# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-25-033494
**Filing Date:** 2025-12
**Character Count:** 198011
**Document Hash:** 788a931a236dd44d5216bd183073d209
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033494.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033494

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB FIXED INCOME SHARES INC
- **CENTRAL INDEX KEY:** 0000862021

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06068
- **FILM NUMBER:** 251552046

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN FIXED INCOME SHARES INC
- **DATE OF NAME CHANGE:** 20060417

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 19980716

## Series and Classes Contracts Data

### AB Government Money Market Portfolio (Series ID: S000011990)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000032709 | Class AB            | MYMXX           |
| C000172512 | Advisor Class       | AEYXX           |
| C000172513 | Class 1             | AGRXX           |
| C000172514 | Class A             | AEAXX           |
| C000172515 | Class C             | AECXX           |
| C000172516 | Class I             | AIEXX           |
| C000172520 | Institutional Class | GMOXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000862021

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** AllianceBernstein Fixed Income Shares

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

**Name of Series:** AB Fixed-Income Shares, Inc. - AB Government Money Market Portfolio

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

**Total number of share classes in the series:** 7

**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            | AllianceBernstein LP.                                        | 801-56720         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY            |  |
| Administrator                 | AllianceBernstein LP.                                        |  |
| Transfer Agent                | AllianceBernstein Investor Services, Inc.<br>CIK: 0000733598 | 084-01187         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-34001

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

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

- **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:** 56 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $24267761893.79

- **Amortized Cost of Portfolio Securities:** $24262702005.04

- **Cash:** $966635.04

- **Total Other Assets:** $56065316.67

- **Total Liabilities:** $14189326.81

- **Net Assets of Series:** $24305544629.94

- **Number of Shares Outstanding (Series):** 24307445875.5500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $18364242263.90           | $19234046182.42            | 66.9400%                  | 70.1100%                   |
| 2025-11-04 | $18573009861.66           | $19242815891.24            | 67.6900%                  | 70.1300%                   |
| 2025-11-05 | $18555213365.88           | $19076521244.04            | 68.0400%                  | 69.9500%                   |
| 2025-11-06 | $18309072711.02           | $19408070195.22            | 67.8300%                  | 71.9000%                   |
| 2025-11-07 | $18376640222.70           | $19475639264.30            | 67.9000%                  | 71.9600%                   |
| 2025-11-10 | $19150517576.11           | $19749517264.63            | 70.0500%                  | 72.2400%                   |
| 2025-11-12 | $18148305384.39           | $19247304851.28            | 68.4200%                  | 72.5600%                   |
| 2025-11-13 | $18359377130.03           | $18859377130.03            | 70.2400%                  | 72.1600%                   |
| 2025-11-14 | $17715958570.11           | $18215958570.11            | 69.5000%                  | 71.4600%                   |
| 2025-11-17 | $17860933364.50           | $18360933364.50            | 69.6700%                  | 71.6200%                   |
| 2025-11-18 | $18102527030.63           | $18102527030.63            | 71.3300%                  | 71.3300%                   |
| 2025-11-19 | $17922793047.46           | $18422793047.46            | 69.7400%                  | 71.6900%                   |
| 2025-11-20 | $17928134879.57           | $18428134879.57            | 69.7500%                  | 71.6900%                   |
| 2025-11-21 | $17954923770.09           | $18454923770.09            | 69.7600%                  | 71.7100%                   |
| 2025-11-24 | $18279177076.00           | $18779177076.00            | 70.1400%                  | 72.0600%                   |
| 2025-11-25 | $18081434662.19           | $18081434662.19            | 72.4400%                  | 72.4400%                   |
| 2025-11-26 | $17600281270.02           | $17600281270.02            | 71.8900%                  | 71.8900%                   |
| 2025-11-28 | $17439087666.69           | $17439087666.69            | 71.6900%                  | 71.6900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1300%             |
| 2025-11-04 | 4.1100%             |
| 2025-11-05 | 4.0800%             |
| 2025-11-06 | 4.0600%             |
| 2025-11-07 | 4.0100%             |
| 2025-11-10 | 3.9800%             |
| 2025-11-12 | 3.9800%             |
| 2025-11-13 | 3.9800%             |
| 2025-11-14 | 3.9900%             |
| 2025-11-17 | 3.9900%             |
| 2025-11-18 | 3.9900%             |
| 2025-11-19 | 3.9900%             |
| 2025-11-20 | 3.9800%             |
| 2025-11-21 | 3.9700%             |
| 2025-11-24 | 3.9600%             |
| 2025-11-25 | 3.9600%             |
| 2025-11-26 | 3.9800%             |
| 2025-11-28 | 4.0200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0000                      |
|  |  |
| 2025-11-04 | 1.0000                      |
|  |  |
| 2025-11-05 | 1.0000                      |
|  |  |
| 2025-11-06 | 1.0000                      |
|  |  |
| 2025-11-07 | 1.0000                      |
|  |  |
| 2025-11-10 | 1.0000                      |
|  |  |
| 2025-11-12 | 1.0000                      |
|  |  |
| 2025-11-13 | 1.0000                      |
|  |  |
| 2025-11-14 | 1.0000                      |
|  |  |
| 2025-11-17 | 1.0000                      |
|  |  |
| 2025-11-18 | 1.0000                      |
|  |  |
| 2025-11-19 | 1.0000                      |
|  |  |
| 2025-11-20 | 1.0000                      |
|  |  |
| 2025-11-21 | 1.0000                      |
|  |  |
| 2025-11-24 | 1.0000                      |
|  |  |
| 2025-11-25 | 1.0000                      |
|  |  |
| 2025-11-26 | 1.0000                      |
|  |  |
| 2025-11-28 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $5271308265.80

- **Number of Shares Outstanding:** 5272232312.1400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $237566817.33             | $279552945.17           |
| 2025-11-04 | $598198703.72             | $170495713.55           |
| 2025-11-05 | $73472672.97              | $688849508.95           |
| 2025-11-06 | $379417835.96             | $668815235.89           |
| 2025-11-07 | $291068532.66             | $318223531.88           |
| 2025-11-10 | $271208504.71             | $324589969.22           |
| 2025-11-12 | $222671617.43             | $541330894.19           |
| 2025-11-13 | $501355639.86             | $530154877.74           |
| 2025-11-14 | $128496036.13             | $750707673.13           |
| 2025-11-17 | $266647384.02             | $172310255.40           |
| 2025-11-18 | $201147666.40             | $474182349.55           |
| 2025-11-19 | $341789215.72             | $515717434.77           |
| 2025-11-20 | $311877717.62             | $252881398.38           |
| 2025-11-21 | $205897481.03             | $286160405.76           |
| 2025-11-24 | $483457549.21             | $187610738.63           |
| 2025-11-25 | $177875310.91             | $704334874.42           |
| 2025-11-26 | $75615812.38              | $412101722.39           |
| 2025-11-28 | $185999219.43             | $344565566.16           |

**Total Gross Subscriptions (Month):** $4953763717.49

**Total Gross Redemptions (Month):** $7622585095.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9200%           |
| 2025-11-04 | 3.9000%           |
| 2025-11-05 | 3.8700%           |
| 2025-11-06 | 3.8500%           |
| 2025-11-07 | 3.8000%           |
| 2025-11-10 | 3.7700%           |
| 2025-11-12 | 3.7700%           |
| 2025-11-13 | 3.7700%           |
| 2025-11-14 | 3.7800%           |
| 2025-11-17 | 3.7900%           |
| 2025-11-18 | 3.7900%           |
| 2025-11-19 | 3.7800%           |
| 2025-11-20 | 3.7800%           |
| 2025-11-21 | 3.7600%           |
| 2025-11-24 | 3.7600%           |
| 2025-11-25 | 3.7600%           |
| 2025-11-26 | 3.7800%           |
| 2025-11-28 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 9.6000%              |
| Retail investor |  | 0.0000%          | 6.2000%              |
| Retail investor |  | 0.0000%          | 13.0800%             |
| Retail investor |  | 0.0000%          | 6.7300%              |
| Retail investor |  | 0.0000%          | 5.3200%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $998888770.77

- **Number of Shares Outstanding:** 998884158.3110

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $4423947.84               | $2040602.47             |
| 2025-11-04 | $2252161.19               | $6128269.70             |
| 2025-11-05 | $5120144.46               | $4050505.99             |
| 2025-11-06 | $2568351.74               | $4026633.43             |
| 2025-11-07 | $3871952.07               | $2102283.61             |
| 2025-11-10 | $5258628.31               | $5608699.23             |
| 2025-11-12 | $4663788.73               | $8360231.46             |
| 2025-11-13 | $8344102.40               | $6048108.73             |
| 2025-11-14 | $5034891.77               | $3328505.43             |
| 2025-11-17 | $4007364.10               | $3044597.27             |
| 2025-11-18 | $6034753.73               | $4652972.70             |
| 2025-11-19 | $4261035.41               | $5898204.53             |
| 2025-11-20 | $2492326.93               | $8634215.51             |
| 2025-11-21 | $2826113.05               | $2122456.40             |
| 2025-11-24 | $2375006.03               | $2554087.38             |
| 2025-11-25 | $11184940.96              | $4548141.41             |
| 2025-11-26 | $3594122.54               | $3954299.51             |
| 2025-11-28 | $2842688.14               | $2663636.65             |

**Total Gross Subscriptions (Month):** $81156319.40

**Total Gross Redemptions (Month):** $79766451.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9000%           |
| 2025-11-04 | 3.8800%           |
| 2025-11-05 | 3.8400%           |
| 2025-11-06 | 3.8200%           |
| 2025-11-07 | 3.7700%           |
| 2025-11-10 | 3.7400%           |
| 2025-11-12 | 3.7400%           |
| 2025-11-13 | 3.7400%           |
| 2025-11-14 | 3.7600%           |
| 2025-11-17 | 3.7600%           |
| 2025-11-18 | 3.7600%           |
| 2025-11-19 | 3.7600%           |
| 2025-11-20 | 3.7500%           |
| 2025-11-21 | 3.7400%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7600%           |
| 2025-11-28 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 90.1000%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $5979329235.52

- **Number of Shares Outstanding:** 5980088667.1550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $57284311.50              | $133725445.52           |
| 2025-11-04 | $57216581.71              | $31206095.88            |
| 2025-11-05 | $28878605.42              | $32349288.57            |
| 2025-11-06 | $15154030.89              | $30536527.57            |
| 2025-11-07 | $27204857.63              | $35544519.80            |
| 2025-11-10 | $29431336.83              | $18998821.64            |
| 2025-11-12 | $79432139.43              | $112194649.43           |
| 2025-11-13 | $69027619.12              | $22301377.31            |
| 2025-11-14 | $33538684.51              | $37036663.92            |
| 2025-11-17 | $46335814.70              | $20836098.13            |
| 2025-11-18 | $22320038.94              | $36736922.77            |
| 2025-11-19 | $22923040.37              | $42661566.20            |
| 2025-11-20 | $25975169.90              | $27460121.53            |
| 2025-11-21 | $33390640.53              | $57773569.68            |
| 2025-11-24 | $77051524.01              | $34390368.14            |
| 2025-11-25 | $44607351.54              | $110894401.07           |
| 2025-11-26 | $22761457.40              | $52214431.64            |
| 2025-11-28 | $27495589.93              | $25590220.29            |

**Total Gross Subscriptions (Month):** $720028794.36

**Total Gross Redemptions (Month):** $862451089.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8200%           |
| 2025-11-04 | 3.8000%           |
| 2025-11-05 | 3.7700%           |
| 2025-11-06 | 3.7500%           |
| 2025-11-07 | 3.6900%           |
| 2025-11-10 | 3.6600%           |
| 2025-11-12 | 3.6600%           |
| 2025-11-13 | 3.6700%           |
| 2025-11-14 | 3.6800%           |
| 2025-11-17 | 3.6800%           |
| 2025-11-18 | 3.6800%           |
| 2025-11-19 | 3.6800%           |
| 2025-11-20 | 3.6700%           |
| 2025-11-21 | 3.6600%           |
| 2025-11-24 | 3.6600%           |
| 2025-11-25 | 3.6600%           |
| 2025-11-26 | 3.6800%           |
| 2025-11-28 | 3.7200%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9294918768.88

- **Number of Shares Outstanding:** 9294844793.4500

- **Expense Reimbursement/Waiver:** 1772726.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $40942621.86              | $32466640.99            |
| 2025-11-04 | $39165296.83              | $26812785.62            |
| 2025-11-05 | $46008730.70              | $25776583.73            |
| 2025-11-06 | $47310653.97              | $21687079.56            |
| 2025-11-07 | $30450326.39              | $24607670.14            |
| 2025-11-10 | $38846706.14              | $22024174.63            |
| 2025-11-12 | $52589268.86              | $48140949.42            |
| 2025-11-13 | $32093996.99              | $26156748.27            |
| 2025-11-14 | $29825171.86              | $20093861.06            |
| 2025-11-17 | $57904933.94              | $29983203.10            |
| 2025-11-18 | $48315251.45              | $25069794.82            |
| 2025-11-19 | $22757698.97              | $21798104.17            |
| 2025-11-20 | $36222626.11              | $31186107.63            |
| 2025-11-21 | $44442650.87              | $22436122.80            |
| 2025-11-24 | $45001622.61              | $35614991.15            |
| 2025-11-25 | $33171407.28              | $36858387.10            |
| 2025-11-26 | $31593099.79              | $39657698.90            |
| 2025-11-28 | $21722918.58              | $29992644.22            |

**Total Gross Subscriptions (Month):** $698364983.20

**Total Gross Redemptions (Month):** $520363547.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9000%           |
| 2025-11-04 | 3.8800%           |
| 2025-11-05 | 3.8400%           |
| 2025-11-06 | 3.8200%           |
| 2025-11-07 | 3.7700%           |
| 2025-11-10 | 3.7400%           |
| 2025-11-12 | 3.7400%           |
| 2025-11-13 | 3.7400%           |
| 2025-11-14 | 3.7600%           |
| 2025-11-17 | 3.7600%           |
| 2025-11-18 | 3.7600%           |
| 2025-11-19 | 3.7600%           |
| 2025-11-20 | 3.7500%           |
| 2025-11-21 | 3.7400%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7600%           |
| 2025-11-28 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 6.2200%              |
| Broker-dealer |  | 0.0000%          | 72.7600%             |
| Broker-dealer |  | 0.0000%          | 17.4300%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $18054990.67

- **Number of Shares Outstanding:** 18056784.5960

- **Expense Reimbursement/Waiver:** 10402.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $6289.75                  | $22427.48               |
| 2025-11-04 | $28949.62                 | $133091.23              |
| 2025-11-05 | $2693.91                  | $0.10                   |
| 2025-11-06 | $2369.03                  | $20000.00               |
| 2025-11-07 | $1859.42                  | $3005.04                |
| 2025-11-10 | $6655.02                  | $878.15                 |
| 2025-11-12 | $4037.26                  | $100000.00              |
| 2025-11-13 | $5105.06                  | $0.00                   |
| 2025-11-14 | $1863.35                  | $0.00                   |
| 2025-11-17 | $5587.77                  | $0.00                   |
| 2025-11-18 | $14385.25                 | $0.00                   |
| 2025-11-19 | $1883.99                  | $50000.00               |
| 2025-11-20 | $1842.80                  | $10500.00               |
| 2025-11-21 | $1837.54                  | $0.00                   |
| 2025-11-24 | $7019.48                  | $0.00                   |
| 2025-11-25 | $1850.83                  | $46836.29               |
| 2025-11-26 | $3230.11                  | $0.00                   |
| 2025-11-28 | $67964.28                 | $3257.00                |

**Total Gross Subscriptions (Month):** $165424.47

**Total Gross Redemptions (Month):** $389995.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9000%           |
| 2025-11-04 | 3.8800%           |
| 2025-11-05 | 3.8400%           |
| 2025-11-06 | 3.8200%           |
| 2025-11-07 | 3.7700%           |
| 2025-11-10 | 3.7400%           |
| 2025-11-12 | 3.7400%           |
| 2025-11-13 | 3.7400%           |
| 2025-11-14 | 3.7600%           |
| 2025-11-17 | 3.7600%           |
| 2025-11-18 | 3.7600%           |
| 2025-11-19 | 3.7600%           |
| 2025-11-20 | 3.7500%           |
| 2025-11-21 | 3.7400%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7600%           |
| 2025-11-28 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 17.8500%             |
| Broker-dealer |  | 0.0000%          | 26.0400%             |
| Broker-dealer |  | 0.0000%          | 39.2200%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $80024471.83

- **Number of Shares Outstanding:** 80028835.2580

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $545554.72                | $87217.47               |
| 2025-11-04 | $193995.87                | $116697.09              |
| 2025-11-05 | $410901.74                | $712723.06              |
| 2025-11-06 | $373389.61                | $2211.35                |
| 2025-11-07 | $8730.96                  | $574977.68              |
| 2025-11-10 | $34098.99                 | $537776.86              |
| 2025-11-12 | $558560.04                | $203758.47              |
| 2025-11-13 | $11943.25                 | $401743.70              |
| 2025-11-14 | $295133.37                | $512646.89              |
| 2025-11-17 | $182402.82                | $41727.35               |
| 2025-11-18 | $244373.12                | $446998.03              |
| 2025-11-19 | $1158568.61               | $100603.26              |
| 2025-11-20 | $198392.54                | $293276.23              |
| 2025-11-21 | $195702.43                | $230000.00              |
| 2025-11-24 | $488440.69                | $211008.59              |
| 2025-11-25 | $491954.60                | $12759.70               |
| 2025-11-26 | $88662.41                 | $8843.25                |
| 2025-11-28 | $345406.08                | $64099.35               |

**Total Gross Subscriptions (Month):** $5826211.85

**Total Gross Redemptions (Month):** $4559068.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9000%           |
| 2025-11-04 | 3.8800%           |
| 2025-11-05 | 3.8500%           |
| 2025-11-06 | 3.8300%           |
| 2025-11-07 | 3.7800%           |
| 2025-11-10 | 3.7500%           |
| 2025-11-12 | 3.7500%           |
| 2025-11-13 | 3.7500%           |
| 2025-11-14 | 3.7600%           |
| 2025-11-17 | 3.7700%           |
| 2025-11-18 | 3.7700%           |
| 2025-11-19 | 3.7700%           |
| 2025-11-20 | 3.7600%           |
| 2025-11-21 | 3.7400%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7600%           |
| 2025-11-28 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 7.1100%              |
| Retail investor |  | 0.0000%          | 63.5800%             |
| Retail investor |  | 0.0000%          | 6.8600%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2663020126.47

- **Number of Shares Outstanding:** 2663310324.6400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $130830086.74             | $9504326.78             |
| 2025-11-04 | $65872950.34              | $30218617.53            |
| 2025-11-05 | $2534385.63               | $35020000.00            |
| 2025-11-06 | $1042825.86               | $580080.89              |
| 2025-11-07 | $100708468.67             | $30000.00               |
| 2025-11-10 | $11771027.29              | $30000.00               |
| 2025-11-12 | $56267791.39              | $21150000.00            |
| 2025-11-13 | $307686.26                | $122143170.04           |
| 2025-11-14 | $286271.95                | $36053498.52            |
| 2025-11-17 | $847240.36                | $457499.38              |
| 2025-11-18 | $5102497.45               | $158714.65              |
| 2025-11-19 | $23152536.12              | $1882249.92             |
| 2025-11-20 | $1822588.69               | $53162541.00            |
| 2025-11-21 | $122866656.03             | $15521235.83            |
| 2025-11-24 | $15865492.44              | $35328613.43            |
| 2025-11-25 | $2067578.49               | $20751931.61            |
| 2025-11-26 | $287018.59                | $106953494.58           |
| 2025-11-28 | $58911726.97              | $55000000.00            |

**Total Gross Subscriptions (Month):** $600544829.27

**Total Gross Redemptions (Month):** $543945974.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9200%           |
| 2025-11-04 | 3.9000%           |
| 2025-11-05 | 3.8700%           |
| 2025-11-06 | 3.8500%           |
| 2025-11-07 | 3.8000%           |
| 2025-11-10 | 3.7600%           |
| 2025-11-12 | 3.7600%           |
| 2025-11-13 | 3.7700%           |
| 2025-11-14 | 3.7800%           |
| 2025-11-17 | 3.7800%           |
| 2025-11-18 | 3.7900%           |
| 2025-11-19 | 3.7800%           |
| 2025-11-20 | 3.7800%           |
| 2025-11-21 | 3.7600%           |
| 2025-11-24 | 3.7600%           |
| 2025-11-25 | 3.7600%           |
| 2025-11-26 | 3.7800%           |
| 2025-11-28 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 23.7500%             |
| Retail investor |  | 0.0000%          | 7.5100%              |
| Retail investor |  | 0.0000%          | 22.5900%             |
| Retail investor |  | 0.0000%          | 12.6800%             |
| Broker-dealer   |  | 0.0000%          | 9.4100%              |
| Retail investor |  | 0.0000%          | 7.8400%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05252T001, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-28      | 1.8700%  | 0.0000% | $234282595.34      | $238886827.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-31      | 4.3700%  | 0.0000% | $98379954.31       | $100313363.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-31      | 3.0000%  | 0.0000% | $11409927.76       | $11634160.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $123564314.02      | $125992658.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 3.3700%  | 0.0000% | $50235121.41       | $51222365.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $43643819.74       | $44501528.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $66432647.80       | $67738213.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-30      | 1.6200%  | 0.0000% | $61911850.73       | $63128571.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-31      | 2.7500%  | 0.0000% | $145981643.83      | $148850544.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $71290540.98       | $72691576.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $53095053.61       | $54138502.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $51648371.95       | $52663389.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-30      | 4.2500%  | 0.0000% | $48314316.57       | $49263812.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $58012900.54       | $59152996.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $150988742.46      | $153956044.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $137029185.01      | $139722147.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $40728259.83       | $41528670.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $94042077.56       | $95890237.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $63680879.59       | $64932366.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $125462097.50      | $127927737.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 2.7500%  | 0.0000% | $66092515.00       | $67391395.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $204454851.13      | $208472894.00      | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.120000%
- **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: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.12_1201
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $7109802.00        | $5642043.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 7.0000%  | 0.0000% | $777320.00         | $587566.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $152.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2134018.00        | $1943788.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1208235.00        | $1261874.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2061-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1932.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $2512790.00        | $2064335.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.6500%  | 0.0000% | $6894158.00        | $7121337.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $229553.00         | $201968.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $391536.00         | $372515.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 1.7546%  | 0.0000% | $1120801.00        | $977452.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $2664999.00        | $2453784.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1029568.00        | $956246.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $3129.00           | $1872.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1720.00           | $1403.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $10566702.00       | $9556369.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $27834768.00       | $26513390.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $222575.00         | $122275.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1582741.00        | $729828.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $4000.00           | $1929.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $10787.00          | $6370.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $4000.00           | $3137.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1011.00           | $980.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1004.00           | $787.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $2240035.00        | $2302694.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $13841.00          | $13353.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $2991470.00        | $1826353.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $1015.00           | $762.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1009.00           | $786.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2542744.00        | $2298358.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $191381.00         | $189106.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2043.00           | $1906.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2216998.00        | $1091122.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $2183872.00        | $1344747.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1384494.00        | $1021591.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $2661.00           | $1995.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $12341600.00       | $9768564.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $31925700.00       | $32619572.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $301953.00         | $299844.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2592381.00        | $1592664.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1002.00           | $538.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1080.00           | $821.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $11264.00          | $9920.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $81819.00          | $84409.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $768.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $255127.00         | $207961.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $324413.00         | $289057.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $50222.00          | $23453.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $598.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2073.00           | $462.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1016.00           | $85.24             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1021475.00        | $534768.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $820.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $846.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $2144.00           | $639.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $452.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $2003.00           | $1164.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $2000.00           | $1367.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $1458816.00        | $254697.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $698.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $1003.00           | $402.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1003.00           | $510.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $2060.00           | $944.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $1000.00           | $402.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $1691445.00        | $888352.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $1000.00           | $593.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1007.00           | $573.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1005.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $2003.00           | $1217.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $1000.00           | $653.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1131482.00        | $1107471.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $1000.00           | $428.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1454580.00        | $225050.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1003.00           | $846.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $904.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1709862.00        | $1592199.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1050.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1002236.00        | $1046334.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $943.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1040426.00        | $853358.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1749550.00        | $1752329.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1082.00           | $989.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $920178.00         | $953730.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1000.00           | $987.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $3814732.00        | $3947733.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $8391088.00        | $8932526.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1001.00           | $1080.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $398000.00         | $431970.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1411818.00        | $306293.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1030.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $1001.00           | $303.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $171106.00         | $72703.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2207904.00        | $2370977.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $3142240.00        | $3145345.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1924756.00        | $2018575.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2063.00           | $2104.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $4290624.00        | $4582843.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2380351.00        | $2491933.10        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $194.43            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $2300.00           | $2384.87           | U.S. Treasuries (including strips)        |

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3QB2, C.4 - ISIN: US3130B3QB27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100067671.00
- **C.18.a - Value (excl. sponsor support):** $100067671.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QP4, C.4 - ISIN: US3130B6QP44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247997651.44
- **C.18.a - Value (excl. sponsor support):** $247997651.44
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RF5, C.4 - ISIN: US3130B6RF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999083.00
- **C.18.a - Value (excl. sponsor support):** $99999083.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RK4, C.4 - ISIN: US3130B6RK48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198498076.54
- **C.18.a - Value (excl. sponsor support):** $198498076.54
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RX6, C.4 - ISIN: US3130B6RX68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298497262.76
- **C.18.a - Value (excl. sponsor support):** $298497262.76
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RY4, C.4 - ISIN: US3130B6RY42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $548492008.36
- **C.18.a - Value (excl. sponsor support):** $548492008.36
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZE9, C.4 - ISIN: US3130B6ZE95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499494495.51
- **C.18.a - Value (excl. sponsor support):** $499494495.51
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74E1, C.4 - ISIN: US3130B74E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348993546.99
- **C.18.a - Value (excl. sponsor support):** $348993546.99
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249000624.99
- **C.18.a - Value (excl. sponsor support):** $249000624.99
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7EQ3, C.4 - ISIN: US3130B7EQ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198997363.25
- **C.18.a - Value (excl. sponsor support):** $198997363.25
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FQ2, C.4 - ISIN: US3130B7FQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996422.50
- **C.18.a - Value (excl. sponsor support):** $249996422.50
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NV2, C.4 - ISIN: US3130B7NV22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299999244.00
- **C.18.a - Value (excl. sponsor support):** $299999244.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7SP0, C.4 - ISIN: US3130B7SP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498520715.49
- **C.18.a - Value (excl. sponsor support):** $498520715.49
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499745417.29
- **C.18.a - Value (excl. sponsor support):** $499745417.29
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549493515.90
- **C.18.a - Value (excl. sponsor support):** $549493515.90
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B84, C.4 - ISIN: US3130B8B840, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99497865.73
- **C.18.a - Value (excl. sponsor support):** $99497865.73
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39774722.91
- **C.18.a - Value (excl. sponsor support):** $39774722.91
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30019354.50
- **C.18.a - Value (excl. sponsor support):** $30019354.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSL2, C.4 - ISIN: US3133ETSL26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $283995393.52
- **C.18.a - Value (excl. sponsor support):** $283995393.52
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999676.60
- **C.18.a - Value (excl. sponsor support):** $34999676.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 23: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50008349.00
- **C.18.a - Value (excl. sponsor support):** $50008349.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 24: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119827386.04
- **C.18.a - Value (excl. sponsor support):** $119827386.04
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 25: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94051665.22
- **C.18.a - Value (excl. sponsor support):** $94051665.22
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 26: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $79807790.84
- **C.18.a - Value (excl. sponsor support):** $79807790.84
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 27: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29514854.14
- **C.18.a - Value (excl. sponsor support):** $29514854.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 28: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99496008.06
- **C.18.a - Value (excl. sponsor support):** $99496008.06
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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 29: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $400139615.48
- **C.18.a - Value (excl. sponsor support):** $400139615.48
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199491938.21
- **C.18.a - Value (excl. sponsor support):** $199491938.21
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200105712.00
- **C.18.a - Value (excl. sponsor support):** $200105712.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37014516.95
- **C.18.a - Value (excl. sponsor support):** $37014516.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72043629.84
- **C.18.a - Value (excl. sponsor support):** $72043629.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72059284.08
- **C.18.a - Value (excl. sponsor support):** $72059284.08
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_4.10_1201
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-11-30      | 4.1200%  | 0.0000% | $1000341666.67     | $1020000002.28     | U.S. Treasuries (including strips) |

### Security 36: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.090000%
- **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: 65999Z009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1006.00           | $1031.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1456551.00        | $1508137.67        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2026-01-15      | 0.0000%  | 0.0000% | $50000100.00       | $49763249.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-09-03      | 0.0000%  | 0.0000% | $1542200.00        | $1501158.97        | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1063178.00        | $1108307.78        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2037-05-15      | 5.0000%  | 0.0000% | $25000000.00       | $27122864.50       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2038-05-15      | 4.5000%  | 0.0000% | $25091500.00       | $25929280.65       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $101914000.00      | $74566616.58       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $9672000.00        | $7430376.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $18992100.00       | $11348017.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $34923100.00       | $26451751.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $61080800.00       | $61149801.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $269000.00         | $270250.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $15624000.00       | $15694047.57       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $7946100.00        | $8052854.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-11-15      | 4.6250%  | 0.0000% | $3108000.00        | $3089236.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.04            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $300.00            | $300.85            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $579200.00         | $596229.69         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $66411100.00       | $68636151.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $38000000.00       | $39952909.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $45371600.00       | $45698066.17       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $401493000.00      | $403656466.10      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $391000000.00      | $398221468.25      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $5812000.00        | $5916876.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-08-31      | 3.8750%  | 0.0000% | $210183000.00      | $213508081.13      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-09-30      | 3.8750%  | 0.0000% | $1600.00           | $1619.42           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-10-15      | 3.5000%  | 0.0000% | $38657900.00       | $38824661.26       | U.S. Treasuries (including strips)        |

### Security 37: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.090000%
- **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: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.0900
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2027-04-15      | 0.1250%  | 0.0000% | $20678900.00       | $23360031.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $49630200.00       | $53140068.55       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $588537644.31
- **C.18.a - Value (excl. sponsor support):** $588537644.31
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $496135783.99
- **C.18.a - Value (excl. sponsor support):** $496135783.99
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494079895.00
- **C.18.a - Value (excl. sponsor support):** $494079895.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496677780.00
- **C.18.a - Value (excl. sponsor support):** $496677780.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $590624577.90
- **C.18.a - Value (excl. sponsor support):** $590624577.90
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492077391.70
- **C.18.a - Value (excl. sponsor support):** $492077391.70
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492377085.00
- **C.18.a - Value (excl. sponsor support):** $492377085.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496352990.00
- **C.18.a - Value (excl. sponsor support):** $496352990.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495276695.00
- **C.18.a - Value (excl. sponsor support):** $495276695.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493917595.18
- **C.18.a - Value (excl. sponsor support):** $493917595.18
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### 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: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492682310.59
- **C.18.a - Value (excl. sponsor support):** $492682310.59
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399125000.00
- **C.18.a - Value (excl. sponsor support):** $399125000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198986562.00
- **C.18.a - Value (excl. sponsor support):** $198986562.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98306250.00
- **C.18.a - Value (excl. sponsor support):** $98306250.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196675312.00
- **C.18.a - Value (excl. sponsor support):** $196675312.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $695830625.00
- **C.18.a - Value (excl. sponsor support):** $695830625.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495054690.00
- **C.18.a - Value (excl. sponsor support):** $495054690.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $789993752.00
- **C.18.a - Value (excl. sponsor support):** $789993752.00
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $293517186.00
- **C.18.a - Value (excl. sponsor support):** $293517186.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97720508.00
- **C.18.a - Value (excl. sponsor support):** $97720508.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: 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):** $99998633.00
- **C.18.a - Value (excl. sponsor support):** $99998633.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.025400%
- **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):** $185387472.98
- **C.18.a - Value (excl. sponsor support):** $185387472.98
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.962400%
- **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):** $200023730.00
- **C.18.a - Value (excl. sponsor support):** $200023730.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: 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: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200045938.00
- **C.18.a - Value (excl. sponsor support):** $200045938.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199715624.00
- **C.18.a - Value (excl. sponsor support):** $199715624.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_4.08_1201
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2027-03-31      | 3.8750%  | 0.0000% | $43119300.00       | $43555275.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $47362500.00       | $48244732.10       | U.S. Treasuries (including strips) |

### Security 64: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.090000%
- **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: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_4.09_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2026-03-18      | 3.9750%  | 0.0000% | $45000.00          | $45368.02          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-03-02      | 4.5000%  | 0.0000% | $2000000.00        | $2024544.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-03-09      | 4.7500%  | 0.0000% | $250000.00         | $253181.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-04-20      | 4.8750%  | 0.0000% | $2000000.00        | $2017311.67        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-04-17      | 3.9700%  | 0.0000% | $10000.00          | $10046.69          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-05-14      | 4.1000%  | 0.0000% | $230000.00         | $230407.23         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2025-12-29      | 4.0950%  | 0.0000% | $110000.00         | $110772.60         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-13      | 4.1700%  | 0.0000% | $260000.00         | $260772.92         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-09-03      | 3.8750%  | 0.0000% | $1000000.00        | $1010369.31        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-24      | 3.9000%  | 0.0000% | $81850000.00       | $81819988.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2032-10-27      | 4.6600%  | 0.0000% | $37091000.00       | $37133164.22       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2045-11-03      | 5.4400%  | 0.0000% | $16727000.00       | $16732666.74       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-02-12      | 4.1800%  | 0.0000% | $60260000.00       | $60263361.17       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-11-13      | 4.1800%  | 0.0000% | $29069000.00       | $29098146.52       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-11-19      | 5.3000%  | 0.0000% | $2365000.00        | $2367400.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2036-07-15      | 5.5000%  | 0.0000% | $270000.00         | $304840.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-02-25      | 2.4000%  | 0.0000% | $3500000.00        | $3468815.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-11-17      | 4.6250%  | 0.0000% | $1500000.00        | $1515574.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-04-21      | 4.6500%  | 0.0000% | $1500000.00        | $1511109.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-06-12      | 4.8750%  | 0.0000% | $215000.00         | $221211.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-04-10      | 4.1200%  | 0.0000% | $70000.00          | $70412.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2042-11-28      | 5.5400%  | 0.0000% | $5720000.00        | $5718512.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2035-11-26      | 4.5000%  | 0.0000% | $5800000.00        | $5797042.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-01-02      | 0.0000%  | 0.0000% | $700000.00         | $697379.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-02-13      | 0.0000%  | 0.0000% | $300000.00         | $297555.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-02-18      | 0.0000%  | 0.0000% | $1550000.00        | $1536561.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-04-28      | 1.2000%  | 0.0000% | $500000.00         | $483760.00         | Agency Mortgage-Backed Securities |

### Security 65: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.090000%
- **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: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_4.09_1201
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $11790.00          | $5157.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $1132977.00        | $48380.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $1930000.00        | $172615.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $5302.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $137731840.00      | $14755339.92       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.0000%  | 0.0000% | $339000.00         | $37583.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 5.0000%  | 0.0000% | $1054690.00        | $44422.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $119997.00         | $22742.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.5000%  | 0.0000% | $3900000.00        | $39385.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $42225216.00       | $35206870.75       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $28572.00          | $16534.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $28000.00          | $20782.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $74440832.00       | $70359254.55       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 3.0000%  | 0.0000% | $2870048.00        | $918954.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $201985.00         | $135710.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.0000%  | 0.0000% | $1136222.00        | $1146612.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $186637824.00      | $151884328.30      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $2985000.00        | $1037743.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $21000.00          | $14676.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $32134720.00       | $24831882.20       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $5647880.00        | $4728049.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $75000.00          | $33949.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $7300000.00        | $3037275.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $525000704.00      | $256377162.00      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-15      | 5.2700%  | 0.0000% | $600000.00         | $611913.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $14500000.00       | $1481479.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-15      | 3.4000%  | 0.0000% | $5950144.00        | $5504856.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $5567792.00        | $5647382.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1553010.00        | $1616039.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $4688264.00        | $4788638.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3279732.00        | $3450060.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $5919696.00        | $6188420.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $5061448.00        | $5240827.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4176640.00        | $4453018.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1850220.00        | $1918154.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-15      | 4.0000%  | 0.0000% | $17587808.00       | $3960597.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $928728.00         | $97166.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $294730.00         | $33344.77          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2031-07-15      | 0.1250%  | 0.0000% | $1876600.00        | $2127384.44        | U.S. Treasuries (including strips)        |

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.07_1201
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 Bond | 2042-02-15      | 0.7500%  | 0.0000% | $900.00            | $1033.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $119226000.00      | $127498983.29      | U.S. Treasuries (including strips) |

### Security 67: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.090000%
- **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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_4.0900
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $958.91            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $13799700.00       | $12283003.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $82119100.00       | $53758434.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $29323900.00       | $25757621.90       | U.S. Treasuries (including strips)        |

### Security 68: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.090000%
- **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: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.09_1201
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 2.5000%  | 0.0000% | $1185140.00        | $737052.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.7200%  | 0.0000% | $716825.00         | $664400.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1007896.00        | $109875.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 6.0410%  | 0.0000% | $905664.00         | $923395.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $15921392.00       | $11327912.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $2611716.00        | $2419850.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.0000%  | 0.0000% | $500281.00         | $35060.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $1001600.00        | $833643.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 1.5000%  | 0.0000% | $1465330.00        | $1010711.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $15274880.00       | $14841542.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 1.5000%  | 0.0000% | $1201622.00        | $714345.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1369824.00        | $1390271.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $5520496.00        | $5777954.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $16484.00          | $7759.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4302.00           | $4437.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $770.61            | Agency Collateralized Mortgage Obligation |

### Security 69: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.080000%
- **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_4.08_1201
- **C.18 - Value (incl. sponsor support):** $689000000.00
- **C.18.a - Value (excl. sponsor support):** $689000000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $686333900.00      | $702780080.00      | U.S. Treasuries (including strips) |

### Security 70: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.08_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 Bill               | 2026-01-29      | 0.0000%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-11-15      | 6.1250%  | 0.0000% | $400.00            | $420.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 3.0000%  | 0.0000% | $39097000.00       | $29906264.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 2.1250%  | 0.0000% | $3908000.00        | $3916870.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $53000900.00       | $50806065.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $190.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $141136200.00      | $127174098.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-15      | 0.1250%  | 0.0000% | $24319600.00       | $27563575.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-15      | 0.1250%  | 0.0000% | $2673000.00        | $2890836.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $12064000.00       | $12823880.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.9854%  | 0.0000% | $4300.00           | $4314.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |

### Security 71: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.090000%
- **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: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.5000%  | 0.0000% | $258000.00         | $66465.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $23382163.00       | $7586858.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1496001.00        | $772714.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $8340290.00        | $3711561.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $2768936.00        | $1631479.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 3.0000%  | 0.0000% | $15228557.00       | $10608557.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.0000%  | 0.0000% | $564678.00         | $401968.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $60741.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $241563.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $4097688.00        | $3344455.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 5.5000%  | 0.0000% | $823012.00         | $841124.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 2.0000%  | 0.0000% | $200000.00         | $129885.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.4520%  | 0.0000% | $3405544.00        | $2508853.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 6.4000%  | 0.0000% | $4117236.00        | $2949330.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.0830%  | 0.0000% | $1000000.00        | $916396.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 6.3770%  | 0.0000% | $5713444.00        | $5529465.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 7.0000%  | 0.0000% | $190644.00         | $7084.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15674.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.0000%  | 0.0000% | $385000.00         | $72609.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 3.0000%  | 0.0000% | $996946.00         | $115961.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.2930%  | 0.0000% | $18688899.00       | $397333.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 6.5000%  | 0.0000% | $735000.00         | $5385.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 6.2770%  | 0.0000% | $1075000.00        | $5036.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 6.4260%  | 0.0000% | $4348986.00        | $85509.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 6.5990%  | 0.0000% | $240000.00         | $7088.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 1.5000%  | 0.0000% | $220000.00         | $85016.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.0000%  | 0.0000% | $200000.00         | $137376.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-02-01      | 6.4730%  | 0.0000% | $3950000.00        | $6131.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $78551.00          | $20680.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-01      | 6.4060%  | 0.0000% | $257000.00         | $8109.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 6.3460%  | 0.0000% | $467000.00         | $14493.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 6.5000%  | 0.0000% | $20000000.00       | $109771.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $346551.00         | $27436.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $238001.00         | $13346.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $944000.00         | $67114.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $1910386.00        | $152585.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 4.0000%  | 0.0000% | $1198000.00        | $194436.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 3.0000%  | 0.0000% | $263000.00         | $37308.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $500000.00         | $75184.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.8200%  | 0.0000% | $1096171.00        | $99899.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 3.4700%  | 0.0000% | $9861984.00        | $5693978.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.5000%  | 0.0000% | $1265551.00        | $104169.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 4.5000%  | 0.0000% | $502465.00         | $32848.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $450993.00         | $88740.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.0000%  | 0.0000% | $2112542.00        | $193681.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21576.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $11920623.00       | $2700382.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $210765.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $175000.00         | $41890.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $500000.00         | $88333.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $226991.00         | $30446.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $143587.00         | $17612.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $2196906.00        | $500653.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $2317764.00        | $139009.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 3.5000%  | 0.0000% | $97981.00          | $15117.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.5720%  | 0.0000% | $198000.00         | $8508.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 4.0000%  | 0.0000% | $465853.00         | $38668.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 5.5000%  | 0.0000% | $2775616.00        | $42583.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $2052736.00        | $2013806.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $95215.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $210042.00         | $201950.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $47121.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $3914820.00        | $3872274.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $318988.00         | $309817.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $371375.00         | $318431.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1294922.00        | $1257200.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $586203.00         | $598250.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1802631.00        | $1647009.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $5393792.00        | $4688437.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $314175.00         | $323013.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $7398024.00        | $6644646.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2859035.00        | $2949227.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2782592.00        | $2860005.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $4518888.00        | $4717421.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1163500.00        | $1200389.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1267923.00        | $982651.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $522305.00         | $524419.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1763572.00        | $1842293.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $11175297.00       | $11591692.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1034.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $11000.00          | $11184.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $866768.00         | $897884.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $6010.00           | $6137.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1422548.00        | $319615.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $931000.00         | $283056.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.5000%  | 0.0000% | $1812130.00        | $195623.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $15173984.00       | $4770134.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $224000.00         | $28723.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.0200%  | 0.0000% | $414271.00         | $410096.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $199739.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $17000.00          | $12467.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.7850%  | 0.0000% | $6137232.00        | $3329455.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $10000.00          | $5636.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $996999.00         | $716486.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $892.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $13888.00          | $13037.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $406221.00         | $364288.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $2797530.00        | $2930593.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1308000.00        | $318182.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $47266.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $820999.00         | $71797.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $199006.00         | $15261.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $76000.00          | $74269.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $42762.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $3807712.00        | $3520304.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $7000.00           | $5793.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1768918.00        | $1810720.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $15324771.00       | $14323156.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $7597152.00        | $6395247.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $2625453.00        | $2617450.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7204.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $1012411.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $293.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $354229.00         | $81478.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $126102.00         | $18158.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 1.9690%  | 0.0000% | $44756400.00       | $35134296.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $9509184.00        | $824050.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $66500.00          | $16166.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $97675.00          | $60349.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $677999.00         | $301974.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $63000.00          | $33800.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.6250%  | 0.0000% | $4626280.00        | $3278381.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.6300%  | 0.0000% | $2621130.00        | $2840910.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $45893.00          | $23587.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1175952.00        | $918138.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $262425.00         | $240293.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2763746.00        | $2317851.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $727697.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $620.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1200000.00        | $662839.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $541000.00         | $337390.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $2438116.00        | $1538964.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 3.0000%  | 0.0000% | $298455.00         | $236818.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $7435048.00        | $7445429.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 6.0000%  | 0.0000% | $1082046.00        | $15132.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 6.5000%  | 0.0000% | $400000.00         | $7744.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 6.0000%  | 0.0000% | $2567783.00        | $49207.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-09-01      | 6.5000%  | 0.0000% | $386294.00         | $7328.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 4.5000%  | 0.0000% | $2109129.00        | $69175.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 4.0000%  | 0.0000% | $1156263.00        | $105226.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $592150.00         | $104980.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $5923.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-04-01      | 4.0000%  | 0.0000% | $154137.00         | $19307.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $154.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $213740.00         | $5292.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $643000.00         | $120796.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.5000%  | 0.0000% | $166205.00         | $54647.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 5.0000%  | 0.0000% | $2787684.00        | $1059223.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-01      | 6.3760%  | 0.0000% | $500000.00         | $18175.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $44.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $895414.00         | $82406.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.0000%  | 0.0000% | $591378.00         | $109789.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-03-01      | 4.0000%  | 0.0000% | $7585212.00        | $869304.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.0000%  | 0.0000% | $48000.00          | $7326.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 3.0000%  | 0.0000% | $397958.00         | $37303.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-12-01      | 7.0000%  | 0.0000% | $193000.00         | $13893.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 4.0000%  | 0.0000% | $35000.00          | $30060.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $83999.00          | $44173.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $358000.00         | $237970.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1018889.00        | $741572.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.0000%  | 0.0000% | $865000.00         | $585434.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.5000%  | 0.0000% | $36300.00          | $25040.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $186208.00         | $148273.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $20206945.00       | $16018178.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.0000%  | 0.0000% | $47997.00          | $42361.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $865.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $11000.00          | $9127.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $15105937.00       | $13668069.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.0000%  | 0.0000% | $1008.00           | $879.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.5000%  | 0.0000% | $18694000.00       | $6685763.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $6693888.00        | $6258428.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $209000.00         | $60635.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $298998.00         | $170416.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.0000%  | 0.0000% | $52910.00          | $28969.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 2.5000%  | 0.0000% | $13000.00          | $7703.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1007.00           | $655.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $11785100.00       | $8768304.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $5033592.00        | $3972076.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $379000.00         | $303190.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 3.5000%  | 0.0000% | $372000.00         | $299433.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1000014.00        | $734493.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $13406161.00       | $9368238.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $9123612.00        | $7484011.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $17031.00          | $12553.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $4280000.00        | $3745610.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.0000%  | 0.0000% | $600000.00         | $509509.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 4.0000%  | 0.0000% | $22000.00          | $19862.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $528235.00         | $424286.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $8907130.00        | $7575760.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 3.4900%  | 0.0000% | $355000.00         | $201215.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 4.5000%  | 0.0000% | $242922.00         | $246000.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 4.7200%  | 0.0000% | $177388.00         | $180990.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 1.2200%  | 0.0000% | $3114376.00        | $2526303.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 6.5050%  | 0.0000% | $1916312.00        | $13684.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $552.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $9015.00           | $5136.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1437227.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $664.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.0000%  | 0.0000% | $12000.00          | $7943.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $249403.00         | $161245.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1304648.00        | $944382.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $12001.00          | $9382.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 6.0000%  | 0.0000% | $598975.00         | $602018.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.0000%  | 0.0000% | $51541.00          | $39237.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $600000.00         | $441343.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $903707.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $858.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 7.0000%  | 0.0000% | $472795.00         | $501374.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $667000.00         | $546627.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $2021588.00        | $1732078.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $952419.00         | $970064.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $927162.00         | $621346.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $7982798.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1458364.00        | $1511083.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1847210.00        | $1609067.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $3009902.00        | $2766347.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 3.0000%  | 0.0000% | $1189148.00        | $512965.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 3.5000%  | 0.0000% | $1000.00           | $334.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $126766.00         | $31106.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1078168.00        | $461745.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1883000.00        | $1117947.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $1098328.00        | $612291.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $2161636.00        | $1385241.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $13831170.00       | $8934769.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $11061.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $71000.00          | $45614.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1173212.00        | $791608.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $8412230.00        | $5608320.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $810000.00         | $629497.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $2243170.00        | $1663454.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $19563712.00       | $16251727.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $18000.00          | $16171.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $41731.00          | $37872.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $125000000.00      | $97477605.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 5.0000%  | 0.0000% | $2876052.00        | $2338475.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $50000000.00       | $47186751.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4315843.00        | $3944289.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $31675808.00       | $28895026.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $934.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23277904.00       | $22093068.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $12502454.00       | $12784271.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $121356846.00      | $27280687.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $900000.00         | $272887.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $1001.00           | $116.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $417.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1001.00           | $535.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $302887.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $836999.00         | $452465.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $49000.00          | $26401.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $34000.00          | $17699.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $8995000.00        | $4903176.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $98044.00          | $50253.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $17039708.00       | $10742604.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 2.5000%  | 0.0000% | $249000.00         | $148796.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.0000%  | 0.0000% | $59278.00          | $38253.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1690990.00        | $1288735.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $17324928.00       | $13583099.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2102002.00        | $1599052.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $4055435.00        | $3111311.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $50000.00          | $34943.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $83349.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $13290244.00       | $9189491.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1439000.00        | $1189204.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $15096.00          | $12436.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $1124628.00        | $849136.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $9971168.00        | $7445772.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $60552.00          | $47169.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $158000.00         | $143822.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $2720000.00        | $2252504.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2785788.00        | $2518014.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $73000000.00       | $76662256.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 6.5000%  | 0.0000% | $5215839.00        | $35650.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $1663998.00        | $57871.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 6.5000%  | 0.0000% | $789078.00         | $13710.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 4.0000%  | 0.0000% | $630000.00         | $82758.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.0000%  | 0.0000% | $709557.00         | $53830.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.5000%  | 0.0000% | $956452.00         | $87598.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $767623.00         | $68157.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $577000.00         | $112659.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $200000.00         | $19769.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $47413.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $6070627.00        | $380270.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $85000.00          | $8600.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $115001.00         | $19584.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $190441.00         | $26104.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 2.5000%  | 0.0000% | $25575130.00       | $5843153.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $4097150.00        | $1250332.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.5000%  | 0.0000% | $64000.00          | $19540.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.5000%  | 0.0000% | $500000.00         | $228826.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $685606.00         | $399735.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 2.0000%  | 0.0000% | $4500000.00        | $2848084.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $3189000.00        | $2235779.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $14001.00          | $9509.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $71909.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $2598860.00        | $1843667.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $6316996.00        | $5009233.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.5000%  | 0.0000% | $750000.00         | $472615.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $142000.00         | $108055.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $25000.00          | $15118.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2148000.00        | $1383137.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $45001.00          | $38035.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $905.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.0000%  | 0.0000% | $12000.00          | $11029.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $2856076.00        | $2913018.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $825.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2872640.00        | $2948989.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $5001.00           | $5119.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $4115728.00        | $4228910.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $968.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $2212638.00        | $2159758.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $377161.00         | $385342.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $835.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $135000.00         | $133811.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $969.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $210241.00         | $214958.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $2593356.00        | $2670898.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1657108.00        | $1704281.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1030.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $9000.00           | $9398.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.0000%  | 0.0000% | $1099457.00        | $1052595.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1175413.00        | $1208675.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.0000%  | 0.0000% | $45440799.00       | $44527604.47       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2025-12-05

**By:** \\s\\Rodrigo Gallegos

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller