# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-25-013994
**Filing Date:** 2025-10
**Character Count:** 317137
**Document Hash:** a23c6ec7159fd45a7342488854f779c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-013994.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-013994

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251378787

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN FIXED INCOME SHARES INC
- **DATE OF NAME CHANGE:** 20060417

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 19980716

## Series and Classes Contracts Data

### AB Government Money Market Portfolio (Series ID: S000011990)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000032709 | Class AB            | MYMXX           |
| C000172512 | Advisor Class       | AEYXX           |
| C000172513 | Class 1             | AGRXX           |
| C000172514 | Class A             | AEAXX           |
| C000172515 | Class C             | AECXX           |
| C000172516 | Class I             | AIEXX           |
| C000172520 | Institutional Class | GMOXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000862021

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**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:** 47 days

- **WAL:** 84 days

- **Total Value of Portfolio Securities:** $25181729971.89

- **Amortized Cost of Portfolio Securities:** $25176536935.92

- **Cash:** $146112.66

- **Total Other Assets:** $68698420.34

- **Total Liabilities:** $9933545.69

- **Net Assets of Series:** $25235447923.23

- **Number of Shares Outstanding (Series):** 25237384155.8950

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $18481908465.52           | $18839393973.12            | 66.9800%                  | 68.2800%                   |
| 2025-09-03 | $17130371530.43           | $18936856463.22            | 62.3100%                  | 68.8800%                   |
| 2025-09-04 | $16470838223.10           | $17928074465.35            | 62.1900%                  | 67.6900%                   |
| 2025-09-05 | $16303431063.63           | $17760669336.47            | 61.9400%                  | 67.4800%                   |
| 2025-09-08 | $17416541655.17           | $17923784233.43            | 65.7700%                  | 67.6800%                   |
| 2025-09-09 | $17257689758.91           | $17715932457.88            | 65.6800%                  | 67.4200%                   |
| 2025-09-10 | $16336908189.75           | $17295151817.67            | 63.2000%                  | 66.9100%                   |
| 2025-09-11 | $16230325824.05           | $17188570463.71            | 63.0500%                  | 66.7700%                   |
| 2025-09-12 | $16074088564.41           | $17032334372.18            | 61.6000%                  | 65.2800%                   |
| 2025-09-15 | $16079866665.40           | $16588115011.78            | 62.7000%                  | 64.6800%                   |
| 2025-09-16 | $16325320941.38           | $16783570428.31            | 62.9500%                  | 64.7200%                   |
| 2025-09-17 | $16816662182.08           | $17774912899.20            | 62.4500%                  | 66.0100%                   |
| 2025-09-18 | $16816148187.67           | $17774399614.13            | 62.4700%                  | 66.0300%                   |
| 2025-09-19 | $17332282417.98           | $17840534664.21            | 64.2100%                  | 66.0900%                   |
| 2025-09-22 | $16794720415.26           | $17851475345.94            | 62.4200%                  | 66.3500%                   |
| 2025-09-23 | $17339445812.74           | $17896201641.52            | 64.3400%                  | 66.4100%                   |
| 2025-09-24 | $17093526357.10           | $17650283331.72            | 64.0100%                  | 66.0900%                   |
| 2025-09-25 | $17523688217.07           | $18930445119.79            | 63.4000%                  | 68.4900%                   |
| 2025-09-26 | $16733504637.90           | $17591762926.36            | 63.6000%                  | 66.8700%                   |
| 2025-09-29 | $16264293126.33           | $17787553795.88            | 61.8700%                  | 67.6600%                   |
| 2025-09-30 | $15241143907.01           | $17062905379.86            | 60.3600%                  | 67.5700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3500%             |
| 2025-09-03 | 4.3500%             |
| 2025-09-04 | 4.3500%             |
| 2025-09-05 | 4.3700%             |
| 2025-09-08 | 4.3800%             |
| 2025-09-09 | 4.3800%             |
| 2025-09-10 | 4.3800%             |
| 2025-09-11 | 4.3800%             |
| 2025-09-12 | 4.3800%             |
| 2025-09-15 | 4.3800%             |
| 2025-09-16 | 4.3800%             |
| 2025-09-17 | 4.3800%             |
| 2025-09-18 | 4.3600%             |
| 2025-09-19 | 4.2700%             |
| 2025-09-22 | 4.2300%             |
| 2025-09-23 | 4.2000%             |
| 2025-09-24 | 4.1800%             |
| 2025-09-25 | 4.1700%             |
| 2025-09-26 | 4.1700%             |
| 2025-09-29 | 4.1700%             |
| 2025-09-30 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0000                      |
|  |  |
| 2025-09-03 | 1.0000                      |
|  |  |
| 2025-09-04 | 1.0000                      |
|  |  |
| 2025-09-05 | 1.0000                      |
|  |  |
| 2025-09-08 | 1.0000                      |
|  |  |
| 2025-09-09 | 1.0000                      |
|  |  |
| 2025-09-10 | 1.0000                      |
|  |  |
| 2025-09-11 | 1.0000                      |
|  |  |
| 2025-09-12 | 1.0000                      |
|  |  |
| 2025-09-15 | 1.0000                      |
|  |  |
| 2025-09-16 | 1.0000                      |
|  |  |
| 2025-09-17 | 1.0000                      |
|  |  |
| 2025-09-18 | 1.0000                      |
|  |  |
| 2025-09-19 | 1.0000                      |
|  |  |
| 2025-09-22 | 1.0000                      |
|  |  |
| 2025-09-23 | 1.0000                      |
|  |  |
| 2025-09-24 | 1.0000                      |
|  |  |
| 2025-09-25 | 1.0000                      |
|  |  |
| 2025-09-26 | 1.0000                      |
|  |  |
| 2025-09-29 | 1.0000                      |
|  |  |
| 2025-09-30 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $7116127979.45

- **Number of Shares Outstanding:** 7117065243.8800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $186382575.74             | $205110167.86           |
| 2025-09-03 | $106829207.17             | $446760896.40           |
| 2025-09-04 | $101057700.22             | $859138451.56           |
| 2025-09-05 | $162567923.29             | $280651694.71           |
| 2025-09-08 | $313549189.29             | $219540892.35           |
| 2025-09-09 | $117047837.04             | $246916361.02           |
| 2025-09-10 | $305861331.76             | $316947512.44           |
| 2025-09-11 | $159460096.20             | $299085919.19           |
| 2025-09-12 | $160442071.86             | $295410231.97           |
| 2025-09-15 | $386536597.87             | $233559808.96           |
| 2025-09-16 | $285174294.29             | $243513703.91           |
| 2025-09-17 | $1192253740.20            | $291143245.93           |
| 2025-09-18 | $553482125.24             | $589132263.92           |
| 2025-09-19 | $350013205.56             | $249373855.28           |
| 2025-09-22 | $307983769.04             | $244413545.03           |
| 2025-09-23 | $212976402.77             | $202141456.95           |
| 2025-09-24 | $85299329.73              | $225213066.61           |
| 2025-09-25 | $274152067.93             | $296983856.99           |
| 2025-09-26 | $227341359.81             | $448835447.08           |
| 2025-09-29 | $270541152.35             | $215467956.23           |
| 2025-09-30 | $273888253.71             | $1299156433.67          |

**Total Gross Subscriptions (Month):** $6032840231.07

**Total Gross Redemptions (Month):** $7708496768.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1400%           |
| 2025-09-03 | 4.1400%           |
| 2025-09-04 | 4.1400%           |
| 2025-09-05 | 4.1600%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1700%           |
| 2025-09-16 | 4.1700%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.0600%           |
| 2025-09-22 | 4.0300%           |
| 2025-09-23 | 3.9900%           |
| 2025-09-24 | 3.9700%           |
| 2025-09-25 | 3.9600%           |
| 2025-09-26 | 3.9600%           |
| 2025-09-29 | 3.9600%           |
| 2025-09-30 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 47.2600%             |
| Other                         | AB Owned         | 0.0000%          | 8.9800%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1008433604.36

- **Number of Shares Outstanding:** 1008430076.2990

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $4052790.17               | $3898488.99             |
| 2025-09-03 | $4565583.48               | $6014094.48             |
| 2025-09-04 | $2766895.46               | $2910105.70             |
| 2025-09-05 | $3918470.17               | $3396238.39             |
| 2025-09-08 | $3381066.32               | $5890491.04             |
| 2025-09-09 | $3131534.14               | $5388097.50             |
| 2025-09-10 | $3726296.53               | $11892774.26            |
| 2025-09-11 | $1774701.71               | $15635435.45            |
| 2025-09-12 | $3181676.72               | $4528437.37             |
| 2025-09-15 | $6915848.54               | $14051201.72            |
| 2025-09-16 | $4805329.66               | $4656010.10             |
| 2025-09-17 | $7405293.51               | $3818458.92             |
| 2025-09-18 | $2444823.94               | $1778394.17             |
| 2025-09-19 | $2589593.87               | $3632762.09             |
| 2025-09-22 | $3191063.64               | $2295129.61             |
| 2025-09-23 | $6947022.88               | $3735977.30             |
| 2025-09-24 | $3088058.97               | $1671315.96             |
| 2025-09-25 | $2996774.90               | $4059536.00             |
| 2025-09-26 | $4871159.94               | $2916742.88             |
| 2025-09-29 | $2173065.51               | $5469922.51             |
| 2025-09-30 | $3245726.88               | $3049493.77             |

**Total Gross Subscriptions (Month):** $81172776.94

**Total Gross Redemptions (Month):** $110689108.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1200%           |
| 2025-09-03 | 4.1200%           |
| 2025-09-04 | 4.1200%           |
| 2025-09-05 | 4.1400%           |
| 2025-09-08 | 4.1500%           |
| 2025-09-09 | 4.1500%           |
| 2025-09-10 | 4.1500%           |
| 2025-09-11 | 4.1500%           |
| 2025-09-12 | 4.1400%           |
| 2025-09-15 | 4.1500%           |
| 2025-09-16 | 4.1500%           |
| 2025-09-17 | 4.1400%           |
| 2025-09-18 | 4.1300%           |
| 2025-09-19 | 4.0400%           |
| 2025-09-22 | 4.0000%           |
| 2025-09-23 | 3.9700%           |
| 2025-09-24 | 3.9500%           |
| 2025-09-25 | 3.9400%           |
| 2025-09-26 | 3.9400%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 89.4300%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $6092476228.61

- **Number of Shares Outstanding:** 6093242294.5550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $61890754.45              | $100335219.92           |
| 2025-09-03 | $20010741.79              | $66550776.33            |
| 2025-09-04 | $39956672.50              | $27454932.78            |
| 2025-09-05 | $31030714.39              | $49533730.96            |
| 2025-09-08 | $53438208.94              | $21105059.45            |
| 2025-09-09 | $32753777.34              | $43656521.62            |
| 2025-09-10 | $23947888.03              | $34684063.49            |
| 2025-09-11 | $65185313.44              | $51857530.60            |
| 2025-09-12 | $35299724.74              | $36091535.43            |
| 2025-09-15 | $23342765.13              | $56250406.85            |
| 2025-09-16 | $58892605.46              | $46092404.31            |
| 2025-09-17 | $110957154.47             | $20938036.32            |
| 2025-09-18 | $57364133.40              | $46787848.22            |
| 2025-09-19 | $21433321.35              | $33863026.60            |
| 2025-09-22 | $66790022.74              | $64701156.87            |
| 2025-09-23 | $21120602.50              | $31736408.29            |
| 2025-09-24 | $35807792.91              | $19490151.71            |
| 2025-09-25 | $63480609.57              | $31187600.21            |
| 2025-09-26 | $39678181.39              | $46588461.47            |
| 2025-09-29 | $102990830.11             | $47567212.17            |
| 2025-09-30 | $60686538.73              | $74095747.82            |

**Total Gross Subscriptions (Month):** $1026058353.38

**Total Gross Redemptions (Month):** $950567831.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0400%           |
| 2025-09-04 | 4.0400%           |
| 2025-09-05 | 4.0600%           |
| 2025-09-08 | 4.0700%           |
| 2025-09-09 | 4.0700%           |
| 2025-09-10 | 4.0700%           |
| 2025-09-11 | 4.0700%           |
| 2025-09-12 | 4.0600%           |
| 2025-09-15 | 4.0700%           |
| 2025-09-16 | 4.0700%           |
| 2025-09-17 | 4.0600%           |
| 2025-09-18 | 4.0500%           |
| 2025-09-19 | 3.9600%           |
| 2025-09-22 | 3.9200%           |
| 2025-09-23 | 3.8900%           |
| 2025-09-24 | 3.8700%           |
| 2025-09-25 | 3.8600%           |
| 2025-09-26 | 3.8600%           |
| 2025-09-29 | 3.8600%           |
| 2025-09-30 | 3.8600%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9043447473.44

- **Number of Shares Outstanding:** 9043383394.5040

- **Expense Reimbursement/Waiver:** 1781598.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $37910748.01              | $23729482.28            |
| 2025-09-03 | $45242288.35              | $58902435.46            |
| 2025-09-04 | $38462065.15              | $27368408.70            |
| 2025-09-05 | $41982790.35              | $30099129.90            |
| 2025-09-08 | $35408533.60              | $30262274.48            |
| 2025-09-09 | $22766242.06              | $24354685.67            |
| 2025-09-10 | $36951215.08              | $33524147.79            |
| 2025-09-11 | $33411241.17              | $29263141.14            |
| 2025-09-12 | $26383052.04              | $24050420.67            |
| 2025-09-15 | $33428596.82              | $28951178.63            |
| 2025-09-16 | $29902341.32              | $24992581.00            |
| 2025-09-17 | $29953266.07              | $32475067.85            |
| 2025-09-18 | $35211257.83              | $26370210.81            |
| 2025-09-19 | $31288359.96              | $24539378.67            |
| 2025-09-22 | $37040119.02              | $21027525.79            |
| 2025-09-23 | $39486890.56              | $27620671.85            |
| 2025-09-24 | $34536969.35              | $27356860.47            |
| 2025-09-25 | $33525736.05              | $32116383.54            |
| 2025-09-26 | $21833878.59              | $30340512.72            |
| 2025-09-29 | $48659920.40              | $19820176.57            |
| 2025-09-30 | $39893150.15              | $28706733.37            |

**Total Gross Subscriptions (Month):** $733278661.93

**Total Gross Redemptions (Month):** $605871407.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1200%           |
| 2025-09-03 | 4.1200%           |
| 2025-09-04 | 4.1200%           |
| 2025-09-05 | 4.1400%           |
| 2025-09-08 | 4.1500%           |
| 2025-09-09 | 4.1500%           |
| 2025-09-10 | 4.1500%           |
| 2025-09-11 | 4.1500%           |
| 2025-09-12 | 4.1400%           |
| 2025-09-15 | 4.1500%           |
| 2025-09-16 | 4.1500%           |
| 2025-09-17 | 4.1400%           |
| 2025-09-18 | 4.1300%           |
| 2025-09-19 | 4.0400%           |
| 2025-09-22 | 4.0000%           |
| 2025-09-23 | 3.9700%           |
| 2025-09-24 | 3.9500%           |
| 2025-09-25 | 3.9400%           |
| 2025-09-26 | 3.9400%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 73.3500%             |
| Broker-dealer |  | 0.0000%          | 17.2300%             |
| Broker-dealer |  | 0.0000%          | 5.5500%              |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $18507916.20

- **Number of Shares Outstanding:** 18509730.1710

- **Expense Reimbursement/Waiver:** 11117.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $9219.26                  | $22440.43               |
| 2025-09-03 | $3155.48                  | $3239.60                |
| 2025-09-04 | $828395.00                | $21038.05               |
| 2025-09-05 | $27852.23                 | $5.01                   |
| 2025-09-08 | $57356.47                 | $12000.00               |
| 2025-09-09 | $2384.06                  | $133849.54              |
| 2025-09-10 | $2397.84                  | $0.00                   |
| 2025-09-11 | $10274.41                 | $0.00                   |
| 2025-09-12 | $2295.16                  | $315650.34              |
| 2025-09-15 | $7358.34                  | $0.00                   |
| 2025-09-16 | $3295.05                  | $0.00                   |
| 2025-09-17 | $2136.12                  | $0.00                   |
| 2025-09-18 | $2093.95                  | $10637.59               |
| 2025-09-19 | $2800.77                  | $30000.00               |
| 2025-09-22 | $6115.95                  | $169.81                 |
| 2025-09-23 | $32395.14                 | $100519.91              |
| 2025-09-24 | $1993.41                  | $0.00                   |
| 2025-09-25 | $11997.48                 | $10000.00               |
| 2025-09-26 | $3449.33                  | $36900.00               |
| 2025-09-29 | $7004.03                  | $3135.87                |
| 2025-09-30 | $1992.71                  | $0.00                   |

**Total Gross Subscriptions (Month):** $1025962.19

**Total Gross Redemptions (Month):** $699586.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1200%           |
| 2025-09-03 | 4.1200%           |
| 2025-09-04 | 4.1200%           |
| 2025-09-05 | 4.1400%           |
| 2025-09-08 | 4.1500%           |
| 2025-09-09 | 4.1500%           |
| 2025-09-10 | 4.1500%           |
| 2025-09-11 | 4.1500%           |
| 2025-09-12 | 4.1400%           |
| 2025-09-15 | 4.1500%           |
| 2025-09-16 | 4.1500%           |
| 2025-09-17 | 4.1400%           |
| 2025-09-18 | 4.1200%           |
| 2025-09-19 | 4.0300%           |
| 2025-09-22 | 4.0000%           |
| 2025-09-23 | 3.9700%           |
| 2025-09-24 | 3.9500%           |
| 2025-09-25 | 3.9400%           |
| 2025-09-26 | 3.9400%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 39.9700%             |
| Broker-dealer |  | 0.0000%          | 24.8400%             |
| Broker-dealer |  | 0.0000%          | 17.7100%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77980313.32

- **Number of Shares Outstanding:** 77984762.1860

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $807906.20                | $155525.48              |
| 2025-09-03 | $273436.17                | $529670.50              |
| 2025-09-04 | $150947.39                | $34346.72               |
| 2025-09-05 | $591799.37                | $98.75                  |
| 2025-09-08 | $266608.51                | $374.02                 |
| 2025-09-09 | $50033.14                 | $29174.27               |
| 2025-09-10 | $30548.77                 | $29587.44               |
| 2025-09-11 | $480343.60                | $14035.47               |
| 2025-09-12 | $292093.97                | $171550.47              |
| 2025-09-15 | $446210.72                | $209.46                 |
| 2025-09-16 | $75597.41                 | $157823.07              |
| 2025-09-17 | $11937.40                 | $337958.48              |
| 2025-09-18 | $17984.27                 | $194952.10              |
| 2025-09-19 | $24441.07                 | $90129.56               |
| 2025-09-22 | $46951.75                 | $23755.02               |
| 2025-09-23 | $78480.15                 | $27288.17               |
| 2025-09-24 | $20576.14                 | $433696.27              |
| 2025-09-25 | $123577.06                | $4964.30                |
| 2025-09-26 | $19752.63                 | $1122006.51             |
| 2025-09-29 | $66257.30                 | $0.09                   |
| 2025-09-30 | $203958.22                | $1994.96                |

**Total Gross Subscriptions (Month):** $4079441.24

**Total Gross Redemptions (Month):** $3359141.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1200%           |
| 2025-09-03 | 4.1200%           |
| 2025-09-04 | 4.1200%           |
| 2025-09-05 | 4.1400%           |
| 2025-09-08 | 4.1500%           |
| 2025-09-09 | 4.1500%           |
| 2025-09-10 | 4.1500%           |
| 2025-09-11 | 4.1500%           |
| 2025-09-12 | 4.1500%           |
| 2025-09-15 | 4.1500%           |
| 2025-09-16 | 4.1500%           |
| 2025-09-17 | 4.1500%           |
| 2025-09-18 | 4.1300%           |
| 2025-09-19 | 4.0400%           |
| 2025-09-22 | 4.0100%           |
| 2025-09-23 | 3.9700%           |
| 2025-09-24 | 3.9500%           |
| 2025-09-25 | 3.9400%           |
| 2025-09-26 | 3.9400%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category     | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan |  | 0.0000%          | 64.7100%             |
| Pension plan |  | 0.0000%          | 6.5700%              |
| Pension plan |  | 7.2700%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1878474407.85

- **Number of Shares Outstanding:** 1878768654.3000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2307904.33               | $18514912.84            |
| 2025-09-03 | $751732.02                | $340000.00              |
| 2025-09-04 | $26830034.09              | $1250045.00             |
| 2025-09-05 | $754337.73                | $50000000.00            |
| 2025-09-08 | $43295203.20              | $68699.93               |
| 2025-09-09 | $562249.32                | $62660000.00            |
| 2025-09-10 | $53150589.28              | $451900000.00           |
| 2025-09-11 | $30699440.85              | $850000.00              |
| 2025-09-12 | $490540.25                | $20900000.00            |
| 2025-09-15 | $1257244.64               | $60870000.00            |
| 2025-09-16 | $127115326.75             | $0.00                   |
| 2025-09-17 | $7353859.01               | $7161836.69             |
| 2025-09-18 | $9689169.50               | $0.00                   |
| 2025-09-19 | $43183942.27              | $70291031.91            |
| 2025-09-22 | $65998732.42              | $132280000.00           |
| 2025-09-23 | $125073758.63             | $95801401.84            |
| 2025-09-24 | $546042.57                | $130010000.00           |
| 2025-09-25 | $344176.56                | $61350000.00            |
| 2025-09-26 | $14514715.28              | $128342871.32           |
| 2025-09-29 | $5094956.24               | $157506682.68           |
| 2025-09-30 | $685861.36                | $10870000.00            |

**Total Gross Subscriptions (Month):** $559699816.30

**Total Gross Redemptions (Month):** $1460967482.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1400%           |
| 2025-09-03 | 4.1400%           |
| 2025-09-04 | 4.1400%           |
| 2025-09-05 | 4.1600%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1700%           |
| 2025-09-16 | 4.1700%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.0600%           |
| 2025-09-22 | 4.0200%           |
| 2025-09-23 | 3.9900%           |
| 2025-09-24 | 3.9700%           |
| 2025-09-25 | 3.9600%           |
| 2025-09-26 | 3.9600%           |
| 2025-09-29 | 3.9600%           |
| 2025-09-30 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 81.3800%             |
| Broker-dealer                 |  | 0.0000%          | 13.3600%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.220000%
- **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:** 9.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 4.0000%  | 0.0000% | $93219371.35       | $95072614.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6200%  | 0.0000% | $61499855.36       | $62722499.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $70753544.15       | $72160156.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $42835903.08       | $43687500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-31      | 3.3700%  | 0.0000% | $41602609.02       | $42429687.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $154355212.91      | $157423863.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-30      | 2.0000%  | 0.0000% | $154785605.43      | $157862812.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-31      | 3.0000%  | 0.0000% | $82780152.91       | $84425859.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-31      | 4.3700%  | 0.0000% | $98816729.22       | $100781250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8700%  | 0.0000% | $118640273.32      | $120998895.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8700%  | 0.0000% | $229222383.57      | $233779426.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 2.7500%  | 0.0000% | $65003942.54       | $66296250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $154233077.43      | $157299300.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $63269900.45       | $64527734.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $93581807.24       | $95442255.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $196246955.90      | $200148432.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $134574596.81      | $137250000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $155157252.24      | $158241848.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $57718162.12       | $58865625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-30      | 4.2500%  | 0.0000% | $48504459.64       | $49468750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $50662188.04       | $51669375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $132805628.40      | $135445864.06      | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.19_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $83.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $438600.00         | $369045.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $7441300.00        | $7764535.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $120100.00         | $111768.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $127500.00         | $118654.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $62100.00          | $62245.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $477700.00         | $444696.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $600.00            | $589.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $1945000.00        | $1971674.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $487000.00         | $639045.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $283000.00         | $339321.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $639400.00         | $766299.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $55410600.00       | $48252838.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $427200.00         | $372251.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $390400.00         | $440539.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $212500.00         | $224002.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $425300.00         | $474510.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $12753200.00       | $13861079.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $600.00            | $613.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $238800.00         | $237201.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $2223300.00        | $2298043.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $62351100.00       | $63605166.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $782000.00         | $799722.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $712800.00         | $740043.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $983300.00         | $1020881.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $205.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $36200.00          | $36312.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-10-30      | 0.0000%  | 0.0000% | $21748900.00       | $21678346.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-26      | 0.0000%  | 0.0000% | $2228900.00        | $2208374.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | 0.0000%  | 0.0000% | $8310300.00        | $8079464.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $641700.00         | $653575.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $29100.00          | $23880.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $345000.00         | $283118.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $2555300.00        | $2057684.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $617800.00         | $504946.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $322900.00         | $163305.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $807600.00         | $439339.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $57.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $39157100.00       | $23103667.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $648700.00         | $405139.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $18100.00          | $11304.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $156000.00         | $123969.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $169.61            | U.S. Treasuries (including strips) |

### Security 3: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $105.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $273.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $5100.00           | $5321.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1030.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $490700.00         | $456798.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $279.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $22997200.00       | $31218744.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $1097200.00        | $1081301.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $186.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $64700.00          | $73009.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $18700.00          | $18372.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $6001600.00        | $5988448.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $23364100.00       | $25393755.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $8200.00           | $7988.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $36000.00          | $37775.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $900.00            | $899.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $10700.00          | $11194.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $400.00            | $404.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $1001.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $300.00            | $299.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-13      | 0.0000%  | 0.0000% | $200.00            | $197.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $149600.00         | $120467.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $145.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $71300.00          | $52889.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $36800.00          | $18611.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $3209000.00        | $1745714.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $57.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $120.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $11555300.00       | $9444496.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $8600.00           | $7057.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $5200.00           | $5197.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $26913900.00       | $28500549.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $49400.00          | $54821.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $20191200.00       | $20256228.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $44700.00          | $41746.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $225600.00         | $212423.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $186.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $23500.00          | $24914.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $10119000.00       | $10695587.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $19329300.00       | $17429133.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $147500.00         | $108692.90         | U.S. Treasuries (including strips) |

### Security 4: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.21_1001
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                       | 2028-10-15      | 2.3750%  | 0.0000% | $822400.00         | $912663.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $300.00            | $252.43            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $3897000.00        | $3983316.60        | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1259.00           | $1069.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1564696.00        | $1245956.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1034302.00        | $809978.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.4900%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.3400%  | 0.0000% | $1311.00           | $1104.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $870.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.5800%  | 0.0000% | $1000.00           | $877.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $860.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $929.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 4.0300%  | 0.0000% | $8641782.00        | $8599483.84        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2026-01-31      | 4.1435%  | 0.0000% | $200.00            | $201.49            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2031-07-01      | 4.6650%  | 0.0000% | $11375000.00       | $11664356.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 5.0050%  | 0.0000% | $1970.00           | $2007.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 6.0000%  | 0.0000% | $1001.00           | $781.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $391536.00         | $377431.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $948.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $125037.00         | $130063.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.60           | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $14378300.00       | $14412042.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $294.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $297.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $2900.00           | $2525.39           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $316700.00         | $275964.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-30      | 1.5000%  | 0.0000% | $217100.00         | $204420.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 3.5000%  | 0.0000% | $70900.00          | $70744.63          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $1481100.00        | $1609764.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $17100.00          | $16659.87          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $35400.00          | $37146.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $361800.00         | $375627.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $202000.00         | $202630.27         | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $781598.00         | $679488.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1020.00           | $814.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1582616.00        | $725166.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $3998.00           | $1906.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $4000.00           | $3161.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $2082183.00        | $2011761.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $93845.00          | $71602.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.4100%  | 0.0000% | $1001.00           | $720.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $713.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $29936.00          | $30503.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $123201.00         | $124735.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $2496426.00        | $2452783.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2061-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1936.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.1500%  | 0.0000% | $2426.00           | $2131.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.9000%  | 0.0000% | $1016.00           | $958.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 2.7100%  | 0.0000% | $11070000.00       | $10366708.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.3800%  | 0.0000% | $1143.00           | $1076.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $28868.00          | $16846.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $20000.00          | $12723.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $51472.00          | $37247.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1009.00           | $815.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $999.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $37052.00          | $37217.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2216997.00        | $1081462.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1523.00           | $955.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $2644.00           | $2024.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1148.00           | $891.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1216.00           | $1090.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $31925700.00       | $32888010.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $238913.00         | $244116.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2075996.00        | $1272179.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $849.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $814.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $957.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $595.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2059.00           | $456.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1168.00           | $316.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1021475.00        | $534245.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $817.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $845.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $2140.00           | $636.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $451.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $2003.00           | $1158.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $2000.00           | $1433.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $1458815.00        | $315552.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $769.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $1003.00           | $402.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1003.00           | $511.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $2060.00           | $946.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $1000.00           | $402.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $1691440.00        | $921020.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $1000.00           | $591.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1007.00           | $608.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1167.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $2003.00           | $1210.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1051.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $943.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $914.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1000.00           | $1081.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $4290624.00        | $4610361.39        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $21752700.00       | $15660464.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $77600.00          | $63424.83          | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $20008600.00       | $11805574.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $501300.00         | $385005.92         | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1004.00           | $83.81             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $271870.00         | $249333.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1034481.00        | $634009.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $721.40            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $6295900.00        | $7024381.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $165800.00         | $184984.27         | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1002.00           | $540.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $312403.00         | $238579.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $14499826.00       | $13351480.61       | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.20_1001
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2027-12-31      | 3.8750%  | 0.0000% | $100470200.00      | $102000009.50      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2044-04-01      | 6.0000%  | 0.0000% | $30795408.00       | $20476460.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13746084.00       | $12633543.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $24600000.00       | $20667789.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $65586000.00       | $19878581.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 3.0000%  | 0.0000% | $42600500.00       | $19896601.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.0000%  | 0.0000% | $20616803.00       | $21058247.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $18774331.00       | $19236627.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $31400000.00       | $20588129.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $23220971.00       | $23165678.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $23991878.00       | $19479232.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $1666696.00        | $1644158.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $21214071.00       | $22111204.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $30000000.00       | $22281727.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $34549000.00       | $19988557.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 4.0000%  | 0.0000% | $100000000.00      | $22339993.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-01      | 1.5000%  | 0.0000% | $56000000.00       | $20553466.28       | Agency Mortgage-Backed Securities |

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.270000%
- **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):** $100080091.00
- **C.18.a - Value (excl. sponsor support):** $100080091.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KN7, C.4 - ISIN: US3130B5KN76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598990931.14
- **C.18.a - Value (excl. sponsor support):** $598990931.14
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M70, C.4 - ISIN: US3130B5M702, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995.19
- **C.18.a - Value (excl. sponsor support):** $499995.19
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298499955.23
- **C.18.a - Value (excl. sponsor support):** $298499955.23
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150001461.00
- **C.18.a - Value (excl. sponsor support):** $150001461.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66E1, C.4 - ISIN: US3130B66E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249501195.11
- **C.18.a - Value (excl. sponsor support):** $249501195.11
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66Y7, C.4 - ISIN: US3130B66Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214999572.15
- **C.18.a - Value (excl. sponsor support):** $214999572.15
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67F7, C.4 - ISIN: US3130B67F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349999699.00
- **C.18.a - Value (excl. sponsor support):** $349999699.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199996838.00
- **C.18.a - Value (excl. sponsor support):** $199996838.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QP4, C.4 - ISIN: US3130B6QP44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247997180.24
- **C.18.a - Value (excl. sponsor support):** $247997180.24
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RF5, C.4 - ISIN: US3130B6RF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999011.00
- **C.18.a - Value (excl. sponsor support):** $99999011.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RK4, C.4 - ISIN: US3130B6RK48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398494887.25
- **C.18.a - Value (excl. sponsor support):** $398494887.25
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RX6, C.4 - ISIN: US3130B6RX68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498495069.84
- **C.18.a - Value (excl. sponsor support):** $498495069.84
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RY4, C.4 - ISIN: US3130B6RY42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $548495019.62
- **C.18.a - Value (excl. sponsor support):** $548495019.62
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZE9, C.4 - ISIN: US3130B6ZE95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499493481.53
- **C.18.a - Value (excl. sponsor support):** $499493481.53
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74E1, C.4 - ISIN: US3130B74E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348995162.86
- **C.18.a - Value (excl. sponsor support):** $348995162.86
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249006842.52
- **C.18.a - Value (excl. sponsor support):** $249006842.52
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CX0, C.4 - ISIN: US3130B7CX07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348994883.66
- **C.18.a - Value (excl. sponsor support):** $348994883.66
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7D35, C.4 - ISIN: US3130B7D350, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248995913.91
- **C.18.a - Value (excl. sponsor support):** $248995913.91
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98998608.06
- **C.18.a - Value (excl. sponsor support):** $98998608.06
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7EQ3, C.4 - ISIN: US3130B7EQ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198997594.09
- **C.18.a - Value (excl. sponsor support):** $198997594.09
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FQ2, C.4 - ISIN: US3130B7FQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249994392.50
- **C.18.a - Value (excl. sponsor support):** $249994392.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KH6, C.4 - ISIN: US3130B7KH64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299815533.00
- **C.18.a - Value (excl. sponsor support):** $299815533.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NV2, C.4 - ISIN: US3130B7NV22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300030972.00
- **C.18.a - Value (excl. sponsor support):** $300030972.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7SP0, C.4 - ISIN: US3130B7SP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498555964.85
- **C.18.a - Value (excl. sponsor support):** $498555964.85
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8262246.47
- **C.18.a - Value (excl. sponsor support):** $8262246.47
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $39779907.50
- **C.18.a - Value (excl. sponsor support):** $39779907.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $30023177.40
- **C.18.a - Value (excl. sponsor support):** $30023177.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSL2, C.4 - ISIN: US3133ETSL26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $283994030.32
- **C.18.a - Value (excl. sponsor support):** $283994030.32
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999210.75
- **C.18.a - Value (excl. sponsor support):** $34999210.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50015856.00
- **C.18.a - Value (excl. sponsor support):** $50015856.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $119844861.16
- **C.18.a - Value (excl. sponsor support):** $119844861.16
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 39: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $94063186.80
- **C.18.a - Value (excl. sponsor support):** $94063186.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 40: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $79819270.05
- **C.18.a - Value (excl. sponsor support):** $79819270.05
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 41: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $99498895.55
- **C.18.a - Value (excl. sponsor support):** $99498895.55
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 42: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21230785.19
- **C.18.a - Value (excl. sponsor support):** $21230785.19
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.230000%
- **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):** $200139480.00
- **C.18.a - Value (excl. sponsor support):** $200139480.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 44: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.250000%
- **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):** $37018571.04
- **C.18.a - Value (excl. sponsor support):** $37018571.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 45: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $72052814.16
- **C.18.a - Value (excl. sponsor support):** $72052814.16
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 46: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $72059630.40
- **C.18.a - Value (excl. sponsor support):** $72059630.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 47: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_4.19_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2029-02-28      | 4.2500%  | 0.0000% | $250029097.22      | $254999999.72      | U.S. Treasuries (including strips) |

### Security 48: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_4.22_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.9600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2029-11-30      | 4.1200%  | 0.0000% | $1000117222.22     | $1020000003.19     | U.S. Treasuries (including strips) |

### Security 49: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 Home Loan Mortgage Corp.      | 2030-02-01      | 4.5000%  | 0.0000% | $1002.00           | $13.92             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $857.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $9481600.00        | $8663553.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $4000.00           | $4067.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $2600.00           | $2640.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $97878000.00       | $101857743.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $4800.00           | $4948.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $1000.00           | $1021.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1280.00           | $1338.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1245912.00        | $1280839.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.48           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $400.00            | $394.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $762200.00         | $769233.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $16999800.00       | $14826592.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $867.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 2.8750%  | 0.0000% | $1100.00           | $1084.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $2400.00           | $2283.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $1300.00           | $1320.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 4.1250%  | 0.0000% | $600.00            | $612.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $107.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 4.1250%  | 0.0000% | $104244000.00      | $106948376.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $252670000.00      | $264497988.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1026.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $4209810.00        | $4271052.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $4725001.00        | $4805971.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1960030.00        | $1986654.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $65440.00          | $66572.54          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $1000.00           | $820.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.18             | U.S. Treasuries (including strips) |

### Security 50: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.1800
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $201399000.00      | $203851750.81      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $2965991.00        | $3032626.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $1016.00           | $1073.85           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $24855800.00       | $21678302.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $220456000.00      | $219940518.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-31      | 3.7500%  | 0.0000% | $12000.00          | $11991.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-12-31      | 4.5000%  | 0.0000% | $10015000.00       | $10483822.18       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.2100
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                       | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $374004.00         | $341131.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $904.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $17000.00          | $15633.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $17000.00          | $16027.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4652.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $4001.00           | $3841.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1344.00           | $1405.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1680620.00        | $1736728.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1725168.00        | $1773530.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $2343832.00        | $2422083.96        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $12999900.00       | $11320615.17       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-01-31      | 1.7500%  | 0.0000% | $249999000.00      | $235953759.93      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $2000.00           | $1903.26           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $15971900.00       | $16295213.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-10-31      | 5.0000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $322128000.00      | $329472401.15      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-05-31      | 4.1250%  | 0.0000% | $200000000.00      | $205488200.00      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1013.10           | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2029-05-01      | 3.0000%  | 0.0000% | $1000.00           | $100.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $566192.00         | $591400.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $5439690.00        | $5514586.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1832300.00        | $1914171.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1009.00           | $1026.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1020.00           | $1033.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $3051568.00        | $3114172.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $3850.00           | $3916.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1870.00           | $1936.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.5000%  | 0.0000% | $11000.00          | $2877.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1002.00           | $872.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $2000.00           | $982.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $2997.00           | $2272.59           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.18             | U.S. Treasuries (including strips)        |

### Security 52: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.21_M25
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $999900.00         | $975985.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $13969000.00       | $13036101.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $88371500.00       | $87987967.69       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499550165.00
- **C.18.a - Value (excl. sponsor support):** $499550165.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: 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):** $293191875.00
- **C.18.a - Value (excl. sponsor support):** $293191875.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 55: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $490894445.00
- **C.18.a - Value (excl. sponsor support):** $490894445.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398214844.00
- **C.18.a - Value (excl. sponsor support):** $398214844.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198453124.00
- **C.18.a - Value (excl. sponsor support):** $198453124.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: 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):** $97888281.00
- **C.18.a - Value (excl. sponsor support):** $97888281.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 59: 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):** $195946094.00
- **C.18.a - Value (excl. sponsor support):** $195946094.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **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 60: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99684199.00
- **C.18.a - Value (excl. sponsor support):** $99684199.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $691654691.00
- **C.18.a - Value (excl. sponsor support):** $691654691.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492402345.00
- **C.18.a - Value (excl. sponsor support):** $492402345.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $786000000.00
- **C.18.a - Value (excl. sponsor support):** $786000000.00
- **C.19 - Percentage of Net Assets:** 3.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $291993165.00
- **C.18.a - Value (excl. sponsor support):** $291993165.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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):** $97239844.00
- **C.18.a - Value (excl. sponsor support):** $97239844.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 66: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99968750.00
- **C.18.a - Value (excl. sponsor support):** $99968750.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.068500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399930656.00
- **C.18.a - Value (excl. sponsor support):** $399930656.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.143500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185374122.35
- **C.18.a - Value (excl. sponsor support):** $185374122.35
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.080500%
- **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):** $200009632.00
- **C.18.a - Value (excl. sponsor support):** $200009632.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: 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):** $200017188.00
- **C.18.a - Value (excl. sponsor support):** $200017188.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 71: 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):** $199584374.00
- **C.18.a - Value (excl. sponsor support):** $199584374.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **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 72: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.200000%
- **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: N/A, C.5 - Other ID: 927WWR006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $3650000.00        | $4065182.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $7297000.00        | $8350113.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-23      | 4.2500%  | 0.0000% | $69423000.00       | $69178380.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $1825000.00        | $2107463.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $20303000.00       | $17749426.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $9370000.00        | $10749618.50       | Agency Mortgage-Backed Securities |

### Security 73: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.210000%
- **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: N/A, C.5 - Other ID: 927WWR006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                | 2028-11-16      | 3.2500%  | 0.0000% | $2305000.00        | $2305662.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-08-26      | 0.9000%  | 0.0000% | $500000.00         | $486604.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-09-11      | 4.8750%  | 0.0000% | $120000.00         | $121506.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-04-10      | 4.2700%  | 0.0000% | $60000.00          | $60623.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-10-21      | 3.6250%  | 0.0000% | $34270000.00       | $34238569.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $517000.00         | $576583.60         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-11-12      | 4.4100%  | 0.0000% | $385484000.00      | $388566480.08      | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2036-07-15      | 5.5000%  | 0.0000% | $12740000.00       | $14085450.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $1564000.00        | $1734597.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-15      | 7.1250%  | 0.0000% | $883000.00         | $1013599.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-15      | 7.2500%  | 0.0000% | $59000.00          | $69332.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $981000.00         | $1132834.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1616000.00        | $1530405.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-07      | 0.5000%  | 0.0000% | $1193000.00        | $1190812.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $500000.00         | $499737.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $1209000.00        | $1187442.93        | Agency Mortgage-Backed Securities |

### Security 74: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_4.21_1001
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.0000%  | 0.0000% | $2000000.00        | $190923.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 3.5000%  | 0.0000% | $993078.00         | $58124.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.0000%  | 0.0000% | $1180000.00        | $111266.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 6.0000%  | 0.0000% | $20768256.00       | $123532.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-11-01      | 5.0000%  | 0.0000% | $1409000.00        | $14566.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.5000%  | 0.0000% | $9231408.00        | $509172.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 4.0000%  | 0.0000% | $433845.00         | $50916.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 4.0000%  | 0.0000% | $5044968.00        | $477758.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.0000%  | 0.0000% | $1260000.00        | $118672.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $1052000.00        | $93483.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $730000.00         | $77800.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.5000%  | 0.0000% | $333431.00         | $64927.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-09-01      | 4.0000%  | 0.0000% | $41700.00          | $5544.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-04-01      | 3.0000%  | 0.0000% | $500384.00         | $117153.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.5000%  | 0.0000% | $1301008.00        | $148198.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $295518.00         | $38136.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 4.5000%  | 0.0000% | $37000.00          | $19328.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.5000%  | 0.0000% | $850000.00         | $139649.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $355164.00         | $49871.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $145000.00         | $23404.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $4458480.00        | $233669.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $200000.00         | $24450.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $168000.00         | $36080.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $145000.00         | $27877.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $1100000.00        | $148895.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 7.5000%  | 0.0000% | $6069456.00        | $10044.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 6.0000%  | 0.0000% | $29716256.00       | $93508.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $3380000.00        | $150816.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $5849128.00        | $31696.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-04-01      | 4.5000%  | 0.0000% | $5778040.00        | $27923.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 4.0000%  | 0.0000% | $2000000.00        | $78273.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 4.0000%  | 0.0000% | $300000.00         | $34352.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 3.5000%  | 0.0000% | $599302.00         | $78323.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $784668.00         | $231204.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.0000%  | 0.0000% | $65000.00          | $11392.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $490000.00         | $11363.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 5.0000%  | 0.0000% | $500000.00         | $23674.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.0000%  | 0.0000% | $600000.00         | $67964.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.0000%  | 0.0000% | $265000.00         | $31163.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.0000%  | 0.0000% | $1234000.00        | $216001.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.5000%  | 0.0000% | $92000.00          | $9040.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $949000.00         | $154645.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.0000%  | 0.0000% | $644000.00         | $213202.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $147000.00         | $31182.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $91006.00          | $61871.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $285000.00         | $217886.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $100000.00         | $80301.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7789.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $54822.00          | $36795.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $13150000.00       | $9862077.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $53000.00          | $41371.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $270049.00         | $233798.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $62075.00          | $51564.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $419138.00         | $401232.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $287669.00         | $250323.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $393000.00         | $373962.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $598000.00         | $61674.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $198000.00         | $83588.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1312000.00        | $471183.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $170000.00         | $133464.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $5339000.00        | $2541741.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $163679.00         | $153240.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $104942.00         | $94381.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.5000%  | 0.0000% | $1057252.00        | $915954.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1222696.00        | $1190308.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $883001.00         | $89414.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $800000.00         | $156454.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $44134.00          | $6776.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 3.5000%  | 0.0000% | $243208.00         | $23206.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $58886.00          | $7470.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $850000.00         | $115902.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $5671624.00        | $32510.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 5.5000%  | 0.0000% | $5900000.00        | $158181.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $249968.00         | $148400.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $200000.00         | $113935.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $55000.00          | $33883.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $50044.00          | $29099.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $113882.00         | $64352.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $122000.00         | $21555.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $3988248.00        | $1257341.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $2084228.00        | $171904.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $339000.00         | $33973.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $364639.00         | $87238.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $184536.00         | $71682.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4406272.00        | $1859104.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $800000.00         | $102568.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 4.0000%  | 0.0000% | $90000.00          | $12130.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $325000.00         | $34122.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $376880.00         | $38614.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $163500.00         | $86611.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $75000.00          | $46383.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $59000.00          | $39454.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $246000.00         | $189608.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 2.5000%  | 0.0000% | $41000.00          | $30033.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $33000.00          | $25750.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 1.5000%  | 0.0000% | $25022.00          | $13897.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $10000.00          | $8712.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $87276.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $227765.00         | $182669.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $29000.00          | $21841.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $13000.00          | $10916.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1402796.00        | $1072337.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2153672.00        | $1854143.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $128265.00         | $83740.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $27989.00          | $15126.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $490196.00         | $49347.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $685000.00         | $335151.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 2.5000%  | 0.0000% | $582900.00         | $116305.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.0000%  | 0.0000% | $213804.00         | $55704.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $400000.00         | $158589.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $263000.00         | $236281.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $8000.00           | $6993.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $63000.00          | $59182.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $173069.00         | $128330.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $42000.00          | $38422.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $51994112.00       | $47088008.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $2052204.00        | $470126.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $4123760.00        | $3841009.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $799414.00         | $821625.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $8629136.00        | $7602601.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $110000.00         | $104970.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $775219.00         | $772345.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $15018736.00       | $14219264.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $160973.00         | $140682.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $25000.00          | $22222.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $179000.00         | $163258.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $8054.00           | $7302.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $40000.00          | $31800.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $14000.00          | $11816.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1400000.00        | $1187371.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $236000.00         | $194857.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-04-01      | 3.5000%  | 0.0000% | $1265876.00        | $74873.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $575015.00         | $124390.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $748900.00         | $189480.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $141706.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $292000.00         | $137588.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $53345.00          | $26179.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 4.0000%  | 0.0000% | $7695.00           | $5801.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $243878.00         | $152135.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $8210.00           | $5393.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $145000.00         | $94429.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $72000.00          | $50021.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $86050.00          | $73390.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $85000.00          | $59641.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $22611.00          | $15076.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $135449.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $69628.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $95841.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $203804.00         | $159695.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $725009.00         | $29041.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 5.0000%  | 0.0000% | $291961.00         | $28660.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $33000.00          | $25351.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $133331.00         | $88564.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $63423.00          | $56342.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 4.0000%  | 0.0000% | $540000.00         | $231170.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $329000.00         | $32777.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.0000%  | 0.0000% | $99058688.00       | $659683.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.5000%  | 0.0000% | $1980000.00        | $33254.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 3.5000%  | 0.0000% | $283667.00         | $26705.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $43000.00          | $40424.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $59914.00          | $55096.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $57500.00          | $47300.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 4.5000%  | 0.0000% | $283563.00         | $213755.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.5000%  | 0.0000% | $3325000.00        | $248503.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.5000%  | 0.0000% | $30000.00          | $5238.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 4.0000%  | 0.0000% | $475000.00         | $48768.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 4.0000%  | 0.0000% | $1050000.00        | $56279.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $336000.00         | $40535.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $9000.00           | $6441.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $250000.00         | $150218.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $26217.00          | $17101.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5779.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $61231.00          | $49706.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $211324.00         | $188678.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $63000.00          | $59589.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $155000.00         | $71519.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 1.5000%  | 0.0000% | $172000.00         | $83269.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $247000.00         | $133948.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $27269504.00       | $15569750.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $200000.00         | $114866.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $50000.00          | $34963.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $185000.00         | $114539.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $66875.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $127000.00         | $86260.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $123000.00         | $87380.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $70000.00          | $45387.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $110000.00         | $74703.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $16591.00          | $11915.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $1685464.00        | $1256355.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $97000.00          | $69290.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $145000.00         | $118745.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $214100.00         | $157298.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $175000.00         | $131873.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.5000%  | 0.0000% | $200000.00         | $189962.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 1.5000%  | 0.0000% | $110000.00         | $68252.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.0000%  | 0.0000% | $45000.00          | $32138.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 2.0000%  | 0.0000% | $110000.00         | $41527.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $1930000.00        | $181947.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $97000.00          | $65303.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $221325.00         | $193227.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $321200.00         | $266150.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $2405264.00        | $2203836.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.0000%  | 0.0000% | $32447.00          | $28893.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 6.0000%  | 0.0000% | $980118.00         | $190118.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 6.0000%  | 0.0000% | $4300000.00        | $8587.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.0000%  | 0.0000% | $1222500.00        | $8966.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 7.0000%  | 0.0000% | $262833152.00      | $733605.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 5.5000%  | 0.0000% | $320841.00         | $6555.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $8883696.00        | $219274.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $515000.00         | $30984.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $648392.00         | $29923.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $70274.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.5000%  | 0.0000% | $1447000.00        | $239572.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 5.0000%  | 0.0000% | $1734000.00        | $190564.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 6.5000%  | 0.0000% | $2251503.00        | $17561.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $2695000.00        | $233916.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $2542970.00        | $120567.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $325000.00         | $65161.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $894200.00         | $135537.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 3.5000%  | 0.0000% | $1485624.00        | $50156.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1574130.00        | $87675.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 2.5000%  | 0.0000% | $526145.00         | $107310.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 5.0000%  | 0.0000% | $6299104.00        | $433926.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $84089.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 2.5000%  | 0.0000% | $120666.00         | $9244.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $325000.00         | $36266.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $1269026.00        | $122615.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $836000.00         | $140901.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 2.5000%  | 0.0000% | $946000.00         | $107331.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $725000.00         | $113631.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.5000%  | 0.0000% | $1135936.00        | $488802.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $704000.00         | $161354.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 2.5000%  | 0.0000% | $80628.00          | $16604.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.0000%  | 0.0000% | $900000.00         | $52549.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $200220.00         | $40808.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.0000%  | 0.0000% | $18212740.00       | $210914.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $1700000.00        | $20325.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $200494.00         | $179180.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1546622.00        | $1158870.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $5263592.00        | $3787081.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $13080.00          | $11337.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $5149.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $51565.00          | $50666.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $3531760.00        | $3241711.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2827908.00        | $2827525.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $204240.00         | $193537.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $59000.00          | $53484.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1492326.00        | $1443935.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $89073.00          | $86253.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $202999.00         | $188695.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $210107.00         | $191596.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $170607.00         | $153375.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $10236080.00       | $10178852.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $277938.00         | $266784.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1109382.00        | $1021480.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1388448.00        | $1481489.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3233712.00        | $3343253.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $21232864.00       | $21801890.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2014368.00        | $2011747.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1511738.00        | $1533790.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1017000.00        | $1037878.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $9081904.00        | $9401508.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $2785240.00        | $2786760.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $552000.00         | $108876.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1159708.00        | $1200242.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1083474.00        | $1099279.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1256588.00        | $1300807.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1834724.00        | $1866065.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1243224.00        | $1295260.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1072546.00        | $1136793.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $599144.00         | $126357.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $158000.00         | $16057.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 4.0000%  | 0.0000% | $2539000.00        | $492315.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $100000.00         | $34026.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2059-08-01      | 4.0000%  | 0.0000% | $950000.00         | $428409.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $201000.00         | $93823.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $179000.00         | $31209.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 2.0000%  | 0.0000% | $50001.00          | $19505.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $3000000.00        | $637273.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $8320190.00        | $914866.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $35000000.00       | $16374084.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $217600.00         | $46668.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $11264.00          | $6000.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $134200.00         | $48577.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $300000.00         | $129663.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $66000.00          | $34569.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $198115.00         | $71404.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 4.0000%  | 0.0000% | $1518050.00        | $670707.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $74383360.00       | $46824301.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $85597568.00       | $61802872.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $224022.00         | $139461.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $25000.00          | $14480.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $101000.00         | $71162.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $50018.00          | $36356.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $810000.00         | $544774.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $810145.00         | $514894.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $77737.00          | $59446.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $115927.00         | $91114.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $22000.00          | $15554.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $80427904.00       | $61736369.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $157700.00         | $122128.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $148816.00         | $123960.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $179484.00         | $157498.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $26000.00          | $24329.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $129991.00         | $129647.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8000240.00        | $7701159.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $61104832.00       | $55611020.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $45000.00          | $18943.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $271000.00         | $55381.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $200000.00         | $81712.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $389738.00         | $177012.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $170000.00         | $106224.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $76549.00          | $43000.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $273997.00         | $170330.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $53083008.00       | $37276021.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $13654000.00       | $8818674.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $231000.00         | $184341.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $300015.00         | $227853.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $100000.00         | $73213.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $38782656.00       | $26798184.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $12000.00          | $9531.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $25000.00          | $17581.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $7000.00           | $6006.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $15000.00          | $13214.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $45361.00          | $39391.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $1052300.00        | $15941.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $2300000.00        | $14370.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 3.0000%  | 0.0000% | $900000.00         | $152162.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.0000%  | 0.0000% | $3900000.00        | $18184.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $20602.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.0000%  | 0.0000% | $9250000.00        | $892432.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $388564.00         | $18499.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.0000%  | 0.0000% | $1007262.00        | $11365.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $1275254.00        | $15565.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $1158622.00        | $219292.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $525000.00         | $106892.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.0000%  | 0.0000% | $369457.00         | $5819.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 4.0000%  | 0.0000% | $507000.00         | $48665.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $224254.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $38858944.00       | $31136606.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $12052944.00       | $11661367.37       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $125676480.00      | $128982190.30      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $3951796.00        | $200884.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 3.3100%  | 0.0000% | $410000.00         | $124229.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $1000000.00        | $61687.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-07-15      | 3.0000%  | 0.0000% | $3014648.00        | $36898.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $15400000.00       | $1145245.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $708000.00         | $77751.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $5493688.00        | $773135.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $36205760.00       | $2484133.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $374588.00         | $187436.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $143000.00         | $18557.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 2.0000%  | 0.0000% | $2564744.00        | $366971.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $2157448.00        | $153844.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $89000.00          | $62738.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $7031496.00        | $4341883.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 1.5000%  | 0.0000% | $113751.00         | $72172.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $94000.00          | $48412.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $60000.00          | $30977.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $3543328.00        | $3393740.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $180000.00         | $30206.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $224000.00         | $68276.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-15      | 3.2500%  | 0.0000% | $6698831.00        | $4789295.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-06-15      | 5.7500%  | 0.0000% | $2458052.00        | $2581271.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-15      | 5.3800%  | 0.0000% | $6130384.00        | $6208980.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-15      | 4.3500%  | 0.0000% | $455000.00         | $430667.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-15      | 4.0000%  | 0.0000% | $10327312.00       | $564600.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-03-20      | 4.0000%  | 0.0000% | $3196676.00        | $297855.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $234000.00         | $195929.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-04-15      | 5.5300%  | 0.0000% | $11632000.00       | $12053214.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-15      | 5.7200%  | 0.0000% | $719000.00         | $759153.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $49925760.00       | $51023518.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-15      | 6.4500%  | 0.0000% | $300000.00         | $326711.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1725652.00        | $1714950.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $6453168.00        | $6522556.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3061496.00        | $3138331.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $5920456.00        | $6028920.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $725139.00         | $729757.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $681214.00         | $691603.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1688858.00        | $1759998.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1729396.00        | $1802051.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $993317.00         | $1024799.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $22633376.00       | $23012091.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1135748.00        | $1187123.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $22956480.00       | $23339315.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $8793800.00        | $8953702.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $9696592.00        | $10035549.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1343322.00        | $1368526.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $14311392.00       | $14778506.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 7.0000%  | 0.0000% | $1490000.00        | $6259.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $1428106.00        | $210679.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $772102.00         | $307086.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-15      | 5.5000%  | 0.0000% | $3500000.00        | $85834.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-15      | 5.0000%  | 0.0000% | $199454.00         | $12299.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-15      | 4.0000%  | 0.0000% | $1913098.00        | $154582.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1900000.00        | $105883.04         | Agency Collateralized Mortgage Obligation |

### Security 75: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $23737400.00       | $23895084.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $815500.00         | $828686.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 2.5000%  | 0.0000% | $25972500.00       | $25874397.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $17634400.00       | $17582091.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $78922000.00       | $80256768.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $16696900.00       | $19862981.82       | U.S. Treasuries (including strips) |

### Security 76: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_4.2100
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2033-07-15      | 1.3750%  | 0.0000% | $83941000.00       | $88144741.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 5.0000%  | 0.0000% | $23518100.00       | $24022046.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-08-15      | 6.1250%  | 0.0000% | $30400.00          | $33275.57          | U.S. Treasuries (including strips) |

### Security 77: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $15575.00          | $4301.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 5.5000%  | 0.0000% | $1002161.00        | $3984.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1699559.00        | $1729417.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $245000.00         | $41003.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 5.5000%  | 0.0000% | $500000.00         | $16246.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $5999990.00        | $35057.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $3086592.00        | $3016354.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $50371712.00       | $51253634.62       | Agency Collateralized Mortgage Obligation |

### Security 78: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.00_1001
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2031-11-15      | 1.3750%  | 0.0000% | $114868000.00      | $100011116.46      | U.S. Treasuries (including strips) |

### Security 79: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.2000
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2026-01-15      | 0.6250%  | 0.0000% | $185452700.00      | $251672640.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $210717000.00      | $258327418.90      | U.S. Treasuries (including strips) |

### Security 80: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2026-01-15      | 0.6250%  | 0.0000% | $210991100.00      | $286330069.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-15      | 0.1250%  | 0.0000% | $63043800.00       | $78458714.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $50000000.00       | $49589844.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50013488.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $37862000.00       | $38467891.20       | U.S. Treasuries (including strips) |

### Security 81: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2027-11-15      | 2.2500%  | 0.0000% | $6705000.00        | $6575067.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 2.6250%  | 0.0000% | $1995200.00        | $1994671.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $34982700.00       | $34727807.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $24065700.00       | $23010058.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $2162500.00        | $2057127.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $127300.00         | $120588.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $121598800.00      | $114494633.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $7630000.00        | $7107975.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $102800.00         | $100114.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $12059700.00       | $11785610.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-15      | 4.1250%  | 0.0000% | $212000.00         | $215022.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $8798900.00        | $8990805.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $39239700.00       | $40257685.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $1393700.00        | $1411037.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $2123200.00        | $2181462.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |

### Security 82: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.21_1001
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.3700%  | 0.0000% | $1082593.00        | $1035024.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.7950%  | 0.0000% | $2998266.00        | $63797.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.6880%  | 0.0000% | $27988383.00       | $1358373.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1600000.00        | $258343.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.5000%  | 0.0000% | $75000.00          | $8216.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $200000.00         | $22602.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1002.00           | $274.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $92818.00          | $13921.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $129911.00         | $24243.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $359681.00         | $79228.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $13494587.00       | $80884.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $503999.00         | $64768.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $96.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $3560000.00        | $1034167.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $3160.00           | $821.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 3.0000%  | 0.0000% | $165278.00         | $15379.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $93000.00          | $19727.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $424364.00         | $390395.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $15000.00          | $5191.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $153000.00         | $102224.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $81793.00          | $54796.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $395590.00         | $291531.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $6242866.00        | $5018910.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $2165000.00        | $1767441.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $8156.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $8913546.00        | $7781098.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1534720.00        | $962471.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $782.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $8000.00           | $6877.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $204628.00         | $137633.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $8000.00           | $5366.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $2135142.00        | $1886008.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2332000.00        | $2097240.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $1885083.00        | $29904.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $63000.00          | $33437.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $1000.00           | $1000.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 4.4400%  | 0.0000% | $1035500.00        | $1051888.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $126992.00         | $32842.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1045877.00        | $182184.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $126765.00         | $30869.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $21710.00          | $9347.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $102944.00         | $12857.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $617.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $588.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1919000.00        | $1190542.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $132638.00         | $71307.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $53449056.00       | $34685082.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $116.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $30999.00          | $14757.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $841220.00         | $490969.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $615.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $647.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $662626.00         | $426636.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $652.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $70641.00          | $47924.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $684.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.5000%  | 0.0000% | $97000.00          | $68292.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $788.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $758.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $738.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $9999.00           | $7694.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $816.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $856.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $856.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $30762.00          | $16965.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0510%  | 0.0000% | $109986.00         | $78005.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $86165.00          | $85212.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1425534.00        | $913585.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $675.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $30455.00          | $24329.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.7840%  | 0.0000% | $10760704.00       | $6357187.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1384089.00        | $1164480.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $106000.00         | $100294.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6800%  | 0.0000% | $5258580.00        | $5345162.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $8235960.00        | $8305727.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $2590390.00        | $2610855.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $31685.00          | $17453.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2941384.00        | $1762320.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $586.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $600009.00         | $402188.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.5000%  | 0.0000% | $264166.00         | $176441.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $755.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $777.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $25000.00          | $19408.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $25000.00          | $19014.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $805.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $813.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $794.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $17000.00          | $13281.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $850.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $877.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1564881.00        | $1574219.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $8000.00           | $8141.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 3.5000%  | 0.0000% | $399990.00         | $367374.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1048.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $1000.00           | $38.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.0000%  | 0.0000% | $517997.00         | $19914.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1218549.00        | $1181999.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1712000.00        | $1415126.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $12120321.00       | $11202193.12       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $6007190.00        | $6292017.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $18720598.00       | $16578226.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $8678120.00        | $8762241.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2856076.00        | $2903314.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $20824.00          | $21085.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $987.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $995.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $4034536.00        | $4108967.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $990.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $210241.00         | $214506.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $2688812.00        | $2813289.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $171224.00         | $178403.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $689223.00         | $701151.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4422698.00        | $4582703.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2735644.00        | $2784214.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5950360.00        | $6203369.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $5369184.00        | $5559292.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4337991.00        | $4492255.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $6190828.00        | $6276828.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $6002.00           | $5696.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 3.5000%  | 0.0000% | $1000.00           | $876.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $14000.00          | $13302.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $782.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4752144.00        | $4854922.82        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $135.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $190.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $5162900.00        | $4913182.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $400.00            | $396.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-12-31      | 4.5000%  | 0.0000% | $10306300.00       | $10788758.52       | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $13405161.00       | $10166898.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $4280000.00        | $3806679.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $865.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1039490.00        | $824982.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $80135526.00       | $59167715.79       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $35054016.00       | $27596828.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $857.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $911.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $948.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $937.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $954.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $12097.00          | $10628.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $974.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $14061169.00       | $13507117.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $889000.00         | $734361.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $34682084.00       | $28210736.35       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $177296.00         | $180236.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $1690217.00        | $1684576.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $114998.00         | $49802.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $8000.00           | $5073.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $8000.00           | $5215.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $854.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $554881.00         | $430238.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $179123.00         | $151083.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $787.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $471.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $527.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $14104470.00       | $8585012.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $709.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $22788.00          | $14228.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $655.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5705.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $756.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $816.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $858.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 2.5000%  | 0.0000% | $351000.00         | $243303.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $478.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $198480.00         | $88697.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1545722.00        | $1123053.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $953.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $39215.00          | $36202.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $8444.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $4488064.00        | $3965163.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.6230%  | 0.0000% | $15212355.00       | $20199.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $1154034.00        | $5023.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $4059613.00        | $1349034.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $1000.00           | $102.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $149613.00         | $8734.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $234012.00         | $24979.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 6.7470%  | 0.0000% | $48621913.00       | $2232470.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $300000.00         | $45230.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.0200%  | 0.0000% | $2800764.00        | $2457641.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $540006.00         | $489868.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $8167728.00        | $1173298.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21719.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $98000.00          | $13329.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.3000%  | 0.0000% | $1006.00           | $12.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $179303.00         | $125679.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1465341.00        | $1462354.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $653883.00         | $485342.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3032928.00        | $2429019.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $144086.00         | $145365.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $557958.00         | $467683.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $342352.00         | $340881.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $5983053.00        | $6244698.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $196556.00         | $195176.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1769830.00        | $1807813.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $205160.00         | $211140.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1241820.00        | $1280429.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4675559.00        | $4844712.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $408248.00         | $40795.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.2400%  | 0.0000% | $612567.00         | $540919.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.8200%  | 0.0000% | $499000.00         | $448245.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.0800%  | 0.0000% | $1078620.00        | $1057442.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $198745.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1330670.00        | $1191289.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $2008200.00        | $1829732.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 1.4000%  | 0.0000% | $899000.00         | $740836.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $138000.00         | $37321.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $100000.00         | $27665.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $71072.00          | $12982.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1909000.00        | $549259.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1999996.00        | $424848.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 6.3230%  | 0.0000% | $1020077.00        | $110107.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9710%  | 0.0000% | $37532124.00       | $29854424.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6980%  | 0.0000% | $2001966.00        | $1895587.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1174742.00        | $244504.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $5000000.00        | $952649.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $4933.00           | $2612.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $55998.00          | $25321.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $825000.00         | $490393.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1586189.00        | $269203.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $21000.00          | $14796.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1296354.00        | $840088.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $10000.00          | $6806.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $93000.00          | $68299.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $9091.00           | $7237.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8000.00           | $6189.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1523952.00        | $1252450.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $13801593.00       | $11344990.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $2825000.00        | $2486123.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $8470688.00        | $8045357.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11640170.00       | $11186344.88       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $1136356.00        | $419172.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $20002.00          | $7533.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $102001.00         | $31696.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $269244.00         | $138529.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $391634.00         | $211316.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $46000.00          | $25180.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $638.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $68356.00          | $44504.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000000.00        | $1543469.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $15717083.00       | $12736190.20       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $2595392.00        | $1987646.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $8000.00           | $6837.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $795.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $92861.00          | $78204.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $98345614.00       | $87265399.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $759.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $155000.00         | $143853.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $75000.00          | $55926.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $543219.00         | $475248.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2797334.00        | $2966587.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $5066776.00        | $22215.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $339845.00         | $58668.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $7346.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.0000%  | 0.0000% | $56000.00          | $6183.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $26183714.00       | $22681881.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1012.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $771.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $954.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $943.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $178530.00         | $169376.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $28044.00          | $26340.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1164371.00        | $1071777.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $338528.00         | $341995.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $41251363.00       | $42661018.31       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1004.00           | $120.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $85169.00          | $48959.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2317779.00        | $1504619.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1025.00           | $643.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $3016061.00        | $2258580.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1079914.00        | $612084.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2058724.00        | $652381.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $1322277.00        | $166783.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $456383.00         | $287893.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $12826711.00       | $7839076.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $588574.00         | $129010.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $428334.00         | $441049.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $20999.00          | $8194.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $458045.00         | $461077.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $9702720.00        | $8888243.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $592784.00         | $498936.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $5003944.00        | $4911753.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1391260.00        | $1079630.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $4947146.00        | $5127702.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $85438.00          | $89807.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $700492.00         | $726784.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $8212144.00        | $8725128.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5000.00           | $5218.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $13131440.00       | $13546261.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $13036465.00       | $13448526.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $769208.00         | $820127.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $4679497.00        | $4849574.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2901263.00        | $2795059.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $45882507.00       | $45058021.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $59936755.00       | $59578641.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $222523.00         | $229128.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $197180.00         | $7239.68           | Agency Collateralized Mortgage Obligation |

### Security 83: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.36_1017
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $730300.00         | $667291.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $51703000.00       | $63362002.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $62337900.00       | $83711502.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $2496400.00        | $2785251.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $72800.00          | $74124.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $28173600.00       | $28328628.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $1900.00           | $1943.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.1250%  | 0.0000% | $22619300.00       | $23379718.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $2415500.00        | $2484771.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 4.0575%  | 0.0000% | $3059100.00        | $3079036.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $11337600.00       | $11278672.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 3.6250%  | 0.0000% | $3149500.00        | $3135207.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $700.00            | $644.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $34215800.00       | $35049031.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $90.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.61             | U.S. Treasuries (including strips) |

### Security 84: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: N/A, C.5 - Other ID: 989GWF002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2033-11-15      | 4.5000%  | 0.0000% | $372900.00         | $392219.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $187000.00         | $190885.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $252600.00         | $255843.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $4382400.00        | $3738750.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $33300.00          | $30694.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $65600.00          | $68968.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $296300.00         | $305474.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $412600.00         | $414050.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $71006700.00       | $66080716.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $1908900.00        | $1930460.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $4900.00           | $4759.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $153600.00         | $152380.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $153700.00         | $149749.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $1025200.00        | $961810.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $308100.00         | $289684.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $760600.00         | $713194.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $780700.00         | $727286.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $22500.00          | $19510.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1396200.00        | $1357493.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $651800.00         | $634485.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $258400.00         | $245901.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $716100.00         | $723018.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $256700.00         | $261370.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $3140100.00        | $3188755.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $968800.00         | $965300.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $211200.00         | $213368.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $58300.00          | $59480.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $304900.00         | $308024.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $306000.00         | $315344.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $166800.00         | $176159.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $295900.00         | $295698.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $220300.00         | $220539.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $265000.00         | $264210.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $344300.00         | $354709.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $98536600.00       | $100285280.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $1456100.00        | $1473618.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-05-15      | 6.2500%  | 0.0000% | $354400.00         | $400344.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $47534600.00       | $47001142.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $129400.00         | $101663.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $969600.00         | $851343.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $21348000.00       | $16313325.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $2536600.00        | $1282879.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $1087100.00        | $624961.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $353800.00         | $263528.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $353100.00         | $250806.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $269600.00         | $170557.92         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2025-10-07

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller