# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-26-022163
**Filing Date:** 2026-3
**Character Count:** 177481
**Document Hash:** f57d22cfe4b2957ed2c412d566de41d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022163.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022163

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26728421

**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):** 2026-02-28

**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:** 53 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $27675577407.36

- **Amortized Cost of Portfolio Securities:** $27673044146.31

- **Cash:** $84212.21

- **Total Other Assets:** $73202811.57

- **Total Liabilities:** $14872116.03

- **Net Assets of Series:** $27731459054.06

- **Number of Shares Outstanding (Series):** 27733552854.7870

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $17902059599.77           | $18435060203.84            | 65.1600%                  | 67.1000%                   |
| 2026-02-03 | $17841193059.97           | $18374193451.82            | 65.0800%                  | 67.0200%                   |
| 2026-02-04 | $17791026553.57           | $18823525463.18            | 65.0100%                  | 68.7900%                   |
| 2026-02-05 | $17934444496.50           | $18483943996.45            | 66.3600%                  | 68.3900%                   |
| 2026-02-06 | $17399389621.74           | $18148888789.25            | 65.8000%                  | 68.6400%                   |
| 2026-02-09 | $16725070727.41           | $17474568973.57            | 64.6600%                  | 67.5600%                   |
| 2026-02-10 | $18083346612.10           | $18333346109.60            | 65.9400%                  | 66.8500%                   |
| 2026-02-11 | $18559792458.60           | $18809792376.10            | 66.0400%                  | 66.9300%                   |
| 2026-02-12 | $19590155598.54           | $19590155598.54            | 67.8200%                  | 67.8200%                   |
| 2026-02-13 | $19138662310.41           | $19138662310.41            | 67.2900%                  | 67.2900%                   |
| 2026-02-17 | $19527514852.75           | $19527514852.75            | 66.3600%                  | 66.3600%                   |
| 2026-02-18 | $18277146752.22           | $18277146752.22            | 64.8600%                  | 64.8600%                   |
| 2026-02-19 | $17799789843.81           | $17799789843.81            | 64.7200%                  | 64.7200%                   |
| 2026-02-20 | $17630475874.76           | $17630475874.76            | 64.4900%                  | 64.4900%                   |
| 2026-02-23 | $18129772714.02           | $18164772578.57            | 65.1300%                  | 65.2500%                   |
| 2026-02-24 | $19146969562.66           | $19181969448.56            | 66.3300%                  | 66.4500%                   |
| 2026-02-25 | $18524950375.47           | $18559950283.07            | 65.5800%                  | 65.7100%                   |
| 2026-02-26 | $18211465761.14           | $18246465691.14            | 65.1900%                  | 65.3200%                   |
| 2026-02-27 | $18055640348.58           | $18055640348.58            | 65.0700%                  | 65.0700%                   |

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

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

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $8850968597.20

- **Number of Shares Outstanding:** 8851940293.0700

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $297903159.24             | $460886379.37           |
| 2026-02-03 | $463938406.23             | $351894292.34           |
| 2026-02-04 | $444638608.93             | $532438588.09           |
| 2026-02-05 | $489195900.08             | $868419838.58           |
| 2026-02-06 | $247697355.36             | $290841337.56           |
| 2026-02-09 | $170756223.00             | $493143281.04           |
| 2026-02-10 | $781911290.22             | $382017265.55           |
| 2026-02-11 | $115825099.12             | $324645381.70           |
| 2026-02-12 | $1200809492.09            | $449863698.67           |
| 2026-02-13 | $290810570.31             | $817374473.30           |
| 2026-02-17 | $778358077.89             | $399792086.77           |
| 2026-02-18 | $670125737.95             | $389567814.25           |
| 2026-02-19 | $132971524.09             | $791833250.63           |
| 2026-02-20 | $246993091.29             | $383841498.58           |
| 2026-02-23 | $858498631.38             | $244455375.86           |
| 2026-02-24 | $851007783.98             | $340048582.87           |
| 2026-02-25 | $552877864.01             | $422354826.59           |
| 2026-02-26 | $330601816.07             | $406488915.01           |
| 2026-02-27 | $170403799.18             | $259511323.86           |

**Total Gross Subscriptions (Month):** $9095324430.42

**Total Gross Redemptions (Month):** $8609418210.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5400%           |
| 2026-02-03 | 3.5400%           |
| 2026-02-04 | 3.5400%           |
| 2026-02-05 | 3.5400%           |
| 2026-02-06 | 3.5400%           |
| 2026-02-09 | 3.5400%           |
| 2026-02-10 | 3.5300%           |
| 2026-02-11 | 3.5300%           |
| 2026-02-12 | 3.5300%           |
| 2026-02-13 | 3.5200%           |
| 2026-02-17 | 3.5300%           |
| 2026-02-18 | 3.5300%           |
| 2026-02-19 | 3.5400%           |
| 2026-02-20 | 3.5400%           |
| 2026-02-23 | 3.5400%           |
| 2026-02-24 | 3.5400%           |
| 2026-02-25 | 3.5300%           |
| 2026-02-26 | 3.5300%           |
| 2026-02-27 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 5.9400%              |
| Retail investor |  | 0.0000%          | 7.6800%              |
| Retail investor |  | 0.0000%          | 9.6200%              |
| Retail investor |  | 0.0000%          | 9.8100%              |
| Retail investor |  | 0.0000%          | 10.7200%             |
| Retail investor |  | 0.0000%          | 9.3300%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $973262205.13

- **Number of Shares Outstanding:** 973264944.1860

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $4689576.39               | $5097794.95             |
| 2026-02-03 | $5505928.59               | $4100963.48             |
| 2026-02-04 | $6236915.50               | $3826256.25             |
| 2026-02-05 | $8931494.30               | $2196840.92             |
| 2026-02-06 | $3511399.31               | $5884671.23             |
| 2026-02-09 | $1625472.67               | $2582958.60             |
| 2026-02-10 | $4938492.74               | $10700038.31            |
| 2026-02-11 | $5220223.87               | $4245749.70             |
| 2026-02-12 | $4849720.57               | $2983559.00             |
| 2026-02-13 | $2861764.11               | $2827484.56             |
| 2026-02-17 | $5019336.19               | $1618334.45             |
| 2026-02-18 | $4466480.07               | $3502338.07             |
| 2026-02-19 | $4260310.95               | $3026411.30             |
| 2026-02-20 | $9815040.76               | $3912378.29             |
| 2026-02-23 | $1667324.96               | $1762379.97             |
| 2026-02-24 | $1801572.75               | $3949014.76             |
| 2026-02-25 | $7915106.25               | $3873905.22             |
| 2026-02-26 | $2301584.25               | $2156511.09             |
| 2026-02-27 | $4741311.83               | $2851902.66             |

**Total Gross Subscriptions (Month):** $90359056.06

**Total Gross Redemptions (Month):** $71099492.81

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 5.3200%              |
| Broker-dealer |  | 0.0000%          | 89.0100%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $6524029971.08

- **Number of Shares Outstanding:** 6524837135.0750

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $149374100.67             | $119253748.60           |
| 2026-02-03 | $88254311.34              | $25454465.23            |
| 2026-02-04 | $94851223.41              | $43356174.27            |
| 2026-02-05 | $45420300.54              | $56007969.02            |
| 2026-02-06 | $27193638.61              | $33292098.20            |
| 2026-02-09 | $57697527.93              | $13313546.13            |
| 2026-02-10 | $518957252.11             | $54038105.16            |
| 2026-02-11 | $182062660.10             | $60183986.89            |
| 2026-02-12 | $32666016.64              | $90933214.51            |
| 2026-02-13 | $123889641.44             | $81269825.94            |
| 2026-02-17 | $53114724.99              | $114700874.25           |
| 2026-02-18 | $50317055.46              | $88466784.02            |
| 2026-02-19 | $115796457.54             | $140791835.51           |
| 2026-02-20 | $57347208.93              | $64771516.94            |
| 2026-02-23 | $34845902.37              | $153632581.57           |
| 2026-02-24 | $21769102.21              | $105329052.24           |
| 2026-02-25 | $21555866.68              | $72391840.07            |
| 2026-02-26 | $9338896.02               | $44583456.04            |
| 2026-02-27 | $39836241.26              | $41556217.55            |

**Total Gross Subscriptions (Month):** $1724288128.25

**Total Gross Redemptions (Month):** $1403327292.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4300%           |
| 2026-02-03 | 3.4300%           |
| 2026-02-04 | 3.4300%           |
| 2026-02-05 | 3.4300%           |
| 2026-02-06 | 3.4400%           |
| 2026-02-09 | 3.4300%           |
| 2026-02-10 | 3.4300%           |
| 2026-02-11 | 3.4200%           |
| 2026-02-12 | 3.4200%           |
| 2026-02-13 | 3.4200%           |
| 2026-02-17 | 3.4200%           |
| 2026-02-18 | 3.4300%           |
| 2026-02-19 | 3.4300%           |
| 2026-02-20 | 3.4300%           |
| 2026-02-23 | 3.4300%           |
| 2026-02-24 | 3.4300%           |
| 2026-02-25 | 3.4300%           |
| 2026-02-26 | 3.4200%           |
| 2026-02-27 | 3.4200%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9168063785.94

- **Number of Shares Outstanding:** 9168058845.7430

- **Expense Reimbursement/Waiver:** 1755449.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $34579002.64              | $27862738.38            |
| 2026-02-03 | $34280213.99              | $35008858.92            |
| 2026-02-04 | $29821534.21              | $46206698.44            |
| 2026-02-05 | $43826471.87              | $25839155.55            |
| 2026-02-06 | $38831712.50              | $24851729.89            |
| 2026-02-09 | $51077600.39              | $23326067.04            |
| 2026-02-10 | $29420631.79              | $27191321.16            |
| 2026-02-11 | $29807073.24              | $31883671.17            |
| 2026-02-12 | $21761577.84              | $19053156.96            |
| 2026-02-13 | $28569954.01              | $23408053.62            |
| 2026-02-17 | $33495999.63              | $21631229.37            |
| 2026-02-18 | $32525364.40              | $35178482.42            |
| 2026-02-19 | $27112180.43              | $22444939.23            |
| 2026-02-20 | $25032323.59              | $30259644.69            |
| 2026-02-23 | $41202268.10              | $26356639.33            |
| 2026-02-24 | $21247082.96              | $24208203.80            |
| 2026-02-25 | $29525454.40              | $37172675.00            |
| 2026-02-26 | $22765182.16              | $22859916.32            |
| 2026-02-27 | $22201401.18              | $27513206.19            |

**Total Gross Subscriptions (Month):** $597083029.33

**Total Gross Redemptions (Month):** $532256387.48

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 6.6400%              |
| Broker-dealer |  | 0.0000%          | 15.2200%             |
| Broker-dealer |  | 0.0000%          | 74.4300%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $16393279.37

- **Number of Shares Outstanding:** 16395202.9820

- **Expense Reimbursement/Waiver:** 9458.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $5765.61                  | $250577.94              |
| 2026-02-03 | $2215.45                  | $3239.60                |
| 2026-02-04 | $1761.48                  | $50067.70               |
| 2026-02-05 | $1732.44                  | $0.00                   |
| 2026-02-06 | $1578.35                  | $5.04                   |
| 2026-02-09 | $4734.13                  | $10342.59               |
| 2026-02-10 | $2115.33                  | $0.00                   |
| 2026-02-11 | $15266.84                 | $20000.00               |
| 2026-02-12 | $4325.57                  | $0.00                   |
| 2026-02-13 | $1570.47                  | $131.57                 |
| 2026-02-17 | $7336.28                  | $50000.00               |
| 2026-02-18 | $2457.14                  | $2250.00                |
| 2026-02-19 | $3532.68                  | $0.00                   |
| 2026-02-20 | $1577.97                  | $0.00                   |
| 2026-02-23 | $4717.40                  | $4300.00                |
| 2026-02-24 | $1704.85                  | $0.00                   |
| 2026-02-25 | $2967.76                  | $0.00                   |
| 2026-02-26 | $3108.39                  | $34427.56               |
| 2026-02-27 | $1611.80                  | $0.00                   |

**Total Gross Subscriptions (Month):** $70079.94

**Total Gross Redemptions (Month):** $425342.00

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 38.1000%             |
| Broker-dealer |  | 0.0000%          | 24.9900%             |
| Broker-dealer |  | 0.0000%          | 19.3100%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77647279.05

- **Number of Shares Outstanding:** 77652233.3310

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $150855.71                | $97475.74               |
| 2026-02-03 | $16422.85                 | $1043958.23             |
| 2026-02-04 | $230631.12                | $84088.08               |
| 2026-02-05 | $239412.50                | $153109.94              |
| 2026-02-06 | $53946.04                 | $140406.28              |
| 2026-02-09 | $430508.36                | $6510.65                |
| 2026-02-10 | $151765.03                | $259192.40              |
| 2026-02-11 | $97975.78                 | $111436.10              |
| 2026-02-12 | $14755.53                 | $280625.22              |
| 2026-02-13 | $10232.60                 | $472590.59              |
| 2026-02-17 | $9606945.18               | $128025.95              |
| 2026-02-18 | $209235.55                | $9195329.78             |
| 2026-02-19 | $680385.82                | $56.69                  |
| 2026-02-20 | $169047.92                | $105557.78              |
| 2026-02-23 | $84035.80                 | $2749.40                |
| 2026-02-24 | $191387.09                | $279024.75              |
| 2026-02-25 | $34719.57                 | $23868.31               |
| 2026-02-26 | $17615.08                 | $5565.61                |
| 2026-02-27 | $54047.60                 | $212264.88              |

**Total Gross Subscriptions (Month):** $12443925.13

**Total Gross Redemptions (Month):** $12601836.38

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

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 7.4700%              |
| Retail investor |  | 0.0000%          | 7.2200%              |
| Retail investor |  | 0.0000%          | 62.8800%             |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2121093936.29

- **Number of Shares Outstanding:** 2121404200.4000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $63141652.18              | $160281124.10           |
| 2026-02-03 | $17047693.83              | $51432594.94            |
| 2026-02-04 | $809009.35                | $10000.00               |
| 2026-02-05 | $30153828.96              | $4854468.68             |
| 2026-02-06 | $155864.31                | $2809251.98             |
| 2026-02-09 | $80644050.92              | $1230000.00             |
| 2026-02-10 | $100372899.10             | $287626.80              |
| 2026-02-11 | $199327.01                | $30030000.00            |
| 2026-02-12 | $687808098.61             | $40000.00               |
| 2026-02-13 | $25367470.93              | $1360000.00             |
| 2026-02-17 | $52894499.36              | $0.00                   |
| 2026-02-18 | $17584724.69              | $574902.54              |
| 2026-02-19 | $10247845.59              | $7508228.68             |
| 2026-02-20 | $424215.18                | $26930000.00            |
| 2026-02-23 | $16089344.28              | $22596204.33            |
| 2026-02-24 | $9822161.89               | $17357964.82            |
| 2026-02-25 | $241490.81                | $81506348.88            |
| 2026-02-26 | $417793.77                | $201990000.00           |
| 2026-02-27 | $807096.37                | $97490000.00            |

**Total Gross Subscriptions (Month):** $1114229067.14

**Total Gross Redemptions (Month):** $708288715.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5300%           |
| 2026-02-03 | 3.5300%           |
| 2026-02-04 | 3.5400%           |
| 2026-02-05 | 3.5400%           |
| 2026-02-06 | 3.5400%           |
| 2026-02-09 | 3.5300%           |
| 2026-02-10 | 3.5300%           |
| 2026-02-11 | 3.5300%           |
| 2026-02-12 | 3.5200%           |
| 2026-02-13 | 3.5200%           |
| 2026-02-17 | 3.5200%           |
| 2026-02-18 | 3.5300%           |
| 2026-02-19 | 3.5300%           |
| 2026-02-20 | 3.5400%           |
| 2026-02-23 | 3.5400%           |
| 2026-02-24 | 3.5300%           |
| 2026-02-25 | 3.5300%           |
| 2026-02-26 | 3.5200%           |
| 2026-02-27 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 21.9700%             |
| Retail investor |  | 0.0000%          | 7.1700%              |
| Retail investor |  | 0.0000%          | 10.2400%             |
| Retail investor |  | 0.0000%          | 11.2400%             |
| Retail investor |  | 0.0000%          | 8.7700%              |
| Broker-dealer   |  | 0.0000%          | 25.9800%             |

## 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:** 8.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $51297623.45       | $52307491.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-31      | 1.6200%  | 0.0000% | $194681103.55      | $198513682.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $93588006.01       | $95430421.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $152638631.71      | $155643544.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $136575895.05      | $139264588.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-31      | 1.2500%  | 0.0000% | $44530923.77       | $45407579.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $94955190.62       | $96824521.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8700%  | 0.0000% | $79563205.83       | $81129522.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $154280535.95      | $157317771.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $325344921.49      | $331749806.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $124912112.92      | $127371188.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8700%  | 0.0000% | $50379494.76       | $51371288.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $43500585.92       | $44356958.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $386981236.66      | $394599521.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-30      | 1.6200%  | 0.0000% | $62481041.75       | $63711071.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $99228348.92       | $101181802.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $50476535.51       | $51470239.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8700%  | 0.0000% | $88634385.69       | $90379281.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $6674836.65        | $6806240.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6200%  | 0.0000% | $59982633.80       | $61163478.60       | 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_0302
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2044-10-20      | 3.5000%  | 0.0000% | $885456.00         | $64526.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $131.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $249.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $530.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-10-20      | 1.5000%  | 0.0000% | $1006.00           | $519.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-10-20      | 2.0000%  | 0.0000% | $1001.00           | $491.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $661.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.1250%  | 0.0000% | $1000.00           | $293.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $778.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-15      | 3.3600%  | 0.0000% | $10681260.00       | $10479968.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1024.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1004.00           | $1036.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $7830.00           | $8357.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2016.00           | $2028.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $838.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $937.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1000.00           | $914.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $1008.00           | $930.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1002.00           | $951.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1024.00           | $1049.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2000.00           | $2079.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2000.00           | $2044.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2000.00           | $2016.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-15      | 4.0000%  | 0.0000% | $1000.00           | $143.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2000.00           | $2152.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1024.00           | $753.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $546.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1000.00           | $60.23             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 6.0000%  | 0.0000% | $1408354.00        | $34379.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $2043.00           | $200.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $49.72             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $1024.00           | $124.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $1000.00           | $40.77             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $87.20             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $136.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $1024.00           | $93.32             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1024.00           | $82.08             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1024.00           | $509.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1000.00           | $479.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $290.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $1000.00           | $191.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $1000.00           | $299.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $1074.00           | $193.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1024.00           | $504.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $325.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1085.00           | $380.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $466.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1024.00           | $389.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1024.00           | $977.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $646.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1040.00           | $632.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2000.00           | $1438.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2016.00           | $2080.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1024.00           | $1071.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $557524.00         | $575587.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $1013.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2016.00           | $2068.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $897.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1075.00           | $696.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $311.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1000.00           | $170.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $400.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $413.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $458.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 2.5900%  | 0.0000% | $1000.00           | $71.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $214.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $527.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $908.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $4934.00           | $4947.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 4.7200%  | 0.0000% | $1000.00           | $1039.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 4.7300%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.5700%  | 0.0000% | $1000.00           | $1032.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 4.5450%  | 0.0000% | $1087.00           | $1116.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.6300%  | 0.0000% | $1000.00           | $1027.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 3.9000%  | 0.0000% | $1000.00           | $1006.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.7400%  | 0.0000% | $1000.00           | $1034.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.5610%  | 0.0000% | $1000.00           | $86.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1004.00           | $228.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 1.5000%  | 0.0000% | $1000.00           | $526.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1388.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $744.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $888.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $787.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1053.00           | $996.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1024.00           | $699.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1045.00           | $813.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $859.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1054.00           | $903.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $770.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $1008.00           | $342.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $614.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $759.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $760.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $680.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $733.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $799.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $742.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $972.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.1980%  | 0.0000% | $2000.00           | $82.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $998000.00         | $49411.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $61.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 6.1130%  | 0.0000% | $1000.00           | $38.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 5.5380%  | 0.0000% | $1006.00           | $14.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 5.8900%  | 0.0000% | $1008.00           | $17.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.0400%  | 0.0000% | $1019.00           | $12.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.9070%  | 0.0000% | $1007.00           | $858.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1053.00           | $943.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1003.00           | $993.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1003.00           | $1056.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $2001.00           | $2104.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5640%  | 0.0000% | $1000.00           | $307.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.1820%  | 0.0000% | $1024.00           | $227.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $1000.00           | $38.23             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-01      | 6.1770%  | 0.0000% | $1000.00           | $189.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 3.5000%  | 0.0000% | $1000.00           | $208.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.9640%  | 0.0000% | $1000.00           | $54.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $403.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.4750%  | 0.0000% | $1000.00           | $454.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 4.2700%  | 0.0000% | $1000.00           | $955.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 4.3400%  | 0.0000% | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $967.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5350%  | 0.0000% | $1000.00           | $911.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.4580%  | 0.0000% | $1006.00           | $971.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2240.00           | $1202.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $764.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1001.00           | $934.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 3.4090%  | 0.0000% | $1009.00           | $976.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $930.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $225.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $2133994.00        | $31730.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $17144180.00       | $13623294.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1019.00           | $994.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $94746392.00       | $97192026.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.0750%  | 0.0000% | $1000.00           | $4.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-05-01      | 4.0000%  | 0.0000% | $875919.00         | $47863.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.7710%  | 0.0000% | $1010.00           | $15.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1024.00           | $651.49            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $19701152.00       | $18153047.03       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $7958643.00        | $8131690.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $4000592.00        | $3978796.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.2360%  | 0.0000% | $458877.00         | $347200.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0480%  | 0.0000% | $304991.00         | $219591.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.4160%  | 0.0000% | $149940.00         | $141846.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.7390%  | 0.0000% | $254251.00         | $196495.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.2500%  | 0.0000% | $5983528.00        | $5973047.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1788738.00        | $1532059.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $585741.00         | $546023.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $11636384.00       | $11158158.87       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $36501000.00       | $32236571.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $12832976.00       | $12630756.19       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2555377.00        | $2530626.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $9346560.00        | $9697798.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $49995440.00       | $51058126.09       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $5953832.00        | $5943958.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $4997000.00        | $44042.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $1001.00           | $992.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $5998248.00        | $6044282.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1032.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $45846.00          | $47901.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2162528.00        | $2228099.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $577636.00         | $587818.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $4663040.00        | $4772638.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $3370403.00        | $3533427.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $2876884.00        | $3009483.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1438196.00        | $1482192.17        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $2762200.00        | $3274983.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $105.58            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $1000.00           | $11.68             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $1008.00           | $52.78             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $1000.00           | $18.18             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $1000.00           | $30.96             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $1000.00           | $28.74             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $1000.00           | $232.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $2000.00           | $65.31             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $41.76             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $2000.00           | $896.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1002.00           | $527.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $602.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1024.00           | $659.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $4287.00           | $4295.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $375.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $313.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $448.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $415.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $665.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $953.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 4.0000%  | 0.0000% | $1019.00           | $107.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 4.5000%  | 0.0000% | $14228.00          | $419.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 6.3850%  | 0.0000% | $1000.00           | $42.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.6500%  | 0.0000% | $1000.00           | $1029.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $650.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $1008.00           | $617.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1001.00           | $690.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $705.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.4100%  | 0.0000% | $1000.00           | $27.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 6.1050%  | 0.0000% | $1024.00           | $2.40              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 5.9900%  | 0.0000% | $1000.00           | $3.59              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1004.00           | $490.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $13456281.00       | $12777334.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $84944030.00       | $83484644.85       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0910%  | 0.0000% | $1000.00           | $13.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $245.21            | Agency Mortgage-Backed Securities         |

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.810000%
- **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):** $100076265.00
- **C.18.a - Value (excl. sponsor support):** $100076265.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 3.375000%
- **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):** $498884770.92
- **C.18.a - Value (excl. sponsor support):** $498884770.92
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **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):** $499742088.96
- **C.18.a - Value (excl. sponsor support):** $499742088.96
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.695000%
- **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):** $549489707.87
- **C.18.a - Value (excl. sponsor support):** $549489707.87
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **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):** $99498281.64
- **C.18.a - Value (excl. sponsor support):** $99498281.64
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $399498949.32
- **C.18.a - Value (excl. sponsor support):** $399498949.32
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $199999700.00
- **C.18.a - Value (excl. sponsor support):** $199999700.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499496123.88
- **C.18.a - Value (excl. sponsor support):** $499496123.88
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549498824.07
- **C.18.a - Value (excl. sponsor support):** $549498824.07
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GA2, C.4 - ISIN: US3130B9GA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99499379.12
- **C.18.a - Value (excl. sponsor support):** $99499379.12
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399496404.50
- **C.18.a - Value (excl. sponsor support):** $399496404.50
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499498536.47
- **C.18.a - Value (excl. sponsor support):** $499498536.47
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598998244.93
- **C.18.a - Value (excl. sponsor support):** $598998244.93
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313373B68, C.4 - ISIN: US313373B685, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2130402.31
- **C.18.a - Value (excl. sponsor support):** $2130402.31
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $356021868.75
- **C.18.a - Value (excl. sponsor support):** $356021868.75
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 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: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44833950.31
- **C.18.a - Value (excl. sponsor support):** $44833950.31
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 19: 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):** $493339666.77
- **C.18.a - Value (excl. sponsor support):** $493339666.77
- **C.19 - Percentage of Net Assets:** 1.7800%
- **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 20: 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):** $394297343.46
- **C.18.a - Value (excl. sponsor support):** $394297343.46
- **C.19 - Percentage of Net Assets:** 1.4200%
- **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 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $640850822.84
- **C.18.a - Value (excl. sponsor support):** $640850822.84
- **C.19 - Percentage of Net Assets:** 2.3100%
- **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 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZK5
- **C.18 - Value (incl. sponsor support):** $295670276.61
- **C.18.a - Value (excl. sponsor support):** $295670276.61
- **C.19 - Percentage of Net Assets:** 1.0700%
- **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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98136021.17
- **C.18.a - Value (excl. sponsor support):** $98136021.17
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 24: 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):** $458890868.24
- **C.18.a - Value (excl. sponsor support):** $458890868.24
- **C.19 - Percentage of Net Assets:** 1.6500%
- **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 25: 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):** $48294706.25
- **C.18.a - Value (excl. sponsor support):** $48294706.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 26: 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):** $320655476.09
- **C.18.a - Value (excl. sponsor support):** $320655476.09
- **C.19 - Percentage of Net Assets:** 1.1600%
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $39766898.92
- **C.18.a - Value (excl. sponsor support):** $39766898.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $30013431.60
- **C.18.a - Value (excl. sponsor support):** $30013431.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $119838868.87
- **C.18.a - Value (excl. sponsor support):** $119838868.87
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 31: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $94038424.38
- **C.18.a - Value (excl. sponsor support):** $94038424.38
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 32: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $79790078.36
- **C.18.a - Value (excl. sponsor support):** $79790078.36
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 33: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **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):** $29511769.32
- **C.18.a - Value (excl. sponsor support):** $29511769.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $99681111.89
- **C.18.a - Value (excl. sponsor support):** $99681111.89
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $399943488.95
- **C.18.a - Value (excl. sponsor support):** $399943488.95
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $199481875.43
- **C.18.a - Value (excl. sponsor support):** $199481875.43
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: 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: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200054824.00
- **C.18.a - Value (excl. sponsor support):** $200054824.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37009933.39
- **C.18.a - Value (excl. sponsor support):** $37009933.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **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):** $72029777.04
- **C.18.a - Value (excl. sponsor support):** $72029777.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 40: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **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):** $72062109.36
- **C.18.a - Value (excl. sponsor support):** $72062109.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 46699D001_3.66_0302
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2035-02-28      | 4.6200%  | 0.0000% | $400122000.00      | $407999998.90      | U.S. Treasuries (including strips) |

### Security 42: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 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: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2030-02-28      | 4.0000%  | 0.0000% | $1000305833.33     | $1019999998.66     | U.S. Treasuries (including strips) |

### Security 43: 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:** 5.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2056-02-01      | 5.5000%  | 0.0000% | $6381760.00        | $6613904.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $11185424.00       | $11412647.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $5536334.00        | $5747037.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2742374.00        | $2848545.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $7050613.00        | $7254010.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3448776.00        | $3586355.34        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2026-04-09      | 0.0000%  | 0.0000% | $249342000.00      | $248389264.22      | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2027-02-18      | 0.0000%  | 0.0000% | $100938500.00      | $97613081.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-08-27      | 0.0000%  | 0.0000% | $325436000.00      | $319780247.76      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $1200.00           | $1188.69           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $101.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $90258000.00       | $91986298.58       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-15      | 4.3750%  | 0.0000% | $1000.00           | $1017.34           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $75336000.00       | $76487503.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $82.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $25224600.00       | $19495499.93       | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $1000.00           | $125.44            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2028-06-15      | 3.8750%  | 0.0000% | $148137000.00      | $150860016.89      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-15      | 3.7500%  | 0.0000% | $215183000.00      | $219064789.57      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $228213000.00      | $231555016.74      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $300.00            | $305.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-30      | 4.1250%  | 0.0000% | $28978100.00       | $29772813.57       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $10999900.00       | $7529990.96        | U.S. Treasuries (including strips)        |

### Security 44: 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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2034-02-15      | 4.0000%  | 0.0000% | $2734500.00        | $2762162.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $98256600.00       | $99237884.86       | U.S. Treasuries (including strips) |

### 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $594143087.58
- **C.18.a - Value (excl. sponsor support):** $594143087.58
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 46: 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):** $498786110.00
- **C.18.a - Value (excl. sponsor support):** $498786110.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 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):** $596211485.63
- **C.18.a - Value (excl. sponsor support):** $596211485.63
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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):** $496746169.39
- **C.18.a - Value (excl. sponsor support):** $496746169.39
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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):** $497026645.00
- **C.18.a - Value (excl. sponsor support):** $497026645.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: 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):** $499950060.00
- **C.18.a - Value (excl. sponsor support):** $499950060.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 51: 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):** $498598858.89
- **C.18.a - Value (excl. sponsor support):** $498598858.89
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 52: 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):** $497399187.38
- **C.18.a - Value (excl. sponsor support):** $497399187.38
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 53: 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):** $48485590.50
- **C.18.a - Value (excl. sponsor support):** $48485590.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 54: 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):** $199762280.00
- **C.18.a - Value (excl. sponsor support):** $199762280.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **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 55: 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):** $98888672.00
- **C.18.a - Value (excl. sponsor support):** $98888672.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 56: 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):** $197694374.00
- **C.18.a - Value (excl. sponsor support):** $197694374.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 57: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294515625.00
- **C.18.a - Value (excl. sponsor support):** $294515625.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97677083.00
- **C.18.a - Value (excl. sponsor support):** $97677083.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $498819230.00
- **C.18.a - Value (excl. sponsor support):** $498819230.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **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):** $796063752.00
- **C.18.a - Value (excl. sponsor support):** $796063752.00
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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):** $295754883.00
- **C.18.a - Value (excl. sponsor support):** $295754883.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **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):** $98432812.00
- **C.18.a - Value (excl. sponsor support):** $98432812.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196808594.00
- **C.18.a - Value (excl. sponsor support):** $196808594.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $302270499.00
- **C.18.a - Value (excl. sponsor support):** $302270499.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.804900%
- **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):** $200129888.00
- **C.18.a - Value (excl. sponsor support):** $200129888.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 66: 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):** $200076562.00
- **C.18.a - Value (excl. sponsor support):** $200076562.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 67: 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):** $199831874.00
- **C.18.a - Value (excl. sponsor support):** $199831874.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 68: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $603482814.00
- **C.18.a - Value (excl. sponsor support):** $603482814.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: 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_0302
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $100000200.00      | $102867722.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $22977800.00       | $24617853.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $10043900.00       | $10214434.94       | U.S. Treasuries (including strips) |

### Security 70: 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_0302
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2029-03-13      | 1.1250%  | 0.0000% | $15000.00          | $14070.98          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-03-28      | 1.8500%  | 0.0000% | $52972000.00       | $49891993.09       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-12-07      | 2.0000%  | 0.0000% | $20689000.00       | $19621229.22       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-03-09      | 4.7500%  | 0.0000% | $250000.00         | $255671.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-07-06      | 4.3750%  | 0.0000% | $1500000.00        | $1513120.38        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-04-17      | 3.7200%  | 0.0000% | $20000.00          | $20084.93          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-09-03      | 3.8750%  | 0.0000% | $1000000.00        | $1019869.17        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-11-12      | 3.9200%  | 0.0000% | $60000.00          | $60181.97          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2032-08-12      | 4.4800%  | 0.0000% | $30134000.00       | $30168252.31       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2034-02-23      | 4.4700%  | 0.0000% | $84492000.00       | $84323579.28       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2033-08-26      | 4.5000%  | 0.0000% | $35500000.00       | $35482782.50       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-02-25      | 3.8400%  | 0.0000% | $65250000.00       | $65170025.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-02-26      | 3.8000%  | 0.0000% | $75000000.00       | $74921666.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2033-02-18      | 4.5500%  | 0.0000% | $37799000.00       | $37775659.12       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2035-10-15      | 5.0300%  | 0.0000% | $7000000.00        | $7106171.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-13      | 3.8300%  | 0.0000% | $300000.00         | $300719.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-05-14      | 3.7600%  | 0.0000% | $310000.00         | $310476.88         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-03-18      | 3.7250%  | 0.0000% | $45000.00          | $45330.59          | Agency Mortgage-Backed Securities |

### Security 71: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_3.67_0302
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2053-07-01      | 5.0000%  | 0.0000% | $6976360.00        | $5625111.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $677864448.00      | $565064487.17      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $1037999.00        | $708912.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $7000000.00        | $4499568.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $5477952.00        | $4734022.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $4220024.00        | $2876471.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $6877960.00        | $5355882.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $16931840.00       | $14532473.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $114526399.00      | $85423095.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $1048180.00        | $814330.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $26212864.00       | $20855024.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $4768920.00        | $3510620.75        | Agency Mortgage-Backed Securities |

### Security 72: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $125789600.00      | $117333877.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $13107200.00       | $13438634.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $6675200.00        | $6922980.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $1600.00           | $1634.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $2400.00           | $2135.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $800.00            | $739.17            | U.S. Treasuries (including strips) |

### Security 73: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.6800
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                       | 2030-05-31      | 4.0000%  | 0.0000% | $99268000.00       | $101998884.50      | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1102.00           | $1116.56           | Agency Collateralized Mortgage Obligation |

### Security 74: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.68_0302
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2053-01-20      | 4.0000%  | 0.0000% | $124841.00         | $95944.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $18365.00          | $13707.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $818867.00         | $818553.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $4197056.00        | $4249830.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $349770.00         | $367421.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1053488.00        | $1086958.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $473269.00         | $498072.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 3.5000%  | 0.0000% | $515000.00         | $14303.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.0000%  | 0.0000% | $59918.00          | $304.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $574863.00         | $398845.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $605947.00         | $405014.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $16876000.00       | $14155426.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $8920000.00        | $7125659.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $3960263.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55778.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1557594.00        | $1389515.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.5000%  | 0.0000% | $278224.00         | $131463.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $43942000.00       | $29344365.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.6800%  | 0.0000% | $900000.00         | $677206.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.2600%  | 0.0000% | $8018240.00        | $7156771.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5300%  | 0.0000% | $9159840.00        | $9000816.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1582112.00        | $146728.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.0000%  | 0.0000% | $316607.00         | $1439.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1580504.00        | $1568105.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $80000.00          | $13732.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1010714.00        | $894626.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $81573.00          | $58847.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $49990.00          | $29241.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $355949.00         | $203028.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $727096.00         | $480346.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $6100000.00        | $5908054.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $16762048.00       | $16983912.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2766684.00        | $1808680.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1142758.00        | $800974.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $14119408.00       | $11089761.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $129806.00         | $10821.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $156786.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.5000%  | 0.0000% | $6000.00           | $3172.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2502159.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $30451.00          | $28202.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 4.0000%  | 0.0000% | $5439570.00        | $5296095.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1663232.00        | $1520349.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $4885200.00        | $4745578.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $2402956.00        | $2159192.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $61408576.00       | $56412643.24       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $7143128.00        | $4729834.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $54250000.00       | $43195744.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 3.5000%  | 0.0000% | $2287408.00        | $12259.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $39000.00          | $3579.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 3.9900%  | 0.0000% | $2000000.00        | $1444782.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $670739.00         | $55051.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $257731.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 4.5000%  | 0.0000% | $272000.00         | $171016.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $8887520.00        | $7553329.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $43084000.00       | $28569976.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $19998.00          | $193.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $102052.00         | $8363.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $76631168.00       | $77229436.03       | Agency Mortgage-Backed Securities         |

### Security 75: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 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: 98599G006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 98599G006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $993000000.00
- **C.18.a - Value (excl. sponsor support):** $993000000.00
- **C.19 - Percentage of Net Assets:** 3.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $582291500.00      | $581853354.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $378857200.00      | $431006719.30      | U.S. Treasuries (including strips) |

### Security 76: 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_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $13000.00          | $15809.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-12-31      | 3.8750%  | 0.0000% | $3309600.00        | $3360483.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $241066400.00      | $244948310.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $6697900.00        | $6752766.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $107.28            | U.S. Treasuries (including strips) |

### Security 77: 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_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 6.0000%  | 0.0000% | $5094.00           | $61.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 3.5000%  | 0.0000% | $1006.00           | $79.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 5.0000%  | 0.0000% | $4907.00           | $371.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.9530%  | 0.0000% | $2479.00           | $94.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $860.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $2671.00           | $2172.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $249182720.00      | $229315249.45      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $5304148.00        | $5150000.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-04      | 5.0000%  | 0.0000% | $276293463.00      | $280685354.05      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $1000.00           | $12.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $686.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $509.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 5.5000%  | 0.0000% | $7867.00           | $32.85             | Agency Mortgage-Backed Securities |

### Security 78: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: 549300MS3WYYVQ4HXM15, C.5 - Other ID: 989GWF002_3.66_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2035-08-15      | 4.2500%  | 0.0000% | $138125400.00      | $141652409.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $22343400.00       | $23181738.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $88634800.00       | $90243716.03       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2026-03-06

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller