# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001410368-25-014056
**Filing Date:** 2025-10
**Character Count:** 175335
**Document Hash:** 3ed44265ccdc3f0d15c2dbc9318f63cd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014056.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014056

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22078
- **FILM NUMBER:** 251379601

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

**Registrant Full Name:** Master Trust

**CIK Number of Registrant:** 0001403166

**LEI of Registrant:** 549300EBIIAXTNCMYQ69

**Name of Series:** Government Master Fund

**LEI of Series:** 54930015XY4J2ENG8G36

**EDGAR Series Identifier:** S000054189

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $23561160962.28

- **Amortized Cost of Portfolio Securities:** $23556751419.33

- **Cash:** $1021775403.39

- **Total Other Assets:** $53037399.51

- **Total Liabilities:** $67127263.33

- **Net Assets of Series:** $24564436958.90

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $20225765142.15           | $21653771587.46            | 79.5100%                  | 85.1200%                   |
| 2025-09-03 | $20214062723.33           | $21642273765.96            | 79.4900%                  | 85.1100%                   |
| 2025-09-04 | $19903129303.47           | $21456646667.29            | 79.2400%                  | 85.4200%                   |
| 2025-09-05 | $20048128930.72           | $21601816265.40            | 79.3400%                  | 85.4900%                   |
| 2025-09-08 | $20693147531.52           | $22247290242.18            | 79.8500%                  | 85.8500%                   |
| 2025-09-09 | $20183760870.87           | $21738045737.20            | 78.6600%                  | 84.7200%                   |
| 2025-09-10 | $20367629475.04           | $21922066719.89            | 77.3400%                  | 83.2400%                   |
| 2025-09-11 | $19573749032.83           | $21128356718.88            | 76.6300%                  | 82.7200%                   |
| 2025-09-12 | $19507543052.67           | $21062339966.55            | 76.5600%                  | 82.6600%                   |
| 2025-09-15 | $19516632772.33           | $21071852392.61            | 76.5700%                  | 82.6700%                   |
| 2025-09-16 | $19458061962.23           | $21013462131.03            | 76.1400%                  | 82.2300%                   |
| 2025-09-17 | $19026619528.64           | $20582211672.80            | 74.9900%                  | 81.1200%                   |
| 2025-09-18 | $19062552149.19           | $20618266090.39            | 75.0200%                  | 81.1500%                   |
| 2025-09-19 | $19203523500.98           | $20759382411.55            | 75.1500%                  | 81.2400%                   |
| 2025-09-22 | $18682493557.17           | $20238805220.79            | 74.6300%                  | 80.8500%                   |
| 2025-09-23 | $18647098785.59           | $20203560391.22            | 74.3300%                  | 80.5300%                   |
| 2025-09-24 | $18326480529.03           | $19883131171.54            | 73.8000%                  | 80.0700%                   |
| 2025-09-25 | $18434984803.39           | $19991797877.90            | 73.9200%                  | 80.1600%                   |
| 2025-09-26 | $18405328203.84           | $19962254242.41            | 73.8700%                  | 80.1200%                   |
| 2025-09-29 | $18484465836.12           | $20166065674.07            | 73.9500%                  | 80.6800%                   |
| 2025-09-30 | $18130010278.70           | $19811758760.94            | 73.5900%                  | 80.4200%                   |

### 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: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24564436958.90

- **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%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64035946.24
- **C.18.a - Value (excl. sponsor support):** $64035946.24
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153146296.83
- **C.18.a - Value (excl. sponsor support):** $153146296.83
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69022301.49
- **C.18.a - Value (excl. sponsor support):** $69022301.49
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104033836.40
- **C.18.a - Value (excl. sponsor support):** $104033836.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103033511.05
- **C.18.a - Value (excl. sponsor support):** $103033511.05
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68997602.25
- **C.18.a - Value (excl. sponsor support):** $68997602.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69019787.13
- **C.18.a - Value (excl. sponsor support):** $69019787.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133010105.34
- **C.18.a - Value (excl. sponsor support):** $133010105.34
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103044151.98
- **C.18.a - Value (excl. sponsor support):** $103044151.98
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101996439.18
- **C.18.a - Value (excl. sponsor support):** $101996439.18
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102035521.50
- **C.18.a - Value (excl. sponsor support):** $102035521.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126978416.35
- **C.18.a - Value (excl. sponsor support):** $126978416.35
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V68, C.4 - ISIN: US3130B7V683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87998649.20
- **C.18.a - Value (excl. sponsor support):** $87998649.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $251830739.16
- **C.18.a - Value (excl. sponsor support):** $251830739.16
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126872047.50
- **C.18.a - Value (excl. sponsor support):** $126872047.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125858950.56
- **C.18.a - Value (excl. sponsor support):** $125858950.56
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168716220.27
- **C.18.a - Value (excl. sponsor support):** $168716220.27
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174666964.50
- **C.18.a - Value (excl. sponsor support):** $174666964.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.4 - ISIN: US313385NE27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $135695510.96
- **C.18.a - Value (excl. sponsor support):** $135695510.96
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NG7, C.4 - ISIN: US313385NG74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132672450.26
- **C.18.a - Value (excl. sponsor support):** $132672450.26
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NM4, C.4 - ISIN: US313385NM43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115649390.00
- **C.18.a - Value (excl. sponsor support):** $115649390.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125544230.28
- **C.18.a - Value (excl. sponsor support):** $125544230.28
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124241978.75
- **C.18.a - Value (excl. sponsor support):** $124241978.75
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125109495.00
- **C.18.a - Value (excl. sponsor support):** $125109495.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250832632.49
- **C.18.a - Value (excl. sponsor support):** $250832632.49
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124826152.50
- **C.18.a - Value (excl. sponsor support):** $124826152.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $371264478.75
- **C.18.a - Value (excl. sponsor support):** $371264478.75
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RW8
- **C.18 - Value (incl. sponsor support):** $122580820.00
- **C.18.a - Value (excl. sponsor support):** $122580820.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121514057.91
- **C.18.a - Value (excl. sponsor support):** $121514057.91
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241884415.85
- **C.18.a - Value (excl. sponsor support):** $241884415.85
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248741990.28
- **C.18.a - Value (excl. sponsor support):** $248741990.28
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122259729.44
- **C.18.a - Value (excl. sponsor support):** $122259729.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385TH9
- **C.18 - Value (incl. sponsor support):** $252222256.64
- **C.18.a - Value (excl. sponsor support):** $252222256.64
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122907291.25
- **C.18.a - Value (excl. sponsor support):** $122907291.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385VH6
- **C.18 - Value (incl. sponsor support):** $123559974.72
- **C.18.a - Value (excl. sponsor support):** $123559974.72
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90005789.70
- **C.18.a - Value (excl. sponsor support):** $90005789.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100063107.00
- **C.18.a - Value (excl. sponsor support):** $100063107.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62999613.81
- **C.18.a - Value (excl. sponsor support):** $62999613.81
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63997111.04
- **C.18.a - Value (excl. sponsor support):** $63997111.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28007490.28
- **C.18.a - Value (excl. sponsor support):** $28007490.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69013524.00
- **C.18.a - Value (excl. sponsor support):** $69013524.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68019180.08
- **C.18.a - Value (excl. sponsor support):** $68019180.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80018324.00
- **C.18.a - Value (excl. sponsor support):** $80018324.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94997605.05
- **C.18.a - Value (excl. sponsor support):** $94997605.05
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599P007_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.1100%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2051-05-01      | 2.5000%  | 0.0000% | $125000.00         | $82118.57          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-06-01      | 2.5000%  | 0.0000% | $59000.00          | $32139.07          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $672285.41         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 3.0000%  | 0.0000% | $27585568.00       | $19713204.21       | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $132584.49         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.5000%  | 0.0000% | $1032004.00        | $759568.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-03-01      | 3.0000%  | 0.0000% | $554900.00         | $318885.27         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $885000.00         | $586525.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $6615000.00        | $4810829.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 4.5000%  | 0.0000% | $114956.00         | $97553.48          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $153842.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 6.5000%  | 0.0000% | $2182828.00        | $1645111.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 7.0000%  | 0.0000% | $12838656.00       | $9462531.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-03-01      | 6.5000%  | 0.0000% | $2938412.00        | $2672891.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $26549.78          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.5000%  | 0.0000% | $300000.00         | $292585.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-10-01      | 6.5000%  | 0.0000% | $2663904.00        | $2736029.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 6.5000%  | 0.0000% | $1959146.00        | $1821853.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.5000%  | 0.0000% | $5020000.00        | $4952157.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 6.0000%  | 0.0000% | $29320000.00       | $27276693.60       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.0000%  | 0.0000% | $195000.00         | $184843.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.5000%  | 0.0000% | $9361152.00        | $8618941.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $48313570.24       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.5000%  | 0.0000% | $45317888.00       | $40159725.42       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10497.78          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-01      | 4.0000%  | 0.0000% | $15274848.00       | $14156517.27       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 6.0000%  | 0.0000% | $44640256.00       | $45239299.86       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-01      | 3.0000%  | 0.0000% | $1339396.00        | $600988.44         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $436182.77         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $92072.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 2.5000%  | 0.0000% | $65000.00          | $38558.45          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 2.0000%  | 0.0000% | $873567.00         | $412473.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.0000%  | 0.0000% | $726110.00         | $481904.39         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.0000%  | 0.0000% | $7268592.00        | $5359887.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1418090.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 2.5000%  | 0.0000% | $2136000.00        | $1493592.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.5000%  | 0.0000% | $5000000.00        | $3919847.70        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 2.5000%  | 0.0000% | $39000.00          | $25186.37          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 2.5000%  | 0.0000% | $525000.00         | $332798.10         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 6.0000%  | 0.0000% | $300000.00         | $246267.73         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $79597.75          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 3.5000%  | 0.0000% | $581407.00         | $462256.28         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 5.0000%  | 0.0000% | $700000.00         | $563420.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $1563125.64        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $34355008.00       | $27213438.79       | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-08-01      | 3.5000%  | 0.0000% | $12187648.00       | $9830456.56        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 5.0000%  | 0.0000% | $794000.00         | $704543.14         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $15003904.00       | $13854784.79       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 3.5000%  | 0.0000% | $460000.00         | $370082.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $10136992.00       | $9161583.16        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-09-01      | 5.5000%  | 0.0000% | $2886120.00        | $2453365.76        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 6.0000%  | 0.0000% | $3675676.00        | $3791626.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-12-01      | 6.5000%  | 0.0000% | $1899950.00        | $18941.82          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-12-01      | 3.5000%  | 0.0000% | $100000.00         | $28081.39          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-06-01      | 5.5000%  | 0.0000% | $6709568.00        | $98824.00          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-07-01      | 5.0000%  | 0.0000% | $1938000.00        | $44099.93          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-01      | 4.0000%  | 0.0000% | $5470056.00        | $306587.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-12-01      | 2.5000%  | 0.0000% | $1000000.00        | $119798.02         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.5000%  | 0.0000% | $405000.00         | $251484.39         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-07-01      | 3.0000%  | 0.0000% | $600000.00         | $42488.60          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 5.0000%  | 0.0000% | $1120888.00        | $227966.10         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $63192.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 2.5000%  | 0.0000% | $715648.00         | $332403.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-05-01      | 2.5000%  | 0.0000% | $200000.00         | $137665.14         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $559882.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 5.0000%  | 0.0000% | $6082690.00        | $4578456.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.5000%  | 0.0000% | $11518280.00       | $9086654.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-09-01      | 5.0000%  | 0.0000% | $2760272.00        | $2051623.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 5.5000%  | 0.0000% | $10733872.00       | $10303668.49       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 5.5000%  | 0.0000% | $101479424.00      | $97428470.92       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 4.5000%  | 0.0000% | $209438.00         | $200312.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $1372392.00        | $1338609.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $791579648.00      | $796512521.17      | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5976663.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.5000%  | 0.0000% | $798960.00         | $840026.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 5.5000%  | 0.0000% | $2835904.00        | $2876737.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $1811576.00        | $1905513.15        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $2087360.00        | $2112624.74        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $2631240.00        | $2761149.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $1942232.00        | $1973359.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $4360903.11        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.0000%  | 0.0000% | $3022252.00        | $3025164.78        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.0000%  | 0.0000% | $12605536.00       | $12960461.67       | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $31098.32          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-05-01      | 3.5000%  | 0.0000% | $170000.00         | $56234.17          | Agency Mortgage-Backed Securities |
| FNMA                             | 2059-04-01      | 2.5000%  | 0.0000% | $32503936.00       | $14373220.63       | Agency Mortgage-Backed Securities |
| FNMA                             | 2060-07-01      | 3.0000%  | 0.0000% | $973000.00         | $477937.65         | Agency Mortgage-Backed Securities |
| FNMA                             | 2061-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $653578.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-01      | 3.5000%  | 0.0000% | $679225.00         | $114988.99         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 3.5000%  | 0.0000% | $223347.00         | $86525.33          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-04-01      | 3.5000%  | 0.0000% | $3511636.00        | $485811.31         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-01-01      | 4.0000%  | 0.0000% | $84000.00          | $14469.04          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-12-01      | 4.5000%  | 0.0000% | $216524.00         | $39795.77          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-01      | 3.5000%  | 0.0000% | $1041666.00        | $341755.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-01      | 3.5000%  | 0.0000% | $1484182.00        | $422140.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-01      | 2.5000%  | 0.0000% | $16430000.00       | $4546379.96        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3653560.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 3.5000%  | 0.0000% | $974009.00         | $769095.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.5000%  | 0.0000% | $25000.00          | $16198.84          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-10-01      | 1.5000%  | 0.0000% | $52897.00          | $30249.43          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $1956514.00        | $1873409.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $5209488.26        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 6.5000%  | 0.0000% | $1079662.00        | $759020.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $12078624.00       | $12548322.52       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.0000%  | 0.0000% | $2280080.00        | $1733276.20        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $11269488.00       | $7981084.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.5000%  | 0.0000% | $1073174.00        | $1070535.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $94835.63          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-03-01      | 3.1100%  | 0.0000% | $4550360.00        | $4467367.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $34042.29          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $67503.83          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-11-01      | 4.0000%  | 0.0000% | $1658352.00        | $261189.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-04-01      | 3.5000%  | 0.0000% | $6550000.00        | $1935081.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $851443.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-08-01      | 2.5000%  | 0.0000% | $235000.00         | $33226.05          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-03-01      | 3.5000%  | 0.0000% | $43000.00          | $5444.90           | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 3.5000%  | 0.0000% | $1343378.00        | $188170.01         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-02-01      | 7.0000%  | 0.0000% | $6764624.00        | $47758.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-11-01      | 6.0000%  | 0.0000% | $2685616.00        | $276315.49         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-11-01      | 6.0000%  | 0.0000% | $7044936.00        | $175673.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-05-01      | 6.5000%  | 0.0000% | $3521076.00        | $308369.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-06-01      | 6.5000%  | 0.0000% | $10821552.00       | $1357698.37        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $5653040.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $4114784.00        | $4115146.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-01      | 5.5000%  | 0.0000% | $603502.00         | $601086.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1247033.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $2143096.00        | $1414134.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $16651072.00       | $15834571.57       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $1014486.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $641144.00         | $619268.44         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.0000%  | 0.0000% | $1956280.00        | $1921637.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $1210320.91        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $1612308.00        | $1625189.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $1159206.00        | $1160899.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.0000%  | 0.0000% | $1572170.00        | $1351276.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.5000%  | 0.0000% | $2877832.00        | $2702395.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.5000%  | 0.0000% | $1208976.00        | $1134255.26        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.0000%  | 0.0000% | $3018840.00        | $2927166.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $5336862.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.5000%  | 0.0000% | $465225.00         | $490280.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 5.5000%  | 0.0000% | $4943530.00        | $5013417.57        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $1020858.00        | $1074015.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.5000%  | 0.0000% | $15081632.00       | $15674681.61       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 5.0000%  | 0.0000% | $4074576.00        | $4054101.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $26215328.00       | $26922273.59       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $3065430.00        | $3171183.70        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $5522880.00        | $5606749.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $2566664.00        | $2609558.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 5.0000%  | 0.0000% | $8528368.00        | $8532641.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.0000%  | 0.0000% | $6935424.00        | $6734459.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $11064560.00       | $11274069.49       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $2858424.00        | $3034975.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.5000%  | 0.0000% | $4976664.00        | $5185027.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 6.0000%  | 0.0000% | $1183600.00        | $1214026.76        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $717919.00         | $726103.32         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $479346.00         | $348168.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 4.0000%  | 0.0000% | $1179770.00        | $871438.95         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.0000%  | 0.0000% | $91232.00          | $70568.59          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 4.0000%  | 0.0000% | $127863.00         | $116492.32         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $975421.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $1621862.00        | $1361451.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $8967088.00        | $7661794.38        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.0000%  | 0.0000% | $11401200.00       | $9857848.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $3950492.00        | $3441367.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1907916.20        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-03-01      | 4.0000%  | 0.0000% | $457099.00         | $71735.57          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-11-01      | 3.0000%  | 0.0000% | $461000.00         | $196222.14         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 1.5000%  | 0.0000% | $4732400.00        | $2181141.78        | Agency Mortgage-Backed Securities |

### Security 46: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.08_1104
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2050-11-01      | 2.0000%  | 0.0000% | $210000.00         | $112844.43         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-01      | 3.5000%  | 0.0000% | $740000.00         | $112234.96         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-01      | 3.0000%  | 0.0000% | $51005312.00       | $21408452.93       | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-01      | 2.5000%  | 0.0000% | $74366.00          | $44829.84          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4718.11           | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-05-01      | 2.5000%  | 0.0000% | $10000.00          | $6502.13           | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-01-01      | 6.0000%  | 0.0000% | $25000.00          | $18584.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $13108.39          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 6.0000%  | 0.0000% | $10000.00          | $9692.95           | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-09-01      | 4.5000%  | 0.0000% | $1293376.00        | $1213421.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-04-01      | 3.0000%  | 0.0000% | $1456000.00        | $383823.41         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-07-01      | 4.0000%  | 0.0000% | $63000.00          | $19997.49          | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-01-01      | 4.5000%  | 0.0000% | $32762.00          | $13.98             | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-10-01      | 2.0000%  | 0.0000% | $500000.00         | $254213.44         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 2.5000%  | 0.0000% | $160000.00         | $96852.75          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1371.12           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $6256.27           | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 3.5000%  | 0.0000% | $1349000.00        | $805180.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $2500000.00        | $1618522.37        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-02-01      | 4.0000%  | 0.0000% | $31000.00          | $19923.43          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-05-01      | 3.0000%  | 0.0000% | $611667.00         | $443715.88         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-12-01      | 4.0000%  | 0.0000% | $20000.00          | $16232.35          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $744.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 3.5000%  | 0.0000% | $425000.00         | $68699.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 4.0000%  | 0.0000% | $315000.00         | $7483.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 4.0000%  | 0.0000% | $184000.00         | $25364.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 3.5000%  | 0.0000% | $165499.00         | $13782.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-10-01      | 3.5000%  | 0.0000% | $1552820.00        | $194344.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 6.0000%  | 0.0000% | $1630206.00        | $1691223.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $32469.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $775634.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $141000.00         | $82997.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 4.5000%  | 0.0000% | $11000.00          | $9204.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $13713600.00       | $10808356.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $617222.00         | $370413.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 2.5000%  | 0.0000% | $9128848.00        | $3837323.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-02      | 2.5000%  | 0.0000% | $3174000.00        | $2162891.07        | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-09-01      | 4.0000%  | 0.0000% | $66000.00          | $357.06            | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-06-01      | 4.0000%  | 0.0000% | $34000.00          | $443.61            | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $10000.00          | $9405.10           | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $130.27            | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-03-01      | 4.0000%  | 0.0000% | $57000.00          | $10553.61          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-02-01      | 5.5000%  | 0.0000% | $1398110.00        | $16466.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-07-01      | 6.0000%  | 0.0000% | $600547.00         | $8552.81           | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-01      | 3.5000%  | 0.0000% | $80000.00          | $15849.84          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-10-01      | 3.0000%  | 0.0000% | $800000.00         | $232520.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-02-01      | 4.0000%  | 0.0000% | $96316.00          | $17552.77          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-01      | 2.5000%  | 0.0000% | $3000.00           | $508.67            | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-05-01      | 3.5000%  | 0.0000% | $52000.00          | $19321.09          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-01      | 3.0000%  | 0.0000% | $76000.00          | $16033.43          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.5000%  | 0.0000% | $1200000.00        | $924524.68         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-01-01      | 5.5000%  | 0.0000% | $2424999.00        | $68341.21          | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-11-01      | 6.0000%  | 0.0000% | $190000.00         | $944.46            | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-09-01      | 4.5000%  | 0.0000% | $45998.00          | $906.95            | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-03-01      | 3.0000%  | 0.0000% | $6000.00           | $1345.37           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.0000%  | 0.0000% | $550000.00         | $359543.66         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.0000%  | 0.0000% | $2500.00           | $1659.90           | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.5000%  | 0.0000% | $8770864.00        | $7126963.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-07-01      | 3.5000%  | 0.0000% | $4000.00           | $3103.34           | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 5.5000%  | 0.0000% | $34380520.00       | $30682410.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $8945.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.5000%  | 0.0000% | $5050176.00        | $4652901.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $6963880.00        | $6180775.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $4991999.00        | $4948515.66        | Agency Mortgage-Backed Securities |

### Security 47: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 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: 85748R009, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_4.20_1001
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 12.2100%
- **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 Corp. - State Street Bank and Trust Co.

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                 | 2030-03-31      | 3.6250%  | 0.0000% | $46823100.00       | $46620078.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-04-30      | 3.5000%  | 0.0000% | $121735000.00      | $122312870.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44476563.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-02-29      | 4.1250%  | 0.0000% | $200000000.00      | $203410266.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-05-31      | 4.0000%  | 0.0000% | $1797847700.00     | $1842536405.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-04-30      | 3.8750%  | 0.0000% | $484122600.00      | $494872295.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-05-15      | 0.6250%  | 0.0000% | $6000000.00        | $5228437.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2030-04-15      | 1.6250%  | 0.0000% | $150000000.00      | $155621650.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-09-30      | 4.6250%  | 0.0000% | $100000000.00      | $103925782.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2033-11-15      | 4.5000%  | 0.0000% | $39000000.00       | $40995703.71       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $255163937.28
- **C.18.a - Value (excl. sponsor support):** $255163937.28
- **C.19 - Percentage of Net Assets:** 1.0400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249982934.52
- **C.18.a - Value (excl. sponsor support):** $249982934.52
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123170090.00
- **C.18.a - Value (excl. sponsor support):** $123170090.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $384652514.40
- **C.18.a - Value (excl. sponsor support):** $384652514.40
- **C.19 - Percentage of Net Assets:** 1.5700%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $378359804.57
- **C.18.a - Value (excl. sponsor support):** $378359804.57
- **C.19 - Percentage of Net Assets:** 1.5400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252377303.75
- **C.18.a - Value (excl. sponsor support):** $252377303.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246006442.50
- **C.18.a - Value (excl. sponsor support):** $246006442.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123404978.56
- **C.18.a - Value (excl. sponsor support):** $123404978.56
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249616013.61
- **C.18.a - Value (excl. sponsor support):** $249616013.61
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245288398.68
- **C.18.a - Value (excl. sponsor support):** $245288398.68
- **C.19 - Percentage of Net Assets:** 1.0000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249094141.94
- **C.18.a - Value (excl. sponsor support):** $249094141.94
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243550942.08
- **C.18.a - Value (excl. sponsor support):** $243550942.08
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $253331486.72
- **C.18.a - Value (excl. sponsor support):** $253331486.72
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260067776.18
- **C.18.a - Value (excl. sponsor support):** $260067776.18
- **C.19 - Percentage of Net Assets:** 1.0600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252770987.52
- **C.18.a - Value (excl. sponsor support):** $252770987.52
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $121373102.37
- **C.18.a - Value (excl. sponsor support):** $121373102.37
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $379221423.42
- **C.18.a - Value (excl. sponsor support):** $379221423.42
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $383946480.00
- **C.18.a - Value (excl. sponsor support):** $383946480.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250461925.56
- **C.18.a - Value (excl. sponsor support):** $250461925.56
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250309568.88
- **C.18.a - Value (excl. sponsor support):** $250309568.88
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122277214.68
- **C.18.a - Value (excl. sponsor support):** $122277214.68
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122005390.56
- **C.18.a - Value (excl. sponsor support):** $122005390.56
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182637060.48
- **C.18.a - Value (excl. sponsor support):** $182637060.48
- **C.19 - Percentage of Net Assets:** 0.7400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244016147.76
- **C.18.a - Value (excl. sponsor support):** $244016147.76
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184342451.70
- **C.18.a - Value (excl. sponsor support):** $184342451.70
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184212050.82
- **C.18.a - Value (excl. sponsor support):** $184212050.82
- **C.19 - Percentage of Net Assets:** 0.7500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122897206.25
- **C.18.a - Value (excl. sponsor support):** $122897206.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247418385.00
- **C.18.a - Value (excl. sponsor support):** $247418385.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248227657.31
- **C.18.a - Value (excl. sponsor support):** $248227657.31
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137958223.26
- **C.18.a - Value (excl. sponsor support):** $137958223.26
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134449109.04
- **C.18.a - Value (excl. sponsor support):** $134449109.04
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129941601.40
- **C.18.a - Value (excl. sponsor support):** $129941601.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123829984.84
- **C.18.a - Value (excl. sponsor support):** $123829984.84
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.143500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699000461.34
- **C.18.a - Value (excl. sponsor support):** $699000461.34
- **C.19 - Percentage of Net Assets:** 2.8500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $329231329.77
- **C.18.a - Value (excl. sponsor support):** $329231329.77
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $255816795.60
- **C.18.a - Value (excl. sponsor support):** $255816795.60
- **C.19 - Percentage of Net Assets:** 1.0400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254482423.14
- **C.18.a - Value (excl. sponsor support):** $254482423.14
- **C.19 - Percentage of Net Assets:** 1.0400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.048500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $662870423.28
- **C.18.a - Value (excl. sponsor support):** $662870423.28
- **C.19 - Percentage of Net Assets:** 2.7000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.080500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $515990861.64
- **C.18.a - Value (excl. sponsor support):** $515990861.64
- **C.19 - Percentage of Net Assets:** 2.1000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.103500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $809929465.20
- **C.18.a - Value (excl. sponsor support):** $809929465.20
- **C.19 - Percentage of Net Assets:** 3.3000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.996500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369550379.70
- **C.18.a - Value (excl. sponsor support):** $369550379.70
- **C.19 - Percentage of Net Assets:** 1.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 922JUL005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 922JUL005_4.21_1229
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                             | 2051-02-16      | 0.0000%  | 0.0000% | $170168320.00      | $136291.82         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-16      | 1.5619%  | 0.0000% | $152254720.00      | $671673.84         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-11-16      | 0.0000%  | 0.0000% | $212992000.00      | $19128.42          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-10-16      | 2.6679%  | 0.0000% | $101561000.00      | $116726.49         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.0588%  | 0.0000% | $134057800.00      | $1960293.05        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-16      | 0.1876%  | 0.0000% | $155099136.00      | $74493.18          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-03-16      | 0.0000%  | 0.0000% | $130072576.00      | $39397.83          | Agency Mortgage-Backed Securities |
| GNMA                             | 2039-09-16      | 6.0000%  | 0.0000% | $229294080.00      | $38134.76          | Agency Mortgage-Backed Securities |
| GNMA                             | 2041-06-16      | 1.8586%  | 0.0000% | $38063744.00       | $178422.22         | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $367280.53         | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15756950.23       | Agency Mortgage-Backed Securities |
| GNMA                             | 2041-07-16      | 1.8386%  | 0.0000% | $25000000.00       | $249589.21         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-03-16      | 0.3498%  | 0.0000% | $5760872.00        | $9055.43           | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-01-20      | 1.8501%  | 0.0000% | $13613296.00       | $87190.47          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-02-16      | 1.2886%  | 0.0000% | $35091584.00       | $179157.72         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-02-16      | 1.8886%  | 0.0000% | $22530784.00       | $118752.04         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-16      | 0.2198%  | 0.0000% | $87560192.00       | $64050.39          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 1.8901%  | 0.0000% | $16725000.00       | $309996.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $269440.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-06-20      | 1.9001%  | 0.0000% | $64075000.00       | $541377.97         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-09-20      | 1.3501%  | 0.0000% | $68045184.00       | $416808.16         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-11-16      | 1.2886%  | 0.0000% | $66782592.00       | $500928.93         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-08-20      | 2.3872%  | 0.0000% | $22894640.00       | $82789.92          | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-07-16      | 0.6699%  | 0.0000% | $110895104.00      | $396572.20         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2813%  | 0.0000% | $100000000.00      | $483083.18         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $493883.38         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $645815.55         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7344%  | 0.0000% | $190534656.00      | $2491188.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7060%  | 0.0000% | $120451200.00      | $1074551.28        | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-12-20      | 1.5053%  | 0.0000% | $17141696.00       | $101119.29         | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $667009.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.4859%  | 0.0000% | $58010112.00       | $1005220.04        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.3390%  | 0.0000% | $86608768.00       | $771524.33         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6204%  | 0.0000% | $72822912.00       | $1530658.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1247282.50        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 0.6972%  | 0.0000% | $38018720.00       | $792560.99         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1489545.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-05-16      | 1.8672%  | 0.0000% | $57656896.00       | $5846886.15        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-10-16      | 0.8638%  | 0.0000% | $8200000.00        | $459795.20         | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8725%  | 0.0000% | $450000000.00      | $23332074.18       | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-11-20      | 3.0000%  | 0.0000% | $47883200.00       | $121200.75         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8851%  | 0.0000% | $100000000.00      | $5889613.47        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 1.0020%  | 0.0000% | $185904000.00      | $12826297.52       | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-06-16      | 0.7010%  | 0.0000% | $125925888.00      | $6708818.43        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.6560%  | 0.0000% | $81695104.00       | $5108819.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 1.5112%  | 0.0000% | $75000000.00       | $4403985.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.1112%  | 0.0000% | $593000000.00      | $13168416.07       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.0612%  | 0.0000% | $1000000000.00     | $13129772.93       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-08-20      | 4.5000%  | 0.0000% | $13488160.00       | $12229084.07       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.7612%  | 0.0000% | $27281160.00       | $3094171.03        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.1334%  | 0.0000% | $31375392.00       | $2955826.22        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 4.5000%  | 0.0000% | $5811272.00        | $5289311.85        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 1.8001%  | 0.0000% | $27000000.00       | $640746.81         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 1.8501%  | 0.0000% | $35619720.00       | $513131.38         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-02-20      | 1.7001%  | 0.0000% | $52761280.00       | $322979.04         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $7908.89           | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-20      | 1.8001%  | 0.0000% | $21565152.00       | $545817.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $23771.58          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0726%  | 0.0000% | $247779328.00      | $246890.08         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0000%  | 0.0000% | $74186560.00       | $339719.14         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-08-20      | 0.0000%  | 0.0000% | $36764096.00       | $301175.14         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $55205500.00       | $244435.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $105656576.00      | $461502.97         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-20      | 0.0000%  | 0.0000% | $22146272.00       | $112096.12         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $73687296.00       | $330606.93         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5634801.08        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-20      | 0.0000%  | 0.0000% | $61568640.00       | $139546.94         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-05-20      | 0.0000%  | 0.0000% | $32216832.00       | $284065.58         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2881566.83        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-08-20      | 0.0000%  | 0.0000% | $9000000.00        | $108260.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0000%  | 0.0000% | $77742080.00       | $39343.53          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-11-20      | 3.0000%  | 0.0000% | $185198336.00      | $16374409.57       | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $9220032.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-04-16      | 0.8113%  | 0.0000% | $408000000.00      | $20615894.91       | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 1.0112%  | 0.0000% | $2000000.00        | $43672.55          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-20      | 1.9112%  | 0.0000% | $6617256.00        | $612240.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-08-20      | 0.0000%  | 0.0000% | $30000000.00       | $46583.99          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-02-20      | 0.0000%  | 0.0000% | $29999104.00       | $9930.25           | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $33271.25          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $30000000.00       | $47703.54          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-04-20      | 0.0000%  | 0.0000% | $16525696.00       | $268193.61         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.0000%  | 0.0000% | $25000000.00       | $544241.94         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-07-20      | 1.6612%  | 0.0000% | $50000000.00       | $3111994.04        | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-05-20      | 0.0000%  | 0.0000% | $53074624.00       | $488513.78         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $153038.73         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 1.1112%  | 0.0000% | $60452480.00       | $2121388.14        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $87209.27          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 1.7112%  | 0.0000% | $30000000.00       | $1480990.76        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-16      | 0.7662%  | 0.0000% | $100000000.00      | $6358373.92        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0112%  | 0.0000% | $48333312.00       | $2922266.43        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0112%  | 0.0000% | $27777760.00       | $914970.54         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $68941.12          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.6112%  | 0.0000% | $190106880.00      | $4908849.38        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 0.8612%  | 0.0000% | $113253760.00      | $4130645.76        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 0.8612%  | 0.0000% | $93073024.00       | $3098877.66        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $76299.15          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3592828.57        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.5612%  | 0.0000% | $20000000.00       | $332298.44         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 0.8112%  | 0.0000% | $100000000.00      | $1259631.37        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.0112%  | 0.0000% | $15259632.00       | $571193.35         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $67018.65          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.8112%  | 0.0000% | $200000000.00      | $4047160.50        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 0.3112%  | 0.0000% | $60000000.00       | $1333218.15        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.6612%  | 0.0000% | $56238976.00       | $3337395.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 0.8112%  | 0.0000% | $109573376.00      | $2452474.09        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.0612%  | 0.0000% | $84612480.00       | $5509912.03        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $563151.56         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-10-20      | 1.0612%  | 0.0000% | $121094656.00      | $2603207.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.0000%  | 0.0000% | $100000000.00      | $210646.64         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.8112%  | 0.0000% | $200000000.00      | $8782206.95        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $13247.08          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-04-20      | 2.0612%  | 0.0000% | $50000000.00       | $3296272.97        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-11-20      | 0.8112%  | 0.0000% | $50000000.00       | $1761017.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $190860.15         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $487464.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1413722.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-06-25      | 2.0295%  | 0.0000% | $76284032.00       | $378444.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 1.6795%  | 0.0000% | $16516512.00       | $474119.28         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-03-25      | 0.3295%  | 0.0000% | $28571424.00       | $127988.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9744864.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-25      | 1.4295%  | 0.0000% | $41307072.00       | $596182.36         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $297096.03         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-09-25      | 1.6295%  | 0.0000% | $33000000.00       | $368242.75         | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3431739.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-25      | 1.6295%  | 0.0000% | $54965920.00       | $1776916.66        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-04-25      | 0.4814%  | 0.0000% | $108516096.00      | $334884.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 0.2722%  | 0.0000% | $699016192.00      | $4437976.49        | Agency Mortgage-Backed Securities |
| FNMA                             | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $1043041.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-05-25      | 0.5236%  | 0.0000% | $67000000.00       | $230000.87         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-25      | 0.0000%  | 0.0000% | $30000000.00       | $280007.21         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5413481.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 2.1440%  | 0.0000% | $26315840.00       | $1288912.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $99593.70          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $42120.11          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-25      | 5.5000%  | 0.0000% | $21706880.00       | $22739520.37       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 0.7940%  | 0.0000% | $108126336.00      | $3193636.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-15      | 1.0602%  | 0.0000% | $339341.00         | $25459.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $302536.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-15      | 4.0000%  | 0.0000% | $4500000.00        | $1015210.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-15      | 2.0134%  | 0.0000% | $105159424.00      | $1053787.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $9963604.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-08-15      | 1.5634%  | 0.0000% | $13148352.00       | $92504.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $538142.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-01-15      | 1.6134%  | 0.0000% | $187089664.00      | $2655311.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-15      | 1.6134%  | 0.0000% | $30000000.00       | $309573.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-25      | 2.1462%  | 0.0000% | $25142000.00       | $469306.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-08-25      | 1.0767%  | 0.0000% | $34537000.00       | $74239.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6534627.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1156470.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6380749.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-15      | 1.7134%  | 0.0000% | $97046080.00       | $1578289.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-10-25      | 2.2876%  | 0.0000% | $14982528.00       | $971988.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-04-15      | 1.5634%  | 0.0000% | $13558848.00       | $155579.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $7790.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-03-25      | 0.2750%  | 0.0000% | $39165952.00       | $27424.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9559600.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1554802.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $437393.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-25      | 2.8216%  | 0.0000% | $28000000.00       | $3356750.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-25      | 0.0000%  | 0.0000% | $89817071.00       | $12928.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-15      | 0.0000%  | 0.0000% | $57123264.00       | $119890.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-15      | 4.5000%  | 0.0000% | $10000000.00       | $2716298.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2120519.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4545469.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2061-03-25      | 0.0000%  | 0.0000% | $119399296.00      | $153153.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 0.0000%  | 0.0000% | $37910272.00       | $82222.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-25      | 0.0000%  | 0.0000% | $35000000.00       | $111466.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10559450.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $7013901.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 0.0000%  | 0.0000% | $1263000.00        | $728858.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 6.5000%  | 0.0000% | $29064896.00       | $5207014.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.3440%  | 0.0000% | $50000000.00       | $1495663.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.5440%  | 0.0000% | $60000000.00       | $1748744.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.1840%  | 0.0000% | $50000000.00       | $2181366.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.1440%  | 0.0000% | $75000000.00       | $3262306.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5440%  | 0.0000% | $55000000.00       | $1751270.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.6940%  | 0.0000% | $50000000.00       | $951086.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.9440%  | 0.0000% | $27000000.00       | $730979.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5440%  | 0.0000% | $50000000.00       | $1778399.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.7440%  | 0.0000% | $75854080.00       | $4043336.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 0.8940%  | 0.0000% | $65222272.00       | $2149493.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $48577.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.8940%  | 0.0000% | $66055552.00       | $2571307.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9440%  | 0.0000% | $50000000.00       | $1843357.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $588694.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.4940%  | 0.0000% | $44721344.00       | $3333775.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 0.8440%  | 0.0000% | $80955904.00       | $4572602.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 1.6440%  | 0.0000% | $40000000.00       | $2728009.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $1218058.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.0000%  | 0.0000% | $140000000.00      | $2294885.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $65047.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $41250000.00       | $606964.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $2259000000.00     | $37367459.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 0.0100%  | 0.0000% | $1094246400.00     | $361588.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.5940%  | 0.0000% | $52993792.00       | $3619617.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.5940%  | 0.0000% | $53720576.00       | $5000224.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 0.0000%  | 0.0000% | $150000000.00      | $2675138.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-25      | 0.0000%  | 0.0000% | $187500000.00      | $3410625.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-15      | 6.0000%  | 0.0000% | $20302464.00       | $1930867.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $95627.52          | Agency Mortgage-Backed Securities |

### Security 90: 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. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 971XCT007, C.3 - LEI: N/A, C.5 - Other ID: 971XCT007_4.20_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2031-04-25      | 1.6516%  | 0.0000% | $7500000.00        | $6575435.84        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-25      | 2.0000%  | 0.0000% | $1577550.00        | $660970.51         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-25      | 5.2260%  | 0.0000% | $30000000.00       | $21712442.70       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-01-25      | 5.5000%  | 0.0000% | $15000000.00       | $15280733.32       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-25      | 5.5000%  | 0.0000% | $3000000.00        | $2089318.67        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.8560%  | 0.0000% | $28625000.00       | $24219197.01       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.8560%  | 0.0000% | $28520000.00       | $24488495.32       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.5000%  | 0.0000% | $8073496.00        | $8357748.60        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $13747000.00       | $13423340.63       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $316500.00         | $278668.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $31289000.00       | $30534653.50       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $708910.00         | $627493.81         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-25      | 4.5000%  | 0.0000% | $1000715.00        | $803184.87         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-25      | 6.0000%  | 0.0000% | $24426834.00       | $24436906.00       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-25      | 5.5000%  | 0.0000% | $20736170.00       | $21084486.97       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 6.0000%  | 0.0000% | $35287841.00       | $35299850.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 5.6160%  | 0.0000% | $39000000.00       | $29745673.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-25      | 6.0000%  | 0.0000% | $7500000.00        | $5468825.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $334807.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-25      | 1.0000%  | 0.0000% | $3455454.00        | $1734381.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 5.3060%  | 0.0000% | $40846686.00       | $33833410.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.5000%  | 0.0000% | $12719264.00       | $13252128.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 6.0060%  | 0.0000% | $17086253.00       | $15478259.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 6.0000%  | 0.0000% | $25000000.00       | $26939152.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.2060%  | 0.0000% | $37500000.00       | $35248783.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-05-15      | 5.5000%  | 0.0000% | $12587346.00       | $690321.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-15      | 5.5000%  | 0.0000% | $14776917.00       | $704434.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-15      | 4.0000%  | 0.0000% | $21774444.00       | $293176.77         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-08-25      | 4.5000%  | 0.0000% | $2237000.00        | $2673393.58        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-25      | 2.0000%  | 0.0000% | $24800000.00       | $2923926.98        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-09-25      | 3.0000%  | 0.0000% | $6950000.00        | $909078.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $624678.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-02-25      | 3.2730%  | 0.0000% | $150000.00         | $136157.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-06-25      | 2.9370%  | 0.0000% | $250000.00         | $152358.97         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 2.1510%  | 0.0000% | $9025000.00        | $3354180.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-01-25      | 1.2500%  | 0.0000% | $10000000.00       | $3629943.98        | Agency Mortgage-Backed Securities |

### Security 91: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976WZB909, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 976WZB909_4.14_1007
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2027-01-01      | 3.0000%  | 0.0000% | $3334900.00        | $26978.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-10-01      | 3.0000%  | 0.0000% | $1315234.00        | $244272.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 6.0000%  | 0.0000% | $5876728.00        | $6091508.14        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-10-01      | 6.3630%  | 0.0000% | $2860000.00        | $184230.22         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-02-01      | 2.0000%  | 0.0000% | $999994.00         | $43590.54          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 2.7750%  | 0.0000% | $116716.00         | $74846.94          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-08-01      | 2.5250%  | 0.0000% | $91050.00          | $55878.26          | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-03-01      | 4.0000%  | 0.0000% | $727654.00         | $24079.05          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $1491664.00        | $1589893.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.0000%  | 0.0000% | $3842244.00        | $3516598.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 5.9170%  | 0.0000% | $7385344.00        | $6931652.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 7.0000%  | 0.0000% | $1185924.00        | $1247999.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 4.5000%  | 0.0000% | $276279.00         | $59794.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-12-01      | 5.0000%  | 0.0000% | $200000.00         | $39041.39          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 3.0000%  | 0.0000% | $490297.00         | $324253.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $76296.42          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-09-01      | 4.2200%  | 0.0000% | $68367000.00       | $68777847.66       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 3.5000%  | 0.0000% | $2825000.00        | $986282.54         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 5.0000%  | 0.0000% | $1106138.00        | $253176.34         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.0000%  | 0.0000% | $30000.00          | $18839.31          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.0000%  | 0.0000% | $102794112.00      | $105405783.92      | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 5.0000%  | 0.0000% | $2040000.00        | $1653094.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 5.0000%  | 0.0000% | $275000.00         | $207136.96         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-07-01      | 5.5000%  | 0.0000% | $29999997.00       | $179942.63         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 3.0000%  | 0.0000% | $159855.00         | $31304.89          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-04-01      | 3.0000%  | 0.0000% | $1652136.00        | $1549867.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.2530%  | 0.0000% | $5114536.00        | $4295124.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-09-01      | 4.5000%  | 0.0000% | $111179.00         | $110685.69         | Agency Mortgage-Backed Securities |

### Security 92: Federal Reserve Bank of New York Tri Party Repo

- **C.1 - Title:** Federal Reserve Bank of New York 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: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.00_1001
- **C.18 - Value (incl. sponsor support):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $1119963000.00     | $975108385.53      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-10-07

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

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

**Title of Signing Officer:** Vice President