.a - Value (excl. sponsor support):** $124027370.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 22: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $303975611.47
- **C.18.a - Value (excl. sponsor support):** $303975611.47
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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

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

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1086229869.07
- **C.18.a - Value (excl. sponsor support):** $1086229869.07
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 24: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1085938285.90
- **C.18.a - Value (excl. sponsor support):** $1085938285.90
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249312105.00
- **C.18.a - Value (excl. sponsor support):** $249312105.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 26: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $22166990.82
- **C.18.a - Value (excl. sponsor support):** $22166990.82
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149150031.62
- **C.18.a - Value (excl. sponsor support):** $149150031.62
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31115990.12
- **C.18.a - Value (excl. sponsor support):** $31115990.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.610200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244808896.00
- **C.18.a - Value (excl. sponsor support):** $244808896.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $95423461.64
- **C.18.a - Value (excl. sponsor support):** $95423461.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596832710.37
- **C.18.a - Value (excl. sponsor support):** $596832710.37
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.572700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145073237.91
- **C.18.a - Value (excl. sponsor support):** $145073237.91
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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 33: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.844600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40813764.29
- **C.18.a - Value (excl. sponsor support):** $40813764.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219422073.31
- **C.18.a - Value (excl. sponsor support):** $219422073.31
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $525936675.56
- **C.18.a - Value (excl. sponsor support):** $525936675.56
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $232117097.29
- **C.18.a - Value (excl. sponsor support):** $232117097.29
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $622354975.78
- **C.18.a - Value (excl. sponsor support):** $622354975.78
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133041438.92
- **C.18.a - Value (excl. sponsor support):** $133041438.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $266151482.43
- **C.18.a - Value (excl. sponsor support):** $266151482.43
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596873588.09
- **C.18.a - Value (excl. sponsor support):** $596873588.09
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.581400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $803750126.59
- **C.18.a - Value (excl. sponsor support):** $803750126.59
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 42: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.758600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148504395.00
- **C.18.a - Value (excl. sponsor support):** $148504395.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $207682359.80
- **C.18.a - Value (excl. sponsor support):** $207682359.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.586700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26036058.93
- **C.18.a - Value (excl. sponsor support):** $26036058.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.575200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370951968.75
- **C.18.a - Value (excl. sponsor support):** $370951968.75
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **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 Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119274506.00
- **C.18.a - Value (excl. sponsor support):** $119274506.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.810000%
- **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):** $1610381861.02
- **C.18.a - Value (excl. sponsor support):** $1610381861.02
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324127493.86
- **C.18.a - Value (excl. sponsor support):** $324127493.86
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $93809083.47
- **C.18.a - Value (excl. sponsor support):** $93809083.47
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $720726249.38
- **C.18.a - Value (excl. sponsor support):** $720726249.38
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268246890.00
- **C.18.a - Value (excl. sponsor support):** $268246890.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.833000%
- **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):** $1812457887.46
- **C.18.a - Value (excl. sponsor support):** $1812457887.46
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1074871695.37
- **C.18.a - Value (excl. sponsor support):** $1074871695.37
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $869438175.00
- **C.18.a - Value (excl. sponsor support):** $869438175.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.577800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59317937.65
- **C.18.a - Value (excl. sponsor support):** $59317937.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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 56: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.726000%
- **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):** $1976459929.87
- **C.18.a - Value (excl. sponsor support):** $1976459929.87
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.576200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $46795771.43
- **C.18.a - Value (excl. sponsor support):** $46795771.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.581100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $456046922.89
- **C.18.a - Value (excl. sponsor support):** $456046922.89
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.788000%
- **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):** $494969473.36
- **C.18.a - Value (excl. sponsor support):** $494969473.36
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.758500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68925609.03
- **C.18.a - Value (excl. sponsor support):** $68925609.03
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493488875.40
- **C.18.a - Value (excl. sponsor support):** $493488875.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.818000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136734620.30
- **C.18.a - Value (excl. sponsor support):** $136734620.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2234355965.56
- **C.18.a - Value (excl. sponsor support):** $2234355965.56
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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 64: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.731000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1084250241.40
- **C.18.a - Value (excl. sponsor support):** $1084250241.40
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **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 65: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 3.610000%
- **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_3.61_0601
- **C.18 - Value (incl. sponsor support):** $345000000.00
- **C.18.a - Value (excl. sponsor support):** $345000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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% | $100.00            | $94.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $3023900.00        | $2963584.86        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $18554000.00       | $25713764.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $190.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $9512200.00        | $9050730.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $13000900.00       | $13049306.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $74264300.00       | $75665228.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1000.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $400.00            | $395.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $5552500.00        | $5499156.89        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-12-24      | NA       | 0.0000% | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-15      | NA       | 0.0000% | $1600.00           | $1578.13           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-05      | NA       | 0.0000% | $31096100.00       | $30605030.39       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-12      | NA       | 0.0000% | $2000.00           | $1966.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $1000.00           | $995.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $200.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $1600.00           | $1373.65           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $40310000.00       | $47500112.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $800.00            | $549.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $1605200.00        | $1446525.56        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $2280700.00        | $2176801.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $43122000.00       | $41468940.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $94.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $26029700.00       | $22501012.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $1903100.00        | $1803555.66        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $9283500.00        | $10736912.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $250100.00         | $250208.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $200.00            | $193.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $1500.00           | $1471.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1015.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $5806100.00        | $5917186.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $3407900.00        | $3525672.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $293.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $38127800.00       | $38162903.48       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $12861400.00       | $13618554.28       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $230300.00         | $231044.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $1600.00           | $1580.21           | U.S. Treasuries (including strips) |

### Security 66: Mizuho Securities USA Inc Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc Tri Party Repo 3.619900%
- **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: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 922FHA002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $794000000.00
- **C.18.a - Value (excl. sponsor support):** $794000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2031-09-30      | 3.6250%  | 0.0000% | $16772400.00       | $16420239.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $136398400.00      | $138541230.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $44090900.00       | $41696101.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $41554000.00       | $36026429.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $6034000.00        | $5757923.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $1832700.00        | $1823925.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $4000000.00        | $3945174.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $14247700.00       | $14299370.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $95674600.00       | $97055208.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $10197500.00       | $10137474.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $25590500.00       | $25677745.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $30181800.00       | $30337849.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $381440300.00      | $388405625.37      | U.S. Treasuries (including strips) |

### Security 67: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926QFA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 926QFA006_3.64_0702
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-04-30      | 3.5000%  | 0.0000% | $25001200.00       | $24507555.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $580200.00         | $583705.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $1784700.00        | $1836814.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $356900.00         | $359197.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $9000000.00        | $9136585.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $410600.00         | $411964.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $8294700.00        | $8236078.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $40103400.00       | $40798074.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $25001400.00       | $24881570.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $551400.00         | $546992.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $3381700.00        | $3358231.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $570800.00         | $567104.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $3871200.00        | $3884148.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $273600.00         | $261081.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $152600.00         | $146588.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $956100.00         | $943060.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-02-15      | 4.7500%  | 0.0000% | $6131400.00        | $5987251.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $156159400.00      | $98020941.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $1000.00           | $1020.10           | U.S. Treasuries (including strips) |

### Security 68: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.610000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGH006_3.61_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   | 2026-08-06      | NA       | 0.0000% | $121113400.00      | $120314293.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $1300.00           | $1056.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $400.00            | $273.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $155.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $146.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $300.00            | $208.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $171.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $8000.00           | $4360.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $500.00            | $301.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $300.00            | $206.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $800.00            | $569.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $600.00            | $510.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $1299000.00        | $1170593.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $2600.00           | $2553.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $1000.00           | $961.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $273.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $277.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $1400.00           | $1346.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $300.00            | $300.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $2915100.00        | $2771091.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $2000.00           | $1895.39           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $282.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $301.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $185.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $200.00            | $198.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $117698900.00      | $118473312.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $600.00            | $596.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $600.00            | $609.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $11000.00          | $11198.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $6901400.00        | $6997570.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $1200.00           | $1235.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $6200.00           | $6251.94           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $300.00            | $303.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $201.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $198.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $300.00            | $304.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $300.00            | $302.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $8900.00           | $8938.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $900.00            | $919.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $5800.00           | $5922.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $1100.00           | $1112.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $16900.00          | $16824.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $10000.00          | $10047.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $300.00            | $300.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $1300.00           | $1291.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $2800.00           | $2852.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $200.00            | $203.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $500.00            | $511.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $800.00            | $802.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $6400.00           | $6419.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $500.00            | $500.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $2300.00           | $2282.32           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $400.00            | $407.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $600.00            | $608.24            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 3.7870%  | 0.0000% | $1500.00           | $1506.12           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $4999200.00        | $5130668.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $300.00            | $300.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $700.00            | $694.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $1900.00           | $1874.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $5400.00           | $5400.04           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-10-31      | 3.8180%  | 0.0000% | $200.00            | $200.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $500.00            | $495.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $500.00            | $501.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $1500.00           | $1494.38           | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $200.00            | $200.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $12700.00          | $12542.95          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $200.00            | $199.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 3.5000%  | 0.0000% | $3000.00           | $2945.72           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $300.00            | $301.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $1200.00           | $1194.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-15      | 3.8750%  | 0.0000% | $2500.00           | $2500.16           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.7500%  | 0.0000% | $300.00            | $299.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $200.00            | $198.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 3.8750%  | 0.0000% | $4900.00           | $4884.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $300.00            | $292.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $3000.00           | $3020.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $3200.00           | $3340.89           | U.S. Treasuries (including strips) |

### Security 69: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.619900%
- **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: RCNB6OTYUAMMP879YW96, C.5 - Other ID: 927NEC009_3.62_0601
- **C.18 - Value (incl. sponsor support):** $615587000.00
- **C.18.a - Value (excl. sponsor support):** $615587000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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     | 2049-05-15      | NA       | 0.0000% | $6821800.00        | $2108836.68        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-02-15      | NA       | 0.0000% | $6820600.00        | $1835416.64        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $12880200.00       | $3427820.51        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-05-15      | NA       | 0.0000% | $91000.00          | $23099.08          | U.S. Treasuries (including strips) |
| STRIPS          | 2047-08-15      | NA       | 0.0000% | $53963.21          | $17901.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $311048200.00      | $312172589.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $34572300.00       | $34815168.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $101446200.00      | $102314669.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $169880600.00      | $170497856.05      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2055-02-15      | NA       | 0.0000% | $2899100.00        | $685382.03         | U.S. Treasuries (including strips) |

### Security 70: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 927NFC008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2053-02-15      | 1.5000%  | 0.0000% | $1000.00           | $855.86            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $112211000.00      | $107099176.67      | U.S. Treasuries (including strips) |

### Security 71: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.610000%
- **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: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.61_0601
- **C.18 - Value (incl. sponsor support):** $6640000000.00
- **C.18.a - Value (excl. sponsor support):** $6640000000.00
- **C.19 - Percentage of Net Assets:** 8.4700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2044-05-15      | 3.3750%  | 0.0000% | $516043800.00      | $419552365.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $419731200.00      | $406929986.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $507500.00         | $462990.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $170900.00         | $162251.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $947402000.00      | $664470999.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $1249312000.00     | $1109421469.09     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $25755200.00       | $14680788.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $554473600.00      | $382385437.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $66091100.00       | $48419238.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $1714579200.00     | $1459478515.60     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $194568100.00      | $173932314.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $557168000.00      | $535792732.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $201088000.00      | $193898402.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $119120000.00      | $114909830.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $138980800.00      | $137694789.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $350920800.00      | $276293131.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $10332800.00       | $7731217.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $95817600.00       | $61583609.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $450424800.00      | $416975333.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $465382600.00      | $348024677.08      | U.S. Treasuries (including strips) |

### Security 72: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.630000%
- **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: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.63_0608
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $473506300.00      | $285600028.52      | U.S. Treasuries (including strips) |

### Security 73: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.619900%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $635000000.00
- **C.18.a - Value (excl. sponsor support):** $635000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-06-02      | NA       | 0.0000% | $39291500.00       | $39275951.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $7699900.00        | $7541991.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $7420900.00        | $7457247.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $18999900.00       | $18801533.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $30982900.00       | $30725978.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $29999900.00       | $29989865.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $39999900.00       | $40193581.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $26749900.00       | $27061660.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $47999900.00       | $48647032.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $13999900.00       | $14055396.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $44699900.00       | $44529694.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $1954900.00        | $1985870.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $45969900.00       | $45613258.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $49905900.00       | $50499973.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $42199900.00       | $41757063.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $6997900.00        | $6621453.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $5999900.00        | $5789186.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $7454900.00        | $7302434.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $9999900.00        | $9316455.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $2999900.00        | $2910616.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $37546900.00       | $32433175.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $34999900.00       | $34782848.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $34999900.00       | $34665914.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $10394800.00       | $9849898.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $19899900.00       | $19703537.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $1499900.00        | $1395024.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $13429900.00       | $12442754.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $2854900.00        | $2793302.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $17999900.00       | $17891741.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $1999900.00        | $2023379.25        | U.S. Treasuries (including strips) |

### Security 74: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.639900%
- **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: 54930052BY4D7ZQAQT90, C.5 - Other ID: 932HJC000_3.64_0601
- **C.18 - Value (incl. sponsor support):** $173987009.00
- **C.18.a - Value (excl. sponsor support):** $173987009.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2044-11-15      | 3.0000%  | 0.0000% | $50000000.00       | $38111752.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $75000000.00       | $46827801.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $41000000.00       | $25495482.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $48000000.00       | $40903043.48       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $1359000.00        | $1167753.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $33000000.00       | $25260468.75       | U.S. Treasuries (including strips) |

### Security 75: RBC Dominion Securities Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities Inc. Tri Party Repo 3.619900%
- **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: 549300QJJX6CVVUXLE15, C.5 - Other ID: 932UEA000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $548000000.00
- **C.18.a - Value (excl. sponsor support):** $548000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   | 2026-10-29      | NA       | 0.0000% | $1876800.00        | $1848464.07        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-22      | NA       | 0.0000% | $185811600.00      | $183139815.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $39000.00          | $39003.06          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-05      | NA       | 0.0000% | $50200.00          | $49407.24          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $5861300.00        | $6054811.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $64382900.00       | $64655724.50       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $113.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $4271800.00        | $2013455.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $155275200.00      | $106741102.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $284.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $23340200.00       | $21033015.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $35773200.00       | $31459126.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $500.00            | $456.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $6700.00           | $6409.25           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $14700.00          | $14180.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $42075000.00       | $40123995.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $10300.00          | $8943.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $97800.00          | $97251.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $900.00            | $863.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $428300.00         | $420207.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $345900.00         | $352518.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $26339500.00       | $26661819.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $17670600.00       | $17591249.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $136900.00         | $139603.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $54847000.00       | $55204016.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $847500.00         | $852504.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $453000.00         | $451511.73         | U.S. Treasuries (including strips) |

### Security 76: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 3.630000%
- **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: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 933UAA003_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-03-15      | 3.5000%  | 0.0000% | $599820800.00      | $595617946.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $6247200.00        | $6223790.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $698200.00         | $709400.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $71280400.00       | $72913226.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $120840900.00      | $121853194.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $139978800.00      | $141929398.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $132432300.00      | $131753093.60      | U.S. Treasuries (including strips) |

### Security 77: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.639900%
- **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: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 934QUK007_3.64_0601
- **C.18 - Value (incl. sponsor support):** $296626250.00
- **C.18.a - Value (excl. sponsor support):** $296626250.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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       | $4786995.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | NA       | 0.0000% | $40000000.00       | $11831200.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14619650.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $29000000.00       | $22850668.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $25000000.00       | $18432147.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $48270040.76       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $50000000.00       | $13395450.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-08-15      | NA       | 0.0000% | $57000000.00       | $30218664.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $35000000.00       | $9029720.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $90000000.00       | $41667930.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2048-02-15      | NA       | 0.0000% | $25000000.00       | $8175475.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-11-15      | NA       | 0.0000% | $25000000.00       | $7875925.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $25000000.00       | $7119725.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14417450.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $50000000.00       | $14950550.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $40000000.00       | $11994520.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-08-15      | NA       | 0.0000% | $35000000.00       | $10619210.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $25000000.00       | $7696650.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $20000000.00       | $6221880.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.610000%
- **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_3.61_0601
- **C.18 - Value (incl. sponsor support):** $3700000000.00
- **C.18.a - Value (excl. sponsor support):** $3700000000.00
- **C.19 - Percentage of Net Assets:** 4.7200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $776178900.00      | $729786189.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $739350000.00      | $749983591.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $684378700.00      | $679643196.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $608952500.00      | $390587064.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $25875000.00       | $24523822.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49314676.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $25000000.00       | $25550271.69       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-19      | NA       | 0.0000% | $25000000.00       | $24560500.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 3.8750%  | 0.0000% | $49000000.00       | $48803225.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $72000000.00       | $72261114.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $49408576.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49577382.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $200000000.00      | $197761897.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $24000000.00       | $24787490.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $75000000.00       | $76240451.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $43834300.00       | $44802998.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $436230000.00      | $437466451.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $5000000.00        | $5100518.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $45000000.00       | $45624671.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $48216028.18       | U.S. Treasuries (including strips) |

### Security 79: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.61_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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% | $206785000.00      | $204005434.02      | U.S. Treasuries (including strips) |

### Security 80: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 3.619900%
- **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: RILFO74KP1CM8P6PCT96, C.5 - Other ID: 935MKJ009_3.62_0601
- **C.18 - Value (incl. sponsor support):** $281000000.00
- **C.18.a - Value (excl. sponsor support):** $281000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-01-15      | 0.8750%  | 0.0000% | $10000200.00       | $12919582.92       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $1500.00           | $1095.68           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $112800.00         | $140654.97         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $500.00            | $692.94            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $19056000.00       | $25959929.84       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $406800.00         | $466135.10         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $127800.00         | $139634.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $16000000.00       | $15843209.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $200.00            | $194.04            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $3052600.00        | $3259043.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $900.00            | $909.57            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $200.00            | $212.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $14481500.00       | $16041541.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $51545400.00       | $54579892.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $500.00            | $509.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $500.00            | $507.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $300.00            | $309.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $24999800.00       | $26014072.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $200.00            | $203.77            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $14021500.00       | $22329632.63       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $320400.00         | $482250.01         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 2.3750%  | 0.0000% | $17536100.00       | $29179204.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $4289300.00        | $4358109.89        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $46336000.00       | $47554538.53       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $18001000.00       | $17571816.97       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $2600.00           | $2429.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $10062200.00       | $9772810.35        | 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 3.630000%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   | 2026-10-29      | NA       | 0.0000% | $1969300.00        | $1939567.51        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-16      | NA       | 0.0000% | $12000.00          | $11945.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $24921600.00       | $25678600.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $19200.00          | $20131.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $515600.00         | $516648.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $7451700.00        | $7452042.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $1376800.00        | $1195360.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.37             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $22464300.00       | $16324711.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $800.00            | $589.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $13940700.00       | $8821501.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $55896000.00       | $35925314.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $24482000.00       | $13607632.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $257688800.00      | $172990171.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $300.00            | $163.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $26200900.00       | $18011330.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $247860000.00      | $210982580.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $4000.00           | $3604.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $114144100.00      | $107866461.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $21000.00          | $20376.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $344000.00         | $333458.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $38000000.00       | $36520788.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $7087100.00        | $6801906.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $39600.00          | $34702.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $34883100.00       | $33072437.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $18160900.00       | $17509157.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $96.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $164363600.00      | $165060095.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $300.00            | $275.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $250952400.00      | $243476433.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $400.00            | $372.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $49624600.00       | $46018161.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $106205100.00      | $105660405.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $6074600.00        | $6181938.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $1000.00           | $991.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $149998000.00      | $152347588.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $1000.00           | $1011.78           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $1533400.00        | $1575376.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $19900.00          | $20573.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $75180000.00       | $75155497.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $4175600.00        | $4258104.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1011.21           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $316600.00         | $319501.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $10000.00          | $10045.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $611766800.00      | $628631128.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $295298000.00      | $264645149.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $9273300.00        | $7460013.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $155538400.00      | $133534573.32      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.699900%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.70_0713
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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? 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   | 2026-06-11      | NA       | 0.0000% | $1000.00           | $999.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $111500.00         | $113004.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $204125000.00      | $204862879.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $29085300.00       | $20466460.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $193.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $4056300.00        | $4056486.41        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.72_0720
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $600.00            | $475.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $55951400.00       | $26371939.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $1100.00           | $1011.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $423441200.00      | $266272525.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $3942500.00        | $3844561.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $49999900.00       | $48948035.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $12112000.00       | $11751178.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $49999800.00       | $48053476.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $108221600.00      | $104352300.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $95.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $410700.00         | $398888.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $5800.00           | $5536.92           | U.S. Treasuries (including strips) |

### Security 84: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.639900%
- **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: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 943BACII1_3.64_0601
- **C.18 - Value (incl. sponsor support):** $835000000.00
- **C.18.a - Value (excl. sponsor support):** $835000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2027-06-15      | 4.6250%  | 0.0000% | $30700000.00       | $31561882.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $1404000.00        | $1422637.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $35000000.00       | $35787975.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $138000000.00      | $130566562.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100000000.00      | $96477581.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $170000000.00      | $106209789.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $100000000.00      | $90058423.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $106448000.00      | $66093939.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $215000000.00      | $134004540.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $84000000.00       | $72095770.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $95000000.00       | $86629847.20       | U.S. Treasuries (including strips) |

### Security 85: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.64_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50297724.18       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $13690000.00       | $14227742.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $49219246.37       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $38000000.00       | $40709235.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $200000000.00      | $204807065.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $190000000.00      | $194036187.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $88000000.00       | $86000248.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $240000000.00      | $244089354.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $102956578.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50322094.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $150000000.00      | $148852072.01      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $22000000.00       | $22148684.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $250000000.00      | $247110224.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $100000000.00      | $99335808.01       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2036-01-15      | 1.8750%  | 0.0000% | $40000000.00       | $40283879.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-01-31      | 4.0000%  | 0.0000% | $160000000.00      | $159536187.85      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $23000000.00       | $31922244.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $40000000.00       | $38251381.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $220000000.00      | $215708355.98      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.610000%
- **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_3.61_0601
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2028-02-29      | 1.1250%  | 0.0000% | $449800.00         | $429412.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $18900.00          | $16794.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $37800.00          | $36047.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $484100.00         | $482588.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $112100.00         | $105485.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $470.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $5000000.00        | $4701722.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $55663800.00       | $52774482.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $167877000.00      | $149079131.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $50585000.00       | $47987338.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $26000.00          | $25793.36          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $614000.00         | $617903.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $326000000.00      | $328894092.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $7400.00           | $7487.20           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-23      | NA       | 0.0000% | $45344200.00       | $45106596.39       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $81400.00          | $79931.38          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-02      | NA       | 0.0000% | $138600.00         | $138168.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $21225000.00       | $21321227.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $9300.00           | $9257.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $194.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $10473000.00       | $10511994.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $38900.00          | $40089.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $442305600.00      | $444917599.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $180400.00         | $180745.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $992.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $238914000.00      | $242496813.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $1825200.00        | $1833942.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $50003927.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $166778800.00      | $167638125.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $300.00            | $295.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $151754600.00      | $147047132.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $1600.00           | $1587.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $38075000.00       | $38191105.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $471771200.00      | $469939578.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-28      | 3.7500%  | 0.0000% | $137638000.00      | $134789746.16      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-01-21      | NA       | 0.0000% | $100.00            | $97.68             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-02      | NA       | 0.0000% | $1506600.00        | $1506452.35        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-20      | NA       | 0.0000% | $4600.00           | $4563.28           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-30      | NA       | 0.0000% | $283500.00         | $282674.45         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-04-15      | NA       | 0.0000% | $250000000.00      | $241989500.00      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-21      | NA       | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-25      | NA       | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-01      | NA       | 0.0000% | $108300.00         | $107304.29         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-12      | NA       | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-19      | NA       | 0.0000% | $1000.00           | $982.75            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-15      | NA       | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-22      | NA       | 0.0000% | $15276700.00       | $15103110.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $102.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $30390900.00       | $29784718.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $2621100.00        | $2608804.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $16200000.00       | $15011321.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $318285600.00      | $328373857.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $4724900.00        | $4753256.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $201560000.00      | $210434460.88      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $270504400.00      | $273535854.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $664000.00         | $649499.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $84527500.00       | $85251130.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $329776000.00      | $329757003.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $1000.00           | $980.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $1345000.00        | $1290875.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $37361000.00       | $35609591.85       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-04-30      | 3.7361%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $88119800.00       | $90532044.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $53261000.00       | $54003189.72       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   | 2026-07-09      | NA       | 0.0000% | $769935100.00      | $766989328.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $249601000.00      | $253010768.92      | U.S. Treasuries (including strips) |

### Security 88: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.61_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2035-05-15      | 4.2500%  | 0.0000% | $257492800.00      | $255141778.78      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1875000000.00
- **C.18.a - Value (excl. sponsor support):** $1875000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-05-31      | 2.7500%  | 0.0000% | $1050000000.00     | $1026216305.08     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $100000000.00      | $98962703.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $288492300.00      | $298518189.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $478050000.00      | $488802802.68      | U.S. Treasuries (including strips) |

### Security 90: Canadian Imperial Bank of Commerce Tri Party Repo

- **C.1 - Title:** Canadian Imperial Bank of Commerce Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965FJZ003, C.3 - LEI: 549300TDJKVQJ41VN031, C.5 - Other ID: 965FJZ003_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1255000000.00
- **C.18.a - Value (excl. sponsor support):** $1255000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2035-05-15      | 4.2500%  | 0.0000% | $64441700.00       | $63845411.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $25209100.00       | $25303765.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $5661200.00        | $5603472.19        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | NA       | 0.0000% | $200.00            | $198.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $100.00            | $107.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $204.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $69200.00          | $66716.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $8928800.00        | $10521434.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $23077300.00       | $17077476.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $499500.00         | $367844.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $188.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $617100.00         | $452095.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $18294100.00       | $14708570.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $345600.00         | $303922.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $3415800.00        | $3290471.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $5997800.00        | $5387467.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $192.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $24073200.00       | $22285474.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $201.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $10105500.00       | $10127387.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $518700.00         | $454549.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $7748700.00        | $6728061.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $15503400.00       | $14588596.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $3598700.00        | $3110846.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $39409600.00       | $39035446.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $20410200.00       | $18124787.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $11685800.00       | $11085706.10       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $100.00            | $98.49             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $68335100.00       | $68627670.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $45150600.00       | $42921472.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $7900.00           | $7843.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $74910100.00       | $73871665.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $90028600.00       | $89335978.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $54149700.00       | $53547204.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $13334200.00       | $13443494.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $5677900.00        | $5623352.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $54594000.00       | $54275475.68       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2036-01-15      | 1.8750%  | 0.0000% | $420300.00         | $423181.99         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $452700.00         | $454163.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 3.5000%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $3493700.00        | $3513851.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $15664900.00       | $15587289.58       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $61869000.00       | $71555131.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $4102500.00        | $4104275.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $59953100.00       | $59363585.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $29159200.00       | $29344596.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $35276200.00       | $35095278.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $49126200.00       | $49562322.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $4309700.00        | $4352278.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $3885500.00        | $4264635.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $2406400.00        | $2278937.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $12797500.00       | $13005882.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $7176100.00        | $7239103.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $19999800.00       | $20360930.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $44999900.00       | $45932279.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $17999200.00       | $18132748.20       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $1515600.00        | $1648683.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $5800.00           | $6000.44           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $8049800.00        | $8013652.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $4074600.00        | $4074365.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $98342700.00       | $96389474.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $981000.00         | $984564.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $80983000.00       | $82750968.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $11634300.00       | $11775997.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $900.00            | $905.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $12749900.00       | $12774343.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $3000000.00        | $2984987.01        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 3.610000%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_3.61_0601
- **C.18 - Value (incl. sponsor support):** $235000000.00
- **C.18.a - Value (excl. sponsor support):** $235000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2031-05-15      | 1.6250%  | 0.0000% | $269749900.00      | $239700086.60      | U.S. Treasuries (including strips) |

### Security 92: Banco Bilbao Vizcaya Argentaria SA Tri Party Repo

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABFFJ8, C.3 - LEI: 213800FKGFR7Q2ACLS83, C.5 - Other ID: 990ABFFJ8_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2031-01-15      | 0.1250%  | 0.0000% | $3570300.00        | $4238595.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $5600000.00        | $4907419.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $908000.00         | $788400.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $376.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $17640400.00       | $17461077.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $166474200.00      | $143906307.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $1304400.00        | $1291617.66        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $942700.00         | $1008813.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $52771000.00       | $53059323.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $49999000.00       | $50623191.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $86216900.00       | $81650160.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $202518300.00      | $204671641.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $52723100.00       | $51949259.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 3.8750%  | 0.0000% | $39976500.00       | $39849821.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $4215800.00        | $3088552.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $40410600.00       | $40119296.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $1643600.00        | $1669966.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $338400.00         | $342521.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $825000000.00      | $840364691.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $14500000.00       | $14777424.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $9998300.00        | $10246144.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $128452500.00      | $130771931.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $11969000.00       | $12089531.60       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $106163700.00      | $105757517.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $4999000.00        | $5341649.00        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $23358200.00       | $35157591.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $3000000.00        | $2842394.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-05-15      | 4.3750%  | 0.0000% | $1021000.00        | $1017592.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $18800.00          | $16582.51          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $15113800.00       | $14559260.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $25000000.00       | $24106162.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $998900.00         | $911293.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-02-15      | 4.7500%  | 0.0000% | $5920500.00        | $5788693.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $20000000.00       | $18532495.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $183471100.00      | $168092727.76      | U.S. Treasuries (including strips) |

### Security 93: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1995000000.00
- **C.18.a - Value (excl. sponsor support):** $1995000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $15509900.00       | $15318102.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $619530000.00      | $622401257.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $1000.00           | $975.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $32999800.00       | $32761917.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $68000000.00       | $68208289.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.95             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-05      | NA       | 0.0000% | $45000000.00       | $44289360.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $100000000.00      | $74782485.87       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $49999900.00       | $49565950.87       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-15      | NA       | 0.0000% | $49999700.00       | $49316404.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $135599000.00      | $66345104.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $125000000.00      | $118828631.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $999900.00         | $994287.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $394937000.00      | $394955792.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $300000000.00      | $305739810.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $44999900.00       | $44852058.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $97284000.00       | $98806528.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $47505000.00       | $47732553.15       | U.S. Treasuries (including strips) |

### Security 94: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.610000%
- **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: 549300WO2DKF0Q3YMV43, C.5 - Other ID: 996JWK006_3.61_0601
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2032-02-15      | NA       | 0.0000% | $224.61            | $176.61            | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2028-11-15      | NA       | 0.0000% | $300.00            | $271.84            | U.S. Treasuries (including strips) |
| STRIPS        | 2032-08-15      | NA       | 0.0000% | $2652788.77        | $2039551.55        | U.S. Treasuries (including strips) |

### Security 95: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.610000%
- **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: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 99VDGG008_3.61_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2042-11-15      | 2.7500%  | 0.0000% | $91796300.00       | $69521119.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $74774200.00       | $72493691.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $82386600.00       | $62758100.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $84720400.00       | $63356021.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $113478400.00      | $66189523.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $74162200.00       | $65218600.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $74939300.00       | $67313517.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $55417200.00       | $43149437.21       | U.S. Treasuries (including strips) |

### Security 96: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.619900%
- **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: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 99VDGG008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1485000000.00
- **C.18.a - Value (excl. sponsor support):** $1485000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2028-12-15      | 3.5000%  | 0.0000% | $204394200.00      | $205017476.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $127517800.00      | $129596664.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $221243000.00      | $221920686.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $271911900.00      | $236078347.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $225800600.00      | $227386839.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $16298500.00       | $12188423.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $147687900.00      | $108761196.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $147631900.00      | $93419625.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $181615300.00      | $85601927.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-05-15      | 5.0000%  | 0.0000% | $29042800.00       | $29197864.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $91832700.00       | $88549360.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $105989900.00      | $76981627.95       | U.S. Treasuries (including strips) |

### Security 97: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.61_0601
- **C.18 - Value (incl. sponsor support):** $2763000000.00
- **C.18.a - Value (excl. sponsor support):** $2763000000.00
- **C.19 - Percentage of Net Assets:** 3.5300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2034-08-15      | 3.8750%  | 0.0000% | $93849600.00       | $91800070.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $1331100.00        | $1324273.18        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $777949600.00      | $742509750.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $1258220800.00     | $1194545018.96     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $795773600.00      | $788081028.07      | U.S. Treasuries (including strips) |

### Security 98: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.62_0610
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2036-11-15      | NA       | 0.0000% | $370688026.05      | $229500000.00      | U.S. Treasuries (including strips) |

### Security 99: HSBC Tri Party Repo

- **C.1 - Title:** HSBC Tri Party Repo 3.610000%
- **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: 1IE8VN30JCEQV1H4R804, C.5 - Other ID: 99VDKG003_3.61_0601
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2048-08-15      | 3.0000%  | 0.0000% | $20776100.00       | $15300058.38       | U.S. Treasuries (including strips) |

### Security 100: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.619900%
- **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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDMN006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $145378000.00
- **C.18.a - Value (excl. sponsor support):** $145378000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   | 2036-02-15      | NA       | 0.0000% | $3087000.00        | $2028060.22        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2042-08-15      | NA       | 0.0000% | $5117000.00        | $2293091.44        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2048-08-15      | NA       | 0.0000% | $232133200.00      | $74618520.74       | U.S. Treasuries (including strips) |
| STRIPS        | 2041-02-15      | NA       | 0.0000% | $76871757.80       | $36961094.23       | U.S. Treasuries (including strips) |
| STRIPS        | 2044-02-15      | NA       | 0.0000% | $65682145.28       | $26385108.90       | U.S. Treasuries (including strips) |
| STRIPS        | 2048-11-15      | NA       | 0.0000% | $19248701.43       | $5999685.49        | U.S. Treasuries (including strips) |

### Security 101: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.619900%
- **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: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 99VDQN002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2033-01-15      | 1.1250%  | 0.0000% | $2910200.00        | $3107013.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $27200.00          | $26264.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $199900.00         | $202025.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $7300.00           | $7467.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $20000.00          | $20633.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $201.40            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $27190000.00       | $55502875.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $2000000.00        | $2030856.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $1097000.00        | $1161580.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $300.00            | $310.22            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 3.7260%  | 0.0000% | $500.00            | $501.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $400.00            | $409.34            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $549100.00         | $585549.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $3000.00           | $3007.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $700.00            | $709.61            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $8970200.00        | $9206097.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $700.00            | $692.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $5800.00           | $5740.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $4000.00           | $3449.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $499900.00         | $326932.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $355.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $8000.00           | $5920.10           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $3900.00           | $3774.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $500.00            | $373.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $14000.00          | $7254.49           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $421600.00         | $261228.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $400.00            | $360.46            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $724300.00         | $1153468.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $15300.00          | $13852.95          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $2775700.00        | $4177844.41        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $570100.00         | $645296.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $12800.00          | $9693.97           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2043-02-15      | 0.6250%  | 0.0000% | $336100.00         | $357551.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $190.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $5843300.00        | $5864971.58        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $288900.00         | $331038.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $38000.00          | $35757.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| STRIPS          | 2033-05-15      | NA       | 0.0000% | $0.10              | $0.07              | U.S. Treasuries (including strips) |
| STRIPS          | 2034-05-15      | NA       | 0.0000% | $15000.00          | $10588.62          | U.S. Treasuries (including strips) |
| STRIPS          | 2027-11-15      | NA       | 0.0000% | $9999.99           | $9444.80           | U.S. Treasuries (including strips) |
| STRIPS          | 2028-08-15      | NA       | 0.0000% | $6.37              | $5.83              | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $50000.00          | $45276.20          | U.S. Treasuries (including strips) |
| STRIPS          | 2029-08-15      | NA       | 0.0000% | $149901.12         | $131461.03         | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $10000.00          | $8677.32           | U.S. Treasuries (including strips) |
| STRIPS          | 2030-05-15      | NA       | 0.0000% | $10000.00          | $8493.08           | U.S. Treasuries (including strips) |
| STRIPS          | 2041-08-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $22.01             | $8.00              | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $999100.00         | $974037.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $2000000.00        | $1932574.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $8100.00           | $7240.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $3000.00           | $2383.45           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $88.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $47900.00          | $42123.49          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $379.76            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $5000000.00        | $4772222.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $192.33            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $380000.00         | $371939.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $108000.00         | $106708.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $1749900.00        | $1655523.54        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2056-02-15      | 2.3750%  | 0.0000% | $11087000.00       | $10572689.68       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-02-15      | NA       | 0.0000% | $67000.00          | $65210.77          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2032-02-15      | NA       | 0.0000% | $35500.00          | $27945.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $2000000.00        | $1998935.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $303.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $3000.00           | $2978.03           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $4499500.00        | $5870044.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $700.00            | $688.09            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $649000.00         | $653080.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $600000.00         | $595207.02         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $98.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 3.3750%  | 0.0000% | $19400.00          | $19362.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 3.8750%  | 0.0000% | $2911100.00        | $2887009.68        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-04-30      | 3.7361%  | 0.0000% | $174600.00         | $175168.80         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-04-15      | 1.2500%  | 0.0000% | $6519700.00        | $6495091.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-05-15      | 4.3750%  | 0.0000% | $1392200.00        | $1387553.40        | U.S. Treasuries (including strips) |
| STRIPS          | 2035-08-15      | NA       | 0.0000% | $469.35            | $310.94            | U.S. Treasuries (including strips) |
| STRIPS          | 2032-11-15      | NA       | 0.0000% | $19998.90          | $15202.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $500.00            | $502.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $600.00            | $578.55            | U.S. Treasuries (including strips) |
| STRIPS          | 2026-08-15      | NA       | 0.0000% | $225689.10         | $224007.49         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $199900.00         | $199699.30         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | NA       | 0.0000% | $233900.00         | $232510.87         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $542000.00         | $540798.39         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-10      | NA       | 0.0000% | $200.00            | $197.99            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-17      | NA       | 0.0000% | $31000.00          | $30664.39          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-04      | NA       | 0.0000% | $200.00            | $198.72            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-25      | NA       | 0.0000% | $43900.00          | $43529.05          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-15      | NA       | 0.0000% | $41600.00          | $41156.75          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-22      | NA       | 0.0000% | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-08-15      | NA       | 0.0000% | $24900.00          | $24724.48          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-08-15      | NA       | 0.0000% | $300.00            | $286.31            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-11-15      | NA       | 0.0000% | $250000.00         | $236187.00         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-02-15      | NA       | 0.0000% | $29900.00          | $7680.26           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-11-15      | NA       | 0.0000% | $100.00            | $24.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $8000.00           | $8373.60           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-06-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer