# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-26-042729
**Filing Date:** 2026-5
**Character Count:** 261564
**Document Hash:** 4d6eff690869ea69f095554a2a67f629
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042729.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042729

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26952188

**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):** 2026-04-30

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

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

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

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

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

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | AllianceBernstein LP.                                        | 801-56720         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY            |  |
| Administrator                 | AllianceBernstein LP.                                        |  |
| Transfer Agent                | AllianceBernstein Investor Services, Inc.<br>CIK: 0000733598 | 084-01187         |

### Fund Characteristics & Assets

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

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

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

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 52 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $25399321132.82

- **Amortized Cost of Portfolio Securities:** $25401762358.15

- **Cash:** $535731.72

- **Total Other Assets:** $54289854.33

- **Total Liabilities:** $608598592.76

- **Net Assets of Series:** $24847989351.44

- **Number of Shares Outstanding (Series):** 24850031850.3460

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $16402476653.62           | $16402476653.62            | 65.3200%                  | 65.3200%                   |
| 2026-04-02 | $16032822467.57           | $16032822467.57            | 64.7800%                  | 64.7800%                   |
| 2026-04-06 | $15990827976.79           | $15990827976.79            | 64.7300%                  | 64.7300%                   |
| 2026-04-07 | $15634993902.75           | $15634993902.75            | 64.2200%                  | 64.2200%                   |
| 2026-04-08 | $15139962514.98           | $15139962514.98            | 63.4700%                  | 63.4700%                   |
| 2026-04-09 | $15620935226.66           | $15620935226.66            | 64.1900%                  | 64.1900%                   |
| 2026-04-10 | $15121631162.19           | $15121631162.19            | 63.4300%                  | 63.4300%                   |
| 2026-04-13 | $15615347480.39           | $15615347480.39            | 62.8800%                  | 62.8800%                   |
| 2026-04-14 | $14791210326.47           | $14890709785.19            | 61.6100%                  | 62.0300%                   |
| 2026-04-15 | $14635138318.12           | $14734637900.22            | 61.3600%                  | 61.7700%                   |
| 2026-04-16 | $14570621733.50           | $14670121532.51            | 61.2500%                  | 61.6700%                   |
| 2026-04-17 | $14552909418.20           | $14652409506.76            | 61.2100%                  | 61.6300%                   |
| 2026-04-20 | $15504444412.17           | $15504444412.17            | 62.9600%                  | 62.9600%                   |
| 2026-04-21 | $16042402936.37           | $16042402936.37            | 63.7500%                  | 63.7500%                   |
| 2026-04-22 | $16027971340.23           | $16027971340.23            | 63.7200%                  | 63.7200%                   |
| 2026-04-23 | $15719656142.76           | $15719656142.76            | 63.2700%                  | 63.2700%                   |
| 2026-04-24 | $15599532333.25           | $15599532333.25            | 63.0800%                  | 63.0800%                   |
| 2026-04-27 | $15940171133.89           | $15940171133.89            | 63.5800%                  | 63.5800%                   |
| 2026-04-28 | $15988952665.26           | $15988952665.26            | 63.6500%                  | 63.6500%                   |
| 2026-04-29 | $16474970058.30           | $16474970058.30            | 64.3100%                  | 64.3100%                   |
| 2026-04-30 | $15720656538.69           | $15720656538.69            | 61.7500%                  | 61.7500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%             |
| 2026-04-02 | 3.7100%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7000%             |
| 2026-04-09 | 3.6900%             |
| 2026-04-10 | 3.6700%             |
| 2026-04-13 | 3.6700%             |
| 2026-04-14 | 3.6700%             |
| 2026-04-15 | 3.6800%             |
| 2026-04-16 | 3.6900%             |
| 2026-04-17 | 3.7000%             |
| 2026-04-20 | 3.7100%             |
| 2026-04-21 | 3.7000%             |
| 2026-04-22 | 3.7000%             |
| 2026-04-23 | 3.6900%             |
| 2026-04-24 | 3.7000%             |
| 2026-04-27 | 3.7000%             |
| 2026-04-28 | 3.7000%             |
| 2026-04-29 | 3.7000%             |
| 2026-04-30 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-06 | 1.0000                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 1.0000                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $7224906323.22

- **Number of Shares Outstanding:** 7225783173.5700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $588006941.51             | $400642393.59           |
| 2026-04-02 | $525215538.24             | $739565871.33           |
| 2026-04-06 | $346170070.41             | $326626001.31           |
| 2026-04-07 | $189445052.36             | $594187026.51           |
| 2026-04-08 | $65155184.73              | $291020918.46           |
| 2026-04-09 | $779212591.15             | $273120309.74           |
| 2026-04-10 | $240695453.19             | $517214273.68           |
| 2026-04-13 | $492041045.97             | $204440122.14           |
| 2026-04-14 | $539120663.57             | $696206047.12           |
| 2026-04-15 | $242231976.82             | $243945080.56           |
| 2026-04-16 | $234042361.44             | $367334522.67           |
| 2026-04-17 | $211804337.87             | $217465605.14           |
| 2026-04-20 | $1206612593.64            | $332964093.43           |
| 2026-04-21 | $1046752608.35            | $484035295.97           |
| 2026-04-22 | $265715233.67             | $260555753.98           |
| 2026-04-23 | $253204713.08             | $500292927.01           |
| 2026-04-24 | $269773513.20             | $290507582.26           |
| 2026-04-27 | $529898434.20             | $177735534.85           |
| 2026-04-28 | $277661607.44             | $206313307.52           |
| 2026-04-29 | $256348880.06             | $281572486.42           |
| 2026-04-30 | $173966328.69             | $405322547.99           |

**Total Gross Subscriptions (Month):** $8733075129.59

**Total Gross Redemptions (Month):** $7811067701.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5000%           |
| 2026-04-02 | 3.5000%           |
| 2026-04-06 | 3.5000%           |
| 2026-04-07 | 3.4900%           |
| 2026-04-08 | 3.4900%           |
| 2026-04-09 | 3.4800%           |
| 2026-04-10 | 3.4600%           |
| 2026-04-13 | 3.4600%           |
| 2026-04-14 | 3.4600%           |
| 2026-04-15 | 3.4600%           |
| 2026-04-16 | 3.4800%           |
| 2026-04-17 | 3.4900%           |
| 2026-04-20 | 3.4900%           |
| 2026-04-21 | 3.4900%           |
| 2026-04-22 | 3.4900%           |
| 2026-04-23 | 3.4900%           |
| 2026-04-24 | 3.4900%           |
| 2026-04-27 | 3.5000%           |
| 2026-04-28 | 3.5000%           |
| 2026-04-29 | 3.5000%           |
| 2026-04-30 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 5.7400%              |
| Retail investor |  | 0.0000%          | 6.8800%              |
| Retail investor |  | 0.0000%          | 6.3700%              |
| Retail investor |  | 0.0000%          | 10.9400%             |
| Retail investor |  | 0.0000%          | 9.9700%              |
| Retail investor |  | 0.0000%          | 6.9400%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1000564905.99

- **Number of Shares Outstanding:** 1000569832.5350

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $6324656.78               | $4541806.86             |
| 2026-04-02 | $5184989.29               | $9882846.02             |
| 2026-04-06 | $10389861.23              | $3830854.32             |
| 2026-04-07 | $1210692.63               | $6504673.09             |
| 2026-04-08 | $2151490.50               | $4726813.04             |
| 2026-04-09 | $3312778.39               | $10931769.39            |
| 2026-04-10 | $3541238.08               | $4488206.76             |
| 2026-04-13 | $2003096.27               | $5269944.27             |
| 2026-04-14 | $2383400.89               | $7115625.33             |
| 2026-04-15 | $7245157.33               | $3556376.29             |
| 2026-04-16 | $8120156.93               | $3069161.51             |
| 2026-04-17 | $2227314.69               | $4185091.67             |
| 2026-04-20 | $2037296.37               | $5239239.23             |
| 2026-04-21 | $4614495.91               | $4537788.56             |
| 2026-04-22 | $2902021.06               | $4843709.60             |
| 2026-04-23 | $3757533.83               | $14947104.58            |
| 2026-04-24 | $3573967.86               | $4924957.52             |
| 2026-04-27 | $2890970.01               | $4101258.75             |
| 2026-04-28 | $1941262.91               | $5643693.35             |
| 2026-04-29 | $1214601.14               | $2407679.82             |
| 2026-04-30 | $2201450.69               | $2208661.92             |

**Total Gross Subscriptions (Month):** $79228432.79

**Total Gross Redemptions (Month):** $116957261.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4500%           |
| 2026-04-02 | 3.4500%           |
| 2026-04-06 | 3.4500%           |
| 2026-04-07 | 3.4500%           |
| 2026-04-08 | 3.4400%           |
| 2026-04-09 | 3.4300%           |
| 2026-04-10 | 3.4200%           |
| 2026-04-13 | 3.4100%           |
| 2026-04-14 | 3.4100%           |
| 2026-04-15 | 3.4200%           |
| 2026-04-16 | 3.4300%           |
| 2026-04-17 | 3.4500%           |
| 2026-04-20 | 3.4400%           |
| 2026-04-21 | 3.4400%           |
| 2026-04-22 | 3.4300%           |
| 2026-04-23 | 3.4300%           |
| 2026-04-24 | 3.4200%           |
| 2026-04-27 | 3.4200%           |
| 2026-04-28 | 3.4200%           |
| 2026-04-29 | 3.4200%           |
| 2026-04-30 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 5.5800%              |
| Broker-dealer |  | 0.0000%          | 88.8100%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $5658740680.29

- **Number of Shares Outstanding:** 5659567113.4550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $156109568.39             | $139247182.64           |
| 2026-04-02 | $108749977.88             | $110256582.47           |
| 2026-04-06 | $66512934.77              | $124846010.48           |
| 2026-04-07 | $52457584.05              | $40291977.91            |
| 2026-04-08 | $36319676.33              | $111332503.89           |
| 2026-04-09 | $40550833.82              | $53963347.31            |
| 2026-04-10 | $8011994.03               | $79637556.06            |
| 2026-04-13 | $18978030.19              | $117744316.88           |
| 2026-04-14 | $37246110.48              | $92956720.94            |
| 2026-04-15 | $52555557.67              | $51895191.59            |
| 2026-04-16 | $77912937.66              | $41155229.65            |
| 2026-04-17 | $26166694.78              | $51120667.24            |
| 2026-04-20 | $17659591.40              | $32605309.75            |
| 2026-04-21 | $25087720.94              | $59859968.74            |
| 2026-04-22 | $25316212.55              | $26486825.09            |
| 2026-04-23 | $27853321.20              | $80966870.97            |
| 2026-04-24 | $46583853.61              | $77103392.61            |
| 2026-04-27 | $28719422.27              | $41283827.35            |
| 2026-04-28 | $33488828.69              | $50784251.71            |
| 2026-04-29 | $33719133.60              | $49426988.99            |
| 2026-04-30 | $46303945.45              | $72335036.87            |

**Total Gross Subscriptions (Month):** $966303929.76

**Total Gross Redemptions (Month):** $1505299759.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3900%           |
| 2026-04-02 | 3.3900%           |
| 2026-04-06 | 3.3900%           |
| 2026-04-07 | 3.3900%           |
| 2026-04-08 | 3.3800%           |
| 2026-04-09 | 3.3700%           |
| 2026-04-10 | 3.3500%           |
| 2026-04-13 | 3.3500%           |
| 2026-04-14 | 3.3500%           |
| 2026-04-15 | 3.3600%           |
| 2026-04-16 | 3.3700%           |
| 2026-04-17 | 3.3800%           |
| 2026-04-20 | 3.3900%           |
| 2026-04-21 | 3.3900%           |
| 2026-04-22 | 3.3800%           |
| 2026-04-23 | 3.3800%           |
| 2026-04-24 | 3.3900%           |
| 2026-04-27 | 3.3900%           |
| 2026-04-28 | 3.3900%           |
| 2026-04-29 | 3.3900%           |
| 2026-04-30 | 3.3900%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8968524805.00

- **Number of Shares Outstanding:** 8968537092.6760

- **Expense Reimbursement/Waiver:** 1857300.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $40230350.84              | $31245202.02            |
| 2026-04-02 | $23862924.68              | $37678219.21            |
| 2026-04-06 | $27086291.76              | $35157444.29            |
| 2026-04-07 | $29503267.42              | $64904733.58            |
| 2026-04-08 | $22234130.10              | $59914044.24            |
| 2026-04-09 | $21993885.51              | $51986192.46            |
| 2026-04-10 | $23487666.10              | $35795748.17            |
| 2026-04-13 | $27418253.06              | $53430573.42            |
| 2026-04-14 | $22765323.90              | $62548669.32            |
| 2026-04-15 | $24848359.07              | $51792507.51            |
| 2026-04-16 | $30322655.61              | $41122271.00            |
| 2026-04-17 | $24081553.26              | $28751430.07            |
| 2026-04-20 | $22815787.09              | $26265845.78            |
| 2026-04-21 | $20344301.79              | $28048484.15            |
| 2026-04-22 | $25892546.36              | $25873980.73            |
| 2026-04-23 | $27885001.70              | $20286155.81            |
| 2026-04-24 | $19836393.60              | $27727157.73            |
| 2026-04-27 | $34743277.96              | $24851807.57            |
| 2026-04-28 | $22414901.28              | $24153218.26            |
| 2026-04-29 | $18273600.68              | $16365772.66            |
| 2026-04-30 | $28443117.48              | $22080707.20            |

**Total Gross Subscriptions (Month):** $538483589.25

**Total Gross Redemptions (Month):** $769980165.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4500%           |
| 2026-04-02 | 3.4500%           |
| 2026-04-06 | 3.4500%           |
| 2026-04-07 | 3.4500%           |
| 2026-04-08 | 3.4400%           |
| 2026-04-09 | 3.4300%           |
| 2026-04-10 | 3.4200%           |
| 2026-04-13 | 3.4100%           |
| 2026-04-14 | 3.4100%           |
| 2026-04-15 | 3.4200%           |
| 2026-04-16 | 3.4300%           |
| 2026-04-17 | 3.4500%           |
| 2026-04-20 | 3.4400%           |
| 2026-04-21 | 3.4400%           |
| 2026-04-22 | 3.4300%           |
| 2026-04-23 | 3.4300%           |
| 2026-04-24 | 3.4200%           |
| 2026-04-27 | 3.4200%           |
| 2026-04-28 | 3.4200%           |
| 2026-04-29 | 3.4200%           |
| 2026-04-30 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 74.7500%             |
| Broker-dealer |  | 0.0000%          | 6.7800%              |
| Broker-dealer |  | 0.0000%          | 14.7700%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $16291235.69

- **Number of Shares Outstanding:** 16293178.0020

- **Expense Reimbursement/Waiver:** 10062.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1570.58                  | $17389.95               |
| 2026-04-02 | $1704.27                  | $3000.00                |
| 2026-04-06 | $30795.08                 | $15022.81               |
| 2026-04-07 | $27693.99                 | $56556.63               |
| 2026-04-08 | $3938.84                  | $5.06                   |
| 2026-04-09 | $1531.92                  | $0.00                   |
| 2026-04-10 | $2721.11                  | $0.00                   |
| 2026-04-13 | $5749.50                  | $103043.06              |
| 2026-04-14 | $2283.62                  | $918.29                 |
| 2026-04-15 | $12119.31                 | $0.00                   |
| 2026-04-16 | $6766.90                  | $79649.12               |
| 2026-04-17 | $1561.18                  | $253.60                 |
| 2026-04-20 | $49993.79                 | $0.00                   |
| 2026-04-21 | $2520.75                  | $0.00                   |
| 2026-04-22 | $1520.16                  | $10000.00               |
| 2026-04-23 | $56520.82                 | $0.00                   |
| 2026-04-24 | $1654.70                  | $0.00                   |
| 2026-04-27 | $8372.16                  | $47235.78               |
| 2026-04-28 | $3010.00                  | $0.00                   |
| 2026-04-29 | $1525.29                  | $3000.00                |
| 2026-04-30 | $1523.49                  | $0.00                   |

**Total Gross Subscriptions (Month):** $225077.46

**Total Gross Redemptions (Month):** $336074.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4500%           |
| 2026-04-02 | 3.4500%           |
| 2026-04-06 | 3.4500%           |
| 2026-04-07 | 3.4500%           |
| 2026-04-08 | 3.4400%           |
| 2026-04-09 | 3.4300%           |
| 2026-04-10 | 3.4100%           |
| 2026-04-13 | 3.4100%           |
| 2026-04-14 | 3.4100%           |
| 2026-04-15 | 3.4200%           |
| 2026-04-16 | 3.4300%           |
| 2026-04-17 | 3.4400%           |
| 2026-04-20 | 3.4400%           |
| 2026-04-21 | 3.4400%           |
| 2026-04-22 | 3.4300%           |
| 2026-04-23 | 3.4200%           |
| 2026-04-24 | 3.4200%           |
| 2026-04-27 | 3.4200%           |
| 2026-04-28 | 3.4200%           |
| 2026-04-29 | 3.4200%           |
| 2026-04-30 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 37.3200%             |
| Broker-dealer |  | 0.0000%          | 25.8200%             |
| Broker-dealer |  | 0.0000%          | 19.5400%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $80849168.45

- **Number of Shares Outstanding:** 80854383.4080

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $17033.86                 | $741691.41              |
| 2026-04-02 | $37514.39                 | $9837.46                |
| 2026-04-06 | $1723759.98               | $281996.68              |
| 2026-04-07 | $345503.18                | $3431477.87             |
| 2026-04-08 | $82623.94                 | $1459493.28             |
| 2026-04-09 | $43369.62                 | $179552.79              |
| 2026-04-10 | $311590.66                | $4461.14                |
| 2026-04-13 | $715130.84                | $32595.93               |
| 2026-04-14 | $270947.33                | $435685.35              |
| 2026-04-15 | $1211554.57               | $118.29                 |
| 2026-04-16 | $145598.08                | $10695.61               |
| 2026-04-17 | $12296.50                 | $67696.90               |
| 2026-04-20 | $218458.01                | $120971.43              |
| 2026-04-21 | $24869.18                 | $20350.56               |
| 2026-04-22 | $16612.58                 | $359565.95              |
| 2026-04-23 | $23231.37                 | $561302.45              |
| 2026-04-24 | $9499.97                  | $909163.20              |
| 2026-04-27 | $349614.71                | $18741.00               |
| 2026-04-28 | $27188.78                 | $463605.40              |
| 2026-04-29 | $22055.71                 | $224817.53              |
| 2026-04-30 | $26809.39                 | $204734.20              |

**Total Gross Subscriptions (Month):** $5635262.65

**Total Gross Redemptions (Month):** $9538554.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4800%           |
| 2026-04-02 | 3.4800%           |
| 2026-04-06 | 3.4800%           |
| 2026-04-07 | 3.4700%           |
| 2026-04-08 | 3.4700%           |
| 2026-04-09 | 3.4600%           |
| 2026-04-10 | 3.4400%           |
| 2026-04-13 | 3.4400%           |
| 2026-04-14 | 3.4400%           |
| 2026-04-15 | 3.4500%           |
| 2026-04-16 | 3.4600%           |
| 2026-04-17 | 3.4700%           |
| 2026-04-20 | 3.4700%           |
| 2026-04-21 | 3.4700%           |
| 2026-04-22 | 3.4700%           |
| 2026-04-23 | 3.4700%           |
| 2026-04-24 | 3.4800%           |
| 2026-04-27 | 3.4800%           |
| 2026-04-28 | 3.4800%           |
| 2026-04-29 | 3.4800%           |
| 2026-04-30 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 5.1200%              |
| Retail investor |  | 0.0000%          | 7.7000%              |
| Retail investor |  | 0.0000%          | 7.2800%              |
| Retail investor |  | 0.0000%          | 62.2000%             |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1898112232.80

- **Number of Shares Outstanding:** 1898427076.7000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $160195498.51             | $6308194.42             |
| 2026-04-02 | $196387.44                | $135233449.08           |
| 2026-04-06 | $13860392.43              | $15000000.00            |
| 2026-04-07 | $82583279.85              | $1235095.00             |
| 2026-04-08 | $75189622.95              | $222226917.59           |
| 2026-04-09 | $27878598.37              | $960000.00              |
| 2026-04-10 | $2420307.92               | $140140000.00           |
| 2026-04-13 | $339014318.32             | $1860000.00             |
| 2026-04-14 | $4966545.00               | $73145111.41            |
| 2026-04-15 | $190948.14                | $132268863.24           |
| 2026-04-16 | $37721361.97              | $20000.00               |
| 2026-04-17 | $58143232.97              | $38813009.02            |
| 2026-04-20 | $11512963.64              | $7700000.00             |
| 2026-04-21 | $18316194.80              | $10000.00               |
| 2026-04-22 | $2300279.38               | $17520000.00            |
| 2026-04-23 | $3081906.31               | $6730000.00             |
| 2026-04-24 | $50064697.37              | $108789013.63           |
| 2026-04-27 | $110538700.38             | $114471405.62           |
| 2026-04-28 | $2246302.22               | $260000.00              |
| 2026-04-29 | $58809757.78              | $31650246.05            |
| 2026-04-30 | $1015057.45               | $32000.00               |

**Total Gross Subscriptions (Month):** $1060246353.20

**Total Gross Redemptions (Month):** $1054373305.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5000%           |
| 2026-04-02 | 3.4900%           |
| 2026-04-06 | 3.4900%           |
| 2026-04-07 | 3.4900%           |
| 2026-04-08 | 3.4800%           |
| 2026-04-09 | 3.4700%           |
| 2026-04-10 | 3.4600%           |
| 2026-04-13 | 3.4500%           |
| 2026-04-14 | 3.4500%           |
| 2026-04-15 | 3.4600%           |
| 2026-04-16 | 3.4700%           |
| 2026-04-17 | 3.4900%           |
| 2026-04-20 | 3.4900%           |
| 2026-04-21 | 3.4900%           |
| 2026-04-22 | 3.4900%           |
| 2026-04-23 | 3.4800%           |
| 2026-04-24 | 3.4900%           |
| 2026-04-27 | 3.4900%           |
| 2026-04-28 | 3.5000%           |
| 2026-04-29 | 3.5000%           |
| 2026-04-30 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 26.4100%             |
| Retail investor |  | 0.0000%          | 12.0800%             |
| Retail investor |  | 0.0000%          | 12.0600%             |
| Broker-dealer   |  | 0.0000%          | 29.0500%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 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: 05252T001, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 9.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $49201436.38       | $50180363.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-31      | 1.6200%  | 0.0000% | $194099081.89      | $197960938.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $89920174.43       | $91709254.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $148421322.90      | $151374360.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $131379641.73      | $133993612.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-31      | 1.2500%  | 0.0000% | $41966836.27       | $42801821.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $94943015.53       | $96832031.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8700%  | 0.0000% | $79408682.30       | $80988622.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $153571793.13      | $156627305.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $315924808.77      | $322210545.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $122209872.48      | $124641398.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $121433128.00      | $123849199.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8700%  | 0.0000% | $50755772.40       | $51765625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $41651181.22       | $42479886.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $75285292.77       | $76783192.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-30      | 1.6200%  | 0.0000% | $62315399.36       | $63555246.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $96310342.03       | $98226562.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3700%  | 0.0000% | $99444166.86       | $101422739.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $39614561.54       | $40402745.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8700%  | 0.0000% | $98531345.62       | $100491756.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 2.7500%  | 0.0000% | $150619085.34      | $153615850.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $43226892.42       | $44086947.93       | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_3.64_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $307400.00         | $297311.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $46500.00          | $40671.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $298400.00         | $294796.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $18000.00          | $17832.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $400.00            | $388.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $133800.00         | $133575.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $54211200.00       | $60799481.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $493300.00         | $501080.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $2500000.00        | $2475388.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $900.00            | $883.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $4070900.00        | $4133627.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $802000.00         | $814596.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $106111600.00      | $106280754.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $107.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $17426400.00       | $17538544.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $105985000.00      | $112700655.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1011.88           | U.S. Treasuries (including strips) |

### Security 3: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.640000%
- **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_3.64_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $630.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $738.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $917.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1184.00           | $1039.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $902.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $894.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $724.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1011.00           | $996.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $678.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $520.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $579.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $122774024.00      | $75844374.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2112.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2048.00           | $2172.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2024.00           | $2129.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2074.45           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $400.00            | $395.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $19999600.00       | $19889922.19       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.0000%  | 0.0000% | $1010.00           | $306.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $573.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $620.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $514.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $570.01            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2041-03-04      | 5.1500%  | 0.0000% | $25000000.00       | $24750277.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1023.00           | $365.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $382.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $122662.00         | $51651.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $564.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 5.5000%  | 0.0000% | $1004.00           | $900.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $2064.00           | $1369.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $24304.00          | $18138.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 4.0000%  | 0.0000% | $1000.00           | $124.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $527.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $655.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.5000%  | 0.0000% | $319612.00         | $314420.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 3.0000%  | 0.0000% | $1100.00           | $71.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-09-01      | 4.0000%  | 0.0000% | $1008.00           | $785.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $239.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $715869.00         | $344033.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 4.4900%  | 0.0000% | $1000.00           | $997.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 5.2300%  | 0.0000% | $1000.00           | $1024.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $743.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 4.2500%  | 0.0000% | $1060.00           | $1061.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 4.2700%  | 0.0000% | $1010.00           | $1000.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $744.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $7764.00           | $6742.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $1008.00           | $168.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 2.5000%  | 0.0000% | $1000.00           | $144.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1024.00           | $222.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $423.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1079.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1003.00           | $1023.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $104832.00         | $102367.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $1024.00           | $223.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $571.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1023.00           | $630.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $888.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $102690.00         | $98585.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $999.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $953.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $987.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1006.00           | $755.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $982.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $979.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $1002.00           | $1048.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $2298.00           | $253.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $2000.00           | $861.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $2080.00           | $339.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2000.00           | $1270.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $659.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $3024.00           | $2116.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $3048.00           | $1991.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1024.00           | $543.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $323.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $333.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $1000.00           | $492.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $921.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $896.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $2000.00           | $1647.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $890.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $619.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1519.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $888.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $822.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $2000.00           | $1075.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $856.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1657.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2000.00           | $1869.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $381.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2000.00           | $2066.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $793.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $3000.00           | $2859.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $745.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $3000.00           | $2045.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2000.00           | $1006.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $2000.00           | $968.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2955382.00        | $2648180.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $2048.00           | $1776.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1054.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1068.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $14270840.00       | $8220649.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $557.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $636.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $1008.00           | $66.90             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $867.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $1024.00           | $888.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $638.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-03-01      | 3.2900%  | 0.0000% | $1024.00           | $1011.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-02      | 4.5000%  | 0.0000% | $10251.00          | $7242.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1083.00           | $152.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $93.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $742.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $103712.00         | $95954.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1181.00           | $102.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 3.0000%  | 0.0000% | $49437000.00       | $32733271.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $326.72            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $89.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1008.00           | $1075.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $2000.00           | $2138.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $20626941.00       | $18393710.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1756.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $738.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $2304.00           | $2047.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $283833.00         | $273301.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $62864.00          | $62737.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $1000.00           | $958.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $2021841.00        | $105302.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $3048.00           | $263.66            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $153400.00         | $129572.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $473300.00         | $424747.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2056-02-15      | 4.7500%  | 0.0000% | $1510000.00        | $1470164.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-15      | 0.1250%  | 0.0000% | $7600.00           | $9181.68           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 3.5000%  | 0.0000% | $32287600.00       | $32038015.96       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-02-29      | 4.0000%  | 0.0000% | $35400.00          | $35699.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-08-15      | 4.3750%  | 0.0000% | $2000.00           | $2021.39           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-09-30      | 3.6250%  | 0.0000% | $1000.00           | $981.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $300.00            | $305.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury Floating Rate Note         | 2027-07-31      | 3.8022%  | 0.0000% | $36770800.00       | $36809924.13       | U.S. Treasuries (including strips)        |

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3QB2, C.4 - ISIN: US3130B3QB27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100058495.00
- **C.18.a - Value (excl. sponsor support):** $100058495.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499741724.14
- **C.18.a - Value (excl. sponsor support):** $499741724.14
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549490680.48
- **C.18.a - Value (excl. sponsor support):** $549490680.48
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399494778.54
- **C.18.a - Value (excl. sponsor support):** $399494778.54
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997428.00
- **C.18.a - Value (excl. sponsor support):** $199997428.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499498876.13
- **C.18.a - Value (excl. sponsor support):** $499498876.13
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549493389.52
- **C.18.a - Value (excl. sponsor support):** $549493389.52
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GA2, C.4 - ISIN: US3130B9GA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99499746.28
- **C.18.a - Value (excl. sponsor support):** $99499746.28
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399496640.21
- **C.18.a - Value (excl. sponsor support):** $399496640.21
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499495414.59
- **C.18.a - Value (excl. sponsor support):** $499495414.59
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598994465.24
- **C.18.a - Value (excl. sponsor support):** $598994465.24
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD20, C.4 - ISIN: US3130BAD207, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499503301.70
- **C.18.a - Value (excl. sponsor support):** $499503301.70
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3130BALH8, C.4 - ISIN: US3130BALH83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130BALM7, C.4 - ISIN: US3130BALM78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199000000.00
- **C.18.a - Value (excl. sponsor support):** $199000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 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):** $45104003.76
- **C.18.a - Value (excl. sponsor support):** $45104003.76
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $496306512.61
- **C.18.a - Value (excl. sponsor support):** $496306512.61
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $297376503.07
- **C.18.a - Value (excl. sponsor support):** $297376503.07
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $644700376.86
- **C.18.a - Value (excl. sponsor support):** $644700376.86
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $297445129.33
- **C.18.a - Value (excl. sponsor support):** $297445129.33
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $98724977.59
- **C.18.a - Value (excl. sponsor support):** $98724977.59
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $461641717.22
- **C.18.a - Value (excl. sponsor support):** $461641717.22
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $48584078.69
- **C.18.a - Value (excl. sponsor support):** $48584078.69
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $322574568.75
- **C.18.a - Value (excl. sponsor support):** $322574568.75
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39762727.16
- **C.18.a - Value (excl. sponsor support):** $39762727.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30010304.70
- **C.18.a - Value (excl. sponsor support):** $30010304.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119803218.10
- **C.18.a - Value (excl. sponsor support):** $119803218.10
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94028428.42
- **C.18.a - Value (excl. sponsor support):** $94028428.42
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $79780554.62
- **C.18.a - Value (excl. sponsor support):** $79780554.62
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29514322.84
- **C.18.a - Value (excl. sponsor support):** $29514322.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99606329.68
- **C.18.a - Value (excl. sponsor support):** $99606329.68
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399898157.68
- **C.18.a - Value (excl. sponsor support):** $399898157.68
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199483794.62
- **C.18.a - Value (excl. sponsor support):** $199483794.62
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200022948.00
- **C.18.a - Value (excl. sponsor support):** $200022948.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37006094.64
- **C.18.a - Value (excl. sponsor support):** $37006094.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72022433.04
- **C.18.a - Value (excl. sponsor support):** $72022433.04
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72038204.64
- **C.18.a - Value (excl. sponsor support):** $72038204.64
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 46699D001_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 7.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-05-31      | 1.6200%  | 0.0000% | $1850187569.44     | $1887000005.83     | U.S. Treasuries (including strips) |

### Security 41: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 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: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_3.66_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $1000101666.67     | $1019999996.86     | U.S. Treasuries (including strips) |

### Security 42: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: 549300H47WTHXPU08X20
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2031-04-01      | 4.1300%  | 0.0000% | $19435000.00       | $19285388.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $30311168.00       | $28254448.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $2210618.00        | $2249338.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1689637.00        | $1717307.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1842522.00        | $1822465.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $5686800.00        | $5739553.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $725840.00         | $740131.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1213700.00        | $1264462.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $705.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-09-15      | 6.0100%  | 0.0000% | $629169.00         | $668893.09         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $15823000.00       | $15845329.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-12-31      | 3.3750%  | 0.0000% | $267918000.00      | $268711531.67      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2036-02-15      | 4.1250%  | 0.0000% | $1020000.00        | $1006926.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-04-15      | 3.8750%  | 0.0000% | $7404900.00        | $7407922.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-04-30      | 3.8750%  | 0.0000% | $185246800.00      | $183955629.80      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-30      | 3.7500%  | 0.0000% | $500.00            | $498.65            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2051-07-02      | 3.0000%  | 0.0000% | $107520.00         | $75118.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $440000.00         | $336836.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.2930%  | 0.0000% | $1029.00           | $913.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1500003.00        | $909570.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 4.4250%  | 0.0000% | $1007.00           | $988.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $2160950.00        | $1876772.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $4846748.00        | $2272629.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1010.00           | $797.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $18774402.00       | $18963981.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 6.0000%  | 0.0000% | $759072.00         | $787905.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2000000.00        | $1987056.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1250953.00        | $1273972.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1315100.00        | $1329977.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1181470.00        | $1182941.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-05      | 4.5000%  | 0.0000% | $1136368.00        | $1104331.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $2613723.00        | $2607551.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $5722681.00        | $5820261.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1503178.00        | $1535052.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1684700.00        | $1712289.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2319346.00        | $2311083.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $1033862.00        | $1075358.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $12796000.00       | $7424714.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-15      | 6.2400%  | 0.0000% | $1986223.00        | $2093555.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $148560446.00      | $132476153.74      | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-08-06      | 0.0000%  | 0.0000% | $5000.00           | $4951.70           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-05-19      | 0.0000%  | 0.0000% | $300.00            | $299.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $49999000.00       | $35856567.94       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-08-15      | 4.8750%  | 0.0000% | $10664600.00       | $10650932.99       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $24999900.00       | $24818978.35       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $2375000.00        | $2178279.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-08-31      | 0.7500%  | 0.0000% | $1000700.00        | $992086.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-09-30      | 1.2500%  | 0.0000% | $427300.00         | $401678.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-11-15      | 4.1250%  | 0.0000% | $19999800.00       | $20309171.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $35000000.00       | $35261500.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $83730100.00       | $84315971.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $4711800.00        | $4701338.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-15      | 3.8750%  | 0.0000% | $510000.00         | $510813.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $15999900.00       | $16267755.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-30      | 3.8750%  | 0.0000% | $54216000.00       | $53998648.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $1100.00           | $1118.70           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1004.72           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $199.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-08-31      | 3.6250%  | 0.0000% | $13257000.00       | $13134025.83       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $43017900.00       | $42682779.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $12903800.00       | $12744390.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-15      | 3.5000%  | 0.0000% | $75641000.00       | $76099514.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-03-15      | 3.5000%  | 0.0000% | $243000.00         | $241348.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-03-31      | 4.2500%  | 0.0000% | $485000.00         | $487941.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-03-31      | 3.8750%  | 0.0000% | $9957000.00        | $9920858.38        | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $237010.00         | $168385.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $109670.00         | $70801.45          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $2971000.00        | $2899268.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $125000000.00      | $91136621.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $3731700.00        | $3778347.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $1400.00           | $1386.73           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $106105000.00      | $108221040.88      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-07-31      | 4.0000%  | 0.0000% | $150129300.00      | $150311144.74      | U.S. Treasuries (including strips)        |

### Security 43: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.650000%
- **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_3.6500
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-01-31      | 4.0000%  | 0.0000% | $102348600.00      | $102000026.68      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $597725552.97
- **C.18.a - Value (excl. sponsor support):** $597725552.97
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 45: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48696531.00
- **C.18.a - Value (excl. sponsor support):** $48696531.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99227109.00
- **C.18.a - Value (excl. sponsor support):** $99227109.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198265782.00
- **C.18.a - Value (excl. sponsor support):** $198265782.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295071093.00
- **C.18.a - Value (excl. sponsor support):** $295071093.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97861328.00
- **C.18.a - Value (excl. sponsor support):** $97861328.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297065625.00
- **C.18.a - Value (excl. sponsor support):** $297065625.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 51: 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):** $98839844.00
- **C.18.a - Value (excl. sponsor support):** $98839844.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 52: 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):** $196953124.00
- **C.18.a - Value (excl. sponsor support):** $196953124.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296629686.00
- **C.18.a - Value (excl. sponsor support):** $296629686.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: 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):** $301274766.00
- **C.18.a - Value (excl. sponsor support):** $301274766.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 55: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.825200%
- **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):** $200079894.00
- **C.18.a - Value (excl. sponsor support):** $200079894.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 56: 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):** $199996876.00
- **C.18.a - Value (excl. sponsor support):** $199996876.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $199800000.00
- **C.18.a - Value (excl. sponsor support):** $199800000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $601766406.00
- **C.18.a - Value (excl. sponsor support):** $601766406.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500496095.00
- **C.18.a - Value (excl. sponsor support):** $500496095.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500371095.00
- **C.18.a - Value (excl. sponsor support):** $500371095.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.640000%
- **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_3.64_0501
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $64298900.00       | $61630927.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $76343900.00       | $76069084.74       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank   | 2026-12-11      | 2.1250%  | 0.0000% | $25000.00          | $24945.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-11-16      | 3.2500%  | 0.0000% | $1125000.00        | $1123937.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2033-11-28      | 4.0000%  | 0.0000% | $3665000.00        | $3553436.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-07-27      | 3.6700%  | 0.0000% | $35000.00          | $35011.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2040-11-20      | 5.3500%  | 0.0000% | $10330000.00       | $10428773.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2034-09-05      | 4.5500%  | 0.0000% | $670000.00         | $665320.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2046-03-02      | 5.3500%  | 0.0000% | $6970000.00        | $6899027.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-03-03      | 3.5000%  | 0.0000% | $1000000.00        | $997174.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2043-03-17      | 5.1200%  | 0.0000% | $5050000.00        | $5008365.56        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-06-10      | 0.0000%  | 0.0000% | $800000.00         | $796648.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-06-03      | 0.0000%  | 0.0000% | $600000.00         | $597906.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-07-10      | 0.0000%  | 0.0000% | $3000000.00        | $2978370.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2035-09-28      | 3.4300%  | 0.0000% | $5876000.00        | $5319301.23        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-03-13      | 1.1250%  | 0.0000% | $15000.00          | $13876.33          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2042-06-09      | 4.9800%  | 0.0000% | $2846000.00        | $2768603.03        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-07-06      | 4.3750%  | 0.0000% | $1400000.00        | $1420893.83        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-09-03      | 3.8750%  | 0.0000% | $1000000.00        | $1006276.42        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-11-12      | 3.8900%  | 0.0000% | $75000.00          | $75828.40          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-10-01      | 5.4400%  | 0.0000% | $30859000.00       | $30589978.10       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2034-02-23      | 4.4700%  | 0.0000% | $75096000.00       | $74414065.74       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-03-24      | 4.9300%  | 0.0000% | $25536000.00       | $25462124.35       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-04-09      | 3.7500%  | 0.0000% | $4600000.00        | $4574389.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-04-14      | 3.7500%  | 0.0000% | $15190000.00       | $15146490.78       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-10-30      | 4.0500%  | 0.0000% | $50000000.00       | $49899500.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-05-04      | 0.0000%  | 0.0000% | $250000.00         | $249875.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-05-14      | 0.0000%  | 0.0000% | $450000.00         | $449325.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2031-03-17      | 1.6250%  | 0.0000% | $18816000.00       | $16777586.93       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-01-11      | 2.6900%  | 0.0000% | $4410000.00        | $3689691.42        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-05-14      | 3.7300%  | 0.0000% | $380000.00         | $382973.61         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-13      | 3.8000%  | 0.0000% | $300000.00         | $302621.08         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-10-09      | 3.7800%  | 0.0000% | $250000.00         | $250628.96         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2038-02-26      | 5.0700%  | 0.0000% | $40139000.00       | $40088558.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2036-07-15      | 5.5000%  | 0.0000% | $10000.00          | $10928.31          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $15955440.00       | $10197465.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $2930000.00        | $2246157.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $428000.00         | $386421.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $96478848.00       | $87653565.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2474300.00        | $2496460.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1102368.00        | $1147048.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1599944.00        | $1610458.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1420970.00        | $1448379.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1813904.00        | $1842085.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $2200000.00        | $1590597.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2597228.00        | $2646589.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 5.5000%  | 0.0000% | $5476000.00        | $62403.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.0000%  | 0.0000% | $10448182.00       | $664504.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 4.0000%  | 0.0000% | $378000.00         | $99445.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 6.0000%  | 0.0000% | $4754032.00        | $20960.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 4.0000%  | 0.0000% | $35675392.00       | $1399328.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 3.5000%  | 0.0000% | $20693312.00       | $2828514.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 4.0000%  | 0.0000% | $750000.00         | $109007.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $5458510.00        | $2242799.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $991000.00         | $710265.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $47997440.00       | $28984223.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $66017.00          | $19035.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $815626.00         | $809300.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $18258208.00       | $12264322.02       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2055700.00        | $2030814.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.5000%  | 0.0000% | $51840.00          | $13663.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $2635000.00        | $2145644.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.5000%  | 0.0000% | $1913376.00        | $1659117.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 2.5000%  | 0.0000% | $73235.00          | $26079.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $485347.00         | $461033.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $952000.00         | $117970.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $53044.00          | $7399.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 3.0000%  | 0.0000% | $4350000.00        | $419205.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.5000%  | 0.0000% | $3528250.00        | $13116.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.0000%  | 0.0000% | $1150000.00        | $12953.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1011022.00        | $526964.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1218194.00        | $1210946.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2441444.00        | $2483936.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $8955904.00        | $8877441.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $427037.00         | $49425.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $3563000.00        | $721028.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1930998.00        | $498258.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $4001704.00        | $1580063.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $435000.00         | $196291.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1377000.00        | $1235558.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2809028.00        | $2719185.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.0000%  | 0.0000% | $1007128.00        | $589304.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $34156736.00       | $29664692.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $27630368.00       | $26249006.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $46059072.00       | $43787539.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1025000.00        | $484370.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $825000.00         | $351468.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5426568.00        | $5414138.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1719396.00        | $1257579.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2800000.00        | $2717829.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $4817168.00        | $4856605.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.0000%  | 0.0000% | $5132552.00        | $4126069.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1347186.00        | $1366333.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $25539328.00       | $25755517.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $3089910.00        | $3164439.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $10800064.00       | $10891275.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $4746240.00        | $4839691.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1363708.00        | $1386042.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.2500%  | 0.0000% | $2668230.00        | $399304.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $9722240.00        | $2961824.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $1075000.00        | $201319.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2640952.00        | $2887044.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $7000.00           | $7113.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2140990.00        | $2185485.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1173390.00        | $1216714.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $25439168.00       | $25874959.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2555528.00        | $2552306.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $4711416.00        | $4745987.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $35566400.00       | $35523143.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $3447080.00        | $3727662.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2189436.00        | $2243169.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1968682.00        | $2037132.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2143624.00        | $2159448.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $15126416.00       | $15399501.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $63093120.00       | $56778587.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $398870.00         | $391799.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $30000000.00       | $29492656.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $566398.00         | $315778.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $399503.00         | $433704.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1788998.00        | $1852209.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $120524.00         | $9701.12           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2028-10-31      | 1.3750%  | 0.0000% | $60237700.00       | $56571633.58       | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1630000.00        | $355686.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $8365000.00        | $4170174.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 4.5000%  | 0.0000% | $2498604.00        | $493147.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 3.0000%  | 0.0000% | $1059974.00        | $300804.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | 0.0000% | $580000.00         | $60885.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $2365530.00        | $69053.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $1075000.00        | $39633.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $4000000.00        | $498202.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $1727146.00        | $352754.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $635052.00         | $27766.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 3.0000%  | 0.0000% | $4059712.00        | $408573.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $18419072.00       | $10775472.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $323365.00         | $189279.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $609000.00         | $53468.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 2.0000%  | 0.0000% | $5000000.00        | $828233.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3900096.00        | $3109681.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $100098944.00      | $82338703.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $21000000.00       | $122862.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.5000%  | 0.0000% | $13675000.00       | $2009741.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 3.5000%  | 0.0000% | $136000.00         | $15401.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $76000.00          | $11112.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 4.5000%  | 0.0000% | $2927396.00        | $327947.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 2.0000%  | 0.0000% | $3199860.00        | $85881.25          | Agency Mortgage-Backed Securities         |

### Security 64: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.640000%
- **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_3.64_0501
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $35823200.00       | $34763049.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $25322200.00       | $25692878.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $58556800.00       | $58712484.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-01-15      | 1.7500%  | 0.0000% | $10467800.00       | $16662694.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $76668300.00       | $93668980.38       | U.S. Treasuries (including strips) |

### Security 65: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.650000%
- **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_3.6500
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2000.00           | $511.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2000.00           | $2107.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $14764980.00       | $15514572.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $271.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $1000.00           | $375.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $8414860.00        | $237759.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-15      | 3.5000%  | 0.0000% | $435729.00         | $31407.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-15      | 2.5000%  | 0.0000% | $10676.00          | $1127.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $10998.00          | $947.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 6.5000%  | 0.0000% | $18004.00          | $2478.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $3286996.00        | $233771.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $5000.00           | $558.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $2000.00           | $154.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $4000.00           | $510.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3338.00           | $270.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $104470.00         | $1757.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-08-20      | 3.5000%  | 0.0000% | $1000.00           | $108.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $73238.00          | $25766.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1000.00           | $525.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $8305.00           | $2706.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $4000.00           | $408.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $4157.00           | $2893.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $7000.00           | $583.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1000.00           | $539.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $21749984.00       | $12814812.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $6232960.00        | $3843123.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $1000.00           | $520.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $11589408.00       | $717646.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $7998.00           | $472.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $5000.00           | $573.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 4.0000%  | 0.0000% | $2000.00           | $218.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $7000.00           | $511.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $50000.00          | $25649.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $20000.00          | $2413.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $9036.00           | $535.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 4.0000%  | 0.0000% | $788615.00         | $148523.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $9039.00           | $763.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $3033.00           | $3132.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $4210.00           | $564.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $2000.00           | $200.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $193.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $235000.00         | $17780.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $136.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $3000.00           | $1327.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3000.00           | $1813.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1125.00           | $153.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $2000.00           | $1456.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 4.2500%  | 0.0000% | $2000.00           | $597.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $7527.00           | $583.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $185001.00         | $2991.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $28000.00          | $869.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $1000.00           | $111.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $6001.00           | $219.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2001.00           | $420.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $451.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-15      | 6.2200%  | 0.0000% | $1000.00           | $1063.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $4000.00           | $4077.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2004.00           | $2190.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3077036.00        | $3176394.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2001.00           | $2036.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1047.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2116.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-05-20      | 5.5000%  | 0.0000% | $4999.00           | $115.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1008.00           | $1006.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $265999.00         | $267760.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1716840.00        | $1781638.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1108683.00        | $1134491.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1999.00           | $2013.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 5.5000%  | 0.0000% | $2504792.00        | $2533170.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-01-20      | 3.0000%  | 0.0000% | $3033.00           | $1942.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $686290.00         | $627463.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $1008.00           | $926.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $75003.00          | $323.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1804346.00        | $1902266.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4002.00           | $4347.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $8605280.00        | $8977258.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4004.00           | $4223.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $4000.00           | $4278.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $4003.00           | $4229.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3001.00           | $3114.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1001.00           | $1039.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1001.00           | $1049.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $93116.00          | $91052.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $1000.00           | $106.05            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $317000.00         | $91620.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $3003.00           | $1312.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $10000.00          | $5926.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1946522.00        | $1196810.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $111226.00         | $62075.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-15      | 5.0000%  | 0.0000% | $2000.00           | $245.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $2000.00           | $212.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $9272.00           | $5163.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.0000%  | 0.0000% | $5441.00           | $2470.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $5003.00           | $152.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $4756.00           | $2103.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $2007.00           | $130.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-02-15      | 8.0000%  | 0.0000% | $25002.00          | $386.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 4.2500%  | 0.0000% | $2000.00           | $593.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-05-20      | 3.0000%  | 0.0000% | $7722368.00        | $80728.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $32496.00          | $19842.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $3518996.00        | $452376.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $1000.00           | $121.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-15      | 3.0000%  | 0.0000% | $5000.00           | $2083.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $430.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 2.0000%  | 0.0000% | $1000.00           | $395.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $600000.00         | $173786.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $4301.00           | $822.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $5323.00           | $3252.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $97003.00          | $45925.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $41419000.00       | $25862319.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $4935416.00        | $3966408.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $2000.00           | $1621.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $54722.00          | $41367.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $357.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $1000.00           | $178.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $584.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1036.00           | $710.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $215934.00         | $27068.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1000.00           | $684.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-15      | 4.4500%  | 0.0000% | $1008.00           | $953.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $2000.00           | $447.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $16162.00          | $13177.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $726453.00         | $619547.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 4.0000%  | 0.0000% | $1000.00           | $830.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4568064.00        | $4589056.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-15      | 4.0000%  | 0.0000% | $1000.00           | $130.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $198000.00         | $45586.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3000.00           | $620.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 5.5000%  | 0.0000% | $2000.00           | $801.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $12000.00          | $10795.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $724248.00         | $84422.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-15      | 4.0000%  | 0.0000% | $2000.00           | $105.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-15      | 3.0000%  | 0.0000% | $5000.00           | $2405.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-15      | 5.3800%  | 0.0000% | $2000.00           | $1982.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $23762.00          | $25192.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4005.00           | $4026.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $4000.00           | $162.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $5001.00           | $169.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $9000.00           | $157.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $3000.00           | $116.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $2246608.00        | $75899.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $4001.00           | $146.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-15      | 4.0000%  | 0.0000% | $2001.00           | $118.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-15      | 4.5000%  | 0.0000% | $1000.00           | $103.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $6000.00           | $235.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $4011.00           | $918.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $5000.00           | $815.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $9000.00           | $2261.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1096.00           | $200.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $1331.00           | $233.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $150460.00         | $59906.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $3083.00           | $1232.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $4032.00           | $2039.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1064.00           | $474.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $4101.00           | $1623.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $3000.00           | $1930.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $1207.00           | $757.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $7296.00           | $4646.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $3000.00           | $2230.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $5000.00           | $863.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $6655.00           | $512.75            | Agency Collateralized Mortgage Obligation |

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $13150000.00       | $8344648.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $992480.00         | $1025611.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $46289792.00       | $39414160.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $2100736.00        | $2037982.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5781752.00        | $5918389.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $2000200.00        | $43242.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $6836104.00        | $57120.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $3021816.00        | $1294832.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $8503000.00        | $975882.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 2.0000%  | 0.0000% | $25500000.00       | $7759770.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $27644032.00       | $20934882.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.0000%  | 0.0000% | $17641632.00       | $4423930.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 4.5000%  | 0.0000% | $35000.00          | $19876.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $840418.00         | $376833.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $275000.00         | $169557.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $10000.00          | $7284.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $7762992.00        | $7275396.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $17899136.00       | $18610140.83       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $4447000.00        | $2645430.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $70976512.00       | $72939249.12       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1722244.00        | $1480697.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $17395680.00       | $16340218.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1008284.00        | $997360.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $11997.00          | $4587.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2459864.00        | $2297268.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1058495.00        | $1082200.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1059428.00        | $1089708.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5367816.00        | $5456511.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $563628.00         | $15435.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $10999.00          | $1172.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 6.5000%  | 0.0000% | $60133.00          | $1336.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $296315.00         | $13121.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $7144040.00        | $6454122.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1952226.00        | $1638613.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $45000.00          | $6246.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $18400000.00       | $13357196.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $6953264.00        | $4877880.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $138.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $395000.00         | $263985.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1711000.00        | $1062032.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-15      | 3.0000%  | 0.0000% | $309116.00         | $47593.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $404685.00         | $48734.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $445625.00         | $387941.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $26710900.00       | $2924014.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1159548.00        | $877657.35         | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.640000%
- **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_3.64_0501
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 3.9800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $120952700.00      | $120869553.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $183521300.00      | $182822175.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $238880900.00      | $238430860.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $455189900.00      | $467677547.85      | U.S. Treasuries (including strips) |

### Security 68: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **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_3.64_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $541100.00         | $544974.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $300.00            | $293.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $1200.00           | $1192.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $2000.00           | $2030.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $900.00            | $960.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $4687900.00        | $4643471.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 3.8252%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $782.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $56928000.00       | $56705345.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $600.00            | $604.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $260.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $379.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $500.00            | $476.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $142908300.00      | $153012919.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $37632000.00       | $40111589.70       | U.S. Treasuries (including strips) |

### Security 69: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $9050165.00        | $4345483.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2954180.00        | $1436856.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7353592.00        | $5053861.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $50000000.00       | $37362156.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $68148427.00       | $50879607.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $5414.00           | $5506.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $79803.00          | $81109.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $6057.00           | $6028.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $919.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $988.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $5927304.00        | $5862327.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $924355.00         | $546807.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1552.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $3000.00           | $2076.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1578924.00        | $1651002.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $941.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $34380.00          | $34450.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $1000.00           | $953.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $151680.00         | $101102.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $2108.00           | $197.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $1652.00           | $370.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $2964.00           | $601.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $2011.00           | $1280.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1135.00           | $771.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $784.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $710.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $15887700.00       | $10049729.75       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $24772245.00       | $17991056.36       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $37400000.00       | $33592861.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $2115.00           | $652.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2105.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.3500%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.7900%  | 0.0000% | $1000.00           | $942.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $1478.00           | $170.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $475.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $1236739.00        | $1271017.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1376.00           | $83.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1017.00           | $1003.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1101.00           | $1122.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $30158.00          | $30601.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1034.00           | $1000.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $739.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $10208352.00       | $10132579.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 2.0700%  | 0.0000% | $1000.00           | $834.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $41893.00          | $20654.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $597.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $6579368.00        | $5794291.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1900716.00        | $1222347.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $1000.00           | $988.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 4.4600%  | 0.0000% | $4059923.00        | $3989551.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1010.00           | $778.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $272556.00         | $221457.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $7052200.00        | $5621983.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $24085.00          | $24048.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $196933.00         | $197241.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $807.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $370792.00         | $238778.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $660.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $393041.00         | $309724.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1041.00           | $845.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $868.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $12272017.00       | $12371920.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $11264.00          | $11409.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1065424.00        | $685767.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2194632.00        | $1346636.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $42000.00          | $27844.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $366.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5265705.00        | $3798834.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4113.00           | $3066.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1032.00           | $32.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $3869.00           | $218.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 5.5000%  | 0.0000% | $42015400.00       | $38634970.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2043-06-12      | 3.7400%  | 0.0000% | $21945000.00       | $18738038.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $200040.00         | $172847.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $779.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $44617.00          | $45187.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $864.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $879.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $27049000.00       | $23585139.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $886.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $983.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $853.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $30424605.00       | $29584466.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 5.0000%  | 0.0000% | $1008.00           | $136.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $826.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $2007.00           | $1402.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $43689.00          | $44741.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $12000.00          | $11521.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $3688938.00        | $2995632.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1001.00           | $606.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1070.00           | $580.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1023.00           | $742.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1545.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1001.00           | $108.38            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $7911872.00        | $6281899.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $11000.00          | $7872.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $11000.00          | $1314.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $1000.00           | $112.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $1001.00           | $83.88             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $4403264.00        | $4793.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 6.0000%  | 0.0000% | $1046.00           | $47.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $1000.00           | $96.00             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 6.0000%  | 0.0000% | $1000.00           | $120.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $3175.00           | $722.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $1007.00           | $65.76             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $1000.00           | $124.93            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $845.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $1000.00           | $111.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $2001.00           | $227.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $117.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $2000.00           | $268.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $811.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1692614.00        | $889424.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $429598.00         | $268919.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $1000.00           | $129.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $1000.00           | $162.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2007.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $10046848.00       | $8050150.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 6.0000%  | 0.0000% | $1000.00           | $68.77             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1000.00           | $117.66            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $205005.00         | $159663.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $2605.00           | $309.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $79997.00          | $8094.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $40386816.00       | $9631716.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $5839990.00        | $3853521.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $57712.00          | $38122.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $10080.00          | $58.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $10000.00          | $2535.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $1000.00           | $319.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2048.00           | $1441.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-12-01      | 6.5000%  | 0.0000% | $9997.00           | $30.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $14223942.00       | $10160558.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $715.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-09-20      | 5.5000%  | 0.0000% | $1001.00           | $486.74            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $7000.00           | $6863.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $28297104.00       | $20525073.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $11000.00          | $10951.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1119.00           | $529.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1006.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $653.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $2064.00           | $1439.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $699.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $735.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $754.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-15      | 6.5000%  | 0.0000% | $1197810.00        | $1233524.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1001.00           | $254.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $300.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $823.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $593.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-15      | 7.0000%  | 0.0000% | $1000.00           | $982.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-15      | 7.5000%  | 0.0000% | $1000.00           | $913.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $801.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1014800.00        | $260996.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $5673624.00        | $3779342.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $1000.00           | $1028.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $2001.00           | $113.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $880.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $1000.00           | $1072.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-15      | 8.0000%  | 0.0000% | $2195932.00        | $2264382.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-15      | 8.0000%  | 0.0000% | $1000.00           | $1034.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1001.00           | $787.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $4011.00           | $398.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $3145.00           | $253.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6844.00           | $7210.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1003.00           | $1038.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $901.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1080.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1119.00           | $1194.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1068.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2000.00           | $2120.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1081.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $4000.00           | $433.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $807.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2009.00           | $1397.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $527329.00         | $472466.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $688020.00         | $61837.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $784.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $2000.00           | $291.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $92.13             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1024.00           | $115.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $975.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $11178231.00       | $10763484.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $983.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1000.00           | $963.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $146.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2018.00           | $228.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $274582555.00      | $23964611.86       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2029-08-31      | 3.6250%  | 0.0000% | $5442000.00        | $5420715.42        | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $1002.00           | $86.32             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $7132600.00        | $805713.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $5181440.00        | $3552245.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2000.00           | $1405.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $715.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $368000.00         | $269650.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $75246208.00       | $35977492.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $943.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $814.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $650.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $1037.00           | $53.64             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $1981.00           | $67.26             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $1000.00           | $64.13             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $11000.00          | $910.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $2457996.00        | $473673.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $4047450.00        | $1823333.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1629.00           | $91.04             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1000.00           | $52.42             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $844.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $943.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1939650.00        | $1864240.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $6861987.00        | $5188345.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $946.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $847.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1049056.00        | $919716.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $616659.00         | $656566.10         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $973.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $1000.00           | $965.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $809.50            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $621.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $753.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1555355.00        | $1403852.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $17183.00          | $9121.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $31078888.00       | $23497107.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1014.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $1000.00           | $986.08            | Agency Collateralized Mortgage Obligation |

### Security 70: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.640000%
- **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_3.64_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $354400.00         | $351968.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $282800.00         | $265948.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 3.6250%  | 0.0000% | $462900.00         | $470508.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $122200.00         | $123370.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $7700.00           | $7925.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $181600.00         | $179935.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $85422600.00       | $85088497.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $170004300.00      | $168062315.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $60200.00          | $61400.56          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $232700.00         | $239796.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $37300.00          | $37295.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $101300.00         | $96496.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $40000.00          | $40329.89          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2026-05-06

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller