# EDGAR Filing Document

**Accession Number:** 0001096012
**File Stem:** 0001145549-25-050688
**Filing Date:** 2025-8
**Character Count:** 100641
**Document Hash:** ca0e37e8380b06ed9fbaa124d02ce160
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050688.hdr.sgml**: 20250806

**ACCESSION NUMBER**: 0001145549-25-050688

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250806

**DATE AS OF CHANGE**: 20250806

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON SELECT FUNDS
- **CENTRAL INDEX KEY:** 0001096012

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09603
- **FILM NUMBER:** 251189285

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE SELECT FUNDS
- **DATE OF NAME CHANGE:** 20011130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SELECT FUNDS
- **DATE OF NAME CHANGE:** 19990929

## Series and Classes Contracts Data

### American Beacon U.S. Government Money Market Select Fund (Series ID: S000001845)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000004819 | U.S. Government Money Market Select Fund | AAOXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001096012

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** American Beacon Select Funds

**CIK Number of Registrant:** 0001096012

**LEI of Registrant:** 549300HER2YKJJ5HAP90

**Name of Series:** American Beacon U.S. Government Money Market Select Fund

**LEI of Series:** 549300LW8M2W466YKB67

**EDGAR Series Identifier:** S000001845

**Total number of share classes in the series:** 1

**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            | American Beacon Advisors, Inc.                          | 801-29198         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | American Beacon Advisors, Inc.                          |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143                      | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-88343

- **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:** 26 days

- **WAL:** 91 days

- **Total Value of Portfolio Securities:** $629820421.28

- **Amortized Cost of Portfolio Securities:** $629782222.95

- **Cash:** $0.00

- **Total Other Assets:** $681957.92

- **Total Liabilities:** $2474917.78

- **Net Assets of Series:** $627989263.09

- **Number of Shares Outstanding (Series):** 628003755.9200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $512677978.56             | $525141156.90              | 79.0000%                  | 80.9200%                   |
| 2025-07-02 | $522589606.08             | $533054754.84              | 79.5600%                  | 81.1500%                   |
| 2025-07-03 | $516950349.00             | $532416774.25              | 79.3600%                  | 81.7300%                   |
| 2025-07-07 | $531256712.47             | $546727531.91              | 79.2300%                  | 81.5300%                   |
| 2025-07-08 | $496967185.72             | $512439154.66              | 78.1200%                  | 80.5500%                   |
| 2025-07-09 | $496098942.33             | $511572161.64              | 76.3100%                  | 78.6900%                   |
| 2025-07-10 | $504613698.75             | $515088135.43              | 76.5000%                  | 78.0900%                   |
| 2025-07-11 | $487172741.12             | $497648378.64              | 75.8500%                  | 77.4800%                   |
| 2025-07-14 | $500560282.30             | $511039922.29              | 75.7700%                  | 77.3600%                   |
| 2025-07-15 | $533735615.85             | $544216141.26              | 76.9300%                  | 78.4400%                   |
| 2025-07-16 | $511656826.24             | $522138580.60              | 75.0700%                  | 76.6100%                   |
| 2025-07-17 | $502809677.38             | $513292699.88              | 73.6600%                  | 75.1900%                   |
| 2025-07-18 | $495643457.86             | $506127715.18              | 72.3100%                  | 73.8300%                   |
| 2025-07-21 | $507327816.36             | $517815869.72              | 72.7700%                  | 74.2800%                   |
| 2025-07-22 | $510261298.83             | $518750741.79              | 73.0900%                  | 74.3100%                   |
| 2025-07-23 | $505642660.32             | $514133174.06              | 71.9000%                  | 73.1100%                   |
| 2025-07-24 | $497165206.98             | $503656887.84              | 71.7600%                  | 72.7000%                   |
| 2025-07-25 | $443353195.79             | $449845701.07              | 69.3700%                  | 70.3900%                   |
| 2025-07-28 | $466483892.65             | $477943256.27              | 69.9300%                  | 71.6500%                   |
| 2025-07-29 | $456882152.30             | $466343352.69              | 68.6600%                  | 70.0800%                   |
| 2025-07-30 | $444620063.88             | $454082382.25              | 68.0700%                  | 69.5200%                   |
| 2025-07-31 | $421943417.90             | $431406750.39              | 66.9200%                  | 68.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4200%             |
| 2025-07-02 | 4.4300%             |
| 2025-07-03 | 4.4100%             |
| 2025-07-07 | 4.4000%             |
| 2025-07-08 | 4.4000%             |
| 2025-07-09 | 4.3900%             |
| 2025-07-10 | 4.3900%             |
| 2025-07-11 | 4.3800%             |
| 2025-07-14 | 4.3800%             |
| 2025-07-15 | 4.3800%             |
| 2025-07-16 | 4.3800%             |
| 2025-07-17 | 4.3900%             |
| 2025-07-18 | 4.3900%             |
| 2025-07-21 | 4.3800%             |
| 2025-07-22 | 4.3800%             |
| 2025-07-23 | 4.3700%             |
| 2025-07-24 | 4.3700%             |
| 2025-07-25 | 4.3800%             |
| 2025-07-28 | 4.3800%             |
| 2025-07-29 | 4.3900%             |
| 2025-07-30 | 4.4000%             |
| 2025-07-31 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0001                      |
|  |  |
| 2025-07-02 | 1.0001                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0001                      |
|  |  |
| 2025-07-08 | 1.0001                      |
|  |  |
| 2025-07-09 | 1.0001                      |
|  |  |
| 2025-07-10 | 1.0001                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0001                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0001                      |
|  |  |
| 2025-07-17 | 1.0001                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0001                      |
|  |  |
| 2025-07-22 | 1.0001                      |
|  |  |
| 2025-07-23 | 1.0001                      |
|  |  |
| 2025-07-24 | 1.0001                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0001                      |
|  |  |
| 2025-07-30 | 1.0001                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: U.S. Government Money Market Select Fund

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $627989263.09

- **Number of Shares Outstanding:** 628003755.9200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0001          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0001          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $17105011.88              | $32048305.77            |
| 2025-07-02 | $17704321.42              | $9878010.59             |
| 2025-07-03 | $8678864.08               | $19357705.04            |
| 2025-07-07 | $11766941.77              | $2644267.36             |
| 2025-07-08 | $2980.02                  | $24534317.59            |
| 2025-07-09 | $4556024.04               | $609334.11              |
| 2025-07-10 | $34062568.51              | $19678311.94            |
| 2025-07-11 | $4562535.50               | $16143119.98            |
| 2025-07-14 | $14577292.75              | $264927.59              |
| 2025-07-15 | $43678380.67              | $2709171.83             |
| 2025-07-16 | $2988024.87               | $25163853.48            |
| 2025-07-17 | $12575190.50              | $11591087.56            |
| 2025-07-18 | $13132737.13              | $604426.88              |
| 2025-07-21 | $6197617.95               | $4511465.97             |
| 2025-07-22 | $5805864.60               | $4933846.00             |
| 2025-07-23 | $7075924.36               | $6933804.27             |
| 2025-07-24 | $12558462.10              | $13240210.96            |
| 2025-07-25 | $11643121.75              | $65556857.02            |
| 2025-07-28 | $25760235.74              | $2787475.38             |
| 2025-07-29 | $655617.41                | $7363938.12             |
| 2025-07-30 | $8993681.00               | $6467981.59             |
| 2025-07-31 | $587350.25                | $23314644.66            |

**Total Gross Subscriptions (Month):** $264668748.30

**Total Gross Redemptions (Month):** $300337063.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2800%           |
| 2025-07-02 | 4.2800%           |
| 2025-07-03 | 4.2600%           |
| 2025-07-07 | 4.2500%           |
| 2025-07-08 | 4.2400%           |
| 2025-07-09 | 4.2300%           |
| 2025-07-10 | 4.2300%           |
| 2025-07-11 | 4.2200%           |
| 2025-07-14 | 4.2200%           |
| 2025-07-15 | 4.2300%           |
| 2025-07-16 | 4.2300%           |
| 2025-07-17 | 4.2300%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2100%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2300%           |
| 2025-07-31 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 80.2500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 03199U009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 15.9200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2030-05-15      | 0.6250%  | 0.0000% | $119036700.00      | $102000018.10      | U.S. Treasuries (including strips) |

### Security 2: Fidelity Investments Money Market Government Portfolio (Institutional)

- **C.1 - Title:** Fidelity Investments Money Market Government Portfolio (Institutional) 4.250000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 03399A9Q5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1049470.92
- **C.18.a - Value (excl. sponsor support):** $1049470.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5002812.85
- **C.18.a - Value (excl. sponsor support):** $5002812.85
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2999919.51
- **C.18.a - Value (excl. sponsor support):** $2999919.51
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2999807.64
- **C.18.a - Value (excl. sponsor support):** $2999807.64
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3001215.57
- **C.18.a - Value (excl. sponsor support):** $3001215.57
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4496819.99
- **C.18.a - Value (excl. sponsor support):** $4496819.99
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ME3, C.4 - ISIN: US313385ME36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4966512.50
- **C.18.a - Value (excl. sponsor support):** $4966512.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MS2, C.4 - ISIN: US313385MS22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15944209.78
- **C.18.a - Value (excl. sponsor support):** $15944209.78
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19820766.60
- **C.18.a - Value (excl. sponsor support):** $19820766.60
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9908025.00
- **C.18.a - Value (excl. sponsor support):** $9908025.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NJ1, C.4 - ISIN: US313385NJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4949885.40
- **C.18.a - Value (excl. sponsor support):** $4949885.40
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NM4, C.4 - ISIN: US313385NM43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9896233.30
- **C.18.a - Value (excl. sponsor support):** $9896233.30
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4945758.35
- **C.18.a - Value (excl. sponsor support):** $4945758.35
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397NQ0, C.4 - ISIN: US313397NQ03, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9892695.80
- **C.18.a - Value (excl. sponsor support):** $9892695.80
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4W2, C.4 - ISIN: US3133EP4W26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003089.20
- **C.18.a - Value (excl. sponsor support):** $10003089.20
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6E0, C.4 - ISIN: US3133EP6E00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001767.65
- **C.18.a - Value (excl. sponsor support):** $5001767.65
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7M1, C.4 - ISIN: US3133EP7M17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000908.10
- **C.18.a - Value (excl. sponsor support):** $5000908.10
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001726.50
- **C.18.a - Value (excl. sponsor support):** $5001726.50
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE72, C.4 - ISIN: US3133ERE728, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002173.26
- **C.18.a - Value (excl. sponsor support):** $3002173.26
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001811.15
- **C.18.a - Value (excl. sponsor support):** $5001811.15
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001099.35
- **C.18.a - Value (excl. sponsor support):** $3001099.35
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **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 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERME8, C.4 - ISIN: US3133ERME80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001934.22
- **C.18.a - Value (excl. sponsor support):** $3001934.22
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002875.56
- **C.18.a - Value (excl. sponsor support):** $4002875.56
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003791.10
- **C.18.a - Value (excl. sponsor support):** $5003791.10
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002181.00
- **C.18.a - Value (excl. sponsor support):** $4002181.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5004489.30
- **C.18.a - Value (excl. sponsor support):** $5004489.30
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTE1, C.4 - ISIN: US3133ERTE18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003995.80
- **C.18.a - Value (excl. sponsor support):** $5003995.80
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002560.80
- **C.18.a - Value (excl. sponsor support):** $3002560.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVC2, C.4 - ISIN: US3133ERVC24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002225.19
- **C.18.a - Value (excl. sponsor support):** $3002225.19
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001264.95
- **C.18.a - Value (excl. sponsor support):** $5001264.95
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001660.60
- **C.18.a - Value (excl. sponsor support):** $5001660.60
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **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 33: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4001622.32
- **C.18.a - Value (excl. sponsor support):** $4001622.32
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **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):** $3000817.89
- **C.18.a - Value (excl. sponsor support):** $3000817.89
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 35: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2001435.06
- **C.18.a - Value (excl. sponsor support):** $2001435.06
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $5002728.40
- **C.18.a - Value (excl. sponsor support):** $5002728.40
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9998446.50
- **C.18.a - Value (excl. sponsor support):** $9998446.50
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3002563.17
- **C.18.a - Value (excl. sponsor support):** $3002563.17
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $2003013.40
- **C.18.a - Value (excl. sponsor support):** $2003013.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2002160.62
- **C.18.a - Value (excl. sponsor support):** $2002160.62
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **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 41: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.310000%
- **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: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.31_0801
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 6.3700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae II Pool                     | 2032-10-01      | 6.0000%  | 0.0000% | $1247.00           | $0.91              | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $742.09            | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2046-11-15      | 0.0000%  | 0.0000% | $11.58             | $3.88              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2041-11-15      | 0.0000%  | 0.0000% | $17.81             | $7.82              | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2041-01-01      | 2.0000%  | 0.0000% | $12164.00          | $6745.13           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2028-11-15      | 0.0000%  | 0.0000% | $56.18             | $49.32             | U.S. Treasuries (including strips) |
| United States Treasury Strip Principal | 2031-02-15      | 0.0000%  | 0.0000% | $1300.00           | $1041.23           | U.S. Treasuries (including strips) |
| United States Treasury Strip Principal | 2054-08-15      | 0.0000%  | 0.0000% | $100.00            | $23.95             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2050-03-01      | 4.0000%  | 0.0000% | $1630.00           | $330.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2052-09-01      | 3.5000%  | 0.0000% | $8485.00           | $6863.07           | Agency Mortgage-Backed Securities  |
| Freddie Mac Gold Pool                  | 2030-09-01      | 2.5000%  | 0.0000% | $43397.00          | $5198.27           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2039-11-15      | 0.0000%  | 0.0000% | $54.78             | $27.13             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2037-08-15      | 0.0000%  | 0.0000% | $1498.25           | $847.79            | U.S. Treasuries (including strips) |
| Freddie Mac Gold Pool                  | 2026-02-01      | 4.0000%  | 0.0000% | $155430.00         | $273.31            | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2050-05-15      | 0.0000%  | 0.0000% | $8.00              | $2.25              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2035-05-01      | 3.0000%  | 0.0000% | $63397.00          | $7685.21           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2026-08-15      | 0.0000%  | 0.0000% | $39.00             | $37.39             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2048-05-15      | 0.0000%  | 0.0000% | $5.26              | $1.63              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2048-05-15      | 0.0000%  | 0.0000% | $11.00             | $3.41              | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond       | 2034-08-15      | 3.8750%  | 0.0000% | $26961600.00       | $26528578.83       | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2051-08-15      | 0.0000%  | 0.0000% | $1.21              | $0.32              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2027-11-15      | 0.0000%  | 0.0000% | $128.71            | $117.51            | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2038-05-15      | 0.0000%  | 0.0000% | $10.10             | $5.47              | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2031-02-01      | 7.5000%  | 0.0000% | $677537.00         | $10099.81          | Agency Mortgage-Backed Securities  |
| Freddie Mac Gold Pool                  | 2032-05-01      | 6.0000%  | 0.0000% | $9513184.00        | $7606.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2027-11-01      | 5.5000%  | 0.0000% | $2399.00           | $1.89              | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2050-07-01      | 2.0000%  | 0.0000% | $19090.00          | $7914.47           | Agency Mortgage-Backed Securities  |
| Freddie Mac Gold Pool                  | 2044-05-01      | 3.5000%  | 0.0000% | $11072.00          | $7666.61           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2030-02-15      | 0.0000%  | 0.0000% | $20.70             | $17.23             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2035-09-01      | 3.5000%  | 0.0000% | $3506.00           | $410.73            | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2037-11-15      | 0.0000%  | 0.0000% | $253.28            | $141.21            | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2053-02-01      | 6.0000%  | 0.0000% | $10367.00          | $8155.24           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2034-08-15      | 0.0000%  | 0.0000% | $67.00             | $44.70             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2040-07-01      | 5.0000%  | 0.0000% | $5332.00           | $5383.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2039-11-01      | 3.0000%  | 0.0000% | $25184.00          | $3799.55           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2050-02-01      | 3.0000%  | 0.0000% | $27289.00          | $9341.99           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2037-02-15      | 0.0000%  | 0.0000% | $217.00            | $126.33            | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2033-11-15      | 0.0000%  | 0.0000% | $51.70             | $35.90             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2055-02-01      | 6.5000%  | 0.0000% | $4636.00           | $4536.90           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2026-02-15      | 0.0000%  | 0.0000% | $70.37             | $68.82             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2033-05-15      | 0.0000%  | 0.0000% | $23.52             | $16.76             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2028-08-15      | 0.0000%  | 0.0000% | $7.00              | $6.21              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2029-02-15      | 0.0000%  | 0.0000% | $89.51             | $77.75             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2050-08-01      | 3.0000%  | 0.0000% | $20940.00          | $9724.67           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2053-07-01      | 5.0000%  | 0.0000% | $8299.00           | $7914.13           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2055-05-15      | 0.0000%  | 0.0000% | $0.11              | $0.03              | U.S. Treasuries (including strips) |
| Freddie Mac Gold Pool                  | 2029-06-01      | 4.5000%  | 0.0000% | $26946.00          | $240.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2036-11-01      | 3.0000%  | 0.0000% | $33081.00          | $7842.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2053-04-01      | 5.0000%  | 0.0000% | $11421.00          | $9865.05           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2032-06-01      | 4.0000%  | 0.0000% | $7515.00           | $747.26            | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Principal | 2043-08-15      | 0.0000%  | 0.0000% | $200.00            | $81.63             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2036-11-15      | 0.0000%  | 0.0000% | $2.10              | $1.24              | U.S. Treasuries (including strips) |
| Freddie Mac Home Loan Mortgage Corp.   | 2031-03-15      | 6.7500%  | 0.0000% | $1000.00           | $1158.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2037-08-01      | 6.0000%  | 0.0000% | $201692.00         | $5386.52           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2025-11-15      | 0.0000%  | 0.0000% | $131.64            | $130.02            | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2042-05-15      | 0.0000%  | 0.0000% | $4.86              | $2.07              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2044-08-15      | 0.0000%  | 0.0000% | $2.01              | $0.75              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2027-02-15      | 0.0000%  | 0.0000% | $6.61              | $6.22              | U.S. Treasuries (including strips) |
| United States Treasury Strip Principal | 2049-05-15      | 0.0000%  | 0.0000% | $100.00            | $30.09             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2041-08-15      | 0.0000%  | 0.0000% | $3163.41           | $1412.84           | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2031-06-01      | 7.5000%  | 0.0000% | $5882.00           | $2.69              | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2040-05-01      | 4.0000%  | 0.0000% | $6814.00           | $5909.03           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2026-11-15      | 0.0000%  | 0.0000% | $42.63             | $40.47             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2040-08-15      | 0.0000%  | 0.0000% | $9.00              | $4.26              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2035-02-15      | 0.0000%  | 0.0000% | $60.73             | $39.44             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2052-12-01      | 6.0000%  | 0.0000% | $2045.00           | $748.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2055-01-01      | 5.5000%  | 0.0000% | $14731.00          | $14451.89          | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2041-05-15      | 0.0000%  | 0.0000% | $1.37              | $0.62              | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2052-11-01      | 4.5000%  | 0.0000% | $10657.00          | $7634.71           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2038-02-15      | 0.0000%  | 0.0000% | $212.00            | $116.48            | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2054-08-01      | 5.5000%  | 0.0000% | $12000.00          | $10930.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2054-06-01      | 5.5000%  | 0.0000% | $9319.00           | $8309.38           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2053-11-15      | 0.0000%  | 0.0000% | $86.79             | $21.06             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2032-04-01      | 6.0000%  | 0.0000% | $2000000.00        | $5959.20           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2034-02-15      | 0.0000%  | 0.0000% | $192.43            | $131.79            | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2052-04-01      | 3.0000%  | 0.0000% | $10204.00          | $7703.35           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2039-02-15      | 0.0000%  | 0.0000% | $22.73             | $11.79             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2053-05-15      | 0.0000%  | 0.0000% | $80.78             | $20.01             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2054-06-01      | 5.5000%  | 0.0000% | $8344.00           | $7844.81           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Principal | 2051-11-15      | 0.0000%  | 0.0000% | $100.00            | $26.83             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2030-11-15      | 0.0000%  | 0.0000% | $5.09              | $4.10              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2052-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.25              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2043-08-15      | 0.0000%  | 0.0000% | $66.94             | $26.48             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2036-03-01      | 3.0000%  | 0.0000% | $30791.00          | $6028.36           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2032-05-15      | 0.0000%  | 0.0000% | $60.79             | $45.54             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2029-11-15      | 0.0000%  | 0.0000% | $1.40              | $1.18              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2029-11-15      | 0.0000%  | 0.0000% | $116.61            | $98.11             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2031-02-15      | 0.0000%  | 0.0000% | $117.37            | $93.30             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2040-02-15      | 0.0000%  | 0.0000% | $27.50             | $13.43             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2043-10-01      | 3.0000%  | 0.0000% | $14548.00          | $4772.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2055-06-01      | 5.0000%  | 0.0000% | $13584958.00       | $13260003.97       | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2036-08-01      | 6.5000%  | 0.0000% | $1108.00           | $6.37              | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Principal | 2026-08-15      | 0.0000%  | 0.0000% | $581900.00         | $557421.21         | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2043-05-15      | 0.0000%  | 0.0000% | $3.55              | $1.43              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2040-09-01      | 5.0000%  | 0.0000% | $1197.00           | $53.31             | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2032-11-15      | 0.0000%  | 0.0000% | $130.96            | $95.71             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2040-11-01      | 4.0000%  | 0.0000% | $93955.00          | $7688.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2039-06-01      | 5.5000%  | 0.0000% | $1412.00           | $70.02             | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2055-01-01      | 4.5000%  | 0.0000% | $4611.00           | $4278.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2048-11-01      | 3.5000%  | 0.0000% | $31945.00          | $5994.68           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2044-01-01      | 4.0000%  | 0.0000% | $3384.00           | $276.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2035-12-01      | 3.5000%  | 0.0000% | $1206.00           | $748.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2038-07-01      | 6.0000%  | 0.0000% | $4582.00           | $300.32            | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2054-11-15      | 0.0000%  | 0.0000% | $37.00             | $8.72              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2053-09-01      | 5.5000%  | 0.0000% | $10619.00          | $9104.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2033-07-01      | 5.0000%  | 0.0000% | $547217.00         | $3496.34           | Agency Mortgage-Backed Securities  |
| United States Treasury Note/Bond       | 2047-08-15      | 2.7500%  | 0.0000% | $400.00            | $285.51            | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2055-04-01      | 6.5000%  | 0.0000% | $15001.00          | $15381.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2052-06-01      | 3.5000%  | 0.0000% | $9834.00           | $7760.51           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2031-05-15      | 0.0000%  | 0.0000% | $26.11             | $20.51             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2025-08-15      | 0.0000%  | 0.0000% | $17.04             | $17.01             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2055-07-01      | 6.0000%  | 0.0000% | $11811.00          | $12159.48          | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Principal | 2025-11-15      | 0.0000%  | 0.0000% | $200.00            | $197.43            | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2047-03-01      | 3.5000%  | 0.0000% | $19615.00          | $7637.93           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2045-02-15      | 0.0000%  | 0.0000% | $51.00             | $18.65             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2052-05-15      | 0.0000%  | 0.0000% | $80.33             | $20.53             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2035-08-15      | 0.0000%  | 0.0000% | $9.19              | $5.81              | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2059-04-01      | 4.0000%  | 0.0000% | $7709.00           | $3555.07           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2034-11-15      | 0.0000%  | 0.0000% | $64.48             | $42.44             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2034-11-01      | 5.5000%  | 0.0000% | $182000.00         | $1403.21           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2041-12-01      | 2.0000%  | 0.0000% | $3329.00           | $2092.59           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2055-02-15      | 0.0000%  | 0.0000% | $495.32            | $115.33            | U.S. Treasuries (including strips) |
| Freddie Mac Gold Pool                  | 2031-11-01      | 6.0000%  | 0.0000% | $2319.00           | $2.12              | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2039-05-15      | 0.0000%  | 0.0000% | $17.59             | $8.97              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2037-05-15      | 0.0000%  | 0.0000% | $9.70              | $5.56              | U.S. Treasuries (including strips) |
| United States Treasury Strip Principal | 2050-02-15      | 0.0000%  | 0.0000% | $500.00            | $145.31            | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2030-05-15      | 0.0000%  | 0.0000% | $35.31             | $29.06             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2045-11-15      | 0.0000%  | 0.0000% | $39.44             | $13.88             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2031-11-15      | 0.0000%  | 0.0000% | $0.20              | $0.15              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2034-05-15      | 0.0000%  | 0.0000% | $4.76              | $3.22              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2054-05-01      | 5.0000%  | 0.0000% | $8902.00           | $7977.94           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2028-05-15      | 0.0000%  | 0.0000% | $45.63             | $40.87             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2042-02-15      | 0.0000%  | 0.0000% | $6.49              | $2.81              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2054-06-01      | 6.0000%  | 0.0000% | $8681.00           | $7904.16           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2045-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.36              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2038-08-15      | 0.0000%  | 0.0000% | $136.00            | $72.64             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2047-11-15      | 0.0000%  | 0.0000% | $0.44              | $0.14              | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2047-02-01      | 3.5000%  | 0.0000% | $31004.00          | $7615.46           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2027-05-15      | 0.0000%  | 0.0000% | $153.99            | $143.36            | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2051-11-15      | 0.0000%  | 0.0000% | $59.00             | $15.44             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2049-05-01      | 4.5000%  | 0.0000% | $13257.00          | $3849.91           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2050-02-15      | 0.0000%  | 0.0000% | $0.99              | $0.28              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2025-11-01      | 5.5000%  | 0.0000% | $6213.00           | $2.20              | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2033-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.72              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2032-02-15      | 0.0000%  | 0.0000% | $32.00             | $24.24             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2055-06-01      | 5.0000%  | 0.0000% | $15699.00          | $15250.77          | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2049-11-01      | 3.5000%  | 0.0000% | $36972.00          | $7552.10           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2049-11-15      | 0.0000%  | 0.0000% | $23.50             | $6.76              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2044-02-15      | 0.0000%  | 0.0000% | $168.94            | $65.01             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2050-03-01      | 4.0000%  | 0.0000% | $40481.00          | $7875.75           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2052-02-15      | 0.0000%  | 0.0000% | $0.10              | $0.03              | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2037-05-01      | 5.5000%  | 0.0000% | $2135.00           | $3.49              | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2033-08-15      | 0.0000%  | 0.0000% | $6.47              | $4.55              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2045-08-15      | 0.0000%  | 0.0000% | $7886.02           | $2808.25           | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2052-11-01      | 5.0000%  | 0.0000% | $9529.00           | $7990.49           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2035-11-15      | 0.0000%  | 0.0000% | $1.12              | $0.70              | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2053-08-01      | 5.5000%  | 0.0000% | $7998.00           | $6698.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2032-01-01      | 6.0000%  | 0.0000% | $5591773.00        | $4994.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2047-12-01      | 4.5000%  | 0.0000% | $1005.00           | $973.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2036-02-01      | 4.0000%  | 0.0000% | $56921.00          | $8950.49           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2053-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.25              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2029-05-15      | 0.0000%  | 0.0000% | $20.21             | $17.38             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2032-03-01      | 6.0000%  | 0.0000% | $5026.00           | $6.98              | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $911.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2053-05-01      | 5.0000%  | 0.0000% | $7036.00           | $5945.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2053-07-01      | 5.0000%  | 0.0000% | $9046.00           | $7696.54           | Agency Mortgage-Backed Securities  |
| Freddie Mac Pool                       | 2055-04-01      | 6.0000%  | 0.0000% | $8918.00           | $8986.20           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Principal | 2049-02-15      | 0.0000%  | 0.0000% | $2200.00           | $669.94            | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2036-10-01      | 6.0000%  | 0.0000% | $1083.00           | $5.55              | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2054-12-01      | 6.0000%  | 0.0000% | $8498.00           | $7968.94           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2042-08-15      | 0.0000%  | 0.0000% | $30.00             | $12.59             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2032-08-15      | 0.0000%  | 0.0000% | $61.00             | $45.15             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2027-08-15      | 0.0000%  | 0.0000% | $41.16             | $37.93             | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2051-05-15      | 0.0000%  | 0.0000% | $70.00             | $18.72             | U.S. Treasuries (including strips) |
| Freddie Mac Gold Pool                  | 2034-01-01      | 6.0000%  | 0.0000% | $1414306.00        | $7616.41           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2032-09-01      | 6.0000%  | 0.0000% | $2659.00           | $2.66              | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2047-05-15      | 0.0000%  | 0.0000% | $15.00             | $4.90              | U.S. Treasuries (including strips) |
| United States Treasury Strip Coupon    | 2047-05-15      | 0.0000%  | 0.0000% | $130.24            | $42.56             | U.S. Treasuries (including strips) |
| Fannie Mae II Pool                     | 2051-08-01      | 4.0000%  | 0.0000% | $8834.00           | $7763.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2054-05-01      | 5.0000%  | 0.0000% | $1699.00           | $1515.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae II Pool                     | 2054-04-01      | 5.0000%  | 0.0000% | $9738.00           | $8676.25           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2029-08-15      | 0.0000%  | 0.0000% | $55.00             | $46.78             | U.S. Treasuries (including strips) |
| Freddie Mac Pool                       | 2054-08-01      | 5.5000%  | 0.0000% | $1240.00           | $1131.25           | Agency Mortgage-Backed Securities  |
| United States Treasury Strip Coupon    | 2036-08-15      | 0.0000%  | 0.0000% | $15.15             | $9.06              | U.S. Treasuries (including strips) |

### Security 42: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 372892000, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: 372892000_4.35_0801
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 7.9600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2033-08-15      | 3.8750%  | 0.0000% | $51249000.00       | $51006045.76       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $164.83            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9959426.70
- **C.18.a - Value (excl. sponsor support):** $9959426.70
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9984598.60
- **C.18.a - Value (excl. sponsor support):** $9984598.60
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6983375.00
- **C.18.a - Value (excl. sponsor support):** $6983375.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9967885.00
- **C.18.a - Value (excl. sponsor support):** $9967885.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34829090.45
- **C.18.a - Value (excl. sponsor support):** $34829090.45
- **C.19 - Percentage of Net Assets:** 5.5500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2982924.00
- **C.18.a - Value (excl. sponsor support):** $2982924.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2998578.75
- **C.18.a - Value (excl. sponsor support):** $2998578.75
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4993453.10
- **C.18.a - Value (excl. sponsor support):** $4993453.10
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $22950699.50
- **C.18.a - Value (excl. sponsor support):** $22950699.50
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2991062.49
- **C.18.a - Value (excl. sponsor support):** $2991062.49
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 53: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5977205.34
- **C.18.a - Value (excl. sponsor support):** $5977205.34
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5972186.52
- **C.18.a - Value (excl. sponsor support):** $5972186.52
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 55: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2983616.34
- **C.18.a - Value (excl. sponsor support):** $2983616.34
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4956370.85
- **C.18.a - Value (excl. sponsor support):** $4956370.85
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4952234.35
- **C.18.a - Value (excl. sponsor support):** $4952234.35
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14832799.95
- **C.18.a - Value (excl. sponsor support):** $14832799.95
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7903027.44
- **C.18.a - Value (excl. sponsor support):** $7903027.44
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19743623.00
- **C.18.a - Value (excl. sponsor support):** $19743623.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4931789.60
- **C.18.a - Value (excl. sponsor support):** $4931789.60
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: Credit Agricole CIB

- **C.1 - Title:** Credit Agricole CIB 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921HBE007, C.3 - LEI: N/A, C.5 - Other ID: 921HBE007_0007
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 7.9600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2027-05-15      | 4.5000%  | 0.0000% | $51069300.00       | $52000076.86       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** American Beacon Select Funds

**Date:** 2025-08-07

**By:** Sonia Bates

**Name of Signing Officer:** Sonia Bates

**Title of Signing Officer:** Director, Fund and Tax Reporting