# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001145549-25-057964
**Filing Date:** 2025-9
**Character Count:** 282717
**Document Hash:** 8bad8d843140bd71f2a0e1b57f258a96
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057964.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057964

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299116

**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):** 2025-08-31

**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:** 37 days

- **WAL:** 77 days

- **Total Value of Portfolio Securities:** $27610852522.36

- **Amortized Cost of Portfolio Securities:** $27608623281.74

- **Cash:** $615849.41

- **Total Other Assets:** $83595488.68

- **Total Liabilities:** $54890615.13

- **Net Assets of Series:** $27637944004.70

- **Number of Shares Outstanding (Series):** 27639880237.2850

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $14677516046.68           | $15976515174.18            | 60.2500%                  | 65.5800%                   |
| 2025-08-04 | $15620846743.00           | $16567844326.84            | 63.4000%                  | 67.2500%                   |
| 2025-08-05 | $14247344812.92           | $16144342655.35            | 58.3600%                  | 66.1300%                   |
| 2025-08-06 | $13910337334.40           | $15458336054.68            | 58.0300%                  | 64.4800%                   |
| 2025-08-07 | $14443032731.95           | $15541032510.69            | 58.5700%                  | 63.0300%                   |
| 2025-08-08 | $13934772177.02           | $14884772177.02            | 58.0400%                  | 62.0000%                   |
| 2025-08-11 | $14600580911.39           | $15050580911.39            | 60.4200%                  | 62.2800%                   |
| 2025-08-12 | $14105019313.36           | $15055019313.36            | 58.3600%                  | 62.2900%                   |
| 2025-08-13 | $13967667900.88           | $14467667900.88            | 59.2300%                  | 61.3500%                   |
| 2025-08-14 | $13533590651.35           | $14583592591.35            | 57.3600%                  | 61.8100%                   |
| 2025-08-15 | $13775345187.20           | $14825346076.20            | 57.7900%                  | 62.1900%                   |
| 2025-08-18 | $15160038839.79           | $15718260591.59            | 61.3200%                  | 63.5800%                   |
| 2025-08-19 | $14917406776.78           | $15975628983.23            | 59.7200%                  | 63.9600%                   |
| 2025-08-20 | $16462208434.60           | $16970431420.42            | 63.3800%                  | 65.3300%                   |
| 2025-08-21 | $16411082106.75           | $17419305711.40            | 61.5100%                  | 65.2900%                   |
| 2025-08-22 | $15800091053.10           | $16808315982.91            | 60.6000%                  | 64.4600%                   |
| 2025-08-25 | $16601606900.59           | $17509337257.14            | 62.9400%                  | 66.3800%                   |
| 2025-08-26 | $15895864258.98           | $16853595095.49            | 61.8000%                  | 65.5200%                   |
| 2025-08-27 | $15585086797.36           | $16942817754.03            | 60.3800%                  | 65.6400%                   |
| 2025-08-28 | $17728746519.35           | $18935728156.59            | 64.5700%                  | 68.9700%                   |
| 2025-08-29 | $17822022037.23           | $19129504019.47            | 64.3500%                  | 69.0700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3600%             |
| 2025-08-04 | 4.3600%             |
| 2025-08-05 | 4.3600%             |
| 2025-08-06 | 4.3600%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3500%             |
| 2025-08-11 | 4.3500%             |
| 2025-08-12 | 4.3500%             |
| 2025-08-13 | 4.3500%             |
| 2025-08-14 | 4.3500%             |
| 2025-08-15 | 4.3500%             |
| 2025-08-18 | 4.3600%             |
| 2025-08-19 | 4.3500%             |
| 2025-08-20 | 4.3500%             |
| 2025-08-21 | 4.3500%             |
| 2025-08-22 | 4.3400%             |
| 2025-08-25 | 4.3400%             |
| 2025-08-26 | 4.3500%             |
| 2025-08-27 | 4.3500%             |
| 2025-08-28 | 4.3500%             |
| 2025-08-29 | 4.3500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0000                      |
|  |  |
| 2025-08-04 | 1.0000                      |
|  |  |
| 2025-08-05 | 1.0000                      |
|  |  |
| 2025-08-06 | 1.0000                      |
|  |  |
| 2025-08-07 | 1.0000                      |
|  |  |
| 2025-08-08 | 1.0000                      |
|  |  |
| 2025-08-11 | 1.0000                      |
|  |  |
| 2025-08-12 | 1.0000                      |
|  |  |
| 2025-08-13 | 1.0000                      |
|  |  |
| 2025-08-14 | 1.0000                      |
|  |  |
| 2025-08-15 | 1.0000                      |
|  |  |
| 2025-08-18 | 1.0000                      |
|  |  |
| 2025-08-19 | 1.0000                      |
|  |  |
| 2025-08-20 | 1.0000                      |
|  |  |
| 2025-08-21 | 1.0000                      |
|  |  |
| 2025-08-22 | 1.0000                      |
|  |  |
| 2025-08-25 | 1.0000                      |
|  |  |
| 2025-08-26 | 1.0000                      |
|  |  |
| 2025-08-27 | 1.0000                      |
|  |  |
| 2025-08-28 | 1.0000                      |
|  |  |
| 2025-08-29 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $8791784516.44

- **Number of Shares Outstanding:** 8792721780.8700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $318327252.20             | $377870299.79           |
| 2025-08-04 | $444428076.31             | $93855817.25            |
| 2025-08-05 | $91069617.01              | $493721590.09           |
| 2025-08-06 | $120837841.83             | $133790060.05           |
| 2025-08-07 | $350834145.16             | $436148736.06           |
| 2025-08-08 | $341251016.60             | $200161459.27           |
| 2025-08-11 | $234592989.60             | $394325771.47           |
| 2025-08-12 | $151095594.81             | $136892276.98           |
| 2025-08-13 | $147737968.99             | $474451930.34           |
| 2025-08-14 | $237422023.13             | $298526893.21           |
| 2025-08-15 | $422605107.32             | $207125132.27           |
| 2025-08-18 | $1104508382.40            | $180925460.87           |
| 2025-08-19 | $473008953.48             | $102764674.38           |
| 2025-08-20 | $1054895977.05            | $276961533.51           |
| 2025-08-21 | $139096200.09             | $493425153.35           |
| 2025-08-22 | $396171272.94             | $97204719.18            |
| 2025-08-25 | $262394071.98             | $240218212.90           |
| 2025-08-26 | $106253010.42             | $702779838.76           |
| 2025-08-27 | $274526681.86             | $208477041.42           |
| 2025-08-28 | $1961894205.62            | $356679580.13           |
| 2025-08-29 | $383290214.30             | $147690676.19           |

**Total Gross Subscriptions (Month):** $9016240603.10

**Total Gross Redemptions (Month):** $6053996857.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1600%           |
| 2025-08-04 | 4.1500%           |
| 2025-08-05 | 4.1500%           |
| 2025-08-06 | 4.1500%           |
| 2025-08-07 | 4.1500%           |
| 2025-08-08 | 4.1400%           |
| 2025-08-11 | 4.1400%           |
| 2025-08-12 | 4.1400%           |
| 2025-08-13 | 4.1500%           |
| 2025-08-14 | 4.1400%           |
| 2025-08-15 | 4.1500%           |
| 2025-08-18 | 4.1500%           |
| 2025-08-19 | 4.1500%           |
| 2025-08-20 | 4.1400%           |
| 2025-08-21 | 4.1400%           |
| 2025-08-22 | 4.1400%           |
| 2025-08-25 | 4.1400%           |
| 2025-08-26 | 4.1400%           |
| 2025-08-27 | 4.1400%           |
| 2025-08-28 | 4.1400%           |
| 2025-08-29 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 58.3700%             |
| Other                         | AB Owned         | 0.0000%          | 6.9900%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1037949935.63

- **Number of Shares Outstanding:** 1037946407.5580

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1648519.07               | $3766396.72             |
| 2025-08-04 | $3370033.20               | $3503685.64             |
| 2025-08-05 | $4717660.31               | $10315379.47            |
| 2025-08-06 | $4554839.74               | $4798521.50             |
| 2025-08-07 | $4274881.75               | $8124501.02             |
| 2025-08-08 | $5240717.99               | $5953372.36             |
| 2025-08-11 | $4291193.87               | $1784400.28             |
| 2025-08-12 | $2742630.27               | $3265218.95             |
| 2025-08-13 | $2865767.14               | $4893506.30             |
| 2025-08-14 | $7202616.78               | $1856110.97             |
| 2025-08-15 | $4525795.03               | $4012096.19             |
| 2025-08-18 | $6502582.74               | $5314628.07             |
| 2025-08-19 | $1628144.38               | $3216296.42             |
| 2025-08-20 | $4410073.31               | $2623824.99             |
| 2025-08-21 | $11797858.05              | $1611824.08             |
| 2025-08-22 | $14881033.09              | $2715523.05             |
| 2025-08-25 | $26256290.29              | $13403851.75            |
| 2025-08-26 | $3462935.18               | $3373173.45             |
| 2025-08-27 | $4922607.34               | $4730446.52             |
| 2025-08-28 | $2594122.95               | $3301118.98             |
| 2025-08-29 | $6011693.61               | $4210373.74             |

**Total Gross Subscriptions (Month):** $127901996.09

**Total Gross Redemptions (Month):** $96774250.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1300%           |
| 2025-08-04 | 4.1300%           |
| 2025-08-05 | 4.1300%           |
| 2025-08-06 | 4.1200%           |
| 2025-08-07 | 4.1200%           |
| 2025-08-08 | 4.1200%           |
| 2025-08-11 | 4.1200%           |
| 2025-08-12 | 4.1200%           |
| 2025-08-13 | 4.1200%           |
| 2025-08-14 | 4.1200%           |
| 2025-08-15 | 4.1200%           |
| 2025-08-18 | 4.1200%           |
| 2025-08-19 | 4.1200%           |
| 2025-08-20 | 4.1200%           |
| 2025-08-21 | 4.1200%           |
| 2025-08-22 | 4.1100%           |
| 2025-08-25 | 4.1100%           |
| 2025-08-26 | 4.1200%           |
| 2025-08-27 | 4.1200%           |
| 2025-08-28 | 4.1200%           |
| 2025-08-29 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 89.7600%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $6016985706.65

- **Number of Shares Outstanding:** 6017751772.5950

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $122038146.73             | $94438535.01            |
| 2025-08-04 | $114540671.48             | $44772688.34            |
| 2025-08-05 | $47728664.27              | $18423038.17            |
| 2025-08-06 | $35455570.17              | $39988634.59            |
| 2025-08-07 | $37414597.77              | $23835224.72            |
| 2025-08-08 | $44032548.60              | $32655298.14            |
| 2025-08-11 | $23466778.02              | $31333759.98            |
| 2025-08-12 | $41729065.73              | $53856600.92            |
| 2025-08-13 | $32246818.87              | $48660590.97            |
| 2025-08-14 | $42079508.22              | $46794266.13            |
| 2025-08-15 | $34728465.80              | $40395984.16            |
| 2025-08-18 | $33793096.93              | $18430555.36            |
| 2025-08-19 | $69014892.83              | $186597024.85           |
| 2025-08-20 | $33945507.07              | $11732974.90            |
| 2025-08-21 | $103111563.92             | $15687799.32            |
| 2025-08-22 | $48138399.17              | $29351777.80            |
| 2025-08-25 | $25698970.50              | $29286371.00            |
| 2025-08-26 | $27052392.85              | $22410807.09            |
| 2025-08-27 | $91708960.75              | $49928762.62            |
| 2025-08-28 | $22347988.05              | $28999318.95            |
| 2025-08-29 | $32856123.74              | $40233969.25            |

**Total Gross Subscriptions (Month):** $1063128731.47

**Total Gross Redemptions (Month):** $907813982.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0500%           |
| 2025-08-04 | 4.0500%           |
| 2025-08-05 | 4.0500%           |
| 2025-08-06 | 4.0400%           |
| 2025-08-07 | 4.0400%           |
| 2025-08-08 | 4.0400%           |
| 2025-08-11 | 4.0400%           |
| 2025-08-12 | 4.0400%           |
| 2025-08-13 | 4.0400%           |
| 2025-08-14 | 4.0400%           |
| 2025-08-15 | 4.0400%           |
| 2025-08-18 | 4.0400%           |
| 2025-08-19 | 4.0400%           |
| 2025-08-20 | 4.0400%           |
| 2025-08-21 | 4.0400%           |
| 2025-08-22 | 4.0300%           |
| 2025-08-25 | 4.0300%           |
| 2025-08-26 | 4.0300%           |
| 2025-08-27 | 4.0400%           |
| 2025-08-28 | 4.0400%           |
| 2025-08-29 | 4.0400%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8916040218.87

- **Number of Shares Outstanding:** 8915976139.8700

- **Expense Reimbursement/Waiver:** 1941805.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $25632364.97              | $32364143.11            |
| 2025-08-04 | $28484502.82              | $23474578.62            |
| 2025-08-05 | $25244782.32              | $28323330.58            |
| 2025-08-06 | $23888806.37              | $24983548.56            |
| 2025-08-07 | $28451083.54              | $18921264.66            |
| 2025-08-08 | $23768770.34              | $20151479.33            |
| 2025-08-11 | $32668771.69              | $22935315.98            |
| 2025-08-12 | $27767511.31              | $21695321.04            |
| 2025-08-13 | $30344116.86              | $20310845.66            |
| 2025-08-14 | $22853128.29              | $20528424.22            |
| 2025-08-15 | $33991435.48              | $29935191.18            |
| 2025-08-18 | $46376653.20              | $17343352.35            |
| 2025-08-19 | $21565771.83              | $25684702.57            |
| 2025-08-20 | $27590880.27              | $23292716.94            |
| 2025-08-21 | $34323734.70              | $23009030.13            |
| 2025-08-22 | $30596278.32              | $25160471.44            |
| 2025-08-25 | $38243216.88              | $24292080.94            |
| 2025-08-26 | $38069410.28              | $32233333.01            |
| 2025-08-27 | $31728791.81              | $28187735.76            |
| 2025-08-28 | $30281188.87              | $33332211.68            |
| 2025-08-29 | $29643860.98              | $28767791.52            |

**Total Gross Subscriptions (Month):** $631515061.13

**Total Gross Redemptions (Month):** $524926869.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1300%           |
| 2025-08-04 | 4.1300%           |
| 2025-08-05 | 4.1300%           |
| 2025-08-06 | 4.1200%           |
| 2025-08-07 | 4.1200%           |
| 2025-08-08 | 4.1200%           |
| 2025-08-11 | 4.1200%           |
| 2025-08-12 | 4.1200%           |
| 2025-08-13 | 4.1200%           |
| 2025-08-14 | 4.1200%           |
| 2025-08-15 | 4.1200%           |
| 2025-08-18 | 4.1200%           |
| 2025-08-19 | 4.1200%           |
| 2025-08-20 | 4.1200%           |
| 2025-08-21 | 4.1200%           |
| 2025-08-22 | 4.1100%           |
| 2025-08-25 | 4.1100%           |
| 2025-08-26 | 4.1200%           |
| 2025-08-27 | 4.1200%           |
| 2025-08-28 | 4.1200%           |
| 2025-08-29 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 5.6200%              |
| Broker-dealer |  | 0.0000%          | 17.0900%             |
| Broker-dealer |  | 0.0000%          | 73.5100%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $18181540.16

- **Number of Shares Outstanding:** 18183354.1210

- **Expense Reimbursement/Waiver:** 11956.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $2094.15                  | $22448.59               |
| 2025-08-04 | $6983.69                  | $3000.00                |
| 2025-08-05 | $2662.24                  | $118302.45              |
| 2025-08-06 | $3235.29                  | $4730.31                |
| 2025-08-07 | $2050.32                  | $18062.76               |
| 2025-08-08 | $2050.32                  | $0.00                   |
| 2025-08-11 | $6206.88                  | $48495.10               |
| 2025-08-12 | $2292.17                  | $0.00                   |
| 2025-08-13 | $2069.04                  | $50.00                  |
| 2025-08-14 | $2046.73                  | $0.00                   |
| 2025-08-15 | $2551.74                  | $0.00                   |
| 2025-08-18 | $7428.33                  | $0.00                   |
| 2025-08-19 | $2828.76                  | $0.00                   |
| 2025-08-20 | $2046.59                  | $10000.00               |
| 2025-08-21 | $2040.54                  | $3.60                   |
| 2025-08-22 | $47030.73                 | $4868.98                |
| 2025-08-25 | $6144.35                  | $18079.01               |
| 2025-08-26 | $53820.55                 | $0.00                   |
| 2025-08-27 | $2068.31                  | $0.00                   |
| 2025-08-28 | $2063.67                  | $48000.00               |
| 2025-08-29 | $2050.22                  | $0.00                   |

**Total Gross Subscriptions (Month):** $161764.62

**Total Gross Redemptions (Month):** $296040.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1300%           |
| 2025-08-04 | 4.1300%           |
| 2025-08-05 | 4.1200%           |
| 2025-08-06 | 4.1200%           |
| 2025-08-07 | 4.1200%           |
| 2025-08-08 | 4.1200%           |
| 2025-08-11 | 4.1200%           |
| 2025-08-12 | 4.1200%           |
| 2025-08-13 | 4.1200%           |
| 2025-08-14 | 4.1200%           |
| 2025-08-15 | 4.1200%           |
| 2025-08-18 | 4.1200%           |
| 2025-08-19 | 4.1200%           |
| 2025-08-20 | 4.1200%           |
| 2025-08-21 | 4.1200%           |
| 2025-08-22 | 4.1100%           |
| 2025-08-25 | 4.1100%           |
| 2025-08-26 | 4.1100%           |
| 2025-08-27 | 4.1200%           |
| 2025-08-28 | 4.1200%           |
| 2025-08-29 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 17.7200%             |
| Broker-dealer |  | 0.0000%          | 22.8200%             |
| Broker-dealer |  | 0.0000%          | 41.6300%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77260013.19

- **Number of Shares Outstanding:** 77264462.0610

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $28474.39                 | $677773.55              |
| 2025-08-04 | $59931.92                 | $231197.18              |
| 2025-08-05 | $17944.08                 | $1075959.28             |
| 2025-08-06 | $336047.03                | $215880.56              |
| 2025-08-07 | $202150.05                | $1006.79                |
| 2025-08-08 | $326859.97                | $18990.54               |
| 2025-08-11 | $28880.34                 | $43401.22               |
| 2025-08-12 | $59823.78                 | $107829.39              |
| 2025-08-13 | $36213.89                 | $2508622.56             |
| 2025-08-14 | $459191.21                | $62501.02               |
| 2025-08-15 | $27110.87                 | $13438.64               |
| 2025-08-18 | $118931.09                | $14463.98               |
| 2025-08-19 | $321401.65                | $85203.56               |
| 2025-08-20 | $12236.66                 | $20053.18               |
| 2025-08-21 | $18418.37                 | $70739.41               |
| 2025-08-22 | $28872.24                 | $328148.98              |
| 2025-08-25 | $296929.72                | $349.28                 |
| 2025-08-26 | $14945.57                 | $28907.60               |
| 2025-08-27 | $75768.33                 | $159001.30              |
| 2025-08-28 | $370556.09                | $2717.14                |
| 2025-08-29 | $196114.48                | $8.13                   |

**Total Gross Subscriptions (Month):** $3036801.73

**Total Gross Redemptions (Month):** $5666193.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1400%           |
| 2025-08-04 | 4.1300%           |
| 2025-08-05 | 4.1300%           |
| 2025-08-06 | 4.1300%           |
| 2025-08-07 | 4.1300%           |
| 2025-08-08 | 4.1200%           |
| 2025-08-11 | 4.1200%           |
| 2025-08-12 | 4.1300%           |
| 2025-08-13 | 4.1300%           |
| 2025-08-14 | 4.1200%           |
| 2025-08-15 | 4.1300%           |
| 2025-08-18 | 4.1300%           |
| 2025-08-19 | 4.1300%           |
| 2025-08-20 | 4.1200%           |
| 2025-08-21 | 4.1200%           |
| 2025-08-22 | 4.1200%           |
| 2025-08-25 | 4.1200%           |
| 2025-08-26 | 4.1200%           |
| 2025-08-27 | 4.1200%           |
| 2025-08-28 | 4.1200%           |
| 2025-08-29 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category     | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan |  | 0.0000%          | 65.4100%             |
| Pension plan |  | 0.0000%          | 5.7600%              |
| Pension plan |  | 7.3300%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2779742073.76

- **Number of Shares Outstanding:** 2780036320.2100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5994354.49               | $106573334.10           |
| 2025-08-04 | $1082183.16               | $80000000.00            |
| 2025-08-05 | $8580933.22               | $50302142.86            |
| 2025-08-06 | $60993879.53              | $10000.00               |
| 2025-08-07 | $150795637.78             | $20000.00               |
| 2025-08-08 | $7522010.62               | $115000000.00           |
| 2025-08-11 | $316841825.59             | $0.00                   |
| 2025-08-12 | $4309348.34               | $7000545.00             |
| 2025-08-13 | $713527.07                | $0.00                   |
| 2025-08-14 | $98700073.86              | $30000000.00            |
| 2025-08-15 | $25277384.43              | $348059.56              |
| 2025-08-18 | $59833504.46              | $140030000.00           |
| 2025-08-19 | $15301732.16              | $5450000.00             |
| 2025-08-20 | $251985080.66             | $62660000.00            |
| 2025-08-21 | $65313415.82              | $7802803.70             |
| 2025-08-22 | $299814.68                | $54440073.96            |
| 2025-08-25 | $268233563.12             | $7390000.00             |
| 2025-08-26 | $8390404.26               | $77690000.00            |
| 2025-08-27 | $8327231.61               | $30000000.00            |
| 2025-08-28 | $49892171.24              | $160000.00              |
| 2025-08-29 | $25866714.43              | $63620000.00            |

**Total Gross Subscriptions (Month):** $1434254790.53

**Total Gross Redemptions (Month):** $838496959.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1500%           |
| 2025-08-04 | 4.1500%           |
| 2025-08-05 | 4.1500%           |
| 2025-08-06 | 4.1500%           |
| 2025-08-07 | 4.1500%           |
| 2025-08-08 | 4.1400%           |
| 2025-08-11 | 4.1400%           |
| 2025-08-12 | 4.1400%           |
| 2025-08-13 | 4.1400%           |
| 2025-08-14 | 4.1400%           |
| 2025-08-15 | 4.1400%           |
| 2025-08-18 | 4.1400%           |
| 2025-08-19 | 4.1400%           |
| 2025-08-20 | 4.1400%           |
| 2025-08-21 | 4.1400%           |
| 2025-08-22 | 4.1300%           |
| 2025-08-25 | 4.1300%           |
| 2025-08-26 | 4.1400%           |
| 2025-08-27 | 4.1400%           |
| 2025-08-28 | 4.1400%           |
| 2025-08-29 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 87.4100%             |
| Broker-dealer                 |  | 0.0000%          | 9.0200%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.350000%
- **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):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 8.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-07-31      | 2.7500%  | 0.0000% | $154673241.38      | $157690489.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $131592304.63      | $134159307.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $196948859.73      | $200790788.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $93274560.60       | $95094090.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-28      | 6.0000%  | 0.0000% | $8001727.64        | $8157819.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $63727997.37       | $64971154.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $153911119.72      | $156913500.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-31      | 4.1200%  | 0.0000% | $118296112.76      | $120603742.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8700%  | 0.0000% | $228453844.79      | $232910348.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-31      | 4.3700%  | 0.0000% | $96901166.10       | $98791440.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.8700%  | 0.0000% | $101485325.80      | $103465023.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-28      | 2.3700%  | 0.0000% | $12112056.04       | $12348328.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-30      | 2.0000%  | 0.0000% | $238105891.04      | $242750679.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $157241664.34      | $160309014.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-31      | 3.3700%  | 0.0000% | $40539019.07       | $41329823.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $41754440.00       | $42568954.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $70622252.99       | $71999897.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6200%  | 0.0000% | $61756865.16       | $62961571.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 4.0000%  | 0.0000% | $14960028.24       | $15251857.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $187585579.40      | $191244855.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 4.6200%  | 0.0000% | $71658109.47       | $73055961.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $57509500.38       | $58631352.00       | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.32_0902
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-12-15      | 4.0000%  | 0.0000% | $4758300.00        | $4838890.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1013.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $14200.00          | $13846.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $140.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $71400.00          | $51044.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $173.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $600.00            | $289.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $609800.00         | $403447.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $59.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $119.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $147500.00         | $104411.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $741100.00         | $663877.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $37470500.00       | $49163798.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $1113900.00        | $1093097.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $93.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $64800.00          | $73041.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $24081100.00       | $23994243.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $500.00            | $526.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1000.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $300.00            | $290.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $63007000.00       | $64842747.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $300.00            | $303.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $34300.00          | $37330.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $7300.00           | $7065.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $48000.00          | $50334.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $5100.00           | $5309.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $35700.00          | $36720.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $36000.00          | $37593.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $7513800.00        | $7651308.91        | U.S. Treasuries (including strips) |

### Security 3: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.3300
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2030-04-15      | 1.6250%  | 0.0000% | $983300.00         | $1023116.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $60082000.00       | $60748774.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $782000.00         | $797345.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $204.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $29200.00          | $23275.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $2719800.00        | $2124775.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $1703900.00        | $1186887.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $369300.00         | $271509.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $39600.00          | $19134.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $68.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $39157000.00       | $22116925.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $1300.00           | $860.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $648700.00         | $388121.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $17800.00          | $10649.85          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $45061000.00       | $37417952.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $16100.00          | $11396.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $438600.00         | $355117.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $127400.00         | $114129.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $954300.00         | $921427.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $852000.00         | $822651.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $262.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $283000.00         | $340218.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $325700.00         | $380501.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $6264900.00        | $6147903.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $194.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $188.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $390300.00         | $439942.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $1297100.00        | $1289160.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $900.00            | $886.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $425300.00         | $474665.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $716000.00         | $724873.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $439800.00         | $443973.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $133500.00         | $141545.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $396000.00         | $440255.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $442000.00         | $449187.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $192600.00         | $210066.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $13566200.00       | $14123276.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $12725600.00       | $13102091.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $292300.00         | $300658.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $304600.00         | $307866.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $2223300.00        | $2293189.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $11000.00          | $11345.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $34905000.00       | $35543791.10       | U.S. Treasuries (including strips) |

### Security 4: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.330000%
- **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_4.33_0902
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                       | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.66            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $2082183.00        | $2001795.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1564696.00        | $1241368.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1034302.00        | $807294.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $43556.00          | $44223.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2061-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1927.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $843.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $271870.00         | $248629.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $19008.00          | $17455.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $391536.00         | $378824.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $980.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $93750.00          | $71252.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $842.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $985.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1020.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $847.06            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $501400.00         | $372348.32         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $22100.00          | $16411.84          | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $20009200.00       | $11301733.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $59.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $166.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $161.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $600.00            | $567.58            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $340800.00         | $326832.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $27038200.00       | $26106815.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-15      | 0.3750%  | 0.0000% | $270300.00         | $354651.65         | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $2316.00           | $1733.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $719.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1043.00           | $896.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $14499868.00       | $13481635.56       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1582615.00        | $717500.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $4000.00           | $1951.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $4000.00           | $3132.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $721.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $724.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $29936.00          | $30410.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $2496426.00        | $2642922.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $4000.00           | $4057.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5500%  | 0.0000% | $1901818.00        | $1811146.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 2.9600%  | 0.0000% | $1094.00           | $929.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.1500%  | 0.0000% | $1884.00           | $1657.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.9000%  | 0.0000% | $1000.00           | $944.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 2.7100%  | 0.0000% | $11070000.00       | $10386487.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.3800%  | 0.0000% | $1006.00           | $947.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.4900%  | 0.0000% | $1000.00           | $876.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.3400%  | 0.0000% | $1134.00           | $958.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $869.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.5800%  | 0.0000% | $1000.00           | $876.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $876.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 2.0200%  | 0.0000% | $1133.00           | $1006.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 1.8150%  | 0.0000% | $1005.00           | $877.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $861.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $923.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $312403.00         | $236115.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 4.6650%  | 0.0000% | $11375000.00       | $11649721.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 4.1500%  | 0.0000% | $36465.00          | $36600.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1027.00           | $141.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $28868.00          | $16733.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $20000.00          | $12556.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $51472.00          | $37070.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $814.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $239205.00         | $220835.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $929.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $37001.00          | $37230.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2216998.00        | $1074374.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $623.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $588.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $271000.00         | $220674.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $157581.00         | $130762.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $798.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $2644.00           | $2072.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $793.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $873.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $31925700.00       | $32950341.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $238913.00         | $245179.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2075996.00        | $1357167.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $8084600.00        | $6449097.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.0000%  | 0.0000% | $11253705.00       | $187030.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5000%  | 0.0000% | $1010.00           | $74.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1002.00           | $535.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $3292704.00        | $2897216.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $781.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $54710.00          | $50646.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 6.0000%  | 0.0000% | $1000.00           | $782.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $1008.00           | $142.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $73.19             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $9186496.00        | $6495970.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $705.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $4000.00           | $2363.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3024.00           | $665.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $7168.00           | $1591.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1009.00           | $271.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1005.00           | $83.19             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1021475.00        | $532598.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $810.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $5000.00           | $3658.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $6000.00           | $5059.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $3000.00           | $2256.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $4000.00           | $2569.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $7007.00           | $2074.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $447.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4000.00           | $2294.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $5000.00           | $3559.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $7002.00           | $1507.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $5040.00           | $3425.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $5000.00           | $3816.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $849552.00         | $339601.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $5000.00           | $2537.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $8000.00           | $3811.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $4000.00           | $1598.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $4000.00           | $2278.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $6000.00           | $3524.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $5000.00           | $3136.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1391148.00        | $833285.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 4.5000%  | 0.0000% | $6000.00           | $2952.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $8000.00           | $5301.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4000.00           | $2397.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1054.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $944.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $915.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1000.00           | $1086.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $4290624.00        | $4625595.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $1025.00           | $52.36             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1025.00           | $42.46             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $1008.00           | $680.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $789.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $1002.00           | $13.84             | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $297600.00         | $347673.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-02-15      | 1.1250%  | 0.0000% | $6545800.00        | $5716577.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $20000.00          | $20313.83          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $1775000.00        | $1796998.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $108.84            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $17100.00          | $16551.75          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $367900.00         | $371390.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $12900.00          | $13527.45          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-01-31      | 4.3884%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-06-30      | 4.2500%  | 0.0000% | $35800.00          | $36823.68          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $35400.00          | $36967.25          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $1571000.00        | $1599750.63        | U.S. Treasuries (including strips)        |

### Security 5: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2032-06-30      | 4.0000%  | 0.0000% | $100880500.00      | $102000045.46      | U.S. Treasuries (including strips) |

### Security 6: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **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: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2055-03-01      | 5.5000%  | 0.0000% | $39883017.00       | $40324153.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $39441750.00       | $29889323.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $41473786.00       | $40705931.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $39512777.00       | $39779221.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $45899693.00       | $41238426.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $44388126.00       | $42600038.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $9278696.00        | $8595368.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $41177433.00       | $40465172.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $41500000.00       | $38997943.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $49988483.00       | $42261642.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $41926452.00       | $43142779.05       | Agency Mortgage-Backed Securities |

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4G0, C.4 - ISIN: US3130AX4G08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.480000%
- **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):** $100088546.00
- **C.18.a - Value (excl. sponsor support):** $100088546.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99500000.00
- **C.18.a - Value (excl. sponsor support):** $99500000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UJ8, C.4 - ISIN: US3130B4UJ89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349250178.12
- **C.18.a - Value (excl. sponsor support):** $349250178.12
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WB3, C.4 - ISIN: US3130B4WB36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498996971.07
- **C.18.a - Value (excl. sponsor support):** $498996971.07
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KN7, C.4 - ISIN: US3130B5KN76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598996831.29
- **C.18.a - Value (excl. sponsor support):** $598996831.29
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M70, C.4 - ISIN: US3130B5M702, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499993.51
- **C.18.a - Value (excl. sponsor support):** $499993.51
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64B9, C.4 - ISIN: US3130B64B97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98500073.88
- **C.18.a - Value (excl. sponsor support):** $98500073.88
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298501379.07
- **C.18.a - Value (excl. sponsor support):** $298501379.07
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004552.50
- **C.18.a - Value (excl. sponsor support):** $150004552.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66E1, C.4 - ISIN: US3130B66E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249505344.29
- **C.18.a - Value (excl. sponsor support):** $249505344.29
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66Y7, C.4 - ISIN: US3130B66Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214997794.10
- **C.18.a - Value (excl. sponsor support):** $214997794.10
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67F7, C.4 - ISIN: US3130B67F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349996073.00
- **C.18.a - Value (excl. sponsor support):** $349996073.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997442.00
- **C.18.a - Value (excl. sponsor support):** $199997442.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **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):** $247997299.28
- **C.18.a - Value (excl. sponsor support):** $247997299.28
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **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):** $99999239.00
- **C.18.a - Value (excl. sponsor support):** $99999239.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **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):** $398496086.73
- **C.18.a - Value (excl. sponsor support):** $398496086.73
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **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):** $498496206.42
- **C.18.a - Value (excl. sponsor support):** $498496206.42
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **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):** $548495721.70
- **C.18.a - Value (excl. sponsor support):** $548495721.70
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **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):** $499499460.54
- **C.18.a - Value (excl. sponsor support):** $499499460.54
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **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):** $348994185.66
- **C.18.a - Value (excl. sponsor support):** $348994185.66
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **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):** $249009676.14
- **C.18.a - Value (excl. sponsor support):** $249009676.14
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CX0, C.4 - ISIN: US3130B7CX07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348994775.47
- **C.18.a - Value (excl. sponsor support):** $348994775.47
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7D35, C.4 - ISIN: US3130B7D350, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248996977.14
- **C.18.a - Value (excl. sponsor support):** $248996977.14
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98998984.26
- **C.18.a - Value (excl. sponsor support):** $98998984.26
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **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):** $198999219.92
- **C.18.a - Value (excl. sponsor support):** $198999219.92
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **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):** $249996997.50
- **C.18.a - Value (excl. sponsor support):** $249996997.50
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KH6, C.4 - ISIN: US3130B7KH64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299951550.00
- **C.18.a - Value (excl. sponsor support):** $299951550.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8231804.12
- **C.18.a - Value (excl. sponsor support):** $8231804.12
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **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):** $39782904.65
- **C.18.a - Value (excl. sponsor support):** $39782904.65
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **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):** $30025603.20
- **C.18.a - Value (excl. sponsor support):** $30025603.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Banks 4.365000%
- **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):** $283996467.04
- **C.18.a - Value (excl. sponsor support):** $283996467.04
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Banks 4.385000%
- **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):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 40: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **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):** $50020073.50
- **C.18.a - Value (excl. sponsor support):** $50020073.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 41: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $119854704.61
- **C.18.a - Value (excl. sponsor support):** $119854704.61
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 42: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $94069504.54
- **C.18.a - Value (excl. sponsor support):** $94069504.54
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 43: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $79826097.45
- **C.18.a - Value (excl. sponsor support):** $79826097.45
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 44: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21166510.61
- **C.18.a - Value (excl. sponsor support):** $21166510.61
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **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):** $200065842.00
- **C.18.a - Value (excl. sponsor support):** $200065842.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 46: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $37021002.31
- **C.18.a - Value (excl. sponsor support):** $37021002.31
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 47: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $72058145.76
- **C.18.a - Value (excl. sponsor support):** $72058145.76
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 48: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $72066116.16
- **C.18.a - Value (excl. sponsor support):** $72066116.16
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 49: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_4.33_0902
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 9.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2031-11-30      | 1.3700%  | 0.0000% | $2501202777.78     | $2550000018.25     | U.S. Treasuries (including strips) |

### Security 50: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.350000%
- **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_4.35_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2032-01-31      | 4.3700%  | 0.0000% | $500241666.67      | $510000000.44      | U.S. Treasuries (including strips) |

### Security 51: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.330000%
- **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_4.3300
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $205.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $333172500.00      | $339390505.70      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-30      | 3.8750%  | 0.0000% | $264826200.00      | $270355021.07      | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1034.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $33600.00          | $36224.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $813501.00         | $716604.35         | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $17236400.00       | $16304986.35       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-31      | 1.6250%  | 0.0000% | $300.00            | $294.16            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $905.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $4800.00           | $4880.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $4855.00           | $472.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.48           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1017.62           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $33232000.00       | $33636564.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $8900.00           | $9204.61           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $103023700.00      | $105003061.28      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $49999800.00       | $50535942.41       | U.S. Treasuries (including strips)        |

### Security 52: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.330000%
- **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_4.3300_
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-06-15      | 4.6250%  | 0.0000% | $99464000.00       | $102000079.26      | U.S. Treasuries (including strips) |

### Security 53: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.360000%
- **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_4.3600
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2028-07-15      | 3.8750%  | 0.0000% | $1000.00           | $1012.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $471998000.00      | $478306802.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $900.00            | $918.79            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1120.00           | $1133.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $1784.00           | $1649.74           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $94300.00          | $89204.25          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2030-08-01      | 4.4700%  | 0.0000% | $1052953.00        | $1070709.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $601240.00         | $621745.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $841.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.11            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-09-30      | 1.2500%  | 0.0000% | $15497500.00       | $14521639.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 4.6250%  | 0.0000% | $14999800.00       | $15382514.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |

### Security 54: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.380000%
- **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_4.3800
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $1000.00           | $1020.88           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1064.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1079.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1073.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 7.0000%  | 0.0000% | $1024.00           | $1092.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $880.89            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $800.00            | $711.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $149100.00         | $141042.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $177500.00         | $172244.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $4439200.00        | $3824143.39        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $41475840.00       | $39161078.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 7.0000%  | 0.0000% | $809856.00         | $865887.87         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $9999000.00        | $8732326.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $2540500.00        | $2470391.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $93.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.2500%  | 0.0000% | $1000.00           | $969.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 2.7500%  | 0.0000% | $159823200.00      | $156007787.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-15      | 2.7500%  | 0.0000% | $700.00            | $650.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $28683000.00       | $28981392.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $64702000.00       | $66889667.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $49252800.00       | $50808100.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $99255000.00       | $100936054.24      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497844080.00
- **C.18.a - Value (excl. sponsor support):** $497844080.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: 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):** $292096209.00
- **C.18.a - Value (excl. sponsor support):** $292096209.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 57: 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):** $397521484.00
- **C.18.a - Value (excl. sponsor support):** $397521484.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 58: 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):** $197992188.00
- **C.18.a - Value (excl. sponsor support):** $197992188.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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 59: 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):** $97571094.00
- **C.18.a - Value (excl. sponsor support):** $97571094.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 60: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $697825443.00
- **C.18.a - Value (excl. sponsor support):** $697825443.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 61: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99354167.00
- **C.18.a - Value (excl. sponsor support):** $99354167.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: 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):** $689292184.00
- **C.18.a - Value (excl. sponsor support):** $689292184.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 63: 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):** $490867185.00
- **C.18.a - Value (excl. sponsor support):** $490867185.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 64: 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):** $783225000.00
- **C.18.a - Value (excl. sponsor support):** $783225000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 65: 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):** $290915625.00
- **C.18.a - Value (excl. sponsor support):** $290915625.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 66: 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):** $99907812.00
- **C.18.a - Value (excl. sponsor support):** $99907812.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 67: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200082040.00
- **C.18.a - Value (excl. sponsor support):** $200082040.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 68: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.313400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400030720.00
- **C.18.a - Value (excl. sponsor support):** $400030720.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.388400%
- **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):** $185481568.82
- **C.18.a - Value (excl. sponsor support):** $185481568.82
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 70: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.325400%
- **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):** $200152514.00
- **C.18.a - Value (excl. sponsor support):** $200152514.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 71: 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):** $199746874.00
- **C.18.a - Value (excl. sponsor support):** $199746874.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 72: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.340000%
- **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_4.34_0902
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $8020000.00        | $7839817.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-02-05      | 1.8000%  | 0.0000% | $1000000.00        | $757100.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2042-01-27      | 2.8400%  | 0.0000% | $5000000.00        | $3702497.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-09-10      | 4.1250%  | 0.0000% | $20000000.00       | $20559691.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5205420.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2041-09-13      | 5.0000%  | 0.0000% | $5700000.00        | $5700044.33        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Floating Rate Note      | 2027-01-31      | 4.2414%  | 0.0000% | $16154500.00       | $16202825.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 0.7500%  | 0.0000% | $19015200.00       | $21209466.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $9020900.00        | $7629643.62        | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2025-10-24      | 0.0000%  | 0.0000% | $42000000.00       | $41728848.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-07-15      | 5.5000%  | 0.0000% | $13070000.00       | $14335492.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $7543000.00        | $8617040.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $4049000.00        | $4767657.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $12007000.00       | $13734541.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $3179000.00        | $3517743.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-15      | 7.1250%  | 0.0000% | $585000.00         | $669753.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-15      | 7.2500%  | 0.0000% | $1860000.00        | $2181323.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $2570000.00        | $2959950.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $491000.00         | $428514.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1465000.00        | $1383120.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2025-11-07      | 0.5000%  | 0.0000% | $496000.00         | $492977.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-11-05      | 4.6200%  | 0.0000% | $200000000.00      | $201072500.00      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $609000.00         | $605905.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $1741000.00        | $1717919.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-25      | 1.9000%  | 0.0000% | $3740000.00        | $2887479.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-08-24      | 1.5500%  | 0.0000% | $515000.00         | $385665.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2025-09-23      | 0.3750%  | 0.0000% | $7559000.00        | $7550813.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $517000.00         | $570532.76         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2025-10-31      | 4.3134%  | 0.0000% | $3669100.00        | $3682435.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 4.3884%  | 0.0000% | $10507600.00       | $10550500.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2026-04-30      | 4.2934%  | 0.0000% | $4151500.00        | $4165421.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2026-10-31      | 4.3484%  | 0.0000% | $31868900.00       | $31987408.65       | U.S. Treasuries (including strips) |

