# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-26-057202
**Filing Date:** 2026-6
**Character Count:** 212784
**Document Hash:** a590c5f065d7921153d7ddfc5000c205
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057202.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057202

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB FIXED INCOME SHARES INC
- **CENTRAL INDEX KEY:** 0000862021

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06068
- **FILM NUMBER:** 261066968

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

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

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 57 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $25334104751.98

- **Amortized Cost of Portfolio Securities:** $25339217183.80

- **Cash:** $868831.26

- **Total Other Assets:** $85316569.19

- **Total Liabilities:** $603245933.53

- **Net Assets of Series:** $24822156650.72

- **Number of Shares Outstanding (Series):** 24824322426.6580

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $14703171391.70           | $14703171391.70            | 58.5900%                  | 58.5900%                   |
| 2026-05-04 | $14584436612.55           | $14629559110.70            | 58.1600%                  | 58.3400%                   |
| 2026-05-05 | $14200718375.91           | $14245845399.85            | 57.5100%                  | 57.6900%                   |
| 2026-05-06 | $14244976092.19           | $14290107642.38            | 57.5800%                  | 57.7700%                   |
| 2026-05-07 | $13816700912.19           | $13861838027.94            | 56.8300%                  | 57.0200%                   |
| 2026-05-08 | $13754345993.52           | $13799486935.68            | 56.7100%                  | 56.8900%                   |
| 2026-05-11 | $15819657835.20           | $16659379508.45            | 60.1200%                  | 63.3100%                   |
| 2026-05-12 | $16077917828.89           | $16917737184.38            | 60.4900%                  | 63.6500%                   |
| 2026-05-13 | $15412700878.22           | $16252591010.47            | 59.4700%                  | 62.7100%                   |
| 2026-05-14 | $15236297369.69           | $16721909362.48            | 59.1900%                  | 64.9600%                   |
| 2026-05-15 | $15586326060.84           | $17072086636.90            | 59.7200%                  | 65.4200%                   |
| 2026-05-18 | $15714478813.46           | $17597582751.97            | 59.9300%                  | 67.1100%                   |
| 2026-05-19 | $15875063139.28           | $17758383557.77            | 60.1700%                  | 67.3100%                   |
| 2026-05-20 | $15787546987.08           | $17671055166.57            | 60.0400%                  | 67.2000%                   |
| 2026-05-21 | $15675864118.51           | $17559546491.02            | 59.8600%                  | 67.0600%                   |
| 2026-05-22 | $15354507122.28           | $17238377517.37            | 59.3400%                  | 66.6200%                   |
| 2026-05-26 | $15138242248.23           | $17534361012.23            | 59.0000%                  | 68.3400%                   |
| 2026-05-27 | $15250213190.35           | $17646540721.26            | 59.1800%                  | 68.4800%                   |
| 2026-05-28 | $14798350929.78           | $17194919923.40            | 58.4500%                  | 67.9100%                   |
| 2026-05-29 | $14898873802.29           | $17295699590.48            | 58.6000%                  | 68.0300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.6900%             |
| 2026-05-04 | 3.6900%             |
| 2026-05-05 | 3.6900%             |
| 2026-05-06 | 3.6900%             |
| 2026-05-07 | 3.6800%             |
| 2026-05-08 | 3.6700%             |
| 2026-05-11 | 3.6700%             |
| 2026-05-12 | 3.6600%             |
| 2026-05-13 | 3.6600%             |
| 2026-05-14 | 3.6600%             |
| 2026-05-15 | 3.6400%             |
| 2026-05-18 | 3.6400%             |
| 2026-05-19 | 3.6300%             |
| 2026-05-20 | 3.6200%             |
| 2026-05-21 | 3.6100%             |
| 2026-05-22 | 3.6100%             |
| 2026-05-26 | 3.6100%             |
| 2026-05-27 | 3.6300%             |
| 2026-05-28 | 3.6400%             |
| 2026-05-29 | 3.6600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $7966093302.37

- **Number of Shares Outstanding:** 7967083303.4200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $201385332.60             | $670703928.99           |
| 2026-05-04 | $832726616.76             | $353401825.26           |
| 2026-05-05 | $335393351.71             | $574074371.83           |
| 2026-05-06 | $548072448.42             | $473593718.76           |
| 2026-05-07 | $230539499.10             | $765294497.61           |
| 2026-05-08 | $248413376.70             | $413959021.73           |
| 2026-05-11 | $2405643700.56            | $276927951.08           |
| 2026-05-12 | $290251675.33             | $478896602.88           |
| 2026-05-13 | $190902313.98             | $421834901.17           |
| 2026-05-14 | $657409288.93             | $285543868.78           |
| 2026-05-15 | $464312999.76             | $225720916.72           |
| 2026-05-18 | $472885032.54             | $360788733.04           |
| 2026-05-19 | $536734518.83             | $407306250.99           |
| 2026-05-20 | $136313979.92             | $388721591.67           |
| 2026-05-21 | $793568296.65             | $649155020.75           |
| 2026-05-22 | $140426008.77             | $348023565.91           |
| 2026-05-26 | $177434226.87             | $368440070.76           |
| 2026-05-27 | $857570833.31             | $567358811.35           |
| 2026-05-28 | $227340314.52             | $719703357.45           |
| 2026-05-29 | $214520652.61             | $471208481.99           |

**Total Gross Subscriptions (Month):** $9961844467.87

**Total Gross Redemptions (Month):** $9220657488.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4900%           |
| 2026-05-04 | 3.4900%           |
| 2026-05-05 | 3.4800%           |
| 2026-05-06 | 3.4800%           |
| 2026-05-07 | 3.4800%           |
| 2026-05-08 | 3.4600%           |
| 2026-05-11 | 3.4600%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4500%           |
| 2026-05-15 | 3.4400%           |
| 2026-05-18 | 3.4300%           |
| 2026-05-19 | 3.4200%           |
| 2026-05-20 | 3.4100%           |
| 2026-05-21 | 3.4100%           |
| 2026-05-22 | 3.4000%           |
| 2026-05-26 | 3.4100%           |
| 2026-05-27 | 3.4200%           |
| 2026-05-28 | 3.4300%           |
| 2026-05-29 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 7.7500%              |
| Retail investor |  | 0.0000%          | 7.1600%              |
| Retail investor |  | 0.0000%          | 12.6700%             |
| Retail investor |  | 0.0000%          | 13.1000%             |
| Retail investor |  | 0.0000%          | 5.0000%              |
| Retail investor |  | 0.0000%          | 6.9300%              |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $979632606.24

- **Number of Shares Outstanding:** 979638370.0390

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $8590200.56               | $4845125.66             |
| 2026-05-04 | $3156964.43               | $4787246.84             |
| 2026-05-05 | $5628169.89               | $1781431.85             |
| 2026-05-06 | $3457957.08               | $1767722.22             |
| 2026-05-07 | $2486571.04               | $4918285.30             |
| 2026-05-08 | $4041264.50               | $2643931.98             |
| 2026-05-11 | $2812768.44               | $7814089.67             |
| 2026-05-12 | $2326247.11               | $6958078.52             |
| 2026-05-13 | $3349992.16               | $4091623.95             |
| 2026-05-14 | $2801754.50               | $2448233.32             |
| 2026-05-15 | $1376898.24               | $12758742.17            |
| 2026-05-18 | $2879049.05               | $7101265.29             |
| 2026-05-19 | $10729881.19              | $3720888.55             |
| 2026-05-20 | $3475330.37               | $4119241.54             |
| 2026-05-21 | $1974591.14               | $3283095.41             |
| 2026-05-22 | $4144498.15               | $5257917.11             |
| 2026-05-26 | $3606898.44               | $4439591.93             |
| 2026-05-27 | $3701945.10               | $4865762.87             |
| 2026-05-28 | $3390093.07               | $4868732.82             |
| 2026-05-29 | $1676056.50               | $4068423.71             |

**Total Gross Subscriptions (Month):** $75607130.96

**Total Gross Redemptions (Month):** $96539430.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4300%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4400%           |
| 2026-05-07 | 3.4400%           |
| 2026-05-08 | 3.4200%           |
| 2026-05-11 | 3.4200%           |
| 2026-05-12 | 3.4200%           |
| 2026-05-13 | 3.4200%           |
| 2026-05-14 | 3.4100%           |
| 2026-05-15 | 3.4000%           |
| 2026-05-18 | 3.3900%           |
| 2026-05-19 | 3.3800%           |
| 2026-05-20 | 3.3700%           |
| 2026-05-21 | 3.3700%           |
| 2026-05-22 | 3.3600%           |
| 2026-05-26 | 3.3700%           |
| 2026-05-27 | 3.3800%           |
| 2026-05-28 | 3.3900%           |
| 2026-05-29 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 88.5500%             |
| Broker-dealer |  | 0.0000%          | 6.0400%              |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $5506461232.65

- **Number of Shares Outstanding:** 5507286469.6550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $64491492.26              | $41540465.78            |
| 2026-05-04 | $36794824.72              | $29645146.23            |
| 2026-05-05 | $26750459.84              | $27794486.35            |
| 2026-05-06 | $47963678.14              | $51711491.32            |
| 2026-05-07 | $29053187.19              | $55747469.42            |
| 2026-05-08 | $22448899.45              | $27420338.38            |
| 2026-05-11 | $11064673.93              | $23450705.84            |
| 2026-05-12 | $32239091.06              | $34261222.22            |
| 2026-05-13 | $45715112.78              | $39173350.46            |
| 2026-05-14 | $19123131.35              | $44237549.77            |
| 2026-05-15 | $43287762.74              | $37798924.42            |
| 2026-05-18 | $49262503.44              | $34870992.87            |
| 2026-05-19 | $75848011.91              | $22658867.28            |
| 2026-05-20 | $64619052.29              | $36997917.98            |
| 2026-05-21 | $75644669.30              | $34666726.40            |
| 2026-05-22 | $23006316.58              | $153467748.04           |
| 2026-05-26 | $24860005.54              | $41942736.36            |
| 2026-05-27 | $22619475.54              | $87589208.20            |
| 2026-05-28 | $40056784.88              | $51410030.88            |
| 2026-05-29 | $17263612.60              | $48006814.98            |

**Total Gross Subscriptions (Month):** $772112745.54

**Total Gross Redemptions (Month):** $924392193.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3800%           |
| 2026-05-04 | 3.3800%           |
| 2026-05-05 | 3.3800%           |
| 2026-05-06 | 3.3800%           |
| 2026-05-07 | 3.3700%           |
| 2026-05-08 | 3.3600%           |
| 2026-05-11 | 3.3600%           |
| 2026-05-12 | 3.3500%           |
| 2026-05-13 | 3.3500%           |
| 2026-05-14 | 3.3500%           |
| 2026-05-15 | 3.3300%           |
| 2026-05-18 | 3.3200%           |
| 2026-05-19 | 3.3200%           |
| 2026-05-20 | 3.3100%           |
| 2026-05-21 | 3.3000%           |
| 2026-05-22 | 3.3000%           |
| 2026-05-26 | 3.3000%           |
| 2026-05-27 | 3.3100%           |
| 2026-05-28 | 3.3200%           |
| 2026-05-29 | 3.3500%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8974872096.02

- **Number of Shares Outstanding:** 8974893955.3320

- **Expense Reimbursement/Waiver:** 1908660.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $26067044.54              | $25134578.80            |
| 2026-05-04 | $28655174.98              | $26129551.91            |
| 2026-05-05 | $28284751.39              | $29299754.37            |
| 2026-05-06 | $19316020.92              | $24184265.51            |
| 2026-05-07 | $46423800.28              | $25009171.32            |
| 2026-05-08 | $35548026.66              | $27449195.21            |
| 2026-05-11 | $17302911.90              | $19876443.06            |
| 2026-05-12 | $23143730.83              | $24916187.93            |
| 2026-05-13 | $18598118.71              | $20440162.51            |
| 2026-05-14 | $30562398.69              | $20753962.50            |
| 2026-05-15 | $31610498.45              | $32050844.12            |
| 2026-05-18 | $32654125.64              | $19066134.14            |
| 2026-05-19 | $25895002.47              | $23379938.97            |
| 2026-05-20 | $21873335.97              | $32695439.68            |
| 2026-05-21 | $26837570.13              | $27959771.96            |
| 2026-05-22 | $20074517.00              | $25473427.01            |
| 2026-05-26 | $27186122.47              | $24243682.42            |
| 2026-05-27 | $20831983.66              | $37510654.12            |
| 2026-05-28 | $22503405.24              | $37145326.74            |
| 2026-05-29 | $36033506.11              | $30336262.74            |

**Total Gross Subscriptions (Month):** $539402046.04

**Total Gross Redemptions (Month):** $533054755.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4300%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4400%           |
| 2026-05-07 | 3.4400%           |
| 2026-05-08 | 3.4200%           |
| 2026-05-11 | 3.4200%           |
| 2026-05-12 | 3.4200%           |
| 2026-05-13 | 3.4200%           |
| 2026-05-14 | 3.4100%           |
| 2026-05-15 | 3.4000%           |
| 2026-05-18 | 3.3900%           |
| 2026-05-19 | 3.3800%           |
| 2026-05-20 | 3.3700%           |
| 2026-05-21 | 3.3700%           |
| 2026-05-22 | 3.3600%           |
| 2026-05-26 | 3.3700%           |
| 2026-05-27 | 3.3800%           |
| 2026-05-28 | 3.3900%           |
| 2026-05-29 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 14.6700%             |
| Broker-dealer |  | 0.0000%          | 6.9200%              |
| Broker-dealer |  | 0.0000%          | 74.7600%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $16108210.84

- **Number of Shares Outstanding:** 16110182.2140

- **Expense Reimbursement/Waiver:** 10293.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1517.02                  | $16375.93               |
| 2026-05-04 | $4999.61                  | $7800.00                |
| 2026-05-05 | $2612.42                  | $67247.79               |
| 2026-05-06 | $1747.63                  | $104957.20              |
| 2026-05-07 | $51513.49                 | $5.05                   |
| 2026-05-08 | $1483.96                  | $0.00                   |
| 2026-05-11 | $4536.10                  | $0.00                   |
| 2026-05-12 | $1876.96                  | $5430.04                |
| 2026-05-13 | $4463.40                  | $112671.38              |
| 2026-05-14 | $1502.90                  | $1580.15                |
| 2026-05-15 | $143204.34                | $0.00                   |
| 2026-05-18 | $2920.51                  | $1500.00                |
| 2026-05-19 | $1751.87                  | $2010.00                |
| 2026-05-20 | $1490.11                  | $29520.78               |
| 2026-05-21 | $1484.20                  | $75000.00               |
| 2026-05-22 | $3037.13                  | $0.00                   |
| 2026-05-26 | $45934.78                 | $0.00                   |
| 2026-05-27 | $2881.54                  | $2650.19                |
| 2026-05-28 | $6118.44                  | $0.00                   |
| 2026-05-29 | $1601.52                  | $42954.27               |

**Total Gross Subscriptions (Month):** $286677.93

**Total Gross Redemptions (Month):** $469702.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4300%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4400%           |
| 2026-05-07 | 3.4400%           |
| 2026-05-08 | 3.4200%           |
| 2026-05-11 | 3.4200%           |
| 2026-05-12 | 3.4200%           |
| 2026-05-13 | 3.4200%           |
| 2026-05-14 | 3.4100%           |
| 2026-05-15 | 3.4000%           |
| 2026-05-18 | 3.3900%           |
| 2026-05-19 | 3.3800%           |
| 2026-05-20 | 3.3700%           |
| 2026-05-21 | 3.3700%           |
| 2026-05-22 | 3.3600%           |
| 2026-05-26 | 3.3700%           |
| 2026-05-27 | 3.3800%           |
| 2026-05-28 | 3.3900%           |
| 2026-05-29 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 19.5200%             |
| Broker-dealer |  | 0.0000%          | 26.7300%             |
| Broker-dealer |  | 0.0000%          | 37.0300%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $80064335.49

- **Number of Shares Outstanding:** 80069537.3580

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $9736.42                  | $62612.26               |
| 2026-05-04 | $967908.85                | $22129.27               |
| 2026-05-05 | $28454.40                 | $412741.81              |
| 2026-05-06 | $42800.90                 | $8383.31                |
| 2026-05-07 | $280377.13                | $65923.18               |
| 2026-05-08 | $13778.98                 | $303567.65              |
| 2026-05-11 | $238989.84                | $317652.36              |
| 2026-05-12 | $277384.36                | $1767.31                |
| 2026-05-13 | $44969.63                 | $561509.64              |
| 2026-05-14 | $213841.18                | $180716.51              |
| 2026-05-15 | $32302.79                 | $74494.74               |
| 2026-05-18 | $656583.78                | $1004451.35             |
| 2026-05-19 | $241457.89                | $133664.34              |
| 2026-05-20 | $233194.46                | $158450.38              |
| 2026-05-21 | $220636.67                | $13918.67               |
| 2026-05-22 | $10157.79                 | $335882.93              |
| 2026-05-26 | $169520.84                | $673013.34              |
| 2026-05-27 | $225190.35                | $16820.27               |
| 2026-05-28 | $13246.21                 | $378692.79              |
| 2026-05-29 | $21033.44                 | $6.76                   |

**Total Gross Subscriptions (Month):** $3941565.91

**Total Gross Redemptions (Month):** $4726398.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4700%           |
| 2026-05-04 | 3.4700%           |
| 2026-05-05 | 3.4600%           |
| 2026-05-06 | 3.4600%           |
| 2026-05-07 | 3.4600%           |
| 2026-05-08 | 3.4400%           |
| 2026-05-11 | 3.4400%           |
| 2026-05-12 | 3.4400%           |
| 2026-05-13 | 3.4400%           |
| 2026-05-14 | 3.4300%           |
| 2026-05-15 | 3.4200%           |
| 2026-05-18 | 3.4100%           |
| 2026-05-19 | 3.4000%           |
| 2026-05-20 | 3.3900%           |
| 2026-05-21 | 3.3900%           |
| 2026-05-22 | 3.3800%           |
| 2026-05-26 | 3.3900%           |
| 2026-05-27 | 3.4000%           |
| 2026-05-28 | 3.4100%           |
| 2026-05-29 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 61.0000%             |
| Retail investor |  | 0.0000%          | 7.4000%              |
| Retail investor |  | 0.0000%          | 7.8000%              |
| Retail investor |  | 0.0000%          | 5.2300%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1298924867.11

- **Number of Shares Outstanding:** 1299240608.6400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $79030769.97              | $5179337.05             |
| 2026-05-04 | $9247730.38               | $12883366.03            |
| 2026-05-05 | $1017441.44               | $46729941.48            |
| 2026-05-06 | $182923.22                | $22936501.25            |
| 2026-05-07 | $119958908.96             | $0.00                   |
| 2026-05-08 | $102201841.31             | $2670000.00             |
| 2026-05-11 | $4413038.46               | $50000000.00            |
| 2026-05-12 | $7825703.95               | $47240000.00            |
| 2026-05-13 | $77572479.64              | $10701003.93            |
| 2026-05-14 | $29238049.88              | $560533786.85           |
| 2026-05-15 | $119829590.88             | $0.00                   |
| 2026-05-18 | $3288938.53               | $10420000.00            |
| 2026-05-19 | $157028.38                | $130000000.00           |
| 2026-05-20 | $7289650.91               | $156550000.00           |
| 2026-05-21 | $106140341.56             | $2050564.19             |
| 2026-05-22 | $25139976.47              | $135165.58              |
| 2026-05-26 | $2135589.66               | $7110847.36             |
| 2026-05-27 | $3747159.85               | $98165000.00            |
| 2026-05-28 | $177051.76                | $28530000.00            |
| 2026-05-29 | $133371.80                | $106079438.98           |

**Total Gross Subscriptions (Month):** $698727587.01

**Total Gross Redemptions (Month):** $1297914952.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4900%           |
| 2026-05-04 | 3.4800%           |
| 2026-05-05 | 3.4800%           |
| 2026-05-06 | 3.4800%           |
| 2026-05-07 | 3.4700%           |
| 2026-05-08 | 3.4600%           |
| 2026-05-11 | 3.4600%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4500%           |
| 2026-05-14 | 3.4500%           |
| 2026-05-15 | 3.4300%           |
| 2026-05-18 | 3.4300%           |
| 2026-05-19 | 3.4200%           |
| 2026-05-20 | 3.4100%           |
| 2026-05-21 | 3.4000%           |
| 2026-05-22 | 3.4000%           |
| 2026-05-26 | 3.4000%           |
| 2026-05-27 | 3.4200%           |
| 2026-05-28 | 3.4300%           |
| 2026-05-29 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 5.0200%              |
| Retail investor |  | 0.0000%          | 5.0800%              |
| Retail investor |  | 0.0000%          | 8.9100%              |
| Retail investor |  | 0.0000%          | 17.7400%             |
| Retail investor |  | 0.0000%          | 19.5200%             |
| Retail investor |  | 0.0000%          | 17.7600%             |
| Retail investor |  | 0.0000%          | 5.6500%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05252T001, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 9.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $49425122.41       | $50398337.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-31      | 1.6200%  | 0.0000% | $194703516.81      | $198537364.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $70729035.35       | $72121739.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $148322950.47      | $151243533.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $131917008.50      | $134514546.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2027-04-30      | 0.5000%  | 0.0000% | $95200004.29       | $97074558.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8700%  | 0.0000% | $79548689.13       | $81115057.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $151680866.63      | $154667568.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $315908241.51      | $322128692.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $122020579.44      | $124423248.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $121372340.49      | $123762245.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8700%  | 0.0000% | $50674733.68       | $51672554.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $41909239.32       | $42734461.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $75206121.34       | $76686981.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-31      | 2.7500%  | 0.0000% | $69706759.11       | $71079334.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $139481568.22      | $142228056.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3700%  | 0.0000% | $99431129.96       | $101388998.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $69226924.75       | $70590051.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-31      | 3.6200%  | 0.0000% | $126440250.22      | $128929947.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-30      | 2.7500%  | 0.0000% | $147792585.03      | $150702723.14      | U.S. Treasuries (including strips) |

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3QB2, C.4 - ISIN: US3130B3QB27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100049772.00
- **C.18.a - Value (excl. sponsor support):** $100049772.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499746691.66
- **C.18.a - Value (excl. sponsor support):** $499746691.66
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549493669.76
- **C.18.a - Value (excl. sponsor support):** $549493669.76
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399498985.27
- **C.18.a - Value (excl. sponsor support):** $399498985.27
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999524.00
- **C.18.a - Value (excl. sponsor support):** $199999524.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499495819.19
- **C.18.a - Value (excl. sponsor support):** $499495819.19
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549498280.07
- **C.18.a - Value (excl. sponsor support):** $549498280.07
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GA2, C.4 - ISIN: US3130B9GA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99499137.34
- **C.18.a - Value (excl. sponsor support):** $99499137.34
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399496708.12
- **C.18.a - Value (excl. sponsor support):** $399496708.12
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499496808.20
- **C.18.a - Value (excl. sponsor support):** $499496808.20
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598996154.42
- **C.18.a - Value (excl. sponsor support):** $598996154.42
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAD20, C.4 - ISIN: US3130BAD207, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499499765.24
- **C.18.a - Value (excl. sponsor support):** $499499765.24
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALH8, C.4 - ISIN: US3130BALH83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399999380.00
- **C.18.a - Value (excl. sponsor support):** $399999380.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALM7, C.4 - ISIN: US3130BALM78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248999367.54
- **C.18.a - Value (excl. sponsor support):** $248999367.54
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMB0, C.4 - ISIN: US3130BAMB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598998526.46
- **C.18.a - Value (excl. sponsor support):** $598998526.46
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAML8, C.4 - ISIN: US3130BAML86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999777.00
- **C.18.a - Value (excl. sponsor support):** $99999777.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45235021.64
- **C.18.a - Value (excl. sponsor support):** $45235021.64
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $497748221.39
- **C.18.a - Value (excl. sponsor support):** $497748221.39
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298240353.92
- **C.18.a - Value (excl. sponsor support):** $298240353.92
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $646573190.63
- **C.18.a - Value (excl. sponsor support):** $646573190.63
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298309200.67
- **C.18.a - Value (excl. sponsor support):** $298309200.67
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99011772.41
- **C.18.a - Value (excl. sponsor support):** $99011772.41
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $462982808.75
- **C.18.a - Value (excl. sponsor support):** $462982808.75
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48725218.78
- **C.18.a - Value (excl. sponsor support):** $48725218.78
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $323511693.02
- **C.18.a - Value (excl. sponsor support):** $323511693.02
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39760164.87
- **C.18.a - Value (excl. sponsor support):** $39760164.87
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30008381.10
- **C.18.a - Value (excl. sponsor support):** $30008381.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119774061.37
- **C.18.a - Value (excl. sponsor support):** $119774061.37
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94022620.16
- **C.18.a - Value (excl. sponsor support):** $94022620.16
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $79774596.50
- **C.18.a - Value (excl. sponsor support):** $79774596.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29503540.00
- **C.18.a - Value (excl. sponsor support):** $29503540.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99542416.85
- **C.18.a - Value (excl. sponsor support):** $99542416.85
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399862126.78
- **C.18.a - Value (excl. sponsor support):** $399862126.78
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199684314.06
- **C.18.a - Value (excl. sponsor support):** $199684314.06
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200007610.00
- **C.18.a - Value (excl. sponsor support):** $200007610.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37003632.66
- **C.18.a - Value (excl. sponsor support):** $37003632.66
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72017900.64
- **C.18.a - Value (excl. sponsor support):** $72017900.64
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.760000%
- **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):** $72032568.48
- **C.18.a - Value (excl. sponsor support):** $72032568.48
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_3.64_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $1000303333.33     | $1020000001.92     | U.S. Treasuries (including strips) |

### Security 41: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: 549300H47WTHXPU08X20
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2050-03-25      | 3.0000%  | 0.0000% | $1000.00           | $657.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $192501332.00      | $197367653.06      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $75007515.00       | $77522869.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $3072.00           | $3035.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 7.0000%  | 0.0000% | $1000.00           | $106.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $521.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 4.0000%  | 0.0000% | $461338.00         | $427598.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $1000.00           | $939.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 3.5000%  | 0.0000% | $1000.00           | $946.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1916.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $14988160.00       | $14792532.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $2213128.00        | $2307718.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $158924.00         | $164267.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $759072.00         | $774956.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $717.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $4197800.00        | $4164326.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1008.00           | $950.41            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $4600400.00        | $4544445.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-31      | 4.1250%  | 0.0000% | $19984700.00       | $20296024.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-06-15      | 3.8750%  | 0.0000% | $2563000.00        | $2601435.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $21382600.00       | $21537786.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $5141000.00        | $5211581.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $100000.00         | $96897.97          | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $68149706.00       | $64365053.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $834.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $975.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1021.00           | $976.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $3001.00           | $2600.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $24070752.00       | $24694179.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $14343776.00       | $14976991.56       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $676.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $88687957.00       | $87094970.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $29959.00          | $28474.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $22489559.00       | $21644064.03       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2269843.00        | $2240216.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.5000%  | 0.0000% | $1045288.00        | $1089964.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $6437248.00        | $6494596.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 6.0000%  | 0.0000% | $71805.00          | $74219.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $100127133.00      | $97219711.74       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1181470.00        | $1178730.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1193299.00        | $1216439.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $42580.00          | $44418.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1821082.00        | $1848645.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1954015.00        | $1992559.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $1072.00           | $1034.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.5000%  | 0.0000% | $1014926.00        | $1066534.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $1201186.00        | $1248909.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $1861568.00        | $1747794.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 6.5000%  | 0.0000% | $1066375.00        | $1141673.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $1010.00           | $975.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-20      | 3.0000%  | 0.0000% | $1000.00           | $214.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $1000.00           | $115.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $1001.00           | $101.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1000.00           | $94.18             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $95.73             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $1000.00           | $98.07             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1000.00           | $81.70             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $1001.00           | $88.45             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $603003221.00      | $64642719.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1395959.00        | $155723.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $1000.00           | $101.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $1001.00           | $118.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1002.00           | $116.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $125.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1000.00           | $115.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $1038.00           | $118.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $115.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 3.0000%  | 0.0000% | $1220773.00        | $181143.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $1001.00           | $70.61             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $110.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $1794999.00        | $149506.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1000.00           | $746.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $1000.00           | $73.69             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1001.00           | $79.70             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $1079.00           | $76.55             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $1000.00           | $99.47             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $1025.00           | $125.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $1000.00           | $62.14             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000.00           | $79.50             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $514000.00         | $352906.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $496.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 1.5000%  | 0.0000% | $22234.00          | $12476.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.0000%  | 0.0000% | $1021.00           | $217.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $323395.00         | $221258.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $668.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1385.00           | $982.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $237010.00         | $165105.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.1890%  | 0.0000% | $60500000.00       | $60508234.72       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 5.1500%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $21000.00          | $15701.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1019.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $101.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $177.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $148.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $144.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $440000.00         | $311641.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $618.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $900.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $2071686.00        | $2144326.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $958.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $3143734.00        | $3266243.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $2689334.00        | $2751072.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $3236468.00        | $3366893.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-01-01      | 4.0000%  | 0.0000% | $295966.00         | $75836.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $17315000.00       | $2164580.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $121.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $1002.00           | $162.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $669.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1500003.00        | $899825.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $730.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 4.5100%  | 0.0000% | $7514000.00        | $7419998.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 4.4250%  | 0.0000% | $1007.00           | $988.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 4.5600%  | 0.0000% | $34524000.00       | $34259362.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $51995774.00       | $15980218.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $20000.00          | $11963.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $1007.00           | $709.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $46498000.00       | $26449604.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $5950000.00        | $5500756.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $931.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $3623481.00        | $3531795.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $999.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1683310.00        | $1682600.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $2007328.00        | $2006308.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1124799.00        | $1125805.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $966.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1842522.00        | $1825514.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $17378560.00       | $17151733.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $2961197.00        | $2922547.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $9527377.00        | $9472745.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $3073039.00        | $3032929.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 6.5000%  | 0.0000% | $1186.00           | $1243.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $725840.00         | $739497.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1218468.00        | $1202564.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $2182896.00        | $2208404.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1020.00           | $1050.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $22829248.00       | $23070274.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $23275560.00       | $23618008.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $24448630.00       | $24733964.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1650100.00        | $1699376.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1174941.00        | $1172749.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1276287.00        | $1266853.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1263750.00        | $1295145.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $2264947.00        | $2354466.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1205531.00        | $1246423.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $5751741.00        | $5676668.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $5002235.00        | $4936945.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1228848.00        | $1216592.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $2245664.00        | $2255892.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1886591.00        | $1928052.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1593002.00        | $1623482.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1724458.00        | $1754730.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1010.00           | $1030.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1322490.00        | $1333709.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1569949.00        | $1609741.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1624350.00        | $1676320.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $742.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $905.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1038.00           | $895.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $929.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $966.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $74016681.00       | $75408859.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 5.5000%  | 0.0000% | $3345920.00        | $3391537.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 6.0000%  | 0.0000% | $1056.00           | $1098.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $4145735.00        | $322749.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $189.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $100.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $372.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $606.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $470.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $109670.00         | $70446.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $594.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $850940.00         | $551738.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $685.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $729.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1000.00           | $548.69            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $1001.00           | $875.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25124.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-15      | 5.0000%  | 0.0000% | $1001.00           | $660.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $999000.00         | $152150.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $1000.00           | $164.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $1000.00           | $315.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1005.00           | $359.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $466.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-15      | 3.5000%  | 0.0000% | $1013.00           | $382.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-15      | 3.5000%  | 0.0000% | $1002.00           | $747.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1021709.00        | $80877.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $532.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 6.5000%  | 0.0000% | $1000.00           | $214.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $1000.00           | $1038.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-15      | 6.1700%  | 0.0000% | $1000.00           | $1062.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1001.00           | $599.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1008.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1033.00           | $997.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1005.00           | $1015.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1003.00           | $989.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-15      | 6.0100%  | 0.0000% | $629177.00         | $666853.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1001.00           | $1051.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1003.00           | $976.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1001.00           | $1016.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1001.00           | $972.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1024.00           | $1019.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1002.00           | $1011.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1008.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1000.00           | $950.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1001.00           | $1025.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1020.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1021.00           | $1033.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1018.00           | $1029.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1018.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1003.00           | $1038.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1002.00           | $1022.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1015.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $78130891.00       | $68790981.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1009.00           | $1040.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2272365.00        | $2323733.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $10057064.00       | $10219855.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $4500924.00        | $4590288.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $985.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1090.00           | $1110.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $5007776.00        | $5192927.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $8771.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $1001.00           | $144.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $2424681.00        | $77338.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $1004.00           | $45.89             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $970000.00         | $31354.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $2059000.00        | $62008.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $1639000.00        | $57631.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $691974.00         | $13181.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-20      | 5.5000%  | 0.0000% | $1000.00           | $31.78             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $1112532.00        | $6266.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1001.00           | $670.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $573.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-15      | 4.5000%  | 0.0000% | $1000.00           | $357.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $592.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1000.00           | $618.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $629.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1000.00           | $764.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $10253489.00       | $10663013.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $299000.00         | $10126.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-09-15      | 6.0000%  | 0.0000% | $1000.00           | $16.39             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-07-15      | 6.0000%  | 0.0000% | $1006.00           | $6.31              | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-08-27      | 0.0000%  | 0.0000% | $2000.00           | $1982.64           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2027-03-18      | 0.0000%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2027-04-15      | 0.0000%  | 0.0000% | $67294500.00       | $65138249.63       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-07-14      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-11-19      | 0.0000%  | 0.0000% | $28573600.00       | $28080762.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2039-02-15      | 3.5000%  | 0.0000% | $44400.00          | $40200.72          | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2039-11-15      | 4.3750%  | 0.0000% | $338000.00         | $327691.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $191.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-05-15      | 3.1250%  | 0.0000% | $500.00            | $373.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $967200.00         | $712271.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $931500.00         | $725292.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $3890400.00        | $2120736.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $180.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $22985000.00       | $18480083.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $378.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $44100300.00       | $42541621.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $1600.00           | $1562.64           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $681800.00         | $665854.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $2774700.00        | $2648841.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-31      | 0.3750%  | 0.0000% | $15000000.00       | $14416100.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1006.58           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $10997300.00       | $11114232.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $300.00            | $304.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $96680600.00       | $94569245.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-04-30      | 4.1250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips)        |

### Security 42: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: 65999Z009_3.6200
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-03-15      | 3.5000%  | 0.0000% | $51404400.00       | $51000009.41       | 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: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48832437.50
- **C.18.a - Value (excl. sponsor support):** $48832437.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396805776.00
- **C.18.a - Value (excl. sponsor support):** $396805776.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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? 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: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1194809904.00
- **C.18.a - Value (excl. sponsor support):** $1194809904.00
- **C.19 - Percentage of Net Assets:** 4.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $589077689.53
- **C.18.a - Value (excl. sponsor support):** $589077689.53
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 Note

- **C.1 - Title:** U.S. Treasury Note 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99410156.00
- **C.18.a - Value (excl. sponsor support):** $99410156.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198601562.00
- **C.18.a - Value (excl. sponsor support):** $198601562.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295453125.00
- **C.18.a - Value (excl. sponsor support):** $295453125.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98009766.00
- **C.18.a - Value (excl. sponsor support):** $98009766.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297792186.00
- **C.18.a - Value (excl. sponsor support):** $297792186.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99061523.00
- **C.18.a - Value (excl. sponsor support):** $99061523.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197135416.00
- **C.18.a - Value (excl. sponsor support):** $197135416.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296750001.00
- **C.18.a - Value (excl. sponsor support):** $296750001.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296259375.00
- **C.18.a - Value (excl. sponsor support):** $296259375.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300989061.00
- **C.18.a - Value (excl. sponsor support):** $300989061.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200037894.00
- **C.18.a - Value (excl. sponsor support):** $200037894.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199998046.00
- **C.18.a - Value (excl. sponsor support):** $199998046.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199820312.00
- **C.18.a - Value (excl. sponsor support):** $199820312.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $601224612.00
- **C.18.a - Value (excl. sponsor support):** $601224612.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500122070.00
- **C.18.a - Value (excl. sponsor support):** $500122070.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699814059.00
- **C.18.a - Value (excl. sponsor support):** $699814059.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_3.61_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $66976100.00       | $58494030.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $7361000.00        | $6382666.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $39473000.00       | $37123317.12       | U.S. Treasuries (including strips) |

### Security 64: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2026-06-09      | 2.8750%  | 0.0000% | $30000.00          | $30396.49          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2029-03-13      | 1.1250%  | 0.0000% | $15000.00          | $13878.08          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2031-05-27      | 1.9400%  | 0.0000% | $14101000.00       | $12670704.23       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-07-06      | 4.3750%  | 0.0000% | $1360000.00        | $1384328.32        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-07-10      | 3.7500%  | 0.0000% | $4300000.00        | $4321781.89        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-11-13      | 3.7900%  | 0.0000% | $315000.00         | $315706.21         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-10-09      | 3.7700%  | 0.0000% | $250000.00         | $251364.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-11-12      | 3.8800%  | 0.0000% | $75000.00          | $75328.42          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-12-01      | 3.7250%  | 0.0000% | $1250000.00        | $1261300.52        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-03-24      | 3.7000%  | 0.0000% | $10000.00          | $10072.90          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-08-05      | 3.7400%  | 0.0000% | $1000000.00        | $1002385.83        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-08-01      | 3.8600%  | 0.0000% | $1400000.00        | $1406798.94        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-10-01      | 5.4400%  | 0.0000% | $30115000.00       | $30008135.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2034-02-23      | 4.4700%  | 0.0000% | $62647000.00       | $62236035.68       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2038-02-26      | 5.0700%  | 0.0000% | $40059000.00       | $40079329.94       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-03-24      | 4.9300%  | 0.0000% | $24622000.00       | $24637496.81       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-10-30      | 4.0500%  | 0.0000% | $28422000.00       | $28406723.18       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2041-05-15      | 5.2900%  | 0.0000% | $47110000.00       | $46888593.47       | Agency Mortgage-Backed Securities |

### Security 65: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2039-05-01      | 4.5000%  | 0.0000% | $3773350.00        | $264913.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $49348032.00       | $34648777.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $292605.00         | $276931.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $159548.00         | $164912.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $13000000.00       | $477867.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $1585504.00        | $1641189.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $1890146.00        | $138484.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $70000.00          | $10012.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $94000.00          | $14780.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 3.5000%  | 0.0000% | $20693312.00       | $2768011.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $155843.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $214000.00         | $20861.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.5000%  | 0.0000% | $65000.00          | $45930.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $8230340.00        | $1801040.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $300000.00         | $185421.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $188000.00         | $109905.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $600000.00         | $44765.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $90150.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $28601120.00       | $344587.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $2318496.00        | $360243.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $2431032.00        | $207655.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 6.0000%  | 0.0000% | $5542826.00        | $24097.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1062374.00        | $1029558.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1720246.00        | $341200.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $18419072.00       | $10657556.01       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2809028.00        | $2709561.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $483003.00         | $289509.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $170000.00         | $155809.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2474300.00        | $2491434.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1599946.00        | $1607678.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 5.5000%  | 0.0000% | $1565698.00        | $1590365.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $800000.00         | $386420.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $67884.00          | $44046.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 4.0000%  | 0.0000% | $100000.00         | $62882.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1552000.00        | $593717.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-02-20      | 5.5000%  | 0.0000% | $9000.00           | $5414.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-20      | 5.5000%  | 0.0000% | $12250000.00       | $4790584.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $7685240.00        | $1236858.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $3935080.00        | $1340426.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $6246352.00        | $3671490.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $668141.00         | $624786.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2597228.00        | $2384654.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $86457600.00       | $85889436.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1430032.00        | $1482491.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2595284.00        | $2651572.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1312806.00        | $1332050.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $4711416.00        | $4709397.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $35566400.00       | $35321270.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2967810.00        | $3009962.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $7714144.00        | $7862585.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1196262.00        | $1249451.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $788329.00         | $829673.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5633360.00        | $5718506.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $30000000.00       | $29839215.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $929060.00         | $808487.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $293066751.00      | $215920888.45      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2029508.00        | $1040904.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3425136.00        | $3406750.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1341918.00        | $1415568.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $13269056.00       | $13463550.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $10249960.00       | $10618739.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $3242540.00        | $3295026.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $2282332.00        | $324129.61         | Agency Collateralized Mortgage Obligation |

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $116504000.00      | $116459970.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $106237300.00      | $113040101.95      | U.S. Treasuries (including strips) |

### Security 67: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $90371900.00       | $91800005.69       | U.S. Treasuries (including strips) |

### Security 68: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 98599G006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $848000000.00
- **C.18.a - Value (excl. sponsor support):** $848000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $713582100.00      | $864960186.50      | U.S. Treasuries (including strips) |

### Security 69: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 986PPK002_3.61_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Floating Rate Note | 2028-01-31      | 3.7270%  | 0.0000% | $13200.00          | $13242.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-28      | 3.7500%  | 0.0000% | $109755800.00      | $107484534.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $10835900.00       | $10447030.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $1100.00           | $663.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $2595000.00        | $2402290.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $906600.00         | $867257.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $191.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $10405600.00       | $9045534.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-07-15      | 1.3750%  | 0.0000% | $110717300.00      | $117730976.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.8750%  | 0.0000% | $7055600.00        | $7084997.76        | U.S. Treasuries (including strips) |

### Security 70: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 986PPK002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1041.00           | $829.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $798.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $854.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $12272017.00       | $12252013.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $11264.00          | $11188.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $10025.00          | $57.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $1023.00           | $26.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 6.5000%  | 0.0000% | $9994.00           | $30.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $386100.00         | $27829.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $363.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $898.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $934.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $789.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 5.5000%  | 0.0000% | $7543824.00        | $6677388.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $7000.00           | $6801.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $31148998.00       | $30631806.24       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $5236491.00        | $153727.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $918.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $200040.00         | $172723.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $778.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $861.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $4032.00           | $3870.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $759.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $3376.00           | $2565.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $78553.00          | $53193.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2048.00           | $1422.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $4000.00           | $2765.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $14224942.00       | $10036513.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $1000.00           | $580.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $368000.00         | $266060.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $75246208.00       | $34963772.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $28297104.00       | $20189640.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $607.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $634.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2008.00           | $894.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $761.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $931.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2024.00           | $1628.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1049056.00        | $886312.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $951.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $11179231.00       | $9952343.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $970.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $983.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2024.00           | $1971.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1000.00           | $957.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $616659.00         | $653004.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $27049000.00       | $23054562.41       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $7926466.00        | $7520895.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $969.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $30424605.00       | $29106946.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $11000.00          | $10594.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $955.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $823.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $3712448.00        | $3748094.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $5551696.00        | $5462207.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $121.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $71.11             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $3144.00           | $249.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $125.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $2002.00           | $224.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $115.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1024.00           | $113.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2018.00           | $225.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $274582555.00      | $23705287.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $1149.00           | $63.66             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $1024.00           | $93.15             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $7132600.00        | $795185.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1000.00           | $346.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $40386816.00       | $9539781.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $275.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $57712.00          | $37644.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $8165425.00        | $5517272.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $1116.00           | $686.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $5182464.00        | $3510443.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2000.00           | $1155.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $599.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $611.69            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $3833.00           | $214.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $1639.00           | $363.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $2964.00           | $597.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $14264.00          | $1019.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $175937.00         | $112576.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $15246880.00       | $9602518.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1020.00           | $768.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $159245.00         | $109586.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $718.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $604.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $3689002.00        | $2926843.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $37400000.00       | $33277399.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1001.00           | $600.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $4709545.00        | $3464171.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $40247.00          | $21719.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $696.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $4185860.00        | $3064023.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $720.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2079.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1205.00           | $946.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $2457996.00        | $468508.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $1024.00           | $500.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $835.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $905.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $807.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1664.00           | $748.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $5281778.00        | $4020445.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $5674624.00        | $3756592.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $792.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $7911872.00        | $6181774.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1539413.00        | $1373488.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $4401814.00        | $4665.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 6.0000%  | 0.0000% | $1047.00           | $46.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1376.00           | $82.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1017.00           | $1001.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1056.00           | $562.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1034.00           | $996.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $567.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $958.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $236081.00         | $236721.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $10208352.00       | $10099238.43       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2423300.00        | $2382883.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $314.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $38372000.00       | $21388972.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 2.0900%  | 0.0000% | $3443000.00        | $2927357.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $41893.00          | $20533.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $844.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1900716.00        | $1220217.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 4.6650%  | 0.0000% | $909099.00         | $912525.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $1000.00           | $986.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $5073700.00        | $5002533.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.1400%  | 0.0000% | $2888985.00        | $2821394.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 4.4600%  | 0.0000% | $4059795.00        | $3989880.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $9050165.00        | $4311670.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2954180.00        | $1420239.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1065424.00        | $684650.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3598990.00        | $2207760.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $42000.00          | $27582.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7353592.00        | $4997580.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4113.00           | $2983.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $50000000.00       | $36692222.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $68148427.00       | $49973705.72       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $5414.00           | $5492.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $79803.00          | $80834.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1010.00           | $771.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $824.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $10871493.00       | $8633331.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $24085.00          | $23810.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $2160848.00        | $1864128.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $196933.00         | $195238.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $797.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1692614.00        | $883771.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $3059200.00        | $1716968.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $393041.00         | $307412.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $74650.00          | $58605.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $10046848.00       | $8019974.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $638.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2040.00           | $1501.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $709.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1555355.00        | $1392468.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $17183.00          | $8757.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $298.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $594.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $2730500.00        | $1163421.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $31078888.00       | $22812667.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $2000.00           | $1189.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $802.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1014800.00        | $261379.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1012.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $850.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1001.00           | $785.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $845.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $937.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $773.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $962.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6844.00           | $7170.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1578925.00        | $1554794.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $942.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $34380.00          | $33592.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1003.00           | $1040.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $896.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1081.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1119.00           | $1188.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1083.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1939650.00        | $1853214.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $788.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $527329.00         | $464452.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $6861987.00        | $5055661.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1067.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $1133.00           | $37.86             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $61.92             | Agency Collateralized Mortgage Obligation |

### Security 71: Societe Generale

- **C.1 - Title:** Societe Generale 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 988FSF000_3.61_0601
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $54107400.00       | $54044362.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $54557900.00       | $44347981.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $69466400.00       | $51081138.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $61575400.00       | $54217643.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $25793600.00       | $25808917.69       | U.S. Treasuries (including strips) |

### Security 72: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: 549300MS3WYYVQ4HXM15, C.5 - Other ID: 989GWF002_3.61_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $60200.00          | $61350.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $232700.00         | $239815.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $542500.00         | $546437.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $194000.00         | $194015.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $53400.00          | $55022.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 4.3750%  | 0.0000% | $129800.00         | $125308.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $101300.00         | $96602.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $282800.00         | $266201.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $122200.00         | $123499.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $7700.00           | $7927.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $181600.00         | $179747.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $85627800.00       | $85243287.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $170005300.00      | $167937538.54      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2026-06-05

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller