# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-26-034547
**Filing Date:** 2026-4
**Character Count:** 294690
**Document Hash:** 144fb85079ba76163bc5df81ced60429
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034547.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034547

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843144

**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):** 2026-03-31

**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:** 55 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $24706437481.52

- **Amortized Cost of Portfolio Securities:** $24708788165.64

- **Cash:** $576624.11

- **Total Other Assets:** $32633129.06

- **Total Liabilities:** $9656853.78

- **Net Assets of Series:** $24732341065.03

- **Number of Shares Outstanding (Series):** 24734386897.2380

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $17598452528.66           | $17598452528.66            | 64.5300%                  | 64.5300%                   |
| 2026-03-03 | $17511648164.92           | $17511648164.92            | 64.4100%                  | 64.4100%                   |
| 2026-03-04 | $17538475880.07           | $17538475880.07            | 64.4500%                  | 64.4500%                   |
| 2026-03-05 | $17078472913.25           | $17577402903.55            | 63.8400%                  | 65.7000%                   |
| 2026-03-06 | $17284719273.38           | $17785814355.56            | 64.1000%                  | 65.9500%                   |
| 2026-03-09 | $17724933990.68           | $18582407648.63            | 64.6700%                  | 67.8000%                   |
| 2026-03-10 | $17344518656.02           | $18202042524.68            | 64.1700%                  | 67.3400%                   |
| 2026-03-11 | $17354875868.19           | $17713446820.07            | 65.3900%                  | 66.7400%                   |
| 2026-03-12 | $17203373633.09           | $17559844372.52            | 65.2100%                  | 66.5600%                   |
| 2026-03-13 | $17123571505.72           | $17480069483.98            | 65.0900%                  | 66.4500%                   |
| 2026-03-16 | $17298114448.91           | $17654722314.59            | 65.3500%                  | 66.7000%                   |
| 2026-03-17 | $17215098556.87           | $17571739533.61            | 65.2400%                  | 66.5900%                   |
| 2026-03-18 | $17093964211.08           | $17450625704.78            | 65.0900%                  | 66.4400%                   |
| 2026-03-19 | $16996225395.73           | $17352930407.74            | 64.9400%                  | 66.3000%                   |
| 2026-03-20 | $16681970518.28           | $17038711426.90            | 64.4900%                  | 65.8700%                   |
| 2026-03-23 | $16664891565.93           | $17021737884.30            | 64.4900%                  | 65.8700%                   |
| 2026-03-24 | $16913191790.07           | $17270074058.82            | 64.8200%                  | 66.1900%                   |
| 2026-03-25 | $16993878371.09           | $17350800971.09            | 64.9300%                  | 66.2900%                   |
| 2026-03-26 | $16776335108.33           | $17133293558.33            | 64.6300%                  | 66.0000%                   |
| 2026-03-27 | $16423936999.20           | $16780918751.70            | 64.1300%                  | 65.5200%                   |
| 2026-03-30 | $16296561944.27           | $16653650199.95            | 63.9500%                  | 65.3500%                   |
| 2026-03-31 | $16034957179.84           | $16034957179.84            | 64.8100%                  | 64.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7400%             |
| 2026-03-04 | 3.7500%             |
| 2026-03-05 | 3.7500%             |
| 2026-03-06 | 3.7400%             |
| 2026-03-09 | 3.7300%             |
| 2026-03-10 | 3.7300%             |
| 2026-03-11 | 3.7200%             |
| 2026-03-12 | 3.7200%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7200%             |
| 2026-03-17 | 3.7200%             |
| 2026-03-18 | 3.7200%             |
| 2026-03-19 | 3.7200%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7100%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7000%             |
| 2026-03-26 | 3.7000%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7100%             |
| 2026-03-31 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 1.0000                      |
|  |  |
| 2026-03-23 | 1.0000                      |
|  |  |
| 2026-03-24 | 1.0000                      |
|  |  |
| 2026-03-25 | 1.0000                      |
|  |  |
| 2026-03-26 | 1.0000                      |
|  |  |
| 2026-03-27 | 1.0000                      |
|  |  |
| 2026-03-30 | 1.0000                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $6302898053.29

- **Number of Shares Outstanding:** 6303775745.6600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $571292034.99             | $1084822488.54          |
| 2026-03-03 | $181726726.76             | $513840996.32           |
| 2026-03-04 | $727816502.05             | $493413255.36           |
| 2026-03-05 | $337522078.54             | $851821015.79           |
| 2026-03-06 | $379901544.06             | $312166056.89           |
| 2026-03-09 | $1368818259.39            | $919507468.70           |
| 2026-03-10 | $118882899.82             | $459387509.88           |
| 2026-03-11 | $270455173.89             | $513722682.85           |
| 2026-03-12 | $414802722.54             | $550661792.99           |
| 2026-03-13 | $387403309.47             | $439752550.10           |
| 2026-03-16 | $442723016.14             | $344645240.88           |
| 2026-03-17 | $221562501.61             | $356091506.99           |
| 2026-03-18 | $161681820.53             | $259154697.16           |
| 2026-03-19 | $277937470.44             | $605716053.61           |
| 2026-03-20 | $102942656.28             | $247111818.52           |
| 2026-03-23 | $263343838.80             | $236373050.63           |
| 2026-03-24 | $689275164.04             | $328200017.99           |
| 2026-03-25 | $568524151.47             | $481138930.18           |
| 2026-03-26 | $647408638.22             | $573680424.54           |
| 2026-03-27 | $234603371.23             | $461412240.47           |
| 2026-03-30 | $593448500.76             | $647763882.15           |
| 2026-03-31 | $178909077.22             | $1008649174.42          |

**Total Gross Subscriptions (Month):** $9140981458.25

**Total Gross Redemptions (Month):** $11689032854.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5300%           |
| 2026-03-03 | 3.5300%           |
| 2026-03-04 | 3.5300%           |
| 2026-03-05 | 3.5300%           |
| 2026-03-06 | 3.5300%           |
| 2026-03-09 | 3.5200%           |
| 2026-03-10 | 3.5100%           |
| 2026-03-11 | 3.5100%           |
| 2026-03-12 | 3.5100%           |
| 2026-03-13 | 3.5000%           |
| 2026-03-16 | 3.5100%           |
| 2026-03-17 | 3.5100%           |
| 2026-03-18 | 3.5100%           |
| 2026-03-19 | 3.5000%           |
| 2026-03-20 | 3.5000%           |
| 2026-03-23 | 3.4900%           |
| 2026-03-24 | 3.4900%           |
| 2026-03-25 | 3.4900%           |
| 2026-03-26 | 3.4900%           |
| 2026-03-27 | 3.4900%           |
| 2026-03-30 | 3.5000%           |
| 2026-03-31 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 5.2800%              |
| Retail investor |  | 0.0000%          | 14.3400%             |
| Retail investor |  | 0.0000%          | 17.6500%             |
| Retail investor |  | 0.0000%          | 5.5500%              |
| Retail investor |  | 0.0000%          | 5.9300%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1038293592.34

- **Number of Shares Outstanding:** 1038298661.6220

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $5502816.74               | $6566135.90             |
| 2026-03-03 | $8379898.09               | $6109867.86             |
| 2026-03-04 | $4335884.54               | $8807189.21             |
| 2026-03-05 | $13164960.93              | $5131230.27             |
| 2026-03-06 | $10724778.98              | $9717461.42             |
| 2026-03-09 | $15299627.35              | $1802957.35             |
| 2026-03-10 | $3373602.98               | $1307756.07             |
| 2026-03-11 | $7765226.35               | $2775859.25             |
| 2026-03-12 | $4391333.64               | $3898950.16             |
| 2026-03-13 | $6966555.96               | $6088726.33             |
| 2026-03-16 | $7157764.30               | $1998709.28             |
| 2026-03-17 | $13316689.93              | $4764540.20             |
| 2026-03-18 | $7978990.25               | $5792625.38             |
| 2026-03-19 | $21101230.22              | $3330496.64             |
| 2026-03-20 | $1918079.17               | $3470848.16             |
| 2026-03-23 | $10414950.43              | $7630776.87             |
| 2026-03-24 | $7297846.85               | $3702720.45             |
| 2026-03-25 | $3809390.88               | $4379847.30             |
| 2026-03-26 | $7914875.30               | $6164951.09             |
| 2026-03-27 | $4480966.92               | $2799210.07             |
| 2026-03-30 | $3135628.25               | $7696779.29             |
| 2026-03-31 | $3406750.47               | $2865655.28             |

**Total Gross Subscriptions (Month):** $171837848.53

**Total Gross Redemptions (Month):** $106803293.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5000%           |
| 2026-03-03 | 3.5000%           |
| 2026-03-04 | 3.5000%           |
| 2026-03-05 | 3.5000%           |
| 2026-03-06 | 3.4900%           |
| 2026-03-09 | 3.4900%           |
| 2026-03-10 | 3.4800%           |
| 2026-03-11 | 3.4800%           |
| 2026-03-12 | 3.4700%           |
| 2026-03-13 | 3.4700%           |
| 2026-03-16 | 3.4700%           |
| 2026-03-17 | 3.4700%           |
| 2026-03-18 | 3.4700%           |
| 2026-03-19 | 3.4700%           |
| 2026-03-20 | 3.4600%           |
| 2026-03-23 | 3.4600%           |
| 2026-03-24 | 3.4600%           |
| 2026-03-25 | 3.4600%           |
| 2026-03-26 | 3.4600%           |
| 2026-03-27 | 3.4600%           |
| 2026-03-30 | 3.4500%           |
| 2026-03-31 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 88.7500%             |
| Broker-dealer |  | 0.0000%          | 5.6500%              |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $6197735691.44

- **Number of Shares Outstanding:** 6198562942.8350

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $43102416.12              | $92132679.48            |
| 2026-03-03 | $102570405.93             | $51709004.34            |
| 2026-03-04 | $29493121.36              | $50423020.21            |
| 2026-03-05 | $27175164.07              | $25299556.68            |
| 2026-03-06 | $26775984.44              | $76740484.04            |
| 2026-03-09 | $36878133.46              | $69275913.76            |
| 2026-03-10 | $40409625.74              | $28613148.89            |
| 2026-03-11 | $19166526.15              | $20657578.97            |
| 2026-03-12 | $48063326.15              | $66355221.65            |
| 2026-03-13 | $41144909.76              | $21248612.95            |
| 2026-03-16 | $33398048.08              | $71602861.42            |
| 2026-03-17 | $20363839.67              | $47938980.45            |
| 2026-03-18 | $44775584.69              | $18913848.05            |
| 2026-03-19 | $33412293.16              | $37439478.30            |
| 2026-03-20 | $51878988.11              | $32687664.54            |
| 2026-03-23 | $22736254.20              | $168587903.93           |
| 2026-03-24 | $11672271.74              | $69097789.05            |
| 2026-03-25 | $18177711.42              | $49658137.12            |
| 2026-03-26 | $20569815.28              | $65518541.08            |
| 2026-03-27 | $22809010.39              | $63895060.96            |
| 2026-03-30 | $89622149.83              | $53914772.93            |
| 2026-03-31 | $142963470.15             | $71724179.50            |

**Total Gross Subscriptions (Month):** $927159049.90

**Total Gross Redemptions (Month):** $1253434438.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4300%           |
| 2026-03-03 | 3.4300%           |
| 2026-03-04 | 3.4300%           |
| 2026-03-05 | 3.4300%           |
| 2026-03-06 | 3.4200%           |
| 2026-03-09 | 3.4200%           |
| 2026-03-10 | 3.4100%           |
| 2026-03-11 | 3.4100%           |
| 2026-03-12 | 3.4000%           |
| 2026-03-13 | 3.4000%           |
| 2026-03-16 | 3.4000%           |
| 2026-03-17 | 3.4000%           |
| 2026-03-18 | 3.4000%           |
| 2026-03-19 | 3.4000%           |
| 2026-03-20 | 3.3900%           |
| 2026-03-23 | 3.3900%           |
| 2026-03-24 | 3.3900%           |
| 2026-03-25 | 3.3900%           |
| 2026-03-26 | 3.3900%           |
| 2026-03-27 | 3.3900%           |
| 2026-03-30 | 3.3900%           |
| 2026-03-31 | 3.3900%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9200020125.88

- **Number of Shares Outstanding:** 9200033668.5420

- **Expense Reimbursement/Waiver:** 1889161.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $30537092.41              | $34458522.96            |
| 2026-03-03 | $23700467.76              | $22126693.27            |
| 2026-03-04 | $29065542.45              | $23310552.69            |
| 2026-03-05 | $42776178.74              | $21081280.20            |
| 2026-03-06 | $31266452.04              | $24761471.46            |
| 2026-03-09 | $25570755.82              | $27015364.69            |
| 2026-03-10 | $34236869.38              | $41974453.72            |
| 2026-03-11 | $34409823.12              | $23932610.51            |
| 2026-03-12 | $26405159.58              | $25622607.36            |
| 2026-03-13 | $28590669.69              | $32464494.56            |
| 2026-03-16 | $32009140.68              | $27814265.01            |
| 2026-03-17 | $22200298.18              | $32173698.19            |
| 2026-03-18 | $21577364.56              | $21538529.92            |
| 2026-03-19 | $29884993.87              | $23844903.49            |
| 2026-03-20 | $29164083.60              | $27161171.94            |
| 2026-03-23 | $23032158.71              | $39224237.97            |
| 2026-03-24 | $39682464.15              | $41296762.79            |
| 2026-03-25 | $46453332.35              | $27378981.21            |
| 2026-03-26 | $25047080.31              | $25049381.42            |
| 2026-03-27 | $28270783.80              | $33314729.08            |
| 2026-03-30 | $33547494.87              | $34142171.54            |
| 2026-03-31 | $29126276.40              | $24883204.12            |

**Total Gross Subscriptions (Month):** $666554482.47

**Total Gross Redemptions (Month):** $634570088.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5000%           |
| 2026-03-03 | 3.5000%           |
| 2026-03-04 | 3.5000%           |
| 2026-03-05 | 3.5000%           |
| 2026-03-06 | 3.4900%           |
| 2026-03-09 | 3.4900%           |
| 2026-03-10 | 3.4800%           |
| 2026-03-11 | 3.4800%           |
| 2026-03-12 | 3.4700%           |
| 2026-03-13 | 3.4700%           |
| 2026-03-16 | 3.4700%           |
| 2026-03-17 | 3.4700%           |
| 2026-03-18 | 3.4700%           |
| 2026-03-19 | 3.4700%           |
| 2026-03-20 | 3.4600%           |
| 2026-03-23 | 3.4600%           |
| 2026-03-24 | 3.4600%           |
| 2026-03-25 | 3.4600%           |
| 2026-03-26 | 3.4600%           |
| 2026-03-27 | 3.4600%           |
| 2026-03-30 | 3.4500%           |
| 2026-03-31 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 74.6200%             |
| Broker-dealer |  | 0.0000%          | 14.8400%             |
| Broker-dealer |  | 0.0000%          | 6.6700%              |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $16402230.25

- **Number of Shares Outstanding:** 16404174.8280

- **Expense Reimbursement/Waiver:** 10077.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $5689.73                  | $18795.69               |
| 2026-03-03 | $3022.64                  | $3000.00                |
| 2026-03-04 | $1598.79                  | $9157.11                |
| 2026-03-05 | $1576.64                  | $44000.00               |
| 2026-03-06 | $1576.64                  | $5.04                   |
| 2026-03-09 | $8794.68                  | $0.00                   |
| 2026-03-10 | $4527.70                  | $0.00                   |
| 2026-03-11 | $1742.80                  | $33.47                  |
| 2026-03-12 | $102032.76                | $0.00                   |
| 2026-03-13 | $1563.04                  | $155184.03              |
| 2026-03-16 | $127016.56                | $0.00                   |
| 2026-03-17 | $1817.80                  | $0.00                   |
| 2026-03-18 | $1565.65                  | $3582.68                |
| 2026-03-19 | $16709.00                 | $21627.92               |
| 2026-03-20 | $2353.85                  | $20945.24               |
| 2026-03-23 | $4655.81                  | $87184.44               |
| 2026-03-24 | $2078.99                  | $48897.04               |
| 2026-03-25 | $11657.16                 | $22203.41               |
| 2026-03-26 | $5118.00                  | $0.00                   |
| 2026-03-27 | $16802.77                 | $2100.00                |
| 2026-03-30 | $22194.71                 | $68.34                  |
| 2026-03-31 | $101689.59                | $0.00                   |

**Total Gross Subscriptions (Month):** $445785.31

**Total Gross Redemptions (Month):** $436784.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5000%           |
| 2026-03-03 | 3.5000%           |
| 2026-03-04 | 3.5000%           |
| 2026-03-05 | 3.5000%           |
| 2026-03-06 | 3.4900%           |
| 2026-03-09 | 3.4900%           |
| 2026-03-10 | 3.4800%           |
| 2026-03-11 | 3.4800%           |
| 2026-03-12 | 3.4700%           |
| 2026-03-13 | 3.4700%           |
| 2026-03-16 | 3.4700%           |
| 2026-03-17 | 3.4700%           |
| 2026-03-18 | 3.4700%           |
| 2026-03-19 | 3.4700%           |
| 2026-03-20 | 3.4600%           |
| 2026-03-23 | 3.4600%           |
| 2026-03-24 | 3.4500%           |
| 2026-03-25 | 3.4600%           |
| 2026-03-26 | 3.4600%           |
| 2026-03-27 | 3.4500%           |
| 2026-03-30 | 3.4500%           |
| 2026-03-31 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 19.8600%             |
| Broker-dealer |  | 0.0000%          | 25.4700%             |
| Broker-dealer |  | 0.0000%          | 37.3300%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $84752448.64