### Security 73: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.340000%
- **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_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.         | 2055-02-01      | 6.0000%  | 0.0000% | $32758528.00       | $33050417.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $59891712.00       | $18291265.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 6.0000%  | 0.0000% | $23263392.00       | $101611.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.0000%  | 0.0000% | $5223360.00        | $28347.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-02-01      | 2.0000%  | 0.0000% | $44490688.00       | $21033048.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.5000%  | 0.0000% | $326000.00         | $52834.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $275000.00         | $98939.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1537380.00        | $1578680.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 6.5000%  | 0.0000% | $1915496.00        | $1572582.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $160000.00         | $24086.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $206267648.00      | $123371867.78      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $21645568.00       | $15567628.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $150000000.00      | $128071089.54      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-10-15      | 4.2100%  | 0.0000% | $2250000.00        | $2115943.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-15      | 5.3300%  | 0.0000% | $5740050.00        | $5871157.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1900214.00        | $1984497.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3647596.00        | $3797097.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6690848.00        | $6988761.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1871134.00        | $1957595.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8000.00           | $8300.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1102324.00        | $1119232.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2062924.00        | $2187257.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1196940.00        | $1242292.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3250000.00        | $16667.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $251462.00         | $21442.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-15      | 6.0000%  | 0.0000% | $1000000.00        | $34026.43          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2027-11-15      | 4.1250%  | 0.0000% | $36992400.00       | $37813327.68       | U.S. Treasuries (including strips)        |

### Security 74: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.320000%
- **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_4.32_0902
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $201.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 0.7500%  | 0.0000% | $7476400.00        | $8339142.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $138378800.00      | $144660725.16      | U.S. Treasuries (including strips) |

### Security 75: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **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_4.3400
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2032-08-01      | 3.0000%  | 0.0000% | $500000.00         | $45393.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-01      | 3.5000%  | 0.0000% | $150000000.00      | $256151.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-01      | 3.5000%  | 0.0000% | $515000.00         | $19452.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 3.5000%  | 0.0000% | $510000.00         | $67158.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 3.0000%  | 0.0000% | $39248.00          | $3484.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 5.0000%  | 0.0000% | $96876.00          | $1306.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-03-01      | 5.0000%  | 0.0000% | $243587.00         | $1832.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 4.0000%  | 0.0000% | $901162.00         | $69535.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $50490.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $700000.00         | $559682.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $94656.00          | $72803.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 1.5000%  | 0.0000% | $47938.00          | $27227.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 1.5000%  | 0.0000% | $978606.00         | $631791.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $485000.00         | $67090.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $834956.00         | $135492.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $399999.00         | $347021.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 7.0000%  | 0.0000% | $122000.00         | $70715.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $358000.00         | $323003.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $32050175.00       | $31971305.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $387932.00         | $375285.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $57681.00          | $51241.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $627776.00         | $470072.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $163527.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $152966.00         | $124317.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-06-01      | 2.0000%  | 0.0000% | $240000.00         | $128418.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $291269.00         | $288060.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-09-01      | 4.0000%  | 0.0000% | $90929.00          | $17473.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 5.0000%  | 0.0000% | $1327158.00        | $149498.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.5000%  | 0.0000% | $41003.00          | $2429.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $3637312.00        | $475533.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $13210.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $279.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 6.5000%  | 0.0000% | $10182656.00       | $4412.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 2.0000%  | 0.0000% | $57872.00          | $11724.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $99999742.00       | $83104.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.5000%  | 0.0000% | $3000.00           | $264.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 7.0000%  | 0.0000% | $14318016.00       | $69010.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 2.5000%  | 0.0000% | $1723466.00        | $161878.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $6000.00           | $1000.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $1000000.00        | $142815.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 3.5000%  | 0.0000% | $420000.00         | $105511.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $500000.00         | $76335.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $31000.00          | $2242.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 2.0000%  | 0.0000% | $186869.00         | $104885.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-03-01      | 2.0000%  | 0.0000% | $11367.00          | $7043.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.5000%  | 0.0000% | $500000.00         | $280073.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $85000.00          | $64474.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $294173.00         | $245030.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $650000.00         | $579816.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $80762.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $89419.00          | $85899.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $637783.00         | $550049.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $12000.00          | $9401.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.0000%  | 0.0000% | $863067.00         | $692892.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $21396.00          | $20534.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 3.0000%  | 0.0000% | $791016.00         | $70970.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 3.0000%  | 0.0000% | $204841.00         | $16722.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $360000.00         | $46905.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 5.0000%  | 0.0000% | $1156046.00        | $425195.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $266617.00         | $198454.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 1.5000%  | 0.0000% | $35529.00          | $25320.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 2.5000%  | 0.0000% | $719482.00         | $541038.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $301240.00         | $49252.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $216787.00         | $38890.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 2.0000%  | 0.0000% | $1600000.00        | $96663.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $3000.00           | $194.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $90448.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.5000%  | 0.0000% | $65689.00          | $4887.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $148130.00         | $1460.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.0000%  | 0.0000% | $316606.00         | $1497.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $3321610.00        | $29526.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $969020.00         | $901363.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $432738.00         | $405417.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $662000.00         | $131126.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $616976.00         | $130704.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $70994.00          | $10401.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $23839.00          | $1479.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $3867052.00        | $964404.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $300000.00         | $181652.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $245680.00         | $169049.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $87265.00          | $54867.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $800000.00         | $729955.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $277178.00         | $198179.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $493172.00         | $279152.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $765850.00         | $652959.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $190000.00         | $46757.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $60000.00          | $36458.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $699999.00         | $456052.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $217069.00         | $130989.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $49718.00          | $34419.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $395000.00         | $242738.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $97878.00          | $71227.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $951686.00         | $677703.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $272550.00         | $245063.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $10000.00          | $4121.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.5000%  | 0.0000% | $84618.00          | $21614.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1503.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $97218.00          | $70535.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $92314.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $50000.00          | $40559.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $84000.00          | $67956.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $40000.00          | $35316.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $83178.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $33333.00          | $31842.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $330164.00         | $269204.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $34651.00          | $30787.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-25      | 2.0000%  | 0.0000% | $100000.00         | $71358.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 5.0000%  | 0.0000% | $26674.00          | $4123.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 6.0000%  | 0.0000% | $5281816.00        | $18345.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $16998.00          | $410.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.5000%  | 0.0000% | $57355.00          | $4576.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $971804.00         | $147339.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $124.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 4.0000%  | 0.0000% | $25000.00          | $6133.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $254924.00         | $203714.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 2.5000%  | 0.0000% | $100000.00         | $66798.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 6.5000%  | 0.0000% | $30331.00          | $20786.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 2.5000%  | 0.0000% | $292544.00         | $234850.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $663353.00         | $651102.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 3.0000%  | 0.0000% | $76216.00          | $72398.78          | Agency Mortgage-Backed Securities |

### Security 76: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **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_4.34_0902
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2052-11-15      | 4.0000%  | 0.0000% | $128009700.00      | $112200084.61      | U.S. Treasuries (including strips) |

### Security 77: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **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_4.25_0902
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 5.9700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2029-08-15      | 1.6250%  | 0.0000% | $1508111900.00     | $1400089173.01     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $280274200.00      | $250690054.97      | U.S. Treasuries (including strips) |

### Security 78: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.330000%
- **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_4.33_0902
- **C.18 - Value (incl. sponsor support):** $502000000.00
- **C.18.a - Value (excl. sponsor support):** $502000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-05-31      | 3.8750%  | 0.0000% | $505700300.00      | $512040021.90      | U.S. Treasuries (including strips) |

### Security 79: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.320000%
- **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_4.32_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-04-30      | 0.5000%  | 0.0000% | $1626100.00        | $1546071.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $128800.00         | $125245.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $261412700.00      | $253451126.05      | U.S. Treasuries (including strips) |

### Security 80: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.330000%
- **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_4.33_0902
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.         | 2053-03-01      | 4.6810%  | 0.0000% | $650939.00         | $531430.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 6.6920%  | 0.0000% | $3826540.00        | $3245367.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.4280%  | 0.0000% | $2280661.00        | $2203800.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $4890.00           | $178.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5190%  | 0.0000% | $1607853.00        | $7246.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $3951.00           | $76.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $22026856.00       | $83825.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.0000%  | 0.0000% | $134219.00         | $17255.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $554881.00         | $430947.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1884319.00        | $1646326.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $809.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1027125.00        | $414485.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $7969269.00        | $6799814.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1709276.00        | $1318598.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1513560.00        | $1336396.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2332000.00        | $2119077.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $939102.00         | $963180.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $8000.00           | $8130.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $389565.00         | $304574.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2988795.00        | $2846819.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $19000.00          | $11170.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $23258.00          | $8101.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 5.0000%  | 0.0000% | $3224.00           | $739.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $425000.00         | $221188.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $520848.00         | $276693.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $13967971.00       | $8426848.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $563759.00         | $349751.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $182302.00         | $111493.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $100095.00         | $70439.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $158852.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $21000.00          | $14967.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $408248.00         | $41235.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $175000.00         | $40724.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $400000.00         | $98344.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $501683.00         | $121004.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $182386.00         | $75169.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $300000.00         | $40150.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $338262.00         | $51216.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $144000.00         | $39525.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.2400%  | 0.0000% | $612567.00         | $541566.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $100000.00         | $67914.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1150.00           | $974.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1023.00           | $763.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $92315.00          | $76403.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $13801592.00       | $11425303.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $188132.00         | $157587.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $2001.00           | $1639.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1153011.00        | $1003806.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5758192.00        | $4640198.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $474000.00         | $448568.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $282525.00         | $23496.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $610686.00         | $605705.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $3276208.00        | $3339569.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $37000.00          | $36765.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $846.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1218549.00        | $1171347.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $827.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2002873.00        | $1926329.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $8713624.00        | $8090175.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1280844.00        | $1328272.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $16552343.00       | $13421116.07       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $14000.00          | $12869.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1013.00           | $960.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $178530.00         | $169806.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $9049.00           | $8437.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $10750003.00       | $10837023.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $19293206.00       | $19457806.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1088858.00        | $1100445.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1164371.00        | $1085031.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4423695.00        | $4492276.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4472413.00        | $4415940.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $67860.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5644.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1063000.00        | $795927.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $10209.00          | $6211.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $110100.00         | $67094.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 2.5000%  | 0.0000% | $351000.00         | $243948.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $500000.00         | $242892.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $266760.00         | $40659.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $18720598.00       | $17182210.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $5792199.00        | $5924461.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $8679760.00        | $8758910.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2856076.00        | $2894489.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1305795.00        | $1333431.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $953238.00         | $962520.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2512452.00        | $2493784.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3971365.00        | $3734350.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $127158.00         | $130532.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $29620.00          | $30030.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2326.00           | $2390.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $9172592.00        | $8740135.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $282502.00         | $279569.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1600000.00        | $256806.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1700000.00        | $242695.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.5000%  | 0.0000% | $75000.00          | $8176.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $200000.00         | $22433.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $8350323.00        | $2313763.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $10920877.00       | $1107339.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $92818.00          | $14141.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $129911.00         | $24204.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $4500000.00        | $646469.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $13210390.00       | $2822408.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $1133632.00        | $253571.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $503999.00         | $64606.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $146958.00         | $22941.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $35000.00          | $6463.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $1812342.00        | $530604.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $184000.00         | $48820.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 3.0000%  | 0.0000% | $165278.00         | $15773.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 3.5000%  | 0.0000% | $40990.00          | $5590.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $93000.00          | $19902.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $594055.00         | $558124.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $576995.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $337094.00         | $150711.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $15000.00          | $5173.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $81793.00          | $54537.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $53259.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $2555000.00        | $2037100.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $94396.00          | $74143.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $351834.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1413521.00        | $1171559.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $2165000.00        | $1767731.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $8109.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1286919.00        | $1147964.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $785037.00         | $657114.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $10700638.00       | $9753526.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $800000.00         | $717626.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $362054.00         | $83911.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $88955.00          | $24446.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $84770.00          | $30263.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $254333.00         | $196220.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5633.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $452207.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $30999.00          | $14688.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $317986.00         | $113631.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $44998.00          | $25414.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $841220.00         | $486095.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $662626.00         | $423072.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $20000.00          | $13141.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $13000.00          | $8629.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $16000.00          | $11541.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $98000.00          | $71820.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $5340060.00        | $4175516.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $11000.00          | $8705.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $14999.00          | $11898.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $16316252.00       | $12530956.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $506467.00         | $406901.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2611.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1039490.00        | $833054.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $92000.00          | $57523.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $192000.00         | $170487.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $3301494.00        | $3082348.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $117000.00         | $105866.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $123000.00         | $115713.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $14061169.00       | $13543571.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0400%  | 0.0000% | $1029.00           | $1028.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $968867.00         | $977382.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1008.00           | $784.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $2970.00           | $2363.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $96000.00          | $50113.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $293315.00         | $250289.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $867604.00         | $698963.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $8000.00           | $6584.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3144500.00        | $2857330.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $4870128.00        | $3348946.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $39215.00          | $36094.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $35238.00          | $30868.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $385936.00         | $349149.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.5000%  | 0.0000% | $4000000.00        | $3514101.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $8401.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $559979.00         | $187.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $1570.00           | $1.04              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.6210%  | 0.0000% | $15212361.00       | $20872.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 7.5000%  | 0.0000% | $1126700.00        | $145.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9956.00           | $10.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.4800%  | 0.0000% | $655595.00         | $436294.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 7.5000%  | 0.0000% | $26000.00          | $9.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $9739781.00        | $4717.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.1250%  | 0.0000% | $1194.00           | $1.45              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $7897355.00        | $18279.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $3377938.00        | $479625.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $800000.00         | $94864.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $2858746.00        | $87857.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 6.8650%  | 0.0000% | $48621913.00       | $2238171.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $300000.00         | $45182.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $100000.00         | $27410.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.9700%  | 0.0000% | $2040000.00        | $1936698.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 3.0600%  | 0.0000% | $295225.00         | $294504.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $540006.00         | $486384.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 3.2600%  | 0.0000% | $45000.00          | $41860.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $99203.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1966366.00        | $145807.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $8167727.00        | $1189666.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $628097.00         | $68489.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21543.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $53399807.00       | $5153540.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $11905488.00       | $2692620.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $35774242.00       | $11010947.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $18215369.00       | $5822986.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $147.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $868609.00         | $183686.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 7.3980%  | 0.0000% | $4288380.00        | $11599.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2100%  | 0.0000% | $1083.00           | $8.38              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.7310%  | 0.0000% | $19306879.00       | $89001.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1900%  | 0.0000% | $1040.00           | $9.23              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.1230%  | 0.0000% | $10300000.00       | $50387.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.2030%  | 0.0000% | $5000000.00        | $76595.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.2520%  | 0.0000% | $33132.00          | $442.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.8110%  | 0.0000% | $39657903.00       | $127169.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.3000%  | 0.0000% | $12357.00          | $99.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1465341.00        | $1453164.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $653883.00         | $485464.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $8916443.00        | $8788496.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $20000.00          | $19500.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3032928.00        | $2436687.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1900.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $3673592.00        | $3398911.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $144086.00         | $144866.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2556577.00        | $2505287.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $70772.00          | $70621.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1029874.00        | $1057746.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2995.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1112705.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1447656.00        | $1203250.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $151518.00         | $156281.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1037208.00        | $1021491.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $278285.00         | $286061.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1293370.00        | $1265560.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4599807.00        | $4559967.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3746119.00        | $3851060.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2725616.00        | $2799010.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1387308.00        | $1380481.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $6570019.00        | $6766662.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $1953827.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $212084.00         | $215130.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1469242.00        | $1490105.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.8200%  | 0.0000% | $499000.00         | $448485.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.0800%  | 0.0000% | $1078620.00        | $1052833.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $198925.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1330670.00        | $1183268.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $3278.00           | $2611.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $2008200.00        | $1833106.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $1000.00           | $917.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 1.4000%  | 0.0000% | $899000.00         | $736771.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1650970.00        | $319675.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $100000.00         | $27554.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $557500.00         | $131846.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $4101.00           | $1039.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $8903000.00        | $2815973.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1999996.00        | $427115.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 6.3120%  | 0.0000% | $1020077.00        | $110298.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.4300%  | 0.0000% | $156000.00         | $97335.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9720%  | 0.0000% | $37532082.00       | $30130675.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $18236.00          | $16978.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.9630%  | 0.0000% | $14571916.00       | $13083635.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.8960%  | 0.0000% | $11509988.00       | $10872206.91       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.7570%  | 0.0000% | $2001966.00        | $1917222.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $161439.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $586000.00         | $128218.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $100000.00         | $29143.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $2698896.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $825000.00         | $484237.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $11301031.00       | $7864623.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $9822231.00        | $8550950.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.2400%  | 0.0000% | $8449922.00        | $7553184.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.8800%  | 0.0000% | $3600000.00        | $3366658.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $94008.00          | $94856.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14190500.00       | $15147009.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.8700%  | 0.0000% | $130000.00         | $133491.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0510%  | 0.0000% | $109986.00         | $77701.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $450236.00         | $372358.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $101221.00         | $76313.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2704173.00        | $2704560.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3099587.00        | $2785297.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2594.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $86165.00          | $84729.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1425534.00        | $904824.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2840640.00        | $2373548.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $5759278.00        | $4953039.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $165297.00         | $159042.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1079.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1391000.00        | $1109638.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $2001.00           | $2090.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $16004.00          | $17104.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1384089.00        | $1180065.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $106000.00         | $100710.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6800%  | 0.0000% | $5258581.00        | $5342802.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1418876.00        | $1420823.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.9500%  | 0.0000% | $1008.00           | $1001.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $2590390.00        | $2611818.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.2100%  | 0.0000% | $1000.00           | $1039.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $46578306.00       | $12937691.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1045877.00        | $180848.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $796.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $173000.00         | $37326.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $126765.00         | $30671.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $21710.00          | $9256.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1586189.00        | $267593.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $609794.00         | $326935.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $340384.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1205.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $162839.00         | $101168.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $10590252.00       | $6755327.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $384911.00         | $259225.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $676.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $93000.00          | $68114.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3005.00           | $2272.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $65999.00          | $48332.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8000.00           | $6207.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1018.00           | $894.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $3284067.00        | $3210318.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $8543952.00        | $8208899.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11640170.00       | $11269965.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $1136356.00        | $424144.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $20002.00          | $7506.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $102000.00         | $31575.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $2262000.00        | $590555.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $129000.00         | $45429.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $524977.00         | $270070.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1425000.00        | $590395.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $539000.00         | $144341.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2394000.00        | $1561510.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $117000.00         | $70456.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $103000.00         | $66996.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $6933623.00        | $4591379.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1980294.00        | $1347812.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000000.00        | $1528554.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $771.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $21853506.00       | $18239627.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $13000.00          | $10066.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $6899935.00        | $6139095.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $4150000.00        | $3554980.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $10652079.00       | $9206367.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $543219.00         | $474698.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2797334.00        | $2967661.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $2772852.00        | $12109.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.8940%  | 0.0000% | $2601043.00        | $157655.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $5066776.00        | $22347.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.7070%  | 0.0000% | $16065595.00       | $130319.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $1662998.00        | $59387.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $1014136.00        | $17596.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 7.2450%  | 0.0000% | $615000.00         | $20438.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1001.00           | $26.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.1490%  | 0.0000% | $5000000.00        | $90545.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $339845.00         | $58653.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $7481.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $3000000.00        | $206616.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $323925.00         | $20146.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $2670887.00        | $153645.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2048.00           | $1246.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $529995.00         | $309471.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $264998.00         | $36861.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $471091.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $11304027.00       | $6705341.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $7979332.00        | $4809463.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $221002.00         | $111101.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $154666.00         | $139890.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $3500000.00        | $2862811.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2010000.00        | $1330436.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $36999.00          | $24880.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $600009.00         | $402815.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1144821.00        | $783491.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $157840.00         | $126516.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $17002.00          | $13446.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19521.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $158598.00         | $155462.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $114458.00         | $10230.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-20      | 6.0000%  | 0.0000% | $384000.00         | $22344.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $291999.00         | $26989.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $1113000.00        | $109825.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1250.00           | $124.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $4996.00           | $486.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $160000.00         | $18401.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $190869522.00      | $23055370.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 6.0000%  | 0.0000% | $301794.00         | $29700.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1321.00           | $122.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $65531.00          | $6070.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $1124860.00        | $74275.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $597963.00         | $151176.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $874.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $20824276.00       | $6139853.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 6.0000%  | 0.0000% | $1137000.00        | $305233.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $108035.00         | $28676.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $3105495.00        | $2273004.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $218795.00         | $141363.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $503000.00         | $265803.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $398269.00         | $135034.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $108238.00         | $59802.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $24000.00          | $13759.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $3552118.00        | $2036499.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $15859260.00       | $9376962.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $600000.00         | $438246.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $66643.00          | $50844.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $27535712.00       | $20905802.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $92168.00          | $69686.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $42465457.00       | $30618413.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $17365632.00       | $12951116.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $48422271.00       | $40127135.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39798449.00       | $33411378.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.5000%  | 0.0000% | $225789.00         | $73070.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $90291.00          | $7873.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $603934.00         | $117073.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-15      | 3.5000%  | 0.0000% | $106352.00         | $30675.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $8323110.00        | $8618611.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $9114780.00        | $9407822.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $88900.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1996726.00        | $1812644.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $310459.00         | $332128.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2106838.00        | $2055209.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4438720.00        | $4396349.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3496213.00        | $3469041.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $15357261.00       | $15540577.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $6051480.00        | $6186535.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $540956.00         | $14452.11          | Agency Collateralized Mortgage Obligation |

### Security 81: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.360000%
- **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_4.36_1017
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2028-07-15      | 3.8750%  | 0.0000% | $4997900.00        | $5059856.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $1082400.00        | $1085116.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $136506700.00      | $139866937.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-22      | 0.0000%  | 0.0000% | $4000.00           | $3938.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $1849300.00        | $1802560.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $26200.00          | $25045.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $114177900.00      | $108558637.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $46800.00          | $48871.95          | U.S. Treasuries (including strips) |

### Security 82: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: N/A, C.5 - Other ID: 989GWF002_4.32_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2030-03-31      | 4.0000%  | 0.0000% | $1456100.00        | $1499542.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-05-15      | 6.2500%  | 0.0000% | $354400.00         | $399369.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $969600.00         | $826914.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $269600.00         | $165692.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $353100.00         | $243648.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $353800.00         | $255927.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $4382400.00        | $3639076.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $109000.00         | $88253.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $33300.00          | $29855.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $2153500.00        | $2121290.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $240400.00         | $242278.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $4900.00           | $4748.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $153600.00         | $153458.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $47400.00          | $40832.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $308100.00         | $288783.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $760600.00         | $711179.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $780700.00         | $725693.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1396200.00        | $1357541.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $651800.00         | $631948.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $47439700.00       | $47351410.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $280200.00         | $260299.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $210100.00         | $213235.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $275200.00         | $278550.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $402000.00         | $389931.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $1134300.00        | $1172240.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $114533100.00      | $116330307.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $211200.00         | $212953.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $58300.00          | $59330.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $304900.00         | $313678.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $306000.00         | $313900.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 5.0000%  | 0.0000% | $172900.00         | $175951.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $166800.00         | $175749.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $372900.00         | $389248.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $187000.00         | $190041.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $412600.00         | $410632.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $56600.00          | $58044.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $65600.00          | $68827.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $51200.00          | $52816.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $607700.00         | $632654.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $296300.00         | $304772.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $68972800.00       | $70081135.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $1467700.00        | $1495898.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $295900.00         | $300104.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $102600.00         | $104365.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $265000.00         | $267830.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $92200.00          | $92505.33          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2025-09-08

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller