# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-26-010417
**Filing Date:** 2026-2
**Character Count:** 218182
**Document Hash:** 16f0792b2bbe12a6d5951f107430d239
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010417.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010417

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605662

**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):** 2026-01-31

**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:** 52 days

- **WAL:** 88 days

- **Total Value of Portfolio Securities:** $26600019846.90

- **Amortized Cost of Portfolio Securities:** $26596440932.55

- **Cash:** $752624.71

- **Total Other Assets:** $53172918.17

- **Total Liabilities:** $215197630.46

- **Net Assets of Series:** $26435168844.97

- **Number of Shares Outstanding (Series):** 26437172415.6590

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $19894405044.80           | $19894405044.80            | 77.5900%                  | 77.5900%                   |
| 2026-01-05 | $19628320835.74           | $19628320835.74            | 77.3500%                  | 77.3500%                   |
| 2026-01-06 | $19989877347.39           | $19989877347.39            | 77.6800%                  | 77.6800%                   |
| 2026-01-07 | $19662263023.51           | $19662263023.51            | 77.3900%                  | 77.3900%                   |
| 2026-01-08 | $19338823020.72           | $19887321040.64            | 74.3000%                  | 76.4100%                   |
| 2026-01-09 | $18652247191.95           | $19549745159.15            | 73.6000%                  | 77.1400%                   |
| 2026-01-12 | $18751306076.54           | $19897804100.99            | 73.7000%                  | 78.2100%                   |
| 2026-01-13 | $18582731275.66           | $19729229945.70            | 73.3900%                  | 77.9200%                   |
| 2026-01-14 | $19270953407.13           | $19868953129.22            | 75.7000%                  | 78.0500%                   |
| 2026-01-15 | $19533975684.06           | $19782975148.71            | 75.5600%                  | 76.5200%                   |
| 2026-01-16 | $19738143677.46           | $19738143677.46            | 76.4800%                  | 76.4800%                   |
| 2026-01-20 | $19635170564.40           | $19635170564.40            | 75.0700%                  | 75.0700%                   |
| 2026-01-21 | $19365660447.22           | $19365660447.22            | 73.9700%                  | 73.9700%                   |
| 2026-01-22 | $19051315808.39           | $19051315808.39            | 71.8700%                  | 71.8700%                   |
| 2026-01-23 | $18724632325.59           | $18724632325.59            | 71.5100%                  | 71.5100%                   |
| 2026-01-26 | $18895410143.14           | $18895410143.14            | 71.7000%                  | 71.7000%                   |
| 2026-01-27 | $19211893595.93           | $19211893595.93            | 71.5700%                  | 71.5700%                   |
| 2026-01-28 | $19036970611.45           | $19036970611.45            | 70.6000%                  | 70.6000%                   |
| 2026-01-29 | $18447285815.42           | $18447285815.42            | 68.9000%                  | 68.9000%                   |
| 2026-01-30 | $18123959811.36           | $18606959335.57            | 68.0000%                  | 69.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8600%             |
| 2026-01-05 | 3.8500%             |
| 2026-01-06 | 3.8500%             |
| 2026-01-07 | 3.8400%             |
| 2026-01-08 | 3.8200%             |
| 2026-01-09 | 3.7800%             |
| 2026-01-12 | 3.7800%             |
| 2026-01-13 | 3.7800%             |
| 2026-01-14 | 3.7800%             |
| 2026-01-15 | 3.7700%             |
| 2026-01-16 | 3.7700%             |
| 2026-01-20 | 3.7700%             |
| 2026-01-21 | 3.7600%             |
| 2026-01-22 | 3.7600%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0000                      |
|  |  |
| 2026-01-05 | 1.0000                      |
|  |  |
| 2026-01-06 | 1.0000                      |
|  |  |
| 2026-01-07 | 1.0000                      |
|  |  |
| 2026-01-08 | 1.0000                      |
|  |  |
| 2026-01-09 | 1.0000                      |
|  |  |
| 2026-01-12 | 1.0000                      |
|  |  |
| 2026-01-13 | 1.0000                      |
|  |  |
| 2026-01-14 | 1.0000                      |
|  |  |
| 2026-01-15 | 1.0000                      |
|  |  |
| 2026-01-16 | 1.0000                      |
|  |  |
| 2026-01-20 | 1.0000                      |
|  |  |
| 2026-01-21 | 1.0000                      |
|  |  |
| 2026-01-22 | 1.0000                      |
|  |  |
| 2026-01-23 | 1.0000                      |
|  |  |
| 2026-01-26 | 1.0000                      |
|  |  |
| 2026-01-27 | 1.0000                      |
|  |  |
| 2026-01-28 | 1.0000                      |
|  |  |
| 2026-01-29 | 1.0000                      |
|  |  |
| 2026-01-30 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $8365088532.18

- **Number of Shares Outstanding:** 8366034073.2700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $324604511.74             | $338713719.26           |
| 2026-01-05 | $127835464.93             | $506771974.04           |
| 2026-01-06 | $594618216.94             | $230369443.70           |
| 2026-01-07 | $261915501.09             | $376445837.99           |
| 2026-01-08 | $189069972.93             | $530265446.30           |
| 2026-01-09 | $351956370.35             | $214876174.72           |
| 2026-01-12 | $318917965.17             | $180365194.72           |
| 2026-01-13 | $163322272.67             | $268309641.63           |
| 2026-01-14 | $568228061.92             | $339801202.16           |
| 2026-01-15 | $459802072.60             | $554086374.16           |
| 2026-01-16 | $382825770.88             | $311863367.94           |
| 2026-01-20 | $304658614.66             | $196416882.09           |
| 2026-01-21 | $478229273.49             | $264016445.68           |
| 2026-01-22 | $549518618.30             | $404376619.00           |
| 2026-01-23 | $388067168.33             | $316169297.94           |
| 2026-01-26 | $554352203.83             | $182071507.48           |
| 2026-01-27 | $536450033.19             | $222836812.43           |
| 2026-01-28 | $356161093.06             | $227034382.13           |
| 2026-01-29 | $128726604.54             | $418596459.38           |
| 2026-01-30 | $312959885.55             | $190327980.33           |

**Total Gross Subscriptions (Month):** $7352219676.17

**Total Gross Redemptions (Month):** $6273714763.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5700%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5600%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5600%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5400%           |
| 2026-01-26 | 3.5400%           |
| 2026-01-27 | 3.5400%           |
| 2026-01-28 | 3.5400%           |
| 2026-01-29 | 3.5400%           |
| 2026-01-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 10.1100%             |
| Retail investor |  | 0.0000%          | 9.5300%              |
| Retail investor |  | 0.0000%          | 12.8600%             |
| Retail investor |  | 0.0000%          | 5.0200%              |
| Retail investor |  | 0.0000%          | 9.8300%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $954005801.69

- **Number of Shares Outstanding:** 954005380.9430

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2308058.04               | $5915449.08             |
| 2026-01-05 | $2510552.74               | $5238057.16             |
| 2026-01-06 | $4753850.53               | $6671010.65             |
| 2026-01-07 | $2359657.98               | $4587197.05             |
| 2026-01-08 | $4740421.62               | $3197352.48             |
| 2026-01-09 | $3021192.40               | $10037514.65            |
| 2026-01-12 | $4350908.85               | $4595574.72             |
| 2026-01-13 | $3557548.89               | $6926959.59             |
| 2026-01-14 | $6650694.84               | $6860580.67             |
| 2026-01-15 | $3351342.45               | $3014367.72             |
| 2026-01-16 | $4956879.24               | $4908682.44             |
| 2026-01-20 | $3841144.50               | $3075179.93             |
| 2026-01-21 | $1674391.66               | $5992011.23             |
| 2026-01-22 | $3043257.01               | $6254308.44             |
| 2026-01-23 | $3828221.41               | $5451258.03             |
| 2026-01-26 | $2722176.78               | $3845971.34             |
| 2026-01-27 | $5930202.01               | $11241124.66            |
| 2026-01-28 | $3851207.03               | $6273121.52             |
| 2026-01-29 | $1290438.47               | $7840362.46             |
| 2026-01-30 | $4780865.48               | $2720039.30             |

**Total Gross Subscriptions (Month):** $73523011.93

**Total Gross Redemptions (Month):** $114646123.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6200%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6100%           |
| 2026-01-07 | 3.6000%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.5400%           |
| 2026-01-12 | 3.5400%           |
| 2026-01-13 | 3.5400%           |
| 2026-01-14 | 3.5300%           |
| 2026-01-15 | 3.5300%           |
| 2026-01-16 | 3.5300%           |
| 2026-01-20 | 3.5300%           |
| 2026-01-21 | 3.5200%           |
| 2026-01-22 | 3.5200%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5100%           |
| 2026-01-28 | 3.5000%           |
| 2026-01-29 | 3.5000%           |
| 2026-01-30 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 88.8600%             |
| Broker-dealer |  | 0.0000%          | 5.3500%              |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $6203091424.64

- **Number of Shares Outstanding:** 6203876298.9650

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $153688993.59             | $93370884.93            |
| 2026-01-05 | $105248419.77             | $49977511.40            |
| 2026-01-06 | $35511243.40              | $41943068.75            |
| 2026-01-07 | $33758286.82              | $17617276.10            |
| 2026-01-08 | $41866532.27              | $34010673.26            |
| 2026-01-09 | $47357637.57              | $23167388.13            |
| 2026-01-12 | $79407384.44              | $102788054.68           |
| 2026-01-13 | $105886614.20             | $116399901.34           |
| 2026-01-14 | $56548655.57              | $51887587.77            |
| 2026-01-15 | $24244266.63              | $46711889.10            |
| 2026-01-16 | $63180257.41              | $38795516.78            |
| 2026-01-20 | $30585779.28              | $36001930.79            |
| 2026-01-21 | $29967270.98              | $41565445.07            |
| 2026-01-22 | $31172936.19              | $37605295.09            |
| 2026-01-23 | $30725313.82              | $94048600.70            |
| 2026-01-26 | $30326555.39              | $137557410.32           |
| 2026-01-27 | $29241449.23              | $56885882.46            |
| 2026-01-28 | $38870616.46              | $32543815.52            |
| 2026-01-29 | $43345858.66              | $54496093.37            |
| 2026-01-30 | $89369237.26              | $36758155.89            |

**Total Gross Subscriptions (Month):** $1100303308.94

**Total Gross Redemptions (Month):** $1144132381.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5400%           |
| 2026-01-05 | 3.5400%           |
| 2026-01-06 | 3.5300%           |
| 2026-01-07 | 3.5200%           |
| 2026-01-08 | 3.5100%           |
| 2026-01-09 | 3.4700%           |
| 2026-01-12 | 3.4600%           |
| 2026-01-13 | 3.4600%           |
| 2026-01-14 | 3.4600%           |
| 2026-01-15 | 3.4600%           |
| 2026-01-16 | 3.4600%           |
| 2026-01-20 | 3.4500%           |
| 2026-01-21 | 3.4500%           |
| 2026-01-22 | 3.4500%           |
| 2026-01-23 | 3.4400%           |
| 2026-01-26 | 3.4400%           |
| 2026-01-27 | 3.4400%           |
| 2026-01-28 | 3.4300%           |
| 2026-01-29 | 3.4400%           |
| 2026-01-30 | 3.4300%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9103267211.75

- **Number of Shares Outstanding:** 9103232203.8550

- **Expense Reimbursement/Waiver:** 1994262.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $27302017.57              | $23002672.90            |
| 2026-01-05 | $25224500.17              | $24769932.45            |
| 2026-01-06 | $33253931.31              | $34597654.09            |
| 2026-01-07 | $36616418.56              | $242777523.53           |
| 2026-01-08 | $48817691.50              | $23415641.21            |
| 2026-01-09 | $29129378.75              | $23941696.11            |
| 2026-01-12 | $34732471.81              | $25232350.52            |
| 2026-01-13 | $34132169.15              | $29279155.32            |
| 2026-01-14 | $40955810.91              | $29947035.67            |
| 2026-01-15 | $33868411.08              | $37035579.32            |
| 2026-01-16 | $42387451.35              | $25748713.75            |
| 2026-01-20 | $39935069.62              | $33896413.89            |
| 2026-01-21 | $37102847.59              | $42494769.42            |
| 2026-01-22 | $43135285.93              | $35010277.28            |
| 2026-01-23 | $35797421.92              | $41208978.27            |
| 2026-01-26 | $33005658.12              | $26010284.13            |
| 2026-01-27 | $23662608.92              | $33704971.87            |
| 2026-01-28 | $22633941.29              | $29421820.66            |
| 2026-01-29 | $26392605.58              | $23953249.61            |
| 2026-01-30 | $49184097.06              | $23120632.19            |

**Total Gross Subscriptions (Month):** $697269788.19

**Total Gross Redemptions (Month):** $808569352.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6200%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6100%           |
| 2026-01-07 | 3.6000%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.5400%           |
| 2026-01-12 | 3.5400%           |
| 2026-01-13 | 3.5400%           |
| 2026-01-14 | 3.5300%           |
| 2026-01-15 | 3.5300%           |
| 2026-01-16 | 3.5300%           |
| 2026-01-20 | 3.5300%           |
| 2026-01-21 | 3.5200%           |
| 2026-01-22 | 3.5200%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5100%           |
| 2026-01-28 | 3.5000%           |
| 2026-01-29 | 3.5000%           |
| 2026-01-30 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 15.0900%             |
| Broker-dealer |  | 0.0000%          | 6.6300%              |
| Broker-dealer |  | 0.0000%          | 74.5700%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $16748595.24

- **Number of Shares Outstanding:** 16750465.0350

- **Expense Reimbursement/Waiver:** 11475.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1833.16                  | $18854.52               |
| 2026-01-05 | $57809.20                 | $3239.59                |
| 2026-01-06 | $1775.42                  | $208991.70              |
| 2026-01-07 | $2007.60                  | $55587.72               |
| 2026-01-08 | $1711.51                  | $5.02                   |
| 2026-01-09 | $1708.17                  | $129.51                 |
| 2026-01-12 | $5118.72                  | $21256.00               |
| 2026-01-13 | $3143.70                  | $5000.00                |
| 2026-01-14 | $23272.72                 | $118511.93              |
| 2026-01-15 | $1698.28                  | $0.00                   |
| 2026-01-16 | $1967.66                  | $0.00                   |
| 2026-01-20 | $6895.64                  | $8786.83                |
| 2026-01-21 | $7647.82                  | $0.00                   |
| 2026-01-22 | $2061.99                  | $90000.00               |
| 2026-01-23 | $1672.42                  | $0.00                   |
| 2026-01-26 | $5023.85                  | $300000.00              |
| 2026-01-27 | $4185.51                  | $17614.94               |
| 2026-01-28 | $1645.75                  | $350000.00              |
| 2026-01-29 | $2378.45                  | $0.00                   |
| 2026-01-30 | $1611.73                  | $40000.00               |

**Total Gross Subscriptions (Month):** $135169.30

**Total Gross Redemptions (Month):** $1237977.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6200%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6100%           |
| 2026-01-07 | 3.6000%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.5400%           |
| 2026-01-12 | 3.5400%           |
| 2026-01-13 | 3.5300%           |
| 2026-01-14 | 3.5300%           |
| 2026-01-15 | 3.5300%           |
| 2026-01-16 | 3.5300%           |
| 2026-01-20 | 3.5300%           |
| 2026-01-21 | 3.5200%           |
| 2026-01-22 | 3.5200%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5100%           |
| 2026-01-28 | 3.5000%           |
| 2026-01-29 | 3.5000%           |
| 2026-01-30 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 19.3400%             |
| Broker-dealer |  | 0.0000%          | 24.7700%             |
| Broker-dealer |  | 0.0000%          | 38.1100%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77805445.14

- **Number of Shares Outstanding:** 77810144.5810

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $25443.09                 | $117526.42              |
| 2026-01-05 | $227401.06                | $1249.00                |
| 2026-01-06 | $336197.18                | $23216.74               |
| 2026-01-07 | $25296.98                 | $239840.25              |
| 2026-01-08 | $15538.50                 | $537575.65              |
| 2026-01-09 | $1956546.27               | $70098.87               |
| 2026-01-12 | $897016.44                | $25412.35               |
| 2026-01-13 | $233290.10                | $21630.05               |
| 2026-01-14 | $184025.38                | $50023.19               |
| 2026-01-15 | $528657.18                | $120215.15              |
| 2026-01-16 | $28821.09                 | $156161.31              |
| 2026-01-20 | $1823607.38               | $2092253.24             |
| 2026-01-21 | $21682.57                 | $253772.16              |
| 2026-01-22 | $24669.68                 | $54739.52               |
| 2026-01-23 | $86951.54                 | $1943173.12             |
| 2026-01-26 | $29657.52                 | $111859.71              |
| 2026-01-27 | $135667.06                | $3314.27                |
| 2026-01-28 | $19975.32                 | $282677.96              |
| 2026-01-29 | $17909.28                 | $49175.11               |
| 2026-01-30 | $10802.82                 | $102395.51              |

**Total Gross Subscriptions (Month):** $6629156.44

**Total Gross Redemptions (Month):** $6256309.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6200%           |
| 2026-01-06 | 3.6200%           |
| 2026-01-07 | 3.6100%           |
| 2026-01-08 | 3.5900%           |
| 2026-01-09 | 3.5500%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5400%           |
| 2026-01-15 | 3.5400%           |
| 2026-01-16 | 3.5400%           |
| 2026-01-20 | 3.5400%           |
| 2026-01-21 | 3.5300%           |
| 2026-01-22 | 3.5300%           |
| 2026-01-23 | 3.5200%           |
| 2026-01-26 | 3.5200%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5200%           |
| 2026-01-29 | 3.5200%           |
| 2026-01-30 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 63.9600%             |
| Retail investor |  | 0.0000%          | 6.9700%              |
| Retail investor |  | 0.0000%          | 7.4100%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1715161834.33

- **Number of Shares Outstanding:** 1715463849.0100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $194403250.13             | $806400061.47           |
| 2026-01-05 | $2705077.71               | $41255.28               |
| 2026-01-06 | $13419314.44              | $10030000.00            |
| 2026-01-07 | $438822.59                | $20280000.00            |
| 2026-01-08 | $47516607.42              | $10000.00               |
| 2026-01-09 | $100172231.65             | $706518.55              |
| 2026-01-12 | $3219151.52               | $25010000.00            |
| 2026-01-13 | $614493.44                | $10040000.00            |
| 2026-01-14 | $60601775.30              | $166154418.96           |
| 2026-01-15 | $31499479.89              | $5790000.00             |
| 2026-01-16 | $427997.37                | $166500000.00           |
| 2026-01-20 | $233277702.64             | $64113.56               |
| 2026-01-21 | $2326686.33               | $7536034.55             |
| 2026-01-22 | $509861.67                | $16680000.00            |
| 2026-01-23 | $110630638.28             | $140000.00              |
| 2026-01-26 | $26982388.54              | $20030000.00            |
| 2026-01-27 | $53563266.59              | $7130000.00             |
| 2026-01-28 | $1950550.82               | $129140000.00           |
| 2026-01-29 | $16067492.77              | $7893925.84             |
| 2026-01-30 | $507917.35                | $128175000.00           |

**Total Gross Subscriptions (Month):** $900834706.45

**Total Gross Redemptions (Month):** $1527751328.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6400%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5600%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5600%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5400%           |
| 2026-01-26 | 3.5400%           |
| 2026-01-27 | 3.5400%           |
| 2026-01-28 | 3.5400%           |
| 2026-01-29 | 3.5400%           |
| 2026-01-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 0.0000%          | 14.6100%             |
| Retail investor |  | 0.0000%          | 5.3800%              |
| Retail investor |  | 0.0000%          | 9.7600%              |
| Retail investor |  | 0.0000%          | 14.5700%             |
| Retail investor |  | 0.0000%          | 12.6300%             |
| Retail investor |  | 0.0000%          | 7.9600%              |
| Retail investor |  | 0.0000%          | 23.9700%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05252T001, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 8.7000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $50662313.00       | $51659673.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-31      | 1.6200%  | 0.0000% | $194151093.86      | $197973238.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $79270693.56       | $80831251.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $151298429.01      | $154276957.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $134774086.94      | $137427310.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $40351133.92       | $41145504.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $94645274.00       | $96508503.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8700%  | 0.0000% | $79171855.91       | $80730468.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $123462632.67      | $125893173.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-30      | 2.0000%  | 0.0000% | $15809865.76       | $16121105.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $322925095.53      | $329282342.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6200%  | 0.0000% | $59151991.02       | $60316483.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $123846679.04      | $126284779.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 3.3700%  | 0.0000% | $50390457.93       | $51382466.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $42828063.28       | $43671195.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $383172164.91      | $390715463.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-30      | 1.6200%  | 0.0000% | $62324130.77       | $63551071.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $98005148.64       | $99934522.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $70930931.80       | $72327309.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8700%  | 0.0000% | $87144819.23       | $88860391.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $36390389.23       | $37106786.69       | 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_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2143.00           | $1849.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $875702.00         | $770968.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Bank                   | 2040-03-12      | 5.4500%  | 0.0000% | $10000000.00       | $10161016.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2045-07-10      | 5.5500%  | 0.0000% | $4990000.00        | $5008619.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2055-12-08      | 5.2500%  | 0.0000% | $4715000.00        | $4741976.09        | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2032-03-24      | 4.7000%  | 0.0000% | $39469000.00       | $40015961.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $13776101.00       | $13579798.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $26365.00          | $24492.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $24181802.00       | $23955712.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $2000.00           | $1433.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $2933502.00        | $518778.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3427225.00        | $3444199.28        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-02-24      | 0.0000%  | 0.0000% | $71599000.00       | $71440551.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $1900.00           | $1585.09           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $143.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-15      | 0.3750%  | 0.0000% | $16484900.00       | $21782092.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-15      | 2.8750%  | 0.0000% | $56403200.00       | $55890659.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $3431200.00        | $3523343.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-08-15      | 3.7500%  | 0.0000% | $134000.00         | $136716.93         | U.S. Treasuries (including strips)        |

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.790000%
- **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):** $100084156.00
- **C.18.a - Value (excl. sponsor support):** $100084156.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: 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: 3130B6ZE9, C.4 - ISIN: US3130B6ZE95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499497462.54
- **C.18.a - Value (excl. sponsor support):** $499497462.54
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7EQ3, C.4 - ISIN: US3130B7EQ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198999345.29
- **C.18.a - Value (excl. sponsor support):** $198999345.29
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FQ2, C.4 - ISIN: US3130B7FQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998397.50
- **C.18.a - Value (excl. sponsor support):** $249998397.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7SP0, C.4 - ISIN: US3130B7SP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498818648.43
- **C.18.a - Value (excl. sponsor support):** $498818648.43
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.660000%
- **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):** $499737201.40
- **C.18.a - Value (excl. sponsor support):** $499737201.40
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **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):** $549485987.75
- **C.18.a - Value (excl. sponsor support):** $549485987.75
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.665000%
- **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):** $99498317.46
- **C.18.a - Value (excl. sponsor support):** $99498317.46
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **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):** $399500000.00
- **C.18.a - Value (excl. sponsor support):** $399500000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 13: 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: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $355011099.51
- **C.18.a - Value (excl. sponsor support):** $355011099.51
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 14: 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):** $44709520.07
- **C.18.a - Value (excl. sponsor support):** $44709520.07
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 15: 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):** $491969517.19
- **C.18.a - Value (excl. sponsor support):** $491969517.19
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $590049134.29
- **C.18.a - Value (excl. sponsor support):** $590049134.29
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 17: 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):** $639070114.67
- **C.18.a - Value (excl. sponsor support):** $639070114.67
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZK5
- **C.18 - Value (incl. sponsor support):** $294848464.02
- **C.18.a - Value (excl. sponsor support):** $294848464.02
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97863225.00
- **C.18.a - Value (excl. sponsor support):** $97863225.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZR0
- **C.18 - Value (incl. sponsor support):** $457614625.51
- **C.18.a - Value (excl. sponsor support):** $457614625.51
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48160364.42
- **C.18.a - Value (excl. sponsor support):** $48160364.42
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $319763062.50
- **C.18.a - Value (excl. sponsor support):** $319763062.50
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $39769132.47
- **C.18.a - Value (excl. sponsor support):** $39769132.47
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $30015187.50
- **C.18.a - Value (excl. sponsor support):** $30015187.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSL2, C.4 - ISIN: US3133ETSL26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $284000178.92
- **C.18.a - Value (excl. sponsor support):** $284000178.92
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999483.75
- **C.18.a - Value (excl. sponsor support):** $34999483.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50000852.50
- **C.18.a - Value (excl. sponsor support):** $50000852.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $119807815.30
- **C.18.a - Value (excl. sponsor support):** $119807815.30
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $94039407.62
- **C.18.a - Value (excl. sponsor support):** $94039407.62
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $79795290.82
- **C.18.a - Value (excl. sponsor support):** $79795290.82
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **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):** $29517783.19
- **C.18.a - Value (excl. sponsor support):** $29517783.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 32: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $99689210.20
- **C.18.a - Value (excl. sponsor support):** $99689210.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 33: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $399823051.68
- **C.18.a - Value (excl. sponsor support):** $399823051.68
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 34: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $199481272.94
- **C.18.a - Value (excl. sponsor support):** $199481272.94
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 35: 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: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200068328.00
- **C.18.a - Value (excl. sponsor support):** $200068328.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37032252.53
- **C.18.a - Value (excl. sponsor support):** $37032252.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **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):** $72033725.52
- **C.18.a - Value (excl. sponsor support):** $72033725.52
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **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):** $72061043.76
- **C.18.a - Value (excl. sponsor support):** $72061043.76
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **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_3.67_0202
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-30      | 1.3700%  | 0.0000% | $650198791.67      | $663000001.48      | U.S. Treasuries (including strips) |

### Security 40: 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_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-31      | 4.1200%  | 0.0000% | $1000306666.67     | $1019999997.35     | U.S. Treasuries (including strips) |

### Security 41: 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:** 5.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-12-01      | 3.8800%  | 0.0000% | $1000.00           | $993.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $39351872.00       | $40582702.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $28480100.00       | $29336170.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $4076.00           | $4173.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $2398989.00        | $475987.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 4.0000%  | 0.0000% | $76000.00          | $50088.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $624.13            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $105000.00         | $91513.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $845.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $12000.00          | $10997.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2820.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $958.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2537.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5943.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $42828715.00       | $44067083.46       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $34475033.00       | $36422125.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $16497646.00       | $16965858.37       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $7627264.00        | $7914303.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $15086132.00       | $15164817.92       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $7000.00           | $7017.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3038.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $394800.00         | $290366.98         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-04-16      | 0.0000%  | 0.0000% | $2000.00           | $1985.48           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-12-24      | 0.0000%  | 0.0000% | $100.00            | $96.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2039-02-15      | 3.5000%  | 0.0000% | $24863000.00       | $22929087.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.13             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $950.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $198.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-02-28      | 1.8750%  | 0.0000% | $1924700.00        | $1842636.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-03-31      | 2.3750%  | 0.0000% | $1100.00           | $1067.54           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $14255000.00       | $13956367.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-30      | 4.1250%  | 0.0000% | $32109800.00       | $32853801.71       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $900.00            | $932.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $800.00            | $822.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-12-31      | 3.7500%  | 0.0000% | $60757900.00       | $61179665.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-15      | 4.0000%  | 0.0000% | $400.00            | $402.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $249999000.00      | $260331553.97      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-05-31      | 4.5000%  | 0.0000% | $2000.00           | $2067.77           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $184495000.00      | $190606564.32      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $84317400.00       | $84755999.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $112905400.00      | $114492359.00      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-12-31      | 4.5000%  | 0.0000% | $32405000.00       | $33511801.91       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $117870000.00      | $120615244.40      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $82237000.00       | $83224731.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-07-31      | 4.0000%  | 0.0000% | $5485900.00        | $5600321.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $223013000.00      | $227695865.76      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $83519600.00       | $84993045.52       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1011.13           | U.S. Treasuries (including strips)        |

### Security 42: 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:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $28193200.00       | $28333200.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $47077000.00       | $48166853.36       | U.S. Treasuries (including strips) |

### 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $592519793.99
- **C.18.a - Value (excl. sponsor support):** $592519793.99
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 44: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63309184.58
- **C.18.a - Value (excl. sponsor support):** $63309184.58
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 45: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497385375.00
- **C.18.a - Value (excl. sponsor support):** $497385375.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499950030.00
- **C.18.a - Value (excl. sponsor support):** $499950030.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: 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):** $594563342.31
- **C.18.a - Value (excl. sponsor support):** $594563342.31
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 48: 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):** $495385715.28
- **C.18.a - Value (excl. sponsor support):** $495385715.28
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 49: 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):** $495671145.00
- **C.18.a - Value (excl. sponsor support):** $495671145.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 50: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499601945.00
- **C.18.a - Value (excl. sponsor support):** $499601945.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498538790.00
- **C.18.a - Value (excl. sponsor support):** $498538790.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497190376.50
- **C.18.a - Value (excl. sponsor support):** $497190376.50
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495982918.97
- **C.18.a - Value (excl. sponsor support):** $495982918.97
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: 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):** $48360021.00
- **C.18.a - Value (excl. sponsor support):** $48360021.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 55: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199546876.00
- **C.18.a - Value (excl. sponsor support):** $199546876.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: 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):** $98725977.00
- **C.18.a - Value (excl. sponsor support):** $98725977.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $197441874.00
- **C.18.a - Value (excl. sponsor support):** $197441874.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $294029298.00
- **C.18.a - Value (excl. sponsor support):** $294029298.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497686525.00
- **C.18.a - Value (excl. sponsor support):** $497686525.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: 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):** $794500000.00
- **C.18.a - Value (excl. sponsor support):** $794500000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 61: 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):** $295110936.00
- **C.18.a - Value (excl. sponsor support):** $295110936.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $98227031.00
- **C.18.a - Value (excl. sponsor support):** $98227031.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.857700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185374000.02
- **C.18.a - Value (excl. sponsor support):** $185374000.02
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.794700%
- **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):** $200112282.00
- **C.18.a - Value (excl. sponsor support):** $200112282.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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):** $200131250.00
- **C.18.a - Value (excl. sponsor support):** $200131250.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **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):** $199862500.00
- **C.18.a - Value (excl. sponsor support):** $199862500.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 67: 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_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $57868600.00       | $50488227.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $51129500.00       | $51511870.00       | U.S. Treasuries (including strips) |

### Security 68: 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_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank   | 2026-12-11      | 2.1250%  | 0.0000% | $50000.00          | $49514.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-11-16      | 3.2500%  | 0.0000% | $2175000.00        | $2171967.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-02-24      | 0.6000%  | 0.0000% | $3125000.00        | $3126262.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2027-10-28      | 1.4500%  | 0.0000% | $13615000.00       | $13172274.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-06-12      | 4.7500%  | 0.0000% | $1500000.00        | $1515335.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-04-10      | 3.7500%  | 0.0000% | $70000.00          | $70160.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2054-10-15      | 6.0500%  | 0.0000% | $86565000.00       | $88154838.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2030-02-04      | 4.7500%  | 0.0000% | $165000.00         | $170047.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2042-08-20      | 5.9300%  | 0.0000% | $2680000.00        | $2752768.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2040-12-04      | 5.3000%  | 0.0000% | $17695000.00       | $17860544.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-07-31      | 0.0000%  | 0.0000% | $54486000.00       | $53508139.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-02-03      | 0.0000%  | 0.0000% | $300000.00         | $299850.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-04-22      | 0.0000%  | 0.0000% | $45000000.00       | $44628750.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-04-29      | 0.0000%  | 0.0000% | $75000000.00       | $74328750.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-03-13      | 1.1250%  | 0.0000% | $15000.00          | $13959.17          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-03-28      | 1.8500%  | 0.0000% | $63155000.00       | $58374131.41       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-02-22      | 1.7800%  | 0.0000% | $5235000.00        | $5082851.12        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-12-07      | 2.0000%  | 0.0000% | $23889000.00       | $22445087.79       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-03-18      | 3.7250%  | 0.0000% | $45000.00          | $45200.22          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-03-09      | 4.7500%  | 0.0000% | $250000.00         | $254948.54         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-07-06      | 4.3750%  | 0.0000% | $1500000.00        | $1508963.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-04-10      | 4.6250%  | 0.0000% | $1500000.00        | $1523792.92        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-04-17      | 3.7200%  | 0.0000% | $20000.00          | $20027.47          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-05-14      | 3.7300%  | 0.0000% | $260000.00         | $262399.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-13      | 3.8000%  | 0.0000% | $300000.00         | $302872.25         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-09-03      | 3.8750%  | 0.0000% | $1000000.00        | $1017192.92        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-01-26      | 5.1400%  | 0.0000% | $14900000.00       | $14874388.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2036-07-15      | 5.5000%  | 0.0000% | $425000.00         | $465445.41         | Agency Mortgage-Backed Securities |

### Security 69: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.680000%
- **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_3.68_0202
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1611034.00        | $1251316.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 4.4500%  | 0.0000% | $88741000.00       | $90228718.20       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 4.4300%  | 0.0000% | $17100000.00       | $17282057.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $722641.00         | $221441.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $345000.00         | $45519.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $50000.00          | $20042.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $6000000.00        | $3772159.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.5000%  | 0.0000% | $5573072.00        | $4008728.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1039066.00        | $1087552.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $200000.00         | $190972.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $71000.00          | $28683.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $825000.00         | $369298.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $3217453.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2300000.00        | $1530466.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $2784156.00        | $1577989.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $70386.00          | $49712.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $19000.00          | $14261.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $32134720.00       | $24277660.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $38000.00          | $30421.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2500000.00        | $2043371.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $9797168.00        | $6764698.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $452000.00         | $376009.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $760678.00         | $11763.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 7.0000%  | 0.0000% | $3025272.00        | $26001.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $148000.00         | $26851.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $141998.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1500000.00        | $98384.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $1959466.00        | $35839.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.0000%  | 0.0000% | $1124800.00        | $135355.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-15      | 4.5000%  | 0.0000% | $332026.00         | $48860.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $56009.00          | $6960.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1469998.00        | $654235.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-05-15      | 2.4600%  | 0.0000% | $444573.00         | $370074.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $1326952.00        | $953908.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-02-15      | 6.0000%  | 0.0000% | $2320368.00        | $25317.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-15      | 5.0000%  | 0.0000% | $1396988.00        | $17105.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-15      | 6.0000%  | 0.0000% | $1000000.00        | $31270.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $2500000.00        | $5681.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-15      | 5.5000%  | 0.0000% | $5000000.00        | $60992.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-15      | 5.5000%  | 0.0000% | $5317680.00        | $16426.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $171007.00         | $6933.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $45000.00          | $8312.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0000%  | 0.0000% | $1477000.00        | $260977.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 5.0000%  | 0.0000% | $3929940.00        | $65728.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $93000.00          | $8217.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.5000%  | 0.0000% | $340000.00         | $58749.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $575000.00         | $136867.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $321978.00         | $100908.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $19347904.00       | $3324006.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $1066084.00        | $189823.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 3.5000%  | 0.0000% | $35463168.00       | $4794309.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 2.5000%  | 0.0000% | $1164264.00        | $185855.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $783928.00         | $147728.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.0000%  | 0.0000% | $1328000.00        | $6740.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 3.0000%  | 0.0000% | $133000.00         | $24765.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 3.5000%  | 0.0000% | $377519.00         | $18995.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $776000.00         | $213117.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $151057.00         | $66723.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $700000.00         | $161025.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $746000.00         | $441957.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $2305096.00        | $1590466.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $69000.00          | $48154.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $30529.00          | $21128.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1262090.00        | $1095690.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $171000.00         | $126945.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $139000.00         | $96243.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $189000.00         | $135433.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $80699.00          | $61009.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $300000.00         | $233060.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $300000.00         | $51694.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $902878.00         | $159272.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $36697.00          | $6665.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 4.5000%  | 0.0000% | $1716788.00        | $643406.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $12821856.00       | $8862570.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $56791.00          | $37447.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $127539.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $563471.00         | $410315.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $3911536.00        | $3324727.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $54717.00          | $32806.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1074918.00        | $858487.64         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2049-01-12      | 5.2800%  | 0.0000% | $15000000.00       | $15010650.00       | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2040-06-11      | 5.8500%  | 0.0000% | $10000000.00       | $10108455.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $4600000.00        | $3210824.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2066000.00        | $1443119.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $475000.00         | $296230.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $145000.00         | $113005.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $728576.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 1.5000%  | 0.0000% | $110000.00         | $66513.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $200000.00         | $169932.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 7.0000%  | 0.0000% | $3500000.00        | $17108.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $61536.00          | $8866.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $322957.00         | $36005.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $254264.00         | $59328.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 4.0000%  | 0.0000% | $1185998.00        | $142819.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $8150023.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $225570.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 4.0000%  | 0.0000% | $250000.00         | $49524.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 2.0000%  | 0.0000% | $160572.00         | $6172.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $155902.00         | $5285.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 5.5000%  | 0.0000% | $81682174.00       | $165659.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 5.0000%  | 0.0000% | $1004202.00        | $8381.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1042006.00        | $1091965.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $40000000.00       | $9007179.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $988319.00         | $86876.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $261890.00         | $41463.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $998180.00         | $398455.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $499000.00         | $84688.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $189010.00         | $17581.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $1602130.00        | $486697.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $751899.00         | $128892.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $4857344.00        | $767670.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $600000.00         | $43975.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $8208000.00        | $2346232.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $472967.00         | $290705.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $785000.00         | $394052.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $2620508.00        | $1714629.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-05-01      | 5.5000%  | 0.0000% | $91000.00          | $51815.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.5000%  | 0.0000% | $100000.00         | $61072.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $8151280.00        | $5063497.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $527072.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.5000%  | 0.0000% | $5647096.00        | $5503845.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $5008488.00        | $277906.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1439198.00        | $1020006.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1332974.00        | $1395642.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $3320000.00        | $2814408.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1792170.00        | $1411761.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $104438784.00      | $94048805.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $4609576.00        | $4796012.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $25062048.00       | $25767207.72       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.2900%  | 0.0000% | $30000.00          | $10438.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $250000.00         | $33776.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $101219.00         | $9555.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-05-15      | 2.5000%  | 0.0000% | $767238.00         | $18828.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-15      | 3.2500%  | 0.0000% | $3718572.00        | $757723.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $3733904.00        | $262133.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $280970.00         | $22318.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-06-20      | 4.0000%  | 0.0000% | $2256364.00        | $12907.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-01-20      | 3.0000%  | 0.0000% | $315939.00         | $12510.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $198274.00         | $19962.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $907000.00         | $97152.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $666000.00         | $49388.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $190000.00         | $14326.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $5522712.00        | $95138.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $765000.00         | $35344.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $749000.00         | $52374.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $396678.00         | $64823.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.5000%  | 0.0000% | $19961.00          | $5124.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $157569.00         | $83447.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $3308876.00        | $1917810.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $3181332.00        | $1988940.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $725000.00         | $572075.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $223371.00         | $202638.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $204992.00         | $170059.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $229500.00         | $23907.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-02-20      | 3.5000%  | 0.0000% | $1414098.00        | $53018.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.7500%  | 0.0000% | $1514446.00        | $629566.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.5000%  | 0.0000% | $473697.00         | $346628.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $1275956.00        | $1106796.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $688954.00         | $720559.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 4.5000%  | 0.0000% | $374447.00         | $363024.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $6819160.00        | $5771007.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $4083184.00        | $4074677.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2869236.00        | $2449427.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1569856.00        | $1279435.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $4508456.00        | $3661546.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1168676.00        | $1211862.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $14826080.00       | $15203247.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1044350.00        | $1098119.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1107666.00        | $1166458.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2249644.00        | $2303134.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $7820912.00        | $7927609.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2346396.00        | $2437164.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $5465176.00        | $5587247.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1174776.00        | $1211124.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1338188.00        | $1395925.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1046760.00        | $1085925.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2516488.00        | $2608409.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1148058.00        | $1190480.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $492275.00         | $507682.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1218088.00        | $1268377.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1729576.00        | $1783773.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $52648576.00       | $54048109.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $5170072.00        | $5307505.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1390572.00        | $1445366.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $410000.00         | $384715.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $81682432.00       | $81968828.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1373144.00        | $1318809.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $805592.00         | $826132.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $883134.00         | $904674.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4981920.00        | $5201040.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $5031200.00        | $5255774.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $10318896.00       | $10580258.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1292206.00        | $1395235.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $681604.00         | $700811.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $859957.00         | $886708.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $187001.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $965000.00         | $12285.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-15      | 4.0000%  | 0.0000% | $981050.00         | $60748.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-15      | 4.0000%  | 0.0000% | $200000.00         | $13457.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-15      | 4.0000%  | 0.0000% | $135000.00         | $13746.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $265700.00         | $16980.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-15      | 4.0000%  | 0.0000% | $355900.00         | $48698.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $772102.00         | $299305.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $145932800.00      | $78908412.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-15      | 5.0000%  | 0.0000% | $1766122.00        | $96725.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1104766.00        | $109623.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $502613.00         | $10164.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 3.0000%  | 0.0000% | $551968.00         | $23639.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 3.0000%  | 0.0000% | $690000.00         | $137758.89         | Agency Mortgage-Backed Securities         |

### Security 70: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.650000%
- **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_3.65_0202
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $800.00            | $783.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $4900.00           | $4638.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $22899200.00       | $27141305.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $25235600.00       | $25472104.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $98777600.00       | $100381168.77      | U.S. Treasuries (including strips) |

### Security 71: 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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1515.00           | $1581.45           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $182703000.00      | $101998419.41      | U.S. Treasuries (including strips)        |

### Security 72: 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_0202
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2037-04-01      | 1.5000%  | 0.0000% | $1317228.00        | $926088.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1741000.00        | $751307.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1751066.00        | $1294361.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 3.9200%  | 0.0000% | $67500000.00       | $67242000.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $5868096.00        | $3109401.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $18000000.00       | $9208893.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1845460.00        | $1157712.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $769025.00         | $471094.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $4700.00           | $3688.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $4525000.00        | $3511056.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $398269.00         | $242117.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2659000.00        | $2500338.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1545620.00        | $1569224.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $10110832.00       | $10165135.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $227968.00         | $197160.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $29987392.00       | $7266625.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 1.5000%  | 0.0000% | $1977804.00        | $921474.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $985832.00         | $577744.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $16938784.00       | $10158498.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $10000000.00       | $4719210.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $5739990.00        | $4174926.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $3000.00           | $2653.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-15      | 4.9000%  | 0.0000% | $7000.00           | $6916.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $100000.00         | $64282.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $3000.00           | $1283.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $3000.00           | $1208.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-15      | 5.0000%  | 0.0000% | $10000.00          | $290.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $28399200.00       | $296691.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $7993.00           | $5176.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $753318.00         | $583062.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $16000.00          | $4307.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $2010000.00        | $1217629.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $3946000.00        | $3077214.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 3.5000%  | 0.0000% | $2550272.00        | $2318146.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $10456096.00       | $7951588.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $312000.00         | $53762.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $48520320.00       | $38671176.66       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $1040779.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $25000000.00       | $18108709.59       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $380000.00         | $264472.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $5256160.00        | $3774465.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $91658.00          | $68671.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $4506336.00        | $3133713.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $750000.00         | $63247.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.0000%  | 0.0000% | $4990.00           | $695.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $6125000.00        | $720740.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 3.0000%  | 0.0000% | $4200000.00        | $618817.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $90574.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 8.0000%  | 0.0000% | $27155.00          | $435.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $502587.00         | $52903.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2718064.00        | $875766.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $255659.00         | $169948.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $236295.00         | $169027.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 1.5000%  | 0.0000% | $25452.00          | $15996.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $30691000.00       | $25470695.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1813990.00        | $1655559.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $68789440.00       | $61629973.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $120617.00         | $75125.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $2508704.00        | $2264626.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 3.5000%  | 0.0000% | $24223520.00       | $21962437.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $10039300.00       | $10009440.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 3.4280%  | 0.0000% | $12312700.00       | $11871824.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $4224000.00        | $4075680.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.0000%  | 0.0000% | $827575.00         | $792574.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1054496.00        | $1045597.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $53918.00          | $2070.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-20      | 4.0000%  | 0.0000% | $1004.00           | $158.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-15      | 4.0000%  | 0.0000% | $45164.00          | $3630.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $2001.00           | $370.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-05-15      | 2.5000%  | 0.0000% | $4868.00           | $119.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $2341740.00        | $243461.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $6041.00           | $728.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $8000.00           | $845.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $8000.00           | $1003.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $82000.00          | $52702.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.0000%  | 0.0000% | $5441.00           | $2584.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $444248.00         | $304223.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $87000.00          | $45361.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $6000.00           | $2510.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-04-15      | 5.0000%  | 0.0000% | $5010.00           | $4923.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $3000.00           | $3164.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $4000.00           | $840.69            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1498720.00        | $1493873.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-15      | 4.5300%  | 0.0000% | $3023.00           | $2933.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $4000.00           | $4233.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1312708.00        | $1369701.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5000.00           | $5213.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $4000.00           | $4077.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-15      | 5.6800%  | 0.0000% | $1000.00           | $1046.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4127.00           | $4208.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7000.00           | $7287.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1005108.00        | $1077928.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4056.00           | $4101.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2999.00           | $3122.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2001.00           | $2054.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3937.00           | $4086.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $5036.00           | $5333.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1643454.00        | $1749205.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $5000.00           | $5315.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1011.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1560236.00        | $1626146.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5000.00           | $5126.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 4.2500%  | 0.0000% | $175000.00         | $92036.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-15      | 4.0000%  | 0.0000% | $465831.00         | $58387.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $3114432.00        | $443315.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-15      | 4.5000%  | 0.0000% | $4589136.00        | $146028.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $2896000.00        | $62308.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-15      | 4.0000%  | 0.0000% | $4001.00           | $495.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $1000000.00        | $88895.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-04-20      | 3.5000%  | 0.0000% | $8001.00           | $1308.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $4134.00           | $1891.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $4095.00           | $2239.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $26165024.00       | $17753218.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $2206.00           | $1376.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1400000.00        | $1015561.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $122798.00         | $116415.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $3140668.00        | $224808.13         | Agency Mortgage-Backed Securities         |

### Security 73: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.500000%
- **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: 254900Y8NKGV541U8Q32, C.5 - Other ID: 98599G006_3.50_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $266008000.00      | $250072917.98      | U.S. Treasuries (including strips) |

### Security 74: 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_0202
- **C.18 - Value (incl. sponsor support):** $734000000.00
- **C.18.a - Value (excl. sponsor support):** $734000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50642800.00       | $50451916.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $686918600.00      | $698228233.90      | U.S. Treasuries (including strips) |

### Security 75: 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_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-09-03      | 0.0000%  | 0.0000% | $6232700.00        | $6106631.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-11-27      | 0.0000%  | 0.0000% | $5458700.00        | $5304622.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $3499300.00        | $2632749.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $40119000.00       | $39591644.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $75001100.00       | $73887579.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $380.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $179.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $15950900.00       | $16073589.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $106804800.00      | $108226042.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $1562400.00        | $1632938.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.1250%  | 0.0000% | $400.00            | $405.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $1601900.00        | $1620917.64        | U.S. Treasuries (including strips) |

### Security 76: 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_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2035-08-01      | 4.7300%  | 0.0000% | $2315166.00        | $2364099.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 4.6400%  | 0.0000% | $2794644.00        | $2865962.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $446793.00         | $440918.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $922329.00         | $779783.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $9532848.00        | $7643218.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $66397312.00       | $40321649.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $4310840.00        | $3745624.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $71179513.00       | $68724419.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $479622.00         | $142814.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $887503.00         | $672965.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $13918000.00       | $11164868.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $273420.00         | $201512.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1493028.00        | $1136060.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $385000.00         | $71116.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $996945.00         | $110396.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.2060%  | 0.0000% | $18677986.00       | $395549.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 6.5000%  | 0.0000% | $735000.00         | $5335.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 6.2770%  | 0.0000% | $1075000.00        | $4991.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 6.8800%  | 0.0000% | $2000000.00        | $39580.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 6.4250%  | 0.0000% | $4348990.00        | $84351.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 6.6000%  | 0.0000% | $240000.00         | $7057.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 6.0000%  | 0.0000% | $1081877.00        | $13196.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-02-01      | 6.5000%  | 0.0000% | $400000.00         | $7540.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $2567774.00        | $48559.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $386288.00         | $7256.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $2109129.00        | $67916.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 4.0000%  | 0.0000% | $1156263.00        | $104169.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $5894.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.0000%  | 0.0000% | $154137.00         | $19037.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $1990.00           | $291.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $213740.00         | $5275.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $643000.00         | $118003.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $1613000.00        | $443839.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $4030.00           | $950.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $166205.00         | $54169.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 5.0000%  | 0.0000% | $2787684.00        | $1056286.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $566954.00         | $39044.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 3.0000%  | 0.0000% | $1327000.00        | $191551.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 6.3760%  | 0.0000% | $500000.00         | $18200.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.0000%  | 0.0000% | $895413.00         | $78445.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $591377.00         | $107532.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $48000.00          | $7239.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $397958.00         | $35373.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 7.0000%  | 0.0000% | $193000.00         | $12871.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $117.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $57997.00          | $10351.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $961000.00         | $182612.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 4.0000%  | 0.0000% | $35000.00          | $29301.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $83999.00          | $43237.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $358000.00         | $232444.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $865000.00         | $576401.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $30186.00          | $20481.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $763.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1050.00           | $864.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $981360.00         | $806297.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $15105938.00       | $13579081.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $18694000.00       | $6588419.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1529480.00        | $1221660.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $134999.00         | $111238.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $463600.00         | $431300.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $8907130.00        | $7503839.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 3.4900%  | 0.0000% | $355000.00         | $198249.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $1783756.00        | $1811957.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $3114375.00        | $2513022.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-11-01      | 6.5050%  | 0.0000% | $1916312.00        | $13535.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $3120333.00        | $1956917.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.0000%  | 0.0000% | $598975.00         | $602886.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1004.00           | $991.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $888135.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $806.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 7.0000%  | 0.0000% | $472795.00         | $414359.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $189624.00         | $158031.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $2021588.00        | $1719567.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $953419.00         | $967176.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $761.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $7769866.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1458364.00        | $1507647.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1189146.00        | $422021.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $2768936.00        | $1605414.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1002.00           | $779.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 6.4730%  | 0.0000% | $3950000.00        | $6004.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.3480%  | 0.0000% | $257000.00         | $7946.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 6.3460%  | 0.0000% | $467000.00         | $14514.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 6.5000%  | 0.0000% | $20000000.00       | $108033.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.2590%  | 0.0000% | $434153.00         | $14788.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $1783677.00        | $295573.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.3510%  | 0.0000% | $1096156.00        | $91238.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $2800000.00        | $446797.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $172996.00         | $40577.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 6.5720%  | 0.0000% | $198000.00         | $8503.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $18167.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1034866.00        | $877180.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $51383.00          | $49887.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $18890.00          | $19399.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $414272.00         | $405968.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $199425.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $44756400.00       | $34991075.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8420%  | 0.0000% | $5565370.00        | $4539313.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.6250%  | 0.0000% | $4626266.00        | $3214983.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.6300%  | 0.0000% | $2621130.00        | $2819938.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $447019.00         | $399739.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.5000%  | 0.0000% | $451365.00         | $433938.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $15964185.00       | $15281644.19       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1368026.00        | $1240646.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $854.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1473648.00        | $1478058.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2872640.00        | $2947631.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4115728.00        | $3825555.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $20049850.00       | $18073497.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $990.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2593356.00        | $2674299.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $997415.00         | $962255.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $9000.00           | $9378.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $14000.00          | $12174.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.1740%  | 0.0000% | $13953080.00       | $12465933.59       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1175413.00        | $1207934.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $22799936.00       | $21047767.22       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $1000.00           | $74.54             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $95.99             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-07-20      | 6.5000%  | 0.0000% | $1000.00           | $169.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $85.48             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $1000.00           | $107.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $36526426.00       | $5723662.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $31595.00          | $19564.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $45252151.00       | $29870000.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $60.68             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $124890570.00      | $125509125.27      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $836.79            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $10683100.00       | $10909352.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $3703200.00        | $3853233.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $204.76            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 6.3730%  | 0.0000% | $3405544.00        | $2454928.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.3200%  | 0.0000% | $4117236.00        | $2896040.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.0840%  | 0.0000% | $1000000.00        | $906025.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.3010%  | 0.0000% | $5714432.00        | $5365282.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15360.95          | Agency Mortgage-Backed Securities         |

### Security 77: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 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: 989GWF002, C.3 - LEI: 549300MS3WYYVQ4HXM15, C.5 - Other ID: 989GWF002_3.66_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $35204259.00       | $32877568.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1711.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $4400.00           | $3637.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $4166000.00        | $182764.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $2000.00           | $764.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2490.00           | $1844.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2150.00           | $1531.15           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $53074500.00       | $46339925.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $56320700.00       | $46792399.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-08-15      | 2.8750%  | 0.0000% | $58425400.00       | $44491292.65       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $63828300.00       | $39307046.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $50000000.00       | $41887660.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-12-31      | 1.2500%  | 0.0000% | $104100.00         | $102063.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $1686600.00        | $1687117.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-02-28      | 4.2500%  | 0.0000% | $332400.00         | $344747.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $795900.00         | $802085.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $248400.00         | $253615.95         | U.S. Treasuries (including strips)        |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2026-02-06

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller