N-MFP2 0001403166 XXXXXXXX 2019-08-31 0001403166 S000019503 1 N N UBS ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS ASSET MANAGEMENT (AMERICAS) INC. None N Y 0001060517 UBS Select Treasury Institutional Fund 333-52965 S000002682 0001060517 UBS Select Treasury Preferred Fund 333-52965 S000018677 0001060517 UBS Select Treasury Investor Fund 333-52965 S000018680 0001060517 UBS Select Treasury Capital Fund 333-52965 S000023600 N Exempt Government N 40 97 13778036762.24 13960459443.18 14778356435.01 15950634217.21 17352987411.36 16628036762.24 16810459443.18 17628356435.01 18800634217.21 18252987411.36 0.8280 0.8297 0.8374 0.8475 0.9496 0.9993 0.9991 0.9989 0.9989 0.9988 2283485.10 18252643688.33 18250705067.30 19330400.78 1372236.67 18270946716.51 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054152 1.00 18270946716.51 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.090000% 0001484219 0673PA005_2.09_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 2.098766 145000000.00 144749506.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 1.992766 59200000.00 59250591.72 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0209 200000000.00 200000000.00 0.0109 N Y Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.120000% 0001484219 0673PA005_2.12_0906 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 2.098766 102000000.00 102000049.50 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 100000000.00 100000000.00 0.0055 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.140000% 0001484219 0673PA005_2.14_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 2.098766 204000000.00 204000099.01 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 200000000.00 200000000.00 0.0109 N Y Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.150000% 0001484219 0673PA005_2.15_0904 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Inflation Index Bond 2049-02-15 1.000000 65600000.00 79524760.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-10-31 2.007766 11000000.00 11045042.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 2.004766 115400.00 115375.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-31 2.179766 15300000.00 15358814.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.002766 15600000.00 15572110.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 2.074766 16100000.00 16111051.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 1.992766 65800000.00 65822682.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-31 1.959766 449700.00 450163.38 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 200000000.00 200000000.00 0.0109 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.150000% 0001484219 0673PA005_2.15_0905 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Inflation Index Bond 2049-02-15 1.000000 252000000.00 306000007.88 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 300000000.00 300000000.00 0.0164 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.160000% 0001484219 0673PA005_2.16_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFWPRGM1V77 2048-11-15 3.375000 309000000.00 408000108.32 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 400000000.00 400000000.00 0.0219 N Y Y N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 2.150000% 0001325347 45599P007_2.15_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFWPRGM1V77 2044-02-15 3.625000 230000000.00 306000126.20 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 300000000.00 300000000.00 0.0164 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.120000% 0001021565 603997008_2.12_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2022-01-15 2.500000 1000.00 1026.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 100.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-07-31 1.875000 24900000.00 25198102.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-10-31 2.250000 35000000.00 36678543.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-15 1.750000 20000000.00 20110505.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-03-31 2.625000 16900000.00 18206276.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-05-15 2.875000 9002600.00 10087497.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-05-15 2.625000 1000.00 1024.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-05-31 2.875000 406800.00 441642.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-31 2.750000 5600.00 5903.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 118000000.00 123225699.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-08-31 2.750000 1273800.00 1385946.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-09-30 2.875000 109000000.00 115985285.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-10-31 3.000000 101000000.00 111718345.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-04-30 2.250000 146400.00 152909.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-02-15 2.750000 4695400.00 4966361.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-08-15 2.375000 14300000.00 15007384.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-15 2.250000 259100.00 272937.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-12-31 2.125000 22100.00 22665.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 1.375000 100.00 100.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-03-31 2.125000 6088700.00 6329040.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 1.750000 74900.00 75353.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.625000 18900000.00 19048665.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-07-31 2.875000 973400.00 1053982.68 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-08-15 4.500000 17000.00 24751.75 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 500000000.00 500000000.00 0.0274 N Y Y N Mizuho Securities USA Tri Party Repo Mizuho Securities USA Tri Party Repo 2.140000% 0000812291 60686M007_2.14_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 2.500000 3562900.00 3615167.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 2.500000 9449000.00 9576410.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-05-31 2.125000 22500000.00 22853710.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-28 2.000000 2000.00 2030.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 2.000000 6943000.00 7059221.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-02-28 1.750000 81800000.00 83063129.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-03-31 1.750000 3350100.00 3398605.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-09-30 1.750000 11500000.00 11672524.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-05-15 1.625000 17500000.00 17810693.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-11-15 2.000000 6418700.00 6524410.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-02-15 2.000000 108000000.00 109693753.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-12-31 2.000000 4950000.00 5021860.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-15 1.750000 7105000.00 7220515.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-08-31 2.125000 900.00 912.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-06-30 2.125000 2383700.00 2415849.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-31 2.250000 6724200.00 6824123.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-04-30 1.875000 2700000.00 2744895.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-31 1.875000 6400800.00 6502277.55 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 300000000.00 300000000.00 0.0164 N Y Y N Fixed Income Clearing Corp. 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(including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.625000 75000000.00 75705375.00 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 2860000000.00 2860000000.00 0.1565 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RM3 254900HROIFWPRGM1V77 US912796RM33 U.S. Treasury Debt Y 2019-11-07 2019-11-07 2019-11-07 N Y US TREASURY 1.0000 N 0.0198 249122047.50 249122047.50 0.0136 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y 2019-12-05 2019-12-05 2019-12-05 N Y US TREASURY 1.0000 N 0.0196 518417048.72 518417048.72 0.0284 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y 2020-02-27 2020-02-27 2020-02-27 N Y US TREASURY 1.0000 N 0.0187 181353457.50 181353457.50 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y 2019-11-14 2019-11-14 2019-11-14 N Y US TREASURY 1.0000 N 0.0197 298840899.00 298840899.00 0.0164 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796ST7 254900HROIFWPRGM1V77 US912796ST76 U.S. Treasury Debt Y 2019-11-21 2019-11-21 2019-11-21 N Y US TREASURY 1.0000 N 0.0197 398298576.00 398298576.00 0.0218 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SU4 254900HROIFWPRGM1V77 US912796SU40 U.S. Treasury Debt Y 2019-11-29 2019-11-29 2019-11-29 N Y US TREASURY 1.0000 N 0.0198 325462831.86 325462831.86 0.0178 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y 2019-12-12 2019-12-12 2019-12-12 N Y US TREASURY 1.0000 N 0.0193 230782644.96 230782644.96 0.0126 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y 2019-12-26 2019-12-26 2019-12-26 N Y US TREASURY 1.0000 N 0.0194 258434430.80 258434430.80 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury 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254900HROIFWPRGM1V77 US912828G617 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N Y US TREASURY 1.0000 N 0.0205 413450158.32 413450158.32 0.0226 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828G95 254900HROIFWPRGM1V77 US912828G955 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N Y US TREASURY 1.0000 N 0.0197 149830078.50 149830078.50 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828H52 254900HROIFWPRGM1V77 US912828H524 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N Y US TREASURY 1.0000 N 0.0193 156564569.92 156564569.92 0.0086 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.375000% 912828LY4 254900HROIFWPRGM1V77 US912828LY45 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N Y US TREASURY 1.0000 N 0.0209 195487500.00 195487500.00 0.0107 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828TV2 254900HROIFWPRGM1V77 US912828TV24 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N Y US TREASURY 1.0000 N 0.0208 74901160.50 74901160.50 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828U73 254900HROIFWPRGM1V77 US912828U733 U.S. Treasury Debt Y 2019-12-15 2019-12-15 2019-12-15 N Y US TREASURY 1.0000 N 0.0200 389314454.10 389314454.10 0.0213 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828UB4 254900HROIFWPRGM1V77 US912828UB41 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N Y US TREASURY 1.0000 N 0.0202 299261718.00 299261718.00 0.0164 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828UF5 254900HROIFWPRGM1V77 US912828UF54 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N Y US TREASURY 1.0000 N 0.0198 104708788.80 104708788.80 0.0057 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828UL2 254900HROIFWPRGM1V77 US912828UL23 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N Y US TREASURY 1.0000 N 0.0195 199531250.00 199531250.00 0.0109 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828UQ1 254900HROIFWPRGM1V77 US912828UQ10 U.S. Treasury Debt Y 2020-02-29 2020-02-29 2020-02-29 N Y US TREASURY 1.0000 N 0.0190 109651953.40 109651953.40 0.0060 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828UV0 254900HROIFWPRGM1V77 US912828UV05 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N Y US TREASURY 1.0000 N 0.0189 86619375.00 86619375.00 0.0047 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828V31 254900HROIFWPRGM1V77 US912828V319 U.S. Treasury Debt Y 2020-01-15 2020-01-15 2020-01-15 N Y US TREASURY 1.0000 N 0.0187 99820312.00 99820312.00 0.0055 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828VA5 254900HROIFWPRGM1V77 US912828VA58 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N Y US TREASURY 1.0000 N 0.0186 94045956.80 94045956.80 0.0051 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828W22 254900HROIFWPRGM1V77 US912828W226 U.S. Treasury Debt Y 2020-02-15 2020-02-15 2020-02-15 N Y US TREASURY 1.0000 N 0.0192 149636718.00 149636718.00 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.002800% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2019-09-03 2020-07-31 2020-07-31 N Y US TREASURY 1.0000 N 0.0213 599302260.00 599302260.00 0.0328 N Y Y N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.200000% 8NAV47T0Y26Q87Y0QP81 0000065100 922URC004_2.20_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-31 2.500000 196000000.00 197728867.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 219000000.00 229175239.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-03-31 2.125000 30900000.00 32095924.27 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0220 450000000.00 450000000.00 0.0246 N Y Y N Goldman Sachs & Co. Tri Party Repo Goldman Sachs & Co. Tri Party Repo 2.160000% 0000769993 926DUZ003_2.16_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-15 1.875000 58500000.00 58839427.37 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2025-01-15 0.250000 215000000.00 235557218.77 U.S. Treasuries (including strips) US Treasury Strip Coupon 2034-02-15 0.00 7903641.60 6087858.98 U.S. Treasuries (including strips) US Treasury Strip Coupon 2047-08-15 0.00 9862490.00 5515498.91 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 300000000.00 300000000.00 0.0164 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.100000% 0001021565 985FHY004_2.10_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Strip Principal 2048-11-15 0.00 372000000.00 206592641.02 U.S. Treasuries (including strips) US Treasury Strip Principal 2046-08-15 0.00 120000000.00 69644341.96 U.S. Treasuries (including strips) US Treasury Strip Principal 2047-02-15 0.00 238000000.00 136882049.06 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2029-01-15 0.875000 200000.00 220446.11 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-04-15 0.500000 773000.00 803685.44 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-04-15 0.500000 620000.00 644611.87 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-01-15 0.625000 44900000.00 50595842.80 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2023-07-15 0.375000 40000000.00 44616384.60 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0210 500000000.00 500000000.00 0.0274 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.120000% 0001021565 985FHY004_2.12_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFWPRGM1V77 2046-02-15 2.500000 158000000.00 175377534.17 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2048-11-15 3.375000 364700.00 482149.15 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2027-07-15 0.375000 37600000.00 40734352.14 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2025-01-15 0.250000 27000000.00 29633217.40 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2026-07-15 0.125000 19000000.00 20572546.22 U.S. Treasuries (including strips) US Treasury Strip Coupon 2042-05-15 0.00 24800000.00 15652319.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-15 2.750000 23000000.00 23547881.25 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 300000000.00 300000000.00 0.0164 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.100000% 0001021565 99CL03007_2.10_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2027-08-15 2.250000 2965800.00 3139468.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-10-31 2.250000 100.00 104.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 228500.00 239559.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-10-31 3.000000 400.00 440.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-10-31 2.875000 2706100.00 2888145.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-11-15 3.125000 23200000.00 26590453.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-12-31 2.625000 4067300.00 4287325.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-07-15 1.750000 217000000.00 219481268.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-03-31 2.250000 7991800.00 8143718.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-15 2.625000 59400.00 60488.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-15 1.750000 466900.00 472732.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-01-31 1.875000 400100.00 404279.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-31 1.750000 39300000.00 39724989.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-07-31 2.875000 523700.00 567054.37 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0210 300000000.00 300000000.00 0.0164 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.100000% 0001021565 99CL03007_2.10_0904 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2020-07-15 1.250000 100.00 118.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 1.500000 14400000.00 14444209.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-31 1.125000 178000000.00 177271173.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-07-31 1.875000 400.00 405.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-01-31 2.375000 53500000.00 55249635.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-05-15 2.625000 13100000.00 13465399.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 2880700.00 3020123.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-08-31 2.750000 100.00 108.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-09-30 2.875000 729200.00 779311.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-01-31 2.625000 2613900.00 2805179.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-03-31 2.250000 2054000.00 2093045.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-12-31 2.125000 100.00 102.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 1.750000 987000.00 990486.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-15 2.625000 1700.00 1731.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-15 1.750000 1464800.00 1483098.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-30 2.750000 31900000.00 34395853.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-15 2.625000 100.00 102.25 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0210 300000000.00 300000000.00 0.0164 N N Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.150000% 0001197610 99VDDX004_2.15_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Strip Principal 2043-11-15 0.00 1200700.00 741048.03 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2020-04-15 0.125000 564000000.00 611258963.98 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 600000000.00 600000000.00 0.0328 N Y Y N UBS Master Trust 2019-09-09 /s/Nancy Osborn Nancy Osborn Vice President