- **Number of Shares Outstanding:** 84757675.1910

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $96549.09                 | $275889.63              |
| 2026-03-03 | $260077.68                | $33737.92               |
| 2026-03-04 | $557461.76                | $402099.37              |
| 2026-03-05 | $312918.39                | $264.50                 |
| 2026-03-06 | $1020048.73               | $154.59                 |
| 2026-03-09 | $40385.50                 | $504756.89              |
| 2026-03-10 | $169914.75                | $55589.54               |
| 2026-03-11 | $43844.05                 | $0.00                   |
| 2026-03-12 | $112704.36                | $15083.07               |
| 2026-03-13 | $79822.18                 | $4987.39                |
| 2026-03-16 | $157323.74                | $4849.53                |
| 2026-03-17 | $642573.62                | $11031.81               |
| 2026-03-18 | $404693.88                | $1114.60                |
| 2026-03-19 | $32312.95                 | $106649.86              |
| 2026-03-20 | $851860.50                | $3.71                   |
| 2026-03-23 | $2658508.98               | $380535.80              |
| 2026-03-24 | $180232.68                | $4664.19                |
| 2026-03-25 | $249653.18                | $102424.85              |
| 2026-03-26 | $82519.93                 | $1804664.85             |
| 2026-03-27 | $44668.09                 | $382502.52              |
| 2026-03-30 | $3549581.94               | $462295.56              |
| 2026-03-31 | $799004.84                | $687931.87              |

**Total Gross Subscriptions (Month):** $12346660.82

**Total Gross Redemptions (Month):** $5241232.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5100%           |
| 2026-03-03 | 3.5100%           |
| 2026-03-04 | 3.5100%           |
| 2026-03-05 | 3.5100%           |
| 2026-03-06 | 3.5100%           |
| 2026-03-09 | 3.5000%           |
| 2026-03-10 | 3.4900%           |
| 2026-03-11 | 3.4900%           |
| 2026-03-12 | 3.4900%           |
| 2026-03-13 | 3.4800%           |
| 2026-03-16 | 3.4900%           |
| 2026-03-17 | 3.4900%           |
| 2026-03-18 | 3.4900%           |
| 2026-03-19 | 3.4800%           |
| 2026-03-20 | 3.4800%           |
| 2026-03-23 | 3.4700%           |
| 2026-03-24 | 3.4700%           |
| 2026-03-25 | 3.4700%           |
| 2026-03-26 | 3.4700%           |
| 2026-03-27 | 3.4800%           |
| 2026-03-30 | 3.4800%           |
| 2026-03-31 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 63.8300%             |
| Retail investor |  | 0.0000%          | 6.1200%              |
| Retail investor |  | 0.0000%          | 7.3800%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1892238923.19

- **Number of Shares Outstanding:** 1892554028.5600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $142745602.03             | $47309726.76            |
| 2026-03-03 | $421896.38                | $10036347.78            |
| 2026-03-04 | $31343036.85              | $17280000.00            |
| 2026-03-05 | $23883116.12              | $21000.00               |
| 2026-03-06 | $85368201.19              | $1810000.00             |
| 2026-03-09 | $119011887.52             | $218033.70              |
| 2026-03-10 | $245170.39                | $145847321.20           |
| 2026-03-11 | $44850703.10              | $200588777.99           |
| 2026-03-12 | $205715.82                | $6945200.06             |
| 2026-03-13 | $511546.42                | $45111000.00            |
| 2026-03-16 | $190220202.76             | $92530000.00            |
| 2026-03-17 | $81041209.00              | $141095.24              |
| 2026-03-18 | $218679.19                | $55403157.13            |
| 2026-03-19 | $27639973.69              | $14530000.00            |
| 2026-03-20 | $15446966.98              | $394730.90              |
| 2026-03-23 | $109193594.46             | $184293.48              |
| 2026-03-24 | $2448616.07               | $57520000.00            |
| 2026-03-25 | $7429612.71               | $198468964.09           |
| 2026-03-26 | $8311993.09               | $52799676.85            |
| 2026-03-27 | $7197757.11               | $88781175.23            |
| 2026-03-30 | $6266166.25               | $110000000.00           |
| 2026-03-31 | $15309579.07              | $2240000.00             |

**Total Gross Subscriptions (Month):** $919311226.20

**Total Gross Redemptions (Month):** $1148160500.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5300%           |
| 2026-03-03 | 3.5300%           |
| 2026-03-04 | 3.5300%           |
| 2026-03-05 | 3.5300%           |
| 2026-03-06 | 3.5200%           |
| 2026-03-09 | 3.5200%           |
| 2026-03-10 | 3.5100%           |
| 2026-03-11 | 3.5100%           |
| 2026-03-12 | 3.5100%           |
| 2026-03-13 | 3.5000%           |
| 2026-03-16 | 3.5000%           |
| 2026-03-17 | 3.5000%           |
| 2026-03-18 | 3.5000%           |
| 2026-03-19 | 3.5000%           |
| 2026-03-20 | 3.4900%           |
| 2026-03-23 | 3.4900%           |
| 2026-03-24 | 3.4900%           |
| 2026-03-25 | 3.4900%           |
| 2026-03-26 | 3.4900%           |
| 2026-03-27 | 3.4900%           |
| 2026-03-30 | 3.4900%           |
| 2026-03-31 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 0.0000%          | 29.1500%             |
| Retail investor |  | 0.0000%          | 10.6000%             |
| Retail investor |  | 0.0000%          | 12.6400%             |
| Retail investor |  | 0.0000%          | 11.6600%             |
| Retail investor |  | 0.0000%          | 10.6800%             |
| Retail investor |  | 0.0000%          | 10.3300%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.680000%
- **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:** 9.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $162788057.85      | $166026846.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $148360752.46      | $151312500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $132255504.98      | $134886826.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-31      | 1.2500%  | 0.0000% | $42537278.63       | $43383589.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $94906270.19       | $96794501.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8700%  | 0.0000% | $79254919.65       | $80831755.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $153419125.01      | $156471512.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $323146578.52      | $329575818.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $122297028.05      | $124730218.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $121387928.11      | $123803030.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $49543737.99       | $50529447.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-31      | 1.6200%  | 0.0000% | $195053062.19      | $198933788.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-31      | 2.7500%  | 0.0000% | $52491489.62       | $53535846.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $41994173.54       | $42829679.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $250853777.05      | $255844700.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-30      | 1.6200%  | 0.0000% | $62116643.17       | $63352499.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $98063584.28       | $100014632.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8700%  | 0.0000% | $86546663.12       | $88268573.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $39634711.40       | $40423273.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $43583825.32       | $44450958.05       | U.S. Treasuries (including strips) |

### Security 2: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.660000%
- **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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 22599G006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.1870%  | 0.0000% | $1008.00           | $1009.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 3.2000%  | 0.0000% | $210748.00         | $188099.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 3.3300%  | 0.0000% | $1000.00           | $826.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2115.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1006.00           | $1070.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1056.00           | $590.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1008.00           | $590.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $2064.00           | $1251.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1408.00           | $877.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $86236.00          | $91094.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $2004.00           | $1802.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1023.00           | $912.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $2024.00           | $1036.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $1013.00           | $723.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $3149.00           | $2335.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $14718915.00       | $6919922.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1024.00           | $650.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $304.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $1000.00           | $886.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $698.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $353.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1005.00           | $336.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1450.00           | $1309.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $1000.00           | $511.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $641.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $617.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $554.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $761.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1081.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $858.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $859.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2000.00           | $1634.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1020.00           | $896.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2000.00           | $1364.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $853.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $907.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $883.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1742.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $951.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1008.00           | $675.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1095.00           | $1104.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $485.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2103.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $898.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2114.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $971.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $60586496.00       | $64299908.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2048.00           | $2099.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2108.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2095.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1008.00           | $1070.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 3.5000%  | 0.0000% | $8825.00           | $673.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 2.5890%  | 0.0000% | $1000.00           | $70.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 6.3850%  | 0.0000% | $1000.00           | $42.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $121379.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $839.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1147760.00        | $1061462.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $987.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2000.00           | $1979.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1024.00           | $1067.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $40442862.00       | $32741967.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $539392.00         | $414340.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3064.00           | $2650.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2008.00           | $1821.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2048.00           | $1984.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2304.00           | $2332.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $41756500.00       | $41489119.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1024.00           | $547.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1008.00           | $696.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1053.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $668773.00         | $275616.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $2024.00           | $136.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1024.00           | $49.14             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-01-01      | 5.6460%  | 0.0000% | $1000.00           | $149.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.0890%  | 0.0000% | $1469.00           | $13.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1532814.00        | $1488423.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $1013.00           | $177.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 4.2500%  | 0.0000% | $749383.00         | $752543.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $921.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.0000%  | 0.0000% | $1008.00           | $628.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1152.00           | $1018.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1013.00           | $1058.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $987.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1022368.00        | $987449.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1001.00           | $875.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $5460000.00        | $605079.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1035.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1052.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1003.00           | $63.17             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $2048.00           | $165.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1024.00           | $95.32             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $1008.00           | $134.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1024.00           | $487.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $434.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1024.00           | $458.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $674.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1024.00           | $476.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $488.60            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2028-04-15      | 3.6250%  | 0.0000% | $8100.00           | $17403.13          | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $144.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $1000.00           | $777.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $98.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $838400.00         | $556933.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $50078900.00       | $41884987.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $84.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 1.2500%  | 0.0000% | $64150400.00       | $61015384.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-06-30      | 4.6250%  | 0.0000% | $400.00            | $405.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips)        |

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.770000%
- **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):** $100066987.00
- **C.18.a - Value (excl. sponsor support):** $100066987.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499742068.97
- **C.18.a - Value (excl. sponsor support):** $499742068.97
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549492202.60
- **C.18.a - Value (excl. sponsor support):** $549492202.60
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B84, C.4 - ISIN: US3130B8B840, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99498930.38
- **C.18.a - Value (excl. sponsor support):** $99498930.38
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399495054.19
- **C.18.a - Value (excl. sponsor support):** $399495054.19
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997576.00
- **C.18.a - Value (excl. sponsor support):** $199997576.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499495000.01
- **C.18.a - Value (excl. sponsor support):** $499495000.01
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549493202.69
- **C.18.a - Value (excl. sponsor support):** $549493202.69
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GA2, C.4 - ISIN: US3130B9GA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99499002.02
- **C.18.a - Value (excl. sponsor support):** $99499002.02
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399495114.12
- **C.18.a - Value (excl. sponsor support):** $399495114.12
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499498376.63
- **C.18.a - Value (excl. sponsor support):** $499498376.63
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598998035.28
- **C.18.a - Value (excl. sponsor support):** $598998035.28
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 15: 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: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44967458.00
- **C.18.a - Value (excl. sponsor support):** $44967458.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $494802475.00
- **C.18.a - Value (excl. sponsor support):** $494802475.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296475050.00
- **C.18.a - Value (excl. sponsor support):** $296475050.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $642745200.00
- **C.18.a - Value (excl. sponsor support):** $642745200.00
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 19: 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZK5
- **C.18 - Value (incl. sponsor support):** $296542675.00
- **C.18.a - Value (excl. sponsor support):** $296542675.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98425400.00
- **C.18.a - Value (excl. sponsor support):** $98425400.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZR0
- **C.18 - Value (incl. sponsor support):** $460239850.00
- **C.18.a - Value (excl. sponsor support):** $460239850.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48436500.00
- **C.18.a - Value (excl. sponsor support):** $48436500.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $321594000.00
- **C.18.a - Value (excl. sponsor support):** $321594000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $39764738.51
- **C.18.a - Value (excl. sponsor support):** $39764738.51
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $30011694.90
- **C.18.a - Value (excl. sponsor support):** $30011694.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $119811420.97
- **C.18.a - Value (excl. sponsor support):** $119811420.97
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $94033566.46
- **C.18.a - Value (excl. sponsor support):** $94033566.46
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $79784944.86
- **C.18.a - Value (excl. sponsor support):** $79784944.86
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29515219.64
- **C.18.a - Value (excl. sponsor support):** $29515219.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99613142.45
- **C.18.a - Value (excl. sponsor support):** $99613142.45
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399922283.49
- **C.18.a - Value (excl. sponsor support):** $399922283.49
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199482715.32
- **C.18.a - Value (excl. sponsor support):** $199482715.32
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.730000%
- **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):** $200039572.00
- **C.18.a - Value (excl. sponsor support):** $200039572.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **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):** $37007865.46
- **C.18.a - Value (excl. sponsor support):** $37007865.46
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **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):** $72025968.96
- **C.18.a - Value (excl. sponsor support):** $72025968.96
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **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):** $72043634.88
- **C.18.a - Value (excl. sponsor support):** $72043634.88
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: 46699D001_3.66_0401
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 3.8700%  | 0.0000% | $800081333.33      | $815999995.14      | U.S. Treasuries (including strips) |

### Security 38: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.680000%
- **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_3.68_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-03-31      | 4.1200%  | 0.0000% | $1000102222.22     | $1019999997.79     | U.S. Treasuries (including strips) |

### Security 39: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.670000%
- **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: 549300H47WTHXPU08X20
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $3531.00           | $3575.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 5.5000%  | 0.0000% | $1067285.00        | $1063048.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1817000.00        | $1617874.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $140934.00         | $149319.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2290785.00        | $2335456.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1807430.00        | $1857810.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $41128.00          | $42561.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $1068678.00        | $1048045.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2403441.00        | $2389556.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1039691.00        | $1004727.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1384404.00        | $1333603.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2130545.00        | $2207750.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1486820.00        | $1518148.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2323000.00        | $2296813.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1956820.00        | $1931312.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1748662.00        | $1735616.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1600388.00        | $1585579.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1478223.00        | $1459173.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2162115.00        | $2132256.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2197000.00        | $1232937.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $257999.00         | $130650.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $279000.00         | $168984.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $233826.00         | $139243.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $620.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $123653.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $2998000.00        | $1850009.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $498684.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1049266.00        | $767134.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $121121.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3568.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1546.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $313634.00         | $279732.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $212000.00         | $152269.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $914.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $24657.00          | $22631.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $10000.00          | $7379.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 5.5000%  | 0.0000% | $7075360.00        | $7278573.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 5.5000%  | 0.0000% | $24929527.00       | $25734110.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.0000%  | 0.0000% | $15041613.00       | $15268931.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.5000%  | 0.0000% | $5848315.00        | $16103.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 6.5000%  | 0.0000% | $9981191.00        | $17622.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 5.7500%  | 0.0000% | $121185.00         | $1737.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.5000%  | 0.0000% | $133000.00         | $488.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 4.0000%  | 0.0000% | $476979.00         | $126572.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $5090655.00        | $333535.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 4.0000%  | 0.0000% | $305000.00         | $36377.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 7.0000%  | 0.0000% | $4100000.00        | $470604.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $1243.00           | $93.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $39374.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $1012.00           | $93.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2940836.00        | $685570.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $30120.00          | $1770.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $1027858.00        | $289625.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 5.5000%  | 0.0000% | $4575389.00        | $10512.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $64999.00          | $453.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $294718.00         | $155006.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1108034.00        | $1094649.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $94134.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $25050.00          | $20536.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $144000.00         | $106067.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2099908.00        | $1579093.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1850902.00        | $1931389.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1081636.00        | $1070279.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1557800.00        | $1598312.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2211668.00        | $2281398.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1508856.00        | $1478830.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1578434.00        | $1582092.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1312824.00        | $1362306.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1414720.00        | $1483821.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1230250.00        | $1317265.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1493702.00        | $1547102.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2755939.00        | $2045718.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $8007.00           | $7238.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2170250.00        | $2204094.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1201041.00        | $1262974.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1334520.00        | $1366826.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1116186.00        | $1171160.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1798696.00        | $1810388.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1434415.00        | $1438824.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $1551364.00        | $1520690.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $139000.00         | $30816.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $6463644.00        | $1895232.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $7470000.00        | $800984.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $102100000.00      | $24092632.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 3.5000%  | 0.0000% | $430000.00         | $107770.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $130000.00         | $25485.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $5100000.00        | $556612.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $724000.00         | $151732.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $8514.00           | $914.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.5000%  | 0.0000% | $1487000.00        | $354268.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $17315000.00       | $2218518.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $3291866.00        | $403416.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.5000%  | 0.0000% | $3210012.00        | $613607.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $2000.00           | $326.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $600000.00         | $183657.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $99000.00          | $45100.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 4.8800%  | 0.0000% | $1000.00           | $1019.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $434965.00         | $183822.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2199747.00        | $2225096.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $713.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $3994000.00        | $1947436.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $293.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $103000.00         | $100370.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1014252.00        | $693994.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $396698.00         | $77160.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $937352.00         | $186048.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $3107.00           | $985.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $2062000.00        | $411532.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $26009.00          | $3341.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $352000.00         | $108501.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $119090.00         | $17715.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1020000.00        | $277503.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $287000.00         | $112342.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $410000.00         | $156284.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 2.5000%  | 0.0000% | $317000.00         | $175223.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $271000.00         | $171748.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $1619449.00        | $910853.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $350000.00         | $218912.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $700000.00         | $410802.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $59736.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1648000.00        | $957888.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $3811000.00        | $2225759.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2996000.00        | $1984230.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 2.5000%  | 0.0000% | $790000.00         | $554043.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $72000.00          | $50371.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11338.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2735000.00        | $2305501.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2524000.00        | $2015220.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2106349.00        | $2178553.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $1066999.00        | $1126159.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1677546.00        | $1716297.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2973.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2371358.00        | $2367963.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1886200.00        | $1875172.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1520165.00        | $1513057.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1729130.00        | $1718692.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1324410.00        | $1318848.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1667679.00        | $1655812.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1149170.00        | $1173590.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1067474.00        | $1031078.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1278653.00        | $1313923.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1161450.00        | $1153004.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1115758.00        | $1141608.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1819093.00        | $1849550.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2039158.00        | $2035630.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1062930.00        | $1105566.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1088522.00        | $1057624.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1143533.00        | $1164433.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1403323.00        | $1427428.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1655647.00        | $1676291.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1984455.00        | $2050204.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1003834.00        | $973478.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $2120772.00        | $2175759.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1149130.00        | $1185386.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1208708.00        | $1251227.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1250800.00        | $1271922.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1677451.00        | $1717982.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2307602.00        | $2340046.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2375950.00        | $2410526.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1201251.00        | $1222472.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2152822.00        | $2203162.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2174794.00        | $2211513.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $1572337.00        | $1614524.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1044990.00        | $1061204.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1552600.00        | $1577069.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2355250.00        | $2387929.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1246804.00        | $1244044.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1297233.00        | $1290458.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1017234.00        | $983078.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000500.00        | $1024934.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $2244929.00        | $2303607.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1338137.00        | $1362631.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2284863.00        | $2335985.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2217000.00        | $2201105.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2055386.00        | $2106148.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1685260.00        | $1751831.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1001000.00        | $1016160.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $98000.00          | $87662.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2892877.00        | $2189123.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2867.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2016.00           | $1619.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $29732800.00       | $24022457.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $40398464.00       | $40398410.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $30398080.00       | $30318639.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $24870880.00       | $24790588.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $34475136.00       | $35248562.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $27856384.00       | $28327054.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $38718528.00       | $39307643.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $22111840.00       | $23111538.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $15615280.00       | $16297714.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $16817632.00       | $17537342.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $15824528.00       | $16453901.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $136000.00         | $41655.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $540000.00         | $154864.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $3600000.00        | $534297.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $7661847.00        | $1484358.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $302678.00         | $125805.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $0.92              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $326705.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1646000.00        | $556967.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 3.0000%  | 0.0000% | $359599.00         | $100580.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $2670158.00        | $829336.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.0000%  | 0.0000% | $2494000.00        | $1034650.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $80000.00          | $45469.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $48000.00          | $16752.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1156.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $878000.00         | $250104.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $349000.00         | $206824.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $2812891.00        | $1694514.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 4.0000%  | 0.0000% | $16000.00          | $9263.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $450170.00         | $297915.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $2545000.00        | $1550698.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $730.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $500000.00         | $324753.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1306.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0000%  | 0.0000% | $360000.00         | $243115.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $195000.00         | $137039.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $703.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $657.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1089605.00        | $922845.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2368000.00        | $1772067.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $530000.00         | $409709.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $300000.00         | $189178.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $300556.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1118000.00        | $876979.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $836.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-25      | 3.5000%  | 0.0000% | $146000.00         | $106785.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 7.0000%  | 0.0000% | $3324360.00        | $358140.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 6.0000%  | 0.0000% | $2969796.00        | $2887.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 6.5000%  | 0.0000% | $143826.00         | $2631.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $2330.00           | $56.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $11114513.00       | $590920.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $800000.00         | $119591.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $7000.00           | $964.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.5000%  | 0.0000% | $900000.00         | $126680.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $900000.00         | $121069.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $185368.00         | $13704.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 4.0000%  | 0.0000% | $5000.00           | $785.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 3.0000%  | 0.0000% | $5000.00           | $198.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2157.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $400000.00         | $27262.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $998000.00         | $82102.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $8634457.00        | $830427.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $190323.00         | $17660.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-09-01      | 2.5000%  | 0.0000% | $24374.00          | $3069.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $10000000.00       | $1765229.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $375000.00         | $70074.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $918.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $909877.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 1.5000%  | 0.0000% | $7419.00           | $3792.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 1.5000%  | 0.0000% | $916000.00         | $543774.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1321000.00        | $967755.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1547.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $798000.00         | $607689.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4666.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $7000.00           | $5472.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $46000.00          | $36791.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $63004.00          | $50484.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1595.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $4000.00           | $1716.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $867.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $259085.00         | $245126.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 5.5000%  | 0.0000% | $1866756.00        | $1899761.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $965000.00         | $972332.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $16996335.00       | $9826.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $10324592.00       | $10334118.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $4232.00           | $4220.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $62482980.00       | $62204285.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $52419880.00       | $52000241.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $15590261.00       | $15944211.89       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $37172489.00       | $37919891.44       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $30836943.00       | $31461648.06       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $10145581.00       | $9890084.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $22811893.00       | $23214781.44       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $44385596.00       | $45033818.02       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $52852394.00       | $53648474.36       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $17422167.00       | $17673923.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $20722720.00       | $21622086.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $16606074.00       | $17316730.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $16678295.00       | $17361788.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $15080550.00       | $15548137.53       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $37434320.00       | $39398561.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $11687375.00       | $12269145.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $31621761.00       | $32151372.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 5.0000%  | 0.0000% | $1874190.00        | $1893375.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $2839191.00        | $2898201.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $4511083.00        | $4600151.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $39940.00          | $1980.06           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-06-25      | 0.0000%  | 0.0000% | $65551600.00       | $64995787.98       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $400.00            | $395.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $3800.00           | $3831.27           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $2000.00           | $1981.72           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $336530000.00      | $347016122.34      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-03-31      | 4.2500%  | 0.0000% | $28387000.00       | $28575149.04       | U.S. Treasuries (including strips)        |

### Security 40: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.670000%
- **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: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: 65999Z009_3.6700
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $77703800.00       | $76500008.44       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595899697.05
- **C.18.a - Value (excl. sponsor support):** $595899697.05
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 42: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398179960.67
- **C.18.a - Value (excl. sponsor support):** $398179960.67
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498241053.51
- **C.18.a - Value (excl. sponsor support):** $498241053.51
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498539125.00
- **C.18.a - Value (excl. sponsor support):** $498539125.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48558433.50
- **C.18.a - Value (excl. sponsor support):** $48558433.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: 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):** $99028125.00
- **C.18.a - Value (excl. sponsor support):** $99028125.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 47: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197897266.00
- **C.18.a - Value (excl. sponsor support):** $197897266.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294515625.00
- **C.18.a - Value (excl. sponsor support):** $294515625.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97663086.00
- **C.18.a - Value (excl. sponsor support):** $97663086.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: 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):** $798108720.00
- **C.18.a - Value (excl. sponsor support):** $798108720.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 51: 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):** $296315625.00
- **C.18.a - Value (excl. sponsor support):** $296315625.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98583594.00
- **C.18.a - Value (excl. sponsor support):** $98583594.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196640624.00
- **C.18.a - Value (excl. sponsor support):** $196640624.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296388282.00
- **C.18.a - Value (excl. sponsor support):** $296388282.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $301469532.00
- **C.18.a - Value (excl. sponsor support):** $301469532.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **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 56: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.835400%
- **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):** $200096342.00
- **C.18.a - Value (excl. sponsor support):** $200096342.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 57: 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):** $199990624.00
- **C.18.a - Value (excl. sponsor support):** $199990624.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199729688.00
- **C.18.a - Value (excl. sponsor support):** $199729688.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $601980468.00
- **C.18.a - Value (excl. sponsor support):** $601980468.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: 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: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500554685.00
- **C.18.a - Value (excl. sponsor support):** $500554685.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 61: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $101484400.00      | $102226218.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $35765900.00       | $35473857.67       | U.S. Treasuries (including strips) |

### Security 62: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.670000%
- **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_3.67_0401
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2026-07-06      | 4.3750%  | 0.0000% | $1500000.00        | $1517819.79        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-04-17      | 3.7200%  | 0.0000% | $20000.00          | $20150.87          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-05-14      | 3.7200%  | 0.0000% | $310000.00         | $311477.06         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-13      | 3.7900%  | 0.0000% | $300000.00         | $301700.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-09-03      | 3.8750%  | 0.0000% | $1000000.00        | $1003213.89        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-11-12      | 3.8800%  | 0.0000% | $60000.00          | $60385.28          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-10-02      | 3.8900%  | 0.0000% | $3500000.00        | $3546675.81        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-06-23      | 3.7600%  | 0.0000% | $66284000.00       | $66367223.24       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-08-18      | 3.8300%  | 0.0000% | $6000000.00        | $5987788.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-09-04      | 5.6000%  | 0.0000% | $29325000.00       | $29330102.55       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-09-15      | 3.8300%  | 0.0000% | $5000000.00        | $4972311.11        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-03-23      | 3.8800%  | 0.0000% | $7950000.00        | $7936860.42        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2032-08-12      | 4.4800%  | 0.0000% | $30143000.00       | $30096211.37       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2034-02-23      | 4.4700%  | 0.0000% | $75825000.00       | $75432100.12       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-03-13      | 1.1250%  | 0.0000% | $15000.00          | $13866.44          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-03-28      | 1.8500%  | 0.0000% | $5040000.00        | $4624422.60        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2037-01-05      | 2.6800%  | 0.0000% | $3188000.00        | $2650765.32        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2042-06-09      | 4.9800%  | 0.0000% | $5490000.00        | $5345960.70        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-03-05      | 4.3500%  | 0.0000% | $15620000.00       | $15339194.05       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-03-24      | 4.9300%  | 0.0000% | $35918000.00       | $35755852.18       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-03-30      | 4.5500%  | 0.0000% | $86000.00          | $86066.13          | Agency Mortgage-Backed Securities |

### Security 63: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **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_3.67_0401
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $345769.00         | $204036.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $293000.00         | $247199.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $425000.00         | $30671.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $600000.00         | $33337.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $200000.00         | $22951.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1130000.00        | $100954.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $139459.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $902878.00         | $150952.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.0000%  | 0.0000% | $500000.00         | $249139.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $53345.00          | $25455.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $116191.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $121850.00         | $59455.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $12000.00          | $9253.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $48422208.00       | $49376044.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $20028256.00       | $20422779.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $61646784.00       | $61167271.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $38406400.00       | $39077634.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $16428480.00       | $16358637.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2064236.00        | $2243468.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1392772.00        | $1484296.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1404688.00        | $1496996.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-15      | 5.1400%  | 0.0000% | $26258700.00       | $25413782.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $680250.00         | $698247.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1113996.00        | $1155901.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1134078.00        | $1155247.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1258740.00        | $1289487.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $4746208.00        | $2710288.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $43477.00          | $22288.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2764212.00        | $2769427.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1206702.00        | $1262048.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1024580.00        | $1082639.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1069392.00        | $1163217.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $7335176.00        | $7491975.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2859852.00        | $2952760.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $13962160.00       | $14237191.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $15607080.00       | $15874044.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 6.5000%  | 0.0000% | $1009772.00        | $1057145.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1598148.00        | $1671448.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $26000.00          | $21809.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $24000.00          | $21519.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $36720.00          | $23377.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.5000%  | 0.0000% | $200000.00         | $42682.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 3.5000%  | 0.0000% | $26000.00          | $22519.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $218661.00         | $189694.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $27426.00          | $26373.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.0000%  | 0.0000% | $389987.00         | $345741.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1309436.00        | $713681.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $33915.00          | $24823.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $124001.00         | $80455.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $27843104.00       | $16571794.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $273395.00         | $242346.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $77960.00          | $10755.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $56009.00          | $6814.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-05-15      | 2.8300%  | 0.0000% | $54845632.00       | $46762958.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 5.5000%  | 0.0000% | $438399.00         | $53117.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $406000.00         | $68782.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1469998.00        | $641830.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $2729500.00        | $2831313.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-15      | 2.6300%  | 0.0000% | $7772128.00        | $6543772.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-05-15      | 2.7500%  | 0.0000% | $7010180.00        | $5918944.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $999000.00         | $723630.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $250000.00         | $23659.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-15      | 5.8200%  | 0.0000% | $2270000.00        | $2366352.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $341951.00         | $131447.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-15      | 5.3500%  | 0.0000% | $237893.00         | $239989.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 3.5000%  | 0.0000% | $226123.00         | $203210.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 2.5000%  | 0.0000% | $275398.00         | $104234.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-15      | 5.6300%  | 0.0000% | $20720000.00       | $21490714.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $899640.00         | $468061.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2057400.00        | $1182469.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2869236.00        | $2458700.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $755162.00         | $791647.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1033046.00        | $1086000.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1735180.00        | $1811070.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $20320320.00       | $20412859.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1752124.00        | $1754353.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-15      | 5.4900%  | 0.0000% | $5416416.00        | $5617017.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-15      | 5.6300%  | 0.0000% | $8403800.00        | $8694358.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $10237008.00       | $10438659.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $10231020.00       | $10430998.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $10113792.00       | $10311479.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1250084.00        | $1287143.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1008448.00        | $1062693.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1184310.00        | $1226986.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1033604.00        | $1029209.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $2952880.00        | $2824304.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $18300864.00       | $18202454.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $7288000.00        | $7520538.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $6582848.00        | $6792893.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $10811280.00       | $10992848.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5778440.00        | $5891381.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $22270016.00       | $22705290.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2133932.00        | $2315122.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-09-01      | 6.5000%  | 0.0000% | $1680258.00        | $46176.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 5.0000%  | 0.0000% | $7107544.00        | $49073.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 6.0000%  | 0.0000% | $3002860.00        | $11887.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 5.5000%  | 0.0000% | $2157816.00        | $10787.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 4.5000%  | 0.0000% | $731047.00         | $7796.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1105000.00        | $6491.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 6.0000%  | 0.0000% | $2630000.00        | $14484.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 6.0000%  | 0.0000% | $3300000.00        | $50588.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 6.0000%  | 0.0000% | $901884.00         | $39752.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.0000%  | 0.0000% | $603014.00         | $35288.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.5000%  | 0.0000% | $11180912.00       | $254981.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 5.5000%  | 0.0000% | $1296620.00        | $77613.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $67230.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.5000%  | 0.0000% | $832608.00         | $34750.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 4.5000%  | 0.0000% | $1584948.00        | $89890.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 7.5000%  | 0.0000% | $8134656.00        | $6006.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 5.5000%  | 0.0000% | $14717680.00       | $60857.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 4.0000%  | 0.0000% | $450000.00         | $38223.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 2.5000%  | 0.0000% | $2976424.00        | $235005.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 3.5000%  | 0.0000% | $87245.00          | $5175.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.0000%  | 0.0000% | $1260000.00        | $110193.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $550000.00         | $108118.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $455000.00         | $80622.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.0000%  | 0.0000% | $751477.00         | $44243.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.5000%  | 0.0000% | $333431.00         | $61624.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $600950.00         | $21186.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 5.0000%  | 0.0000% | $1119484.00        | $174597.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $120154.00         | $14488.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $1145298.00        | $117789.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $54000.00          | $9803.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.0000%  | 0.0000% | $24658240.00       | $3548089.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 4.5000%  | 0.0000% | $37000.00          | $18566.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.5000%  | 0.0000% | $1852352.00        | $177321.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.5000%  | 0.0000% | $217000.00         | $24750.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 5.0000%  | 0.0000% | $313106.00         | $23772.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $553615.00         | $60690.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $59000.00          | $12574.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 5.0000%  | 0.0000% | $155000.00         | $24211.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 5.0000%  | 0.0000% | $1083412.00        | $163799.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 3.5000%  | 0.0000% | $76000.00          | $8316.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.0000%  | 0.0000% | $4263560.00        | $19567.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 5.0000%  | 0.0000% | $3800000.00        | $5075.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 5.0000%  | 0.0000% | $3789060.00        | $7412.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 5.0000%  | 0.0000% | $4374456.00        | $8691.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 6.0000%  | 0.0000% | $2865212.00        | $7853.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-01-01      | 4.5000%  | 0.0000% | $500000.00         | $13411.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 3.5000%  | 0.0000% | $1800000.00        | $80016.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 3.5000%  | 0.0000% | $867296.00         | $27295.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 2.5000%  | 0.0000% | $151389.00         | $17989.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 4.0000%  | 0.0000% | $1260000.00        | $216633.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 4.5000%  | 0.0000% | $271840.00         | $35640.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.5000%  | 0.0000% | $928724.00         | $19421.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $425000.00         | $6446.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.0000%  | 0.0000% | $9679904.00        | $53670.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 5.0000%  | 0.0000% | $1638000.00        | $29351.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.0000%  | 0.0000% | $4000000.00        | $28917.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.0000%  | 0.0000% | $5223384.00        | $25524.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 6.0000%  | 0.0000% | $1159746.00        | $8913.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 6.0000%  | 0.0000% | $2381724.00        | $22604.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.5000%  | 0.0000% | $109000.00         | $6138.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 4.0000%  | 0.0000% | $1312000.00        | $134171.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $369000.00         | $43280.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 2.0000%  | 0.0000% | $501000.00         | $72860.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 2.5000%  | 0.0000% | $375000.00         | $61081.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-08-01      | 3.5000%  | 0.0000% | $715221.00         | $30049.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 4.5000%  | 0.0000% | $12485216.00       | $14229.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-12-01      | 4.5000%  | 0.0000% | $1997000.00        | $184274.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.5000%  | 0.0000% | $1065000.00        | $97173.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1525914.00        | $146184.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 5.0000%  | 0.0000% | $284000.00         | $34037.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.0000%  | 0.0000% | $2100000.00        | $200467.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 4.0000%  | 0.0000% | $1500000.00        | $117376.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $219000.00         | $26568.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $2200000.00        | $182990.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 3.5000%  | 0.0000% | $35000.00          | $19913.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5000%  | 0.0000% | $50000.00          | $25790.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $300000.00         | $199254.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $73036.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $100000.00         | $86130.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $392000.00         | $331088.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $22000.00          | $18022.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $300000.00         | $220695.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $169000.00         | $137254.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $3650000.00        | $3237137.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 3.5000%  | 0.0000% | $94460.00          | $79192.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1748948.00        | $1799778.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2776596.00        | $2855420.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-15      | 5.6300%  | 0.0000% | $41650000.00       | $43199324.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $107771.00         | $88284.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000000.00        | $809585.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $150624.00         | $151345.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 4.0000%  | 0.0000% | $240766.00         | $235094.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $997965.00         | $658132.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1116720.00        | $1105397.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-15      | 5.7100%  | 0.0000% | $560769.00         | $567387.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-15      | 5.5500%  | 0.0000% | $3119600.00        | $3117909.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4318896.00        | $4389846.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-15      | 5.6300%  | 0.0000% | $4153900.00        | $4308419.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5260808.00        | $5355925.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $5271032.00        | $5439220.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $5290632.00        | $5459445.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $13639072.00       | $13872372.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2163972.00        | $2230654.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-07-20      | 5.0000%  | 0.0000% | $2500000.00        | $27086.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $308029.00         | $7323.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-15      | 5.0000%  | 0.0000% | $1361190.00        | $16686.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $1428106.00        | $203241.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $2000000.00        | $114869.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-09-20      | 5.0000%  | 0.0000% | $3397436.00        | $141980.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-06-15      | 7.0000%  | 0.0000% | $4752646.00        | $7879.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $300000.00         | $31281.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $599000.00         | $437422.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $300000.00         | $238156.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1301052.00        | $930118.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $178027.00         | $21623.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1104766.00        | $107002.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-09-15      | 5.5000%  | 0.0000% | $17510720.00       | $195456.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-15      | 4.0000%  | 0.0000% | $553678.00         | $21419.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 5.5000%  | 0.0000% | $18157000.00       | $676186.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-12-15      | 5.5000%  | 0.0000% | $4162200.00        | $70103.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-01-20      | 5.0000%  | 0.0000% | $17713952.00       | $226096.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-09-15      | 5.0000%  | 0.0000% | $10000000.00       | $164912.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $11178464.00       | $86949.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-05-15      | 5.5000%  | 0.0000% | $2500000.00        | $26448.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-15      | 5.5000%  | 0.0000% | $4267992.00        | $81030.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-15      | 5.5000%  | 0.0000% | $5317680.00        | $16175.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $13427360.00       | $400300.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 5.5000%  | 0.0000% | $800000.00         | $6336.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 5.5000%  | 0.0000% | $200000.00         | $9142.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $171007.00         | $6779.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $5001752.00        | $206008.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $10000000.00       | $597119.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $850000.00         | $55800.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $30000.00          | $24401.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $479366.00         | $144198.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $196936.00         | $177473.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $228094.00         | $192105.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $185000.00         | $151604.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 2.5000%  | 0.0000% | $1216388.00        | $507118.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 1.5000%  | 0.0000% | $150901.00         | $62238.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $8642416.00        | $7256571.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 5.0000%  | 0.0000% | $1365460.00        | $1270638.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.0000%  | 0.0000% | $100000.00         | $59309.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 6.0000%  | 0.0000% | $267335.00         | $132608.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-10-01      | 6.0000%  | 0.0000% | $500183.00         | $192509.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $5300000.00        | $49808.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 7.0000%  | 0.0000% | $3500000.00        | $16809.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.5000%  | 0.0000% | $3309576.00        | $9559.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.5000%  | 0.0000% | $2700000.00        | $11784.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.0000%  | 0.0000% | $2000000.00        | $5034.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 6.0000%  | 0.0000% | $1499968.00        | $7427.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 6.5000%  | 0.0000% | $783874.00         | $5677.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 6.0000%  | 0.0000% | $13000000.00       | $15118.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $2575000.00        | $62931.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $398000.00         | $24617.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 5.0000%  | 0.0000% | $860893.00         | $43134.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $952000.00         | $118640.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 3.0000%  | 0.0000% | $225000.00         | $53398.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $98000.00          | $15238.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 3.5000%  | 0.0000% | $1485624.00        | $39158.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 2.5000%  | 0.0000% | $55076.00          | $5581.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 2.5000%  | 0.0000% | $65000.00          | $5987.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 4.0000%  | 0.0000% | $1185998.00        | $137266.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $125000.00         | $17743.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 2.5000%  | 0.0000% | $1203096.00        | $227268.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 2.5000%  | 0.0000% | $284660.00         | $27931.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $900000.00         | $82499.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42551.00          | $16945.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 3.5000%  | 0.0000% | $310402.00         | $18052.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $44134.00          | $5792.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.0000%  | 0.0000% | $854611.00         | $117510.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $265000.00         | $122257.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $661013.00         | $113498.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 6.0000%  | 0.0000% | $3750000.00        | $11023.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 6.0000%  | 0.0000% | $10655984.00       | $14055.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $21758.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.0000%  | 0.0000% | $863834.00         | $9626.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 5.0000%  | 0.0000% | $5827288.00        | $47063.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.0000%  | 0.0000% | $400000.00         | $7468.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.0000%  | 0.0000% | $1926272.00        | $39438.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.0000%  | 0.0000% | $1500000.00        | $74366.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $800307.00         | $581136.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $36231.00          | $27961.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1491994.00        | $1425834.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $2113204.00        | $239359.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $735000.00         | $135738.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $61686.00          | $6592.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $61440.00          | $15403.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $500000.00         | $57981.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 5.0000%  | 0.0000% | $432340.00         | $76954.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $441061.00         | $80195.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $176000.00         | $34145.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.0000%  | 0.0000% | $50000.00          | $10787.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 3.0000%  | 0.0000% | $250000.00         | $77798.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 4.0000%  | 0.0000% | $93000.00          | $9361.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $2218872.00        | $236461.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $629000.00         | $71129.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $1823000.00        | $243377.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $129000.00         | $10635.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $400000.00         | $110010.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $2500000.00        | $110544.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $1040996.00        | $56931.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1330826.00        | $193620.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $547000.00         | $108723.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $885000.00         | $413442.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $1027218.00        | $165921.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $222219.00         | $96217.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $11000.00          | $9113.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $122464.00         | $8922.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $971000.00         | $192661.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $228000.00         | $84050.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $324449.00         | $163002.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $50051.00          | $22726.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $15934.00          | $8240.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 3.0000%  | 0.0000% | $796529.00         | $331770.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $220000.00         | $135015.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $149078.00         | $91622.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $30000.00          | $14953.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $300000.00         | $175917.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $50000.00          | $43090.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $300000.00         | $273066.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $82461.00          | $67379.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $796000.00         | $161285.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 2.5000%  | 0.0000% | $173930.00         | $51508.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $1000438.00        | $213402.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $600000.00         | $253990.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $200000.00         | $104879.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $225000.00         | $129365.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $75000.00          | $36680.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $511526.00         | $215493.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $100000.00         | $50080.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $180000.00         | $130314.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $100000.00         | $66932.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $606744.00         | $330339.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $74849.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $250000.00         | $180213.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $200000.00         | $150660.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $75000.00          | $57358.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $63000.00          | $52684.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $388564.00         | $16960.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-07-01      | 6.0000%  | 0.0000% | $3514552.00        | $34877.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-07-01      | 6.0000%  | 0.0000% | $1920270.00        | $48811.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-07-01      | 6.0000%  | 0.0000% | $812055.00         | $9147.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-07-01      | 5.5000%  | 0.0000% | $6465840.00        | $45205.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $2188036.00        | $74500.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1200000.00        | $73981.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $14124.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $525000.00         | $99242.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 3.5000%  | 0.0000% | $368478.00         | $17671.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 4.0000%  | 0.0000% | $789000.00         | $23213.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1210000.00        | $19621.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $147032.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 4.5000%  | 0.0000% | $705000.00         | $107257.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $2210850.00        | $68826.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $65000.00          | $9469.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.0000%  | 0.0000% | $100985.00         | $5870.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $750000.00         | $132131.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $875000.00         | $58220.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $175000.00         | $19781.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.0000%  | 0.0000% | $1634170.00        | $30662.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $370000.00         | $29686.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $600000.00         | $45711.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $96415360.00       | $190576.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-06-15      | 5.0000%  | 0.0000% | $3282768.00        | $36994.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-20      | 5.0000%  | 0.0000% | $2486120.00        | $231859.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-15      | 5.0000%  | 0.0000% | $194705.00         | $10565.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $67000.00          | $5171.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $705070.00         | $55341.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $141000.00         | $9688.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1035000.00        | $106683.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $290000.00         | $18192.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1020000.00        | $102442.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 2.0000%  | 0.0000% | $300000.00         | $92063.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $25000.00          | $11799.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $17000.00          | $7401.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $11000.00          | $9398.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 3.0000%  | 0.0000% | $83000.00          | $68402.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 3.5000%  | 0.0000% | $58316.00          | $53245.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $41835.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $467584.00         | $26869.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 4.0000%  | 0.0000% | $404647.00         | $13032.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $3386000.00        | $88562.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.0000%  | 0.0000% | $776589.00         | $25231.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $7000.00           | $6432.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $59329.00          | $55466.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $250268.00         | $227477.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $185306.00         | $175031.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.2500%  | 0.0000% | $10427640.00       | $10159552.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $32000.00          | $26867.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 6.0000%  | 0.0000% | $136469.00         | $115775.38         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $3951796.00        | $192962.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-15      | 5.0000%  | 0.0000% | $153943.00         | $22347.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $950000.00         | $94990.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $3880000.00        | $291452.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-15      | 3.7000%  | 0.0000% | $260000.00         | $42839.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-20      | 3.7400%  | 0.0000% | $210000.00         | $26494.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $390458.00         | $23410.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 3.0000%  | 0.0000% | $5000000.00        | $251817.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $55105000.00       | $2884810.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $139457000.00      | $16849558.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 4.5000%  | 0.0000% | $590150.00         | $14948.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $50000000.00       | $5971879.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $150000.00         | $9043.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $9997000.00        | $658029.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $598000.00         | $143945.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1100000.00        | $547332.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $2126504.00        | $705713.68         | Agency Collateralized Mortgage Obligation |

### Security 64: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.660000%
- **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: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-02-15      | 4.7500%  | 0.0000% | $89226100.00       | $90046219.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $5399800.00        | $4473050.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $129392000.00      | $134980760.26      | U.S. Treasuries (including strips) |

### Security 65: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.670000%
- **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_3.6700
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $84267600.00       | $91800013.27       | U.S. Treasuries (including strips) |

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.670000%
- **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_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $103761000.00      | $57510684.36       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $175000.00         | $25607.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $31195400.00       | $22302014.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1030490.00        | $1068687.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $882317.00         | $912291.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $480000.00         | $436778.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1040000.00        | $632067.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 6.0000%  | 0.0000% | $699359.00         | $711617.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 3.9700%  | 0.0000% | $2000.00           | $1840.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 2.5000%  | 0.0000% | $353683.00         | $287895.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $1401452.00        | $72680.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 1.5000%  | 0.0000% | $2338940.00        | $1921613.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1987040.00        | $1976778.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 5.5000%  | 0.0000% | $1000.00           | $711.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-20      | 4.5000%  | 0.0000% | $989620.00         | $975756.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $3082.00           | $1489.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2048.00           | $1374.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $643.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $2964856.00        | $97577.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $2710090.00        | $2619224.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1631556.00        | $118865.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 3.0000%  | 0.0000% | $130081.00         | $30871.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.0000%  | 0.0000% | $1563.00           | $218.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.5000%  | 0.0000% | $7889630.00        | $820458.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 3.1600%  | 0.0000% | $265000.00         | $232177.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $3289160.00        | $1065039.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $101777.00         | $70857.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 4.5400%  | 0.0000% | $10285000.00       | $10399074.36       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1050000.00        | $66079.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $500000.00         | $404856.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $10136256.00       | $9854194.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $1146489.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4136960.00        | $2719193.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $10000000.00       | $9147189.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $52986112.00       | $52894251.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $145190.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $180000.00         | $75135.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $11126688.00       | $8516855.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $10013536.00       | $7904339.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 7.5000%  | 0.0000% | $479963.00         | $512278.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $949999.00         | $22876.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $422425.00         | $374157.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $3999.00           | $3919.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $32541120.00       | $30152135.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $13685472.00       | $13263618.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $15588780.00       | $12720060.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $768849.00         | $744078.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $1097000.00        | $37210.26          | Agency Collateralized Mortgage Obligation |

### Security 67: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.660000%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: 98599G006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1006000000.00
- **C.18.a - Value (excl. sponsor support):** $1006000000.00
- **C.19 - Percentage of Net Assets:** 4.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $1017665700.00     | $1026120079.92     | U.S. Treasuries (including strips) |

### Security 68: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.660000%
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 986PPK002_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-10-29      | 0.0000%  | 0.0000% | $10676200.00       | $10454145.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-16      | 0.0000%  | 0.0000% | $4114800.00        | $4071364.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-30      | 0.0000%  | 0.0000% | $2250700.00        | $2230202.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-11-15      | 6.1250%  | 0.0000% | $450600.00         | $477212.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $104.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $800.00            | $760.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $196.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $196.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $18859200.00       | $18797017.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $300.00            | $300.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $5209400.00        | $4939332.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $1405400.00        | $1304211.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $900.00            | $881.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $12917600.00       | $14512715.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $714100.00         | $723052.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $17105000.00       | $17226745.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $4775700.00        | $5013429.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $700.00            | $741.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $13426800.00       | $14195965.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $15895700.00       | $16023816.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $4444200.00        | $4845134.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $7570300.00        | $7743042.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $1900000.00        | $1929914.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $1962000.00        | $1980420.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $10774200.00       | $10914782.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $96378200.00       | $100748919.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $254200.00         | $259863.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $15784500.00       | $16601310.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $203.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $800.00            | $806.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $600.00            | $605.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $26500.00          | $26357.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-31      | 4.0000%  | 0.0000% | $1500.00           | $1498.06           | U.S. Treasuries (including strips) |

### Security 69: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.670000%
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 986PPK002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $35992.00          | $21233.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $357697.00         | $246137.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 4.4000%  | 0.0000% | $1319772.00        | $1298086.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $22999.00          | $13441.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $19000.00          | $11499.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $18676.00          | $10664.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1545.00           | $933.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $666.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6032448.00        | $4243793.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $725.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1008.00           | $727.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.87           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $540476.00         | $563860.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $527596.00         | $448094.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $205390.00         | $216240.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $6428614.00        | $4027207.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $661.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1024.00           | $930.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $53665.00          | $14355.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $547.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1759664.00        | $959069.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $54316160.00       | $25786625.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2816.00           | $1285.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $787.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1000.00           | $408.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $9058000.00        | $5009129.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $301.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $1197860.00        | $176575.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $4059720.00        | $1839247.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $247380.00         | $93700.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $1000000.00        | $26630.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-15      | 8.0000%  | 0.0000% | $2197934.00        | $2270859.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1078.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1045.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $25989.00          | $27852.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3692456.00        | $2388993.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3129744.00        | $3272511.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $295577.00         | $321721.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.2200%  | 0.0000% | $30633754.00       | $13657278.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 6.5500%  | 0.0000% | $14039191.00       | $221553.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2043-06-12      | 3.7400%  | 0.0000% | $50000000.00       | $42763844.44       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $1034806.00        | $210304.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1268409.00        | $1011626.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $29366.00          | $24650.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $14353.00          | $12273.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $716.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $548.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1712.00           | $1341.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $940.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1023.00           | $928.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $16420000.00       | $16051338.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1024.00           | $1057.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4173968.00        | $2263604.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $804238.00         | $335434.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $6203560.00        | $3662686.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $16104.00          | $8017.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-03-20      | 6.0000%  | 0.0000% | $99996500.00       | $98613.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1001.00           | $5.62              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $794.21            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $2897000.00        | $2338211.19        | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $1018000.00        | $832253.51         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $1327000.00        | $1119019.58        | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $357000.00         | $306033.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $3457000.00        | $2741042.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1001.00           | $107.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.8910%  | 0.0000% | $8661689.00        | $901107.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $1210869.00        | $227358.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1490003.00        | $386656.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $148.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $2586.00           | $9.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.8090%  | 0.0000% | $1891.00           | $22.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1164163.00        | $1217326.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6892728.00        | $6124459.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $454498.00         | $336340.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $180360.00         | $181138.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $96710.00          | $95690.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $218708.00         | $215101.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $859461.00         | $848313.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $1572224.00        | $810501.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $505.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2503552.00        | $1625645.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $731.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $40474496.00       | $28066964.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $50000000.00       | $37659298.85       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $68148427.00       | $51634842.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $663.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $7532976.00        | $7490145.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $34331.00          | $33953.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $10407400.00       | $8113761.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1007.00           | $828.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1805760.00        | $1854616.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $4282087.00        | $4191245.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1040.00           | $909.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $236160.00         | $243844.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $3718.00           | $1584.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 5.0000%  | 0.0000% | $1002.00           | $306.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1498402.00        | $885377.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1048.00           | $736.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $13285000.00       | $9328838.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $17648928.00       | $13685367.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $2322.00           | $1844.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $15197888.00       | $15271541.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $54081054.00       | $55049142.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $19342224.00       | $19600800.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $12529.00          | $22.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $12420.00          | $7395.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $16523072.00       | $9085197.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $12003.00          | $6627.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $34000.00          | $21871.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1287420.00        | $847515.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5265705.00        | $3833533.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 5.0000%  | 0.0000% | $276947.00         | $175118.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $73137.00          | $58603.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $791.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $812027.00         | $801893.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $447119.00         | $466948.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $212420.00         | $224605.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $289948.00         | $303268.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1211.00           | $1120.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $511020.00         | $518215.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.7910%  | 0.0000% | $1000.00           | $990.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $5714000.00        | $4956115.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $14508912.00       | $12736102.93       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $955.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $923.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $3130683.00        | $3101978.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $53508198.00       | $52474735.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1024.00           | $1069.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $6228959.00        | $6263350.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2980744.00        | $2991975.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $2307.00           | $129.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-01-20      | 3.0000%  | 0.0000% | $1000.00           | $88.28             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $1047.00           | $213.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 6.5000%  | 0.0000% | $1000.00           | $133.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1404904.00        | $496394.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $178269.00         | $31359.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $674.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $6238592.00        | $4203416.50        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $2400.00           | $2489.36           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-01-15      | 3.5000%  | 0.0000% | $700.00            | $699.10            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $4726.00           | $510.50            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $52143436.00       | $3883022.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $52020.00          | $3471.48           | Agency Collateralized Mortgage Obligation |

### Security 70: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.660000%
- **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: 549300MS3WYYVQ4HXM15, C.5 - Other ID: 989GWF002_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $433300.00         | $417723.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $957700.00         | $859821.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $1196600.00        | $1217103.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $820700.00         | $832288.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $24334400.00       | $24536205.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $97800.00          | $96880.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $316000.00         | $317129.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $271500.00         | $275592.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $88634800.00       | $89048157.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $137279300.00      | $137425055.73      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2026-04-07

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller