# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-25-013988
**Filing Date:** 2025-10
**Character Count:** 176689
**Document Hash:** c47ae3761ee32fff34cc08499a170238
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-013988.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-013988

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251378671

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 5493008OWE0VKOXO4934

**EDGAR Series Identifier:** S000019934

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 51 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $55897332519.28

- **Amortized Cost of Portfolio Securities:** $55887131250.57

- **Cash:** $4068967202.83

- **Total Other Assets:** $83659336.19

- **Total Liabilities:** $1545310632.37

- **Net Assets of Series:** $58494447157.22

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $57072747348.11           | $57192747348.11            | 98.1400%                  | 98.3400%                   |
| 2025-09-03 | $57057857783.22           | $57057857783.22            | 97.3000%                  | 97.3000%                   |
| 2025-09-04 | $57509140839.82           | $57509140839.82            | 97.3200%                  | 97.3200%                   |
| 2025-09-05 | $58441677919.65           | $58641677919.65            | 97.3500%                  | 97.6800%                   |
| 2025-09-08 | $58365736135.20           | $58565736135.20            | 97.3400%                  | 97.6800%                   |
| 2025-09-09 | $57056476010.67           | $57256476010.67            | 97.2800%                  | 97.6200%                   |
| 2025-09-10 | $58204763618.18           | $58684763618.18            | 96.8800%                  | 97.6800%                   |
| 2025-09-11 | $55636798742.63           | $55916798742.63            | 97.0800%                  | 97.5700%                   |
| 2025-09-12 | $55321400343.11           | $55601400343.11            | 96.8800%                  | 97.3700%                   |
| 2025-09-15 | $55600603381.18           | $55880603381.18            | 96.9000%                  | 97.3900%                   |
| 2025-09-16 | $55597522535.63           | $55597522535.63            | 97.3800%                  | 97.3800%                   |
| 2025-09-17 | $55812387335.02           | $55812387335.02            | 97.3800%                  | 97.3800%                   |
| 2025-09-18 | $55937924792.42           | $55937924792.42            | 97.3900%                  | 97.3900%                   |
| 2025-09-19 | $55662995738.11           | $55662995738.11            | 97.3600%                  | 97.3600%                   |
| 2025-09-22 | $57435924198.02           | $57435924198.02            | 97.4400%                  | 97.4400%                   |
| 2025-09-23 | $57333518804.56           | $57333518804.56            | 97.4400%                  | 97.4400%                   |
| 2025-09-24 | $57463169712.32           | $57463169712.32            | 97.4400%                  | 97.4400%                   |
| 2025-09-25 | $57999997932.28           | $57999997932.28            | 97.4600%                  | 97.4600%                   |
| 2025-09-26 | $59639805748.49           | $59759805748.49            | 97.5200%                  | 97.7100%                   |
| 2025-09-29 | $59345813839.81           | $59345813839.81            | 97.3300%                  | 97.3300%                   |
| 2025-09-30 | $58436299722.11           | $58436299722.11            | 97.3100%                  | 97.3100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%             |
| 2025-09-03 | 0.0000%             |
| 2025-09-04 | 0.0000%             |
| 2025-09-05 | 0.0000%             |
| 2025-09-08 | 0.0000%             |
| 2025-09-09 | 0.0000%             |
| 2025-09-10 | 0.0000%             |
| 2025-09-11 | 0.0000%             |
| 2025-09-12 | 0.0000%             |
| 2025-09-15 | 0.0000%             |
| 2025-09-16 | 0.0000%             |
| 2025-09-17 | 0.0000%             |
| 2025-09-18 | 0.0000%             |
| 2025-09-19 | 0.0000%             |
| 2025-09-22 | 0.0000%             |
| 2025-09-23 | 0.0000%             |
| 2025-09-24 | 0.0000%             |
| 2025-09-25 | 0.0000%             |
| 2025-09-26 | 0.0000%             |
| 2025-09-29 | 0.0000%             |
| 2025-09-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.0000                      |
|  |  |
| 2025-09-03 | 0.0000                      |
|  |  |
| 2025-09-04 | 0.0000                      |
|  |  |
| 2025-09-05 | 0.0000                      |
|  |  |
| 2025-09-08 | 0.0000                      |
|  |  |
| 2025-09-09 | 0.0000                      |
|  |  |
| 2025-09-10 | 0.0000                      |
|  |  |
| 2025-09-11 | 0.0000                      |
|  |  |
| 2025-09-12 | 0.0000                      |
|  |  |
| 2025-09-15 | 0.0000                      |
|  |  |
| 2025-09-16 | 0.0000                      |
|  |  |
| 2025-09-17 | 0.0000                      |
|  |  |
| 2025-09-18 | 0.0000                      |
|  |  |
| 2025-09-19 | 0.0000                      |
|  |  |
| 2025-09-22 | 0.0000                      |
|  |  |
| 2025-09-23 | 0.0000                      |
|  |  |
| 2025-09-24 | 0.0000                      |
|  |  |
| 2025-09-25 | 0.0000                      |
|  |  |
| 2025-09-26 | 0.0000                      |
|  |  |
| 2025-09-29 | 0.0000                      |
|  |  |
| 2025-09-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $58494447157.22

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.0000          |
|  |  |
| 2025-09-03 | 0.0000          |
|  |  |
| 2025-09-04 | 0.0000          |
|  |  |
| 2025-09-05 | 0.0000          |
|  |  |
| 2025-09-08 | 0.0000          |
|  |  |
| 2025-09-09 | 0.0000          |
|  |  |
| 2025-09-10 | 0.0000          |
|  |  |
| 2025-09-11 | 0.0000          |
|  |  |
| 2025-09-12 | 0.0000          |
|  |  |
| 2025-09-15 | 0.0000          |
|  |  |
| 2025-09-16 | 0.0000          |
|  |  |
| 2025-09-17 | 0.0000          |
|  |  |
| 2025-09-18 | 0.0000          |
|  |  |
| 2025-09-19 | 0.0000          |
|  |  |
| 2025-09-22 | 0.0000          |
|  |  |
| 2025-09-23 | 0.0000          |
|  |  |
| 2025-09-24 | 0.0000          |
|  |  |
| 2025-09-25 | 0.0000          |
|  |  |
| 2025-09-26 | 0.0000          |
|  |  |
| 2025-09-29 | 0.0000          |
|  |  |
| 2025-09-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%           |
| 2025-09-03 | 0.0000%           |
| 2025-09-04 | 0.0000%           |
| 2025-09-05 | 0.0000%           |
| 2025-09-08 | 0.0000%           |
| 2025-09-09 | 0.0000%           |
| 2025-09-10 | 0.0000%           |
| 2025-09-11 | 0.0000%           |
| 2025-09-12 | 0.0000%           |
| 2025-09-15 | 0.0000%           |
| 2025-09-16 | 0.0000%           |
| 2025-09-17 | 0.0000%           |
| 2025-09-18 | 0.0000%           |
| 2025-09-19 | 0.0000%           |
| 2025-09-22 | 0.0000%           |
| 2025-09-23 | 0.0000%           |
| 2025-09-24 | 0.0000%           |
| 2025-09-25 | 0.0000%           |
| 2025-09-26 | 0.0000%           |
| 2025-09-29 | 0.0000%           |
| 2025-09-30 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $267870075.57
- **C.18.a - Value (excl. sponsor support):** $267870075.57
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $571288133.95
- **C.18.a - Value (excl. sponsor support):** $571288133.95
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1006651432.84
- **C.18.a - Value (excl. sponsor support):** $1006651432.84
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $969217979.34
- **C.18.a - Value (excl. sponsor support):** $969217979.34
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $491695682.63
- **C.18.a - Value (excl. sponsor support):** $491695682.63
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1114511949.57
- **C.18.a - Value (excl. sponsor support):** $1114511949.57
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $640056460.59
- **C.18.a - Value (excl. sponsor support):** $640056460.59
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $396002261.32
- **C.18.a - Value (excl. sponsor support):** $396002261.32
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $730454051.20
- **C.18.a - Value (excl. sponsor support):** $730454051.20
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $438478132.95
- **C.18.a - Value (excl. sponsor support):** $438478132.95
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1741725612.93
- **C.18.a - Value (excl. sponsor support):** $1741725612.93
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1261129216.79
- **C.18.a - Value (excl. sponsor support):** $1261129216.79
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500425410.55
- **C.18.a - Value (excl. sponsor support):** $500425410.55
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1264565967.57
- **C.18.a - Value (excl. sponsor support):** $1264565967.57
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $888174439.09
- **C.18.a - Value (excl. sponsor support):** $888174439.09
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1008072937.84
- **C.18.a - Value (excl. sponsor support):** $1008072937.84
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2586233792.43
- **C.18.a - Value (excl. sponsor support):** $2586233792.43
- **C.19 - Percentage of Net Assets:** 4.4200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $540783165.24
- **C.18.a - Value (excl. sponsor support):** $540783165.24
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $725390320.12
- **C.18.a - Value (excl. sponsor support):** $725390320.12
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $330825071.63
- **C.18.a - Value (excl. sponsor support):** $330825071.63
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $782678559.74
- **C.18.a - Value (excl. sponsor support):** $782678559.74
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1286349998.39
- **C.18.a - Value (excl. sponsor support):** $1286349998.39
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $752169406.66
- **C.18.a - Value (excl. sponsor support):** $752169406.66
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $547811998.39
- **C.18.a - Value (excl. sponsor support):** $547811998.39
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.185000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $776385288.27
- **C.18.a - Value (excl. sponsor support):** $776385288.27
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $295191183.60
- **C.18.a - Value (excl. sponsor support):** $295191183.60
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.225000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $333939295.11
- **C.18.a - Value (excl. sponsor support):** $333939295.11
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $446224876.83
- **C.18.a - Value (excl. sponsor support):** $446224876.83
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $856786184.06
- **C.18.a - Value (excl. sponsor support):** $856786184.06
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90821619.87
- **C.18.a - Value (excl. sponsor support):** $90821619.87
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $472454390.98
- **C.18.a - Value (excl. sponsor support):** $472454390.98
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $670829976.02
- **C.18.a - Value (excl. sponsor support):** $670829976.02
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $759118226.44
- **C.18.a - Value (excl. sponsor support):** $759118226.44
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $763234979.64
- **C.18.a - Value (excl. sponsor support):** $763234979.64
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $208158035.66
- **C.18.a - Value (excl. sponsor support):** $208158035.66
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1043604452.82
- **C.18.a - Value (excl. sponsor support):** $1043604452.82
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $494723532.44
- **C.18.a - Value (excl. sponsor support):** $494723532.44
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499320287.76
- **C.18.a - Value (excl. sponsor support):** $499320287.76
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $21889113.20
- **C.18.a - Value (excl. sponsor support):** $21889113.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 40: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33114019.15
- **C.18.a - Value (excl. sponsor support):** $33114019.15
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44319486.39
- **C.18.a - Value (excl. sponsor support):** $44319486.39
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21008951.54
- **C.18.a - Value (excl. sponsor support):** $21008951.54
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55183555.00
- **C.18.a - Value (excl. sponsor support):** $55183555.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $573636164.52
- **C.18.a - Value (excl. sponsor support):** $573636164.52
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $811146955.75
- **C.18.a - Value (excl. sponsor support):** $811146955.75
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145220616.10
- **C.18.a - Value (excl. sponsor support):** $145220616.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.068000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $298850182.35
- **C.18.a - Value (excl. sponsor support):** $298850182.35
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44207923.53
- **C.18.a - Value (excl. sponsor support):** $44207923.53
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41488562.71
- **C.18.a - Value (excl. sponsor support):** $41488562.71
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137865792.85
- **C.18.a - Value (excl. sponsor support):** $137865792.85
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.143000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230698152.26
- **C.18.a - Value (excl. sponsor support):** $230698152.26
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178913441.92
- **C.18.a - Value (excl. sponsor support):** $178913441.92
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $368135416.92
- **C.18.a - Value (excl. sponsor support):** $368135416.92
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $418621574.36
- **C.18.a - Value (excl. sponsor support):** $418621574.36
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.048000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $887826449.28
- **C.18.a - Value (excl. sponsor support):** $887826449.28
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: 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):** $68823414.69
- **C.18.a - Value (excl. sponsor support):** $68823414.69
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 57: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1610061485.31
- **C.18.a - Value (excl. sponsor support):** $1610061485.31
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.103000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1811052279.83
- **C.18.a - Value (excl. sponsor support):** $1811052279.83
- **C.19 - Percentage of Net Assets:** 3.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.996000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1973442974.14
- **C.18.a - Value (excl. sponsor support):** $1973442974.14
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.058000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $494226457.43
- **C.18.a - Value (excl. sponsor support):** $494226457.43
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.057000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $492620443.22
- **C.18.a - Value (excl. sponsor support):** $492620443.22
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: N/A, C.5 - Other ID: 921BPA003_4.20_1001
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2028-02-29      | 4.0000%  | 0.0000% | $3000.00           | $3036.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $300.00            | $303.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $5995200.00        | $6094118.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $13609000.00       | $13982444.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $6077500.00        | $6175718.48        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $17300.00          | $25579.17          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $210.66            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $11030000.00       | $6951258.80        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $66100.00          | $57712.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $13490400.00       | $13194926.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $800.00            | $793.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $200.00            | $198.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $1000.00           | $987.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $1100.00           | $1023.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $4000.00           | $3919.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $500.00            | $478.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $1300.00           | $1222.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $6977300.00        | $6609463.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $23075800.00       | $22566486.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-15      | 4.2500%  | 0.0000% | $300.00            | $305.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $1000.00           | $1007.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $2799000.00        | $2792455.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $16500000.00       | $17354832.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $1600.00           | $1619.49           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $4677800.00        | $4708569.97        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $10300.00          | $10866.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $1002200.00        | $1011847.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $10082100.00       | $10289298.40       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $351900.00         | $358525.76         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: N/A, C.5 - Other ID: 926SGH006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2038-02-15      | 4.3750%  | 0.0000% | $2091300.00        | $2122372.01        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $11606500.00       | $13177935.22       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $6832200.00        | $6809597.37        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $83486600.00       | $94208917.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $966700.00         | $981099.73         | U.S. Treasuries (including strips) |

### Security 64: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.200000%
- **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: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 927NEC009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $297.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $2900.00           | $2943.00           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2036-02-15      | NA       | 0.0000% | $471500.00         | $308744.80         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-11-15      | NA       | 0.0000% | $2570000.00        | $1084791.86        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-05-15      | NA       | 0.0000% | $1243800.00        | $484591.94         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-08-15      | NA       | 0.0000% | $109600.00         | $34511.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $29533100.00       | $25502370.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $30992100.00       | $29972404.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $5647700.00        | $5725282.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $845657.20         | $724192.07         | U.S. Treasuries (including strips) |
| STRIPS          | 2044-08-15      | NA       | 0.0000% | $5762864.54        | $2271162.20        | U.S. Treasuries (including strips) |
| STRIPS          | 2051-08-15      | NA       | 0.0000% | $671553.78         | $188612.59         | U.S. Treasuries (including strips) |

### Security 65: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $997.66            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $96507000.00       | $107099249.04      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.140000%
- **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: N/A, C.5 - Other ID: 930PNJ004_4.14_1029
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $46400.00          | $43181.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $27200.00          | $26796.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $2187600.00        | $2036462.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $28000.00          | $28732.38          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2029-02-15      | NA       | 0.0000% | $100.00            | $88.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $7100.00           | $7376.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $28000.00          | $28035.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $93.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $44800.00          | $35603.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $4000.00           | $2682.09           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $30400.00          | $23003.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $1700.00           | $1112.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $12000.00          | $6890.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $16000.00          | $13719.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $3200.00           | $2916.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $6400.00           | $6487.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $3200.00           | $3387.97           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $6400.00           | $5697.74           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $40000.00          | $42431.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $3200.00           | $3272.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $108800.00         | $112355.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $114598400.00      | $119962980.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $6400.00           | $6695.87           | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.200000%
- **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: N/A, C.5 - Other ID: 930PNJ004_4.20_1001
- **C.18 - Value (incl. sponsor support):** $605000000.00
- **C.18.a - Value (excl. sponsor support):** $605000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2054-11-15      | 4.5000%  | 0.0000% | $1600.00           | $1571.35           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $397103100.00      | $408000006.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $157.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $3323200.00        | $3334884.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $1600.00           | $1691.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $50401600.00       | $52760999.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $146158100.00      | $153000052.98      | U.S. Treasuries (including strips) |
| STRIPS          | 2028-08-15      | NA       | 0.0000% | $774.88            | $697.24            | U.S. Treasuries (including strips) |

### Security 68: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: N/A, C.5 - Other ID: 930REQ004_4.20_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2028-01-15      | 0.5000%  | 0.0000% | $41956900.00       | $54344447.87       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $60250700.00       | $73868812.87       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $171390400.00      | $177822491.94      | U.S. Treasuries (including strips) |

### Security 69: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.22_1001
- **C.18 - Value (incl. sponsor support):** $930000000.00
- **C.18.a - Value (excl. sponsor support):** $930000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2040-11-15      | 4.2500%  | 0.0000% | $50649900.00       | $50135486.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $104999900.00      | $96107720.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $75292900.00       | $67904784.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $99999900.00       | $80687419.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $102000000.00      | $77057812.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $41999800.00       | $21295211.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $29999800.00       | $19274871.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $64399800.00       | $42453555.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $49999900.00       | $35570241.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $58902500.00       | $42869975.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $49999900.00       | $42726477.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $81933900.00       | $77171492.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $99999900.00       | $91499908.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $31400000.00       | $26483937.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $44999900.00       | $46103803.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $49999900.00       | $49328026.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $84999900.00       | $83685057.80       | U.S. Treasuries (including strips) |

### Security 70: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.22_1001
- **C.18 - Value (incl. sponsor support):** $140707970.00
- **C.18.a - Value (excl. sponsor support):** $140707970.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2044-11-15      | NA       | 0.0000% | $50000000.00       | $20093250.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $75000000.00       | $48292968.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $48000000.00       | $43365000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $30000000.00       | $30855468.75       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $1359000.00        | $1153932.34        | U.S. Treasuries (including strips) |

### Security 71: RBC Dominion Tri Party Repo

- **C.1 - Title:** RBC Dominion Tri Party Repo 4.179900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAA003, C.3 - LEI: N/A, C.5 - Other ID: 933UAA003_4.18_1027
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $108830300.00      | $112200012.58      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.22_1001
- **C.18 - Value (incl. sponsor support):** $316196250.00
- **C.18.a - Value (excl. sponsor support):** $316196250.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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       | $4922295.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $50000000.00       | $15489050.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $15187400.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $29000000.00       | $23399375.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $25000000.00       | $18964843.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49908019.68       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $50000000.00       | $14130700.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-08-15      | NA       | 0.0000% | $57000000.00       | $30129972.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $69000000.00       | $18727704.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $90000000.00       | $41879430.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2048-02-15      | NA       | 0.0000% | $25000000.00       | $8411500.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-11-15      | NA       | 0.0000% | $25000000.00       | $8115425.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $20000000.00       | $6418240.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $25000000.00       | $7922200.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-08-15      | NA       | 0.0000% | $35000000.00       | $10964695.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $40000000.00       | $12379720.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | NA       | 0.0000% | $40000000.00       | $12235960.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14913350.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $35000000.00       | $10325840.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: N/A, C.5 - Other ID: 934QYA005_4.20_1001
- **C.18 - Value (incl. sponsor support):** $685000000.00
- **C.18.a - Value (excl. sponsor support):** $685000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2028-07-31      | 4.1250%  | 0.0000% | $480522200.00      | $489981104.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $204178600.00      | $208718896.05      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: N/A, C.5 - Other ID: 935EJW000_4.18_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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% | $260770000.00      | $255035097.27      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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% | $7779000.00        | $9892151.36        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $17401200.00       | $20864308.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $38226600.00       | $40295865.96       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $313100.00         | $347464.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $200.00            | $199.53            | U.S. Treasuries (including strips) |

### Security 76: MUFG Securities Tri Party Repo

- **C.1 - Title:** MUFG Securities Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 937KFE008, C.3 - LEI: N/A, C.5 - Other ID: 937KFE008_4.20_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $200.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $372.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $300.00            | $301.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $202.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $1000.00           | $974.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $16900.00          | $17109.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $3202300.00        | $3258329.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $36500.00          | $37437.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $9399900.00        | $9569798.98        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $798600.00         | $791245.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $180.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $600.00            | $508.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $800.00            | $635.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $142.62            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $10554200.00       | $10451939.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $300.00            | $192.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $9591200.00        | $5217667.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $2719200.00        | $1873603.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $89859200.00       | $66931692.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $15130900.00       | $12974273.91       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $3343100.00        | $2918875.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $168.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $184.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $2442100.00        | $2373434.86        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $332000.00         | $333677.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $800000.00         | $818776.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $293.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $1303800.00        | $1282473.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $2000300.00        | $1942935.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $10914200.00       | $10539430.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $2500.00           | $2481.78           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $1344100.00        | $1784540.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $5397000.00        | $5309609.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $197.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $23957200.00       | $23341437.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $190.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $2996100.00        | $2613086.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $1100.00           | $1037.38           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $1112300.00        | $1045815.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $3565200.00        | $3365559.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $1000.00           | $982.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $6999800.00        | $6828094.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $2662800.00        | $2480618.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $4000000.00        | $3468522.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $118400.00         | $110452.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $2336700.00        | $2197387.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $283900.00         | $247383.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $18455800.00       | $16430677.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.69             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $12673300.00       | $12145634.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $378600.00         | $389272.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $10666200.00       | $10842229.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $19999900.00       | $20297813.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $999900.00         | $1018404.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $2120100.00        | $2171282.80        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.0685%  | 0.0000% | $13709600.00       | $13808046.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $601900.00         | $628069.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $832800.00         | $842942.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $7048600.00        | $7073382.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $700.00            | $699.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $19528900.00       | $19550130.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $2200.00           | $2175.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $1999900.00        | $2042740.13        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.1035%  | 0.0000% | $2500.00           | $2518.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $8050500.00        | $8351246.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $999200.00         | $1034968.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $500.00            | $504.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $1999900.00        | $2034258.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $3002500.00        | $3071784.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $126000.00         | $125428.21         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.15_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2025-10-30      | NA       | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $5100500.00        | $5061797.41        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-18      | NA       | 0.0000% | $25000000.00       | $24790775.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-15      | NA       | 0.0000% | $263900.00         | $260959.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $16000000.00       | $18074264.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $765200.00         | $775648.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $76215100.00       | $66566058.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $3300.00           | $2593.65           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $150.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $400.00            | $297.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $32242900.00       | $30233303.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $1475900.00        | $1436694.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $16988000.00       | $17015877.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $8000.00           | $8159.74           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $700.00            | $714.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $103494000.00      | $109301497.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $250400.00         | $259529.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $224156000.00      | $235665500.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $530900.00         | $546125.15         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.209900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 4.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $700.00            | $683.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $800.00            | $809.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $6440500.00        | $6516514.84        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-30      | NA       | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $1000.00           | $980.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $8400.00           | $8823.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $221000.00         | $235697.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $417000.00         | $441784.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $48615000.00       | $29244839.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $62491500.00       | $40108028.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $16954000.00       | $9746663.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $41810000.00       | $43045046.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $2600.00           | $2579.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $194.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $400.00            | $389.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $10048900.00       | $9905684.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $147600.00         | $145972.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $205599000.00      | $209648203.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $23649100.00       | $24039392.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $105757000.00      | $107367308.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $400.00            | $401.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $1543400.00        | $1580660.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $69399000.00       | $72175237.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $64600.00          | $65725.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $400.00            | $410.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $17328500.00       | $17620918.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $62366400.00       | $63326655.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $3892000.00        | $4020703.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $7258000.00        | $7699242.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $51000.00          | $52166.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $37140000.00       | $39256261.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $33456000.00       | $34491898.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $69800.00          | $70651.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $217161600.00      | $215707485.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $87800000.00       | $89589598.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $431012000.00      | $444042785.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $218813000.00      | $223213983.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $181173000.00      | $185279043.82      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $389935200.00      | $394626510.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $25620000.00       | $25700395.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $251520600.00      | $251019570.96      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.209900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.21_1001
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $134042000.00      | $117768463.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $145000000.00      | $135212500.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $25000000.00       | $23382812.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $200000000.00      | $198593750.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100000000.00      | $102515625.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39296875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $25000000.00       | $23780924.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $68790000.00       | $72379978.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $107000000.00      | $109441630.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $13000000.00       | $13744791.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51154381.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $30000000.00       | $31401562.50       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: N/A, C.5 - Other ID: 944DQXII3_4.22_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2031-08-15      | 1.2500%  | 0.0000% | $220000000.00      | $190815625.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $170000000.00      | $166015625.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $200000000.00      | $204055027.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $230000000.00      | $227951562.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $200000000.00      | $197843750.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $170000000.00      | $175704585.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $190000000.00      | $196256963.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $200000000.00      | $205156250.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $180000000.00      | $182236243.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $210000000.00      | $211682501.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $81400000.00       | $82476116.85       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.189900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.19_1001
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2030-04-30      | 3.5000%  | 0.0000% | $13531800.00       | $13606260.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $76526000.00       | $66081597.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $14000.00          | $13322.85          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $38146900.00       | $38825969.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $15119600.00       | $15818582.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $98957500.00       | $100254262.24      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.20_1001
- **C.18 - Value (incl. sponsor support):** $865000000.00
- **C.18.a - Value (excl. sponsor support):** $865000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2030-01-31      | 3.5000%  | 0.0000% | $101695000.00      | $101472148.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $18000.00          | $17859.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $11275500.00       | $11084963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $560931600.00      | $589992344.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $172710100.00      | $179732535.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $206500.00         | $206477.08         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $21037200.00       | $20786941.47       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $237600.00         | $237198.93         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-25      | NA       | 0.0000% | $744595200.00      | $740053913.88      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $322664800.00      | $321597344.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $363800.00         | $362299.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $29447500.00       | $29232938.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $363520700.00      | $338885018.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $253114400.00      | $259225009.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $326272000.00      | $329412860.02      | U.S. Treasuries (including strips) |

### Security 84: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.189900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.19_1001
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2027-03-15      | 4.2500%  | 0.0000% | $14406100.00       | $14550210.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $41387300.00       | $41517807.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $467447100.00      | $468921115.45      | U.S. Treasuries (including strips) |

### Security 85: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 976GZD009, C.3 - LEI: N/A, C.5 - Other ID: 976GZD009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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% | $43289400.00       | $44421699.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $6690700.00        | $6578302.93        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.00_0109
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $600.00            | $599.93            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-09      | NA       | 0.0000% | $1520800.00        | $1519438.88        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-23      | NA       | 0.0000% | $23023900.00       | $22967123.06       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-07      | NA       | 0.0000% | $29800.00          | $29779.97          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-14      | NA       | 0.0000% | $77596200.00       | $77483142.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.20_1001
- **C.18 - Value (incl. sponsor support):** $565000000.00
- **C.18.a - Value (excl. sponsor support):** $565000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $416581200.00      | $421292733.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $149554500.00      | $155007306.87      | U.S. Treasuries (including strips) |

### Security 88: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.369900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.37_1114
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $392.84            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $20000.00          | $20101.07          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $52387500.00       | $52381684.99       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-09      | NA       | 0.0000% | $26181900.00       | $26158467.20       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-07      | NA       | 0.0000% | $61959100.00       | $61917463.48       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-14      | NA       | 0.0000% | $62594900.00       | $62503699.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $1014800.00        | $1026965.93        | U.S. Treasuries (including strips) |

### Security 89: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: N/A, C.5 - Other ID: 996JWK006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2028-09-30      | 4.6250%  | 0.0000% | $21822900.00       | $22440007.97       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: N/A, C.5 - Other ID: 99VDJN000_4.20_1001
- **C.18 - Value (incl. sponsor support):** $875000000.00
- **C.18.a - Value (excl. sponsor support):** $875000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2054-11-15      | 4.5000%  | 0.0000% | $32485300.00       | $31903683.19       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $119100.00         | $118196.27         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | NA       | 0.0000% | $398600.00         | $395944.93         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $9301800.00        | $9159166.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $14400000.00       | $10854907.20       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $18000.00          | $17093.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $43368800.00       | $23592876.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $9340000.00        | $6592599.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $10320000.00       | $7493426.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $77101000.00       | $78025325.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $22966100.00       | $22565111.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $121600.00         | $119403.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $22184900.00       | $20799353.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $440900.00         | $429380.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $9000000.00        | $8973175.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $45445300.00       | $44941493.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $14717400.00       | $15054618.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $10000000.00       | $10080156.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $14961900.00       | $14884135.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $587890400.00      | $586500039.20      | U.S. Treasuries (including strips) |

### Security 91: HSBC Tri Party Repo

- **C.1 - Title:** HSBC Tri Party Repo 4.209900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDKG003, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: 99VDKG003_4.21_1001
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2042-05-15      | 3.0000%  | 0.0000% | $55409400.00       | $45617450.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $8660900.00        | $5563887.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $106964600.00      | $67669362.53       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $38524000.00       | $39249350.83       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $252720500.00
- **C.18.a - Value (excl. sponsor support):** $252720500.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2030-07-31      | 3.8750%  | 0.0000% | $158724800.00      | $160804766.92      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2029-02-15      | NA       | 0.0000% | $32277100.00       | $28646474.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $10164700.00       | $9498622.46        | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $66007831.78       | $58825057.55       | U.S. Treasuries (including strips) |

### Security 93: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 99VDPU007_4.34_1126
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $52066200.00       | $42555280.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $22615400.00       | $16775815.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $101233400.00      | $63224358.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $72431000.00       | $68129105.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $69775300.00       | $64315469.99       | U.S. Treasuries (including strips) |

### Security 94: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 99VDPU007_4.36_1121
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $104787400.00      | $79648064.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $34896000.00       | $28521556.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $107431100.00      | $71406470.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $127831800.00      | $75423957.80       | U.S. Treasuries (including strips) |

### Security 95: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDQN002, C.3 - LEI: N/A, C.5 - Other ID: 99VDQN002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2054-02-15      | 4.2500%  | 0.0000% | $2000000.00        | $1861253.00        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $2000000.00        | $1953013.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $12000.00          | $12062.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $12000.00          | $12200.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $12000.00          | $12147.08          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $44600.00          | $45261.33          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $1692600.00        | $1672464.83        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $56000.00          | $55183.58          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $862000.00         | $860544.94         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | NA       | 0.0000% | $523900.00         | $521797.07         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-13      | NA       | 0.0000% | $55000.00          | $54737.38          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-20      | NA       | 0.0000% | $15000.00          | $14917.25          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $2301000.00        | $2283540.01        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-07      | NA       | 0.0000% | $942000.00         | $941366.98         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-29      | NA       | 0.0000% | $10000.00          | $9873.92           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-23      | NA       | 0.0000% | $8000.00           | $7928.73           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-06      | NA       | 0.0000% | $15000.00          | $14845.26          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-02-15      | NA       | 0.0000% | $17300.00          | $17053.30          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $4700.00           | $4523.79           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2046-11-15      | NA       | 0.0000% | $500.00            | $180.25            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-11-15      | NA       | 0.0000% | $10900.00          | $2975.72           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $3000000.00        | $6470889.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $83000.00          | $87933.06          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $1000000.00        | $2182697.83        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $187200.00         | $386645.32         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $900000.00         | $1422036.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $4000000.00        | $4036729.00        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $1611600.00        | $1829798.85        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $1300000.00        | $1369284.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $225400.00         | $221773.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $4969000.00        | $4061314.01        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $4000000.00        | $3798447.50        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $773400.00         | $575319.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $118.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $8300.00           | $8483.84           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $9549700.00        | $9597961.32        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-05-15      | NA       | 0.0000% | $2400.00           | $2344.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $33000.00          | $32360.51          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $400000.00         | $508659.28         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $4188000.00        | $5132392.06        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $4782100.00        | $6491710.22        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $300000.00         | $402860.07         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $500000.00         | $641127.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $1000.00           | $987.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $8400.00           | $8230.04           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $2000000.00        | $2396931.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $940.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $11800.00          | $11063.04          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $2580000.00        | $3162652.91        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $10000000.00       | $11259421.88       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $14500.00          | $16362.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $13500.00          | $12847.04          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $388100.00         | $409108.46         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $10000000.00       | $11157072.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $12000.00          | $12141.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $14200.00          | $14309.51          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $100000.00         | $103053.75         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.0685%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $23300.00          | $24607.46          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $720000.00         | $799024.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $5765900.00        | $5976126.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $19900.00          | $20142.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $793200.00         | $841421.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $5000.00           | $5284.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $999900.00         | $1021708.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $2000200.00        | $2024588.51        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $286000.00         | $300109.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $12119100.00       | $12006268.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $4700.00           | $4858.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $75100.00          | $77554.13          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $1439900.00        | $1519061.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $9700.00           | $10062.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $5100.00           | $5140.88           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $17673100.00       | $18348564.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $15000.00          | $15160.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $900.00            | $898.21            | U.S. Treasuries (including strips) |
| STRIPS          | 2031-08-15      | NA       | 0.0000% | $73098.74          | $58081.85          | U.S. Treasuries (including strips) |
| STRIPS          | 2032-02-15      | NA       | 0.0000% | $0.69              | $0.54              | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $59.66             | $44.22             | U.S. Treasuries (including strips) |
| STRIPS          | 2034-02-15      | NA       | 0.0000% | $12.00             | $8.47              | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $12686.29          | $7663.23           | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $72181.09          | $59255.62          | U.S. Treasuries (including strips) |
| STRIPS          | 2031-11-15      | NA       | 0.0000% | $4483.08           | $3520.76           | U.S. Treasuries (including strips) |
| STRIPS          | 2033-11-15      | NA       | 0.0000% | $943.99            | $674.98            | U.S. Treasuries (including strips) |
| STRIPS          | 2025-11-15      | NA       | 0.0000% | $36930.98          | $36754.12          | U.S. Treasuries (including strips) |
| STRIPS          | 2026-08-15      | NA       | 0.0000% | $7994.96           | $7745.59           | U.S. Treasuries (including strips) |
| STRIPS          | 2026-11-15      | NA       | 0.0000% | $95001.90          | $91183.58          | U.S. Treasuries (including strips) |
| STRIPS          | 2027-02-15      | NA       | 0.0000% | $292000.00         | $277885.89         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-05-15      | NA       | 0.0000% | $379118.00         | $344364.25         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $103954.78         | $92642.73          | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $69000.00          | $59089.25          | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $734999.99         | $202109.56         | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS          | 2042-11-15      | NA       | 0.0000% | $399800.01         | $174048.14         | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-10-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer