# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001145549-25-045978
**Filing Date:** 2025-7
**Character Count:** 265013
**Document Hash:** 9fbffee75c68adc1f01f24d050098973
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045978.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-045978

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251109799

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

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

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

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

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 41 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $24227718490.74

- **Amortized Cost of Portfolio Securities:** $24227603668.39

- **Cash:** $816816.46

- **Total Other Assets:** $61990297.22

- **Total Liabilities:** $9965691.59

- **Net Assets of Series:** $24280445090.48

- **Number of Shares Outstanding (Series):** 24282381323.0370

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $16174267653.85           | $17529838280.15            | 70.5400%                  | 76.4500%                   |
| 2025-06-03 | $15436968329.46           | $17292540337.07            | 68.0200%                  | 76.2000%                   |
| 2025-06-04 | $16046009005.01           | $17451583268.28            | 70.2100%                  | 76.3600%                   |
| 2025-06-05 | $15690505809.90           | $17146580949.35            | 68.3800%                  | 74.7300%                   |
| 2025-06-06 | $16954050965.74           | $17412428183.73            | 74.3200%                  | 76.3300%                   |
| 2025-06-09 | $16666259021.24           | $17624638698.28            | 72.3400%                  | 76.5000%                   |
| 2025-06-10 | $16690622836.16           | $17649003286.41            | 71.6200%                  | 75.7300%                   |
| 2025-06-11 | $18098788002.15           | $18607169364.64            | 74.2900%                  | 76.3800%                   |
| 2025-06-12 | $17735469629.00           | $18692051800.90            | 71.3800%                  | 75.2300%                   |
| 2025-06-13 | $17249899566.51           | $17708107528.77            | 71.3700%                  | 73.2700%                   |
| 2025-06-16 | $17331470087.82           | $17848050760.12            | 69.2000%                  | 71.2600%                   |
| 2025-06-17 | $16641670422.58           | $17608252532.86            | 67.0700%                  | 70.9700%                   |
| 2025-06-18 | $16318469999.34           | $17285054349.54            | 66.6300%                  | 70.5800%                   |
| 2025-06-20 | $17130921396.47           | $17597509223.41            | 69.0600%                  | 70.9400%                   |
| 2025-06-23 | $17105307465.62           | $17611898186.43            | 68.9300%                  | 70.9700%                   |
| 2025-06-24 | $16704152027.48           | $17660743532.70            | 67.1700%                  | 71.0200%                   |
| 2025-06-25 | $16706244533.65           | $17412836965.72            | 68.4100%                  | 71.3100%                   |
| 2025-06-26 | $16409524066.88           | $17566117222.42            | 66.7800%                  | 71.4800%                   |
| 2025-06-27 | $16795189424.50           | $17451783422.81            | 68.6500%                  | 71.3300%                   |
| 2025-06-30 | $16271884340.97           | $17278480559.12            | 66.9900%                  | 71.1300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3600%             |
| 2025-06-03 | 4.3700%             |
| 2025-06-04 | 4.3700%             |
| 2025-06-05 | 4.3600%             |
| 2025-06-06 | 4.3400%             |
| 2025-06-09 | 4.3400%             |
| 2025-06-10 | 4.3300%             |
| 2025-06-11 | 4.3300%             |
| 2025-06-12 | 4.3300%             |
| 2025-06-13 | 4.3300%             |
| 2025-06-16 | 4.3300%             |
| 2025-06-17 | 4.3300%             |
| 2025-06-18 | 4.3300%             |
| 2025-06-20 | 4.3300%             |
| 2025-06-23 | 4.3300%             |
| 2025-06-24 | 4.3300%             |
| 2025-06-25 | 4.3300%             |
| 2025-06-26 | 4.3400%             |
| 2025-06-27 | 4.3700%             |
| 2025-06-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $6997035070.93

- **Number of Shares Outstanding:** 6997972335.3700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $406711368.59             | $225818271.97           |
| 2025-06-03 | $112128989.83             | $379526658.14           |
| 2025-06-04 | $275252508.84             | $118221173.39           |
| 2025-06-05 | $305049819.20             | $319985640.30           |
| 2025-06-06 | $75831296.95              | $219892525.62           |
| 2025-06-09 | $281491538.09             | $232435814.23           |
| 2025-06-10 | $243698705.40             | $147221055.19           |
| 2025-06-11 | $1577147698.36            | $307287017.18           |
| 2025-06-12 | $385216774.19             | $302800825.01           |
| 2025-06-13 | $69826749.65              | $573860337.94           |
| 2025-06-16 | $1679590726.37            | $611704207.54           |
| 2025-06-17 | $101216789.22             | $332729070.19           |
| 2025-06-18 | $156551528.65             | $506051932.39           |
| 2025-06-20 | $448524406.15             | $141041972.83           |
| 2025-06-23 | $310906986.56             | $183081033.18           |
| 2025-06-24 | $210734151.22             | $160482172.82           |
| 2025-06-25 | $663464795.83             | $884109042.42           |
| 2025-06-26 | $325652438.03             | $237528551.35           |
| 2025-06-27 | $311087703.55             | $193354297.11           |
| 2025-06-30 | $235764023.79             | $489642376.40           |

**Total Gross Subscriptions (Month):** $8175848998.47

**Total Gross Redemptions (Month):** $6566773975.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1600%           |
| 2025-06-03 | 4.1600%           |
| 2025-06-04 | 4.1600%           |
| 2025-06-05 | 4.1500%           |
| 2025-06-06 | 4.1300%           |
| 2025-06-09 | 4.1300%           |
| 2025-06-10 | 4.1200%           |
| 2025-06-11 | 4.1200%           |
| 2025-06-12 | 4.1200%           |
| 2025-06-13 | 4.1200%           |
| 2025-06-16 | 4.1200%           |
| 2025-06-17 | 4.1200%           |
| 2025-06-18 | 4.1300%           |
| 2025-06-20 | 4.1300%           |
| 2025-06-23 | 4.1200%           |
| 2025-06-24 | 4.1200%           |
| 2025-06-25 | 4.1300%           |
| 2025-06-26 | 4.1300%           |
| 2025-06-27 | 4.1700%           |
| 2025-06-30 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                         | AB Owned         | 0.0000%          | 9.6400%              |
| Registered investment company |  | 0.0000%          | 48.6700%             |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1010286983.51

- **Number of Shares Outstanding:** 1010283455.4430

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $5199607.04               | $5483225.23             |
| 2025-06-03 | $3837545.93               | $3307335.74             |
| 2025-06-04 | $3423366.86               | $5670594.08             |
| 2025-06-05 | $6220711.21               | $1174828.78             |
| 2025-06-06 | $10200769.84              | $4612325.18             |
| 2025-06-09 | $2527146.56               | $5160091.20             |
| 2025-06-10 | $4342703.15               | $2371627.45             |
| 2025-06-11 | $2875521.75               | $2577530.78             |
| 2025-06-12 | $2990698.93               | $3309693.01             |
| 2025-06-13 | $4399093.67               | $3455747.77             |
| 2025-06-16 | $5448282.58               | $4844673.53             |
| 2025-06-17 | $3281065.35               | $3226433.81             |
| 2025-06-18 | $2259072.69               | $2572534.63             |
| 2025-06-20 | $6228376.56               | $2037147.48             |
| 2025-06-23 | $5909839.55               | $5608100.83             |
| 2025-06-24 | $5176007.71               | $5828757.76             |
| 2025-06-25 | $6659632.73               | $4408580.96             |
| 2025-06-26 | $2860725.08               | $2799932.62             |
| 2025-06-27 | $5992658.37               | $2843950.84             |
| 2025-06-30 | $8336112.63               | $4578553.16             |

**Total Gross Subscriptions (Month):** $98168938.19

**Total Gross Redemptions (Month):** $75871664.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1300%           |
| 2025-06-03 | 4.1400%           |
| 2025-06-04 | 4.1300%           |
| 2025-06-05 | 4.1300%           |
| 2025-06-06 | 4.1100%           |
| 2025-06-09 | 4.1000%           |
| 2025-06-10 | 4.1000%           |
| 2025-06-11 | 4.1000%           |
| 2025-06-12 | 4.1000%           |
| 2025-06-13 | 4.1000%           |
| 2025-06-16 | 4.1000%           |
| 2025-06-17 | 4.1000%           |
| 2025-06-18 | 4.1000%           |
| 2025-06-20 | 4.1000%           |
| 2025-06-23 | 4.1000%           |
| 2025-06-24 | 4.1000%           |
| 2025-06-25 | 4.1000%           |
| 2025-06-26 | 4.1100%           |
| 2025-06-27 | 4.1400%           |
| 2025-06-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 90.5800%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $5855233461.89

- **Number of Shares Outstanding:** 5855999527.8450

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $68553164.79              | $94154624.32            |
| 2025-06-03 | $46351878.83              | $26554053.99            |
| 2025-06-04 | $26978828.27              | $29538139.57            |
| 2025-06-05 | $90649376.12              | $27637749.84            |
| 2025-06-06 | $30282836.58              | $50400140.91            |
| 2025-06-09 | $24746614.94              | $20941173.77            |
| 2025-06-10 | $25428700.92              | $43144689.68            |
| 2025-06-11 | $25427700.94              | $51580552.54            |
| 2025-06-12 | $23500135.03              | $27371554.10            |
| 2025-06-13 | $19733245.41              | $29622428.07            |
| 2025-06-16 | $26088233.71              | $38783797.61            |
| 2025-06-17 | $49207390.94              | $40358203.98            |
| 2025-06-18 | $42312390.73              | $47285185.24            |
| 2025-06-20 | $37699083.97              | $31614560.93            |
| 2025-06-23 | $25091288.32              | $67313577.14            |
| 2025-06-24 | $39770239.06              | $39689995.59            |
| 2025-06-25 | $26040367.62              | $25509243.23            |
| 2025-06-26 | $17211601.18              | $19587159.94            |
| 2025-06-27 | $20225128.70              | $42509369.99            |
| 2025-06-30 | $34379856.67              | $37791032.37            |

**Total Gross Subscriptions (Month):** $699678062.73

**Total Gross Redemptions (Month):** $791387232.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0500%           |
| 2025-06-03 | 4.0500%           |
| 2025-06-04 | 4.0500%           |
| 2025-06-05 | 4.0500%           |
| 2025-06-06 | 4.0300%           |
| 2025-06-09 | 4.0200%           |
| 2025-06-10 | 4.0200%           |
| 2025-06-11 | 4.0200%           |
| 2025-06-12 | 4.0200%           |
| 2025-06-13 | 4.0200%           |
| 2025-06-16 | 4.0200%           |
| 2025-06-17 | 4.0200%           |
| 2025-06-18 | 4.0200%           |
| 2025-06-20 | 4.0200%           |
| 2025-06-23 | 4.0200%           |
| 2025-06-24 | 4.0200%           |
| 2025-06-25 | 4.0200%           |
| 2025-06-26 | 4.0300%           |
| 2025-06-27 | 4.0600%           |
| 2025-06-30 | 4.0700%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8685453308.74

- **Number of Shares Outstanding:** 8685389229.6990

- **Expense Reimbursement/Waiver:** 1714688.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $27517020.52              | $23455402.27            |
| 2025-06-03 | $26815346.96              | $27824808.49            |
| 2025-06-04 | $37628761.20              | $31456159.00            |
| 2025-06-05 | $28873326.01              | $19547656.49            |
| 2025-06-06 | $26540036.26              | $22162574.76            |
| 2025-06-09 | $33102506.42              | $20250871.68            |
| 2025-06-10 | $30312425.76              | $28262542.17            |
| 2025-06-11 | $50236769.38              | $30005678.25            |
| 2025-06-12 | $29599230.00              | $23937598.55            |
| 2025-06-13 | $24711359.46              | $26595510.86            |
| 2025-06-16 | $25773890.52              | $21243817.57            |
| 2025-06-17 | $34814736.94              | $34675699.72            |
| 2025-06-18 | $30689099.59              | $20210504.18            |
| 2025-06-20 | $35112138.18              | $29068790.51            |
| 2025-06-23 | $31489259.77              | $22188778.51            |
| 2025-06-24 | $24555362.52              | $28453533.09            |
| 2025-06-25 | $39228698.84              | $41364985.85            |
| 2025-06-26 | $34229519.83              | $23903459.89            |
| 2025-06-27 | $27298131.78              | $19635383.68            |
| 2025-06-30 | $30607264.14              | $19575091.79            |

**Total Gross Subscriptions (Month):** $629134884.08

**Total Gross Redemptions (Month):** $513818847.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1300%           |
| 2025-06-03 | 4.1400%           |
| 2025-06-04 | 4.1300%           |
| 2025-06-05 | 4.1300%           |
| 2025-06-06 | 4.1100%           |
| 2025-06-09 | 4.1000%           |
| 2025-06-10 | 4.1000%           |
| 2025-06-11 | 4.1000%           |
| 2025-06-12 | 4.1000%           |
| 2025-06-13 | 4.1000%           |
| 2025-06-16 | 4.1000%           |
| 2025-06-17 | 4.1000%           |
| 2025-06-18 | 4.1000%           |
| 2025-06-20 | 4.1000%           |
| 2025-06-23 | 4.1000%           |
| 2025-06-24 | 4.1000%           |
| 2025-06-25 | 4.1000%           |
| 2025-06-26 | 4.1100%           |
| 2025-06-27 | 4.1400%           |
| 2025-06-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 74.1100%             |
| Broker-dealer |  | 0.0000%          | 16.0300%             |
| Broker-dealer |  | 0.0000%          | 5.9600%              |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $18952964.11

- **Number of Shares Outstanding:** 18954778.0670

- **Expense Reimbursement/Waiver:** 11323.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $6842.28                  | $22963.80               |
| 2025-06-03 | $3167.41                  | $7464.74                |
| 2025-06-04 | $2155.76                  | $7801.17                |
| 2025-06-05 | $2625.41                  | $0.00                   |
| 2025-06-06 | $2140.77                  | $14487.88               |
| 2025-06-09 | $12427.14                 | $7200.00                |
| 2025-06-10 | $2311.58                  | $46824.71               |
| 2025-06-11 | $2131.79                  | $25551.92               |
| 2025-06-12 | $2148.88                  | $0.00                   |
| 2025-06-13 | $2250.42                  | $0.00                   |
| 2025-06-16 | $6784.25                  | $29164.98               |
| 2025-06-17 | $2350.94                  | $5000.00                |
| 2025-06-18 | $2356.73                  | $0.00                   |
| 2025-06-20 | $4263.99                  | $0.00                   |
| 2025-06-23 | $7394.06                  | $180.64                 |
| 2025-06-24 | $2131.44                  | $5795.00                |
| 2025-06-25 | $2152.60                  | $2500.00                |
| 2025-06-26 | $53566.36                 | $0.00                   |
| 2025-06-27 | $2168.83                  | $54425.19               |
| 2025-06-30 | $7744.35                  | $30000.00               |

**Total Gross Subscriptions (Month):** $129114.99

**Total Gross Redemptions (Month):** $259360.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1300%           |
| 2025-06-03 | 4.1300%           |
| 2025-06-04 | 4.1300%           |
| 2025-06-05 | 4.1300%           |
| 2025-06-06 | 4.1100%           |
| 2025-06-09 | 4.1000%           |
| 2025-06-10 | 4.1000%           |
| 2025-06-11 | 4.1000%           |
| 2025-06-12 | 4.1000%           |
| 2025-06-13 | 4.0900%           |
| 2025-06-16 | 4.1000%           |
| 2025-06-17 | 4.1000%           |
| 2025-06-18 | 4.1000%           |
| 2025-06-20 | 4.1000%           |
| 2025-06-23 | 4.1000%           |
| 2025-06-24 | 4.1000%           |
| 2025-06-25 | 4.1000%           |
| 2025-06-26 | 4.1100%           |
| 2025-06-27 | 4.1400%           |
| 2025-06-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 40.3700%             |
| Broker-dealer |  | 0.0000%          | 21.6100%             |
| Broker-dealer |  | 0.0000%          | 17.3600%             |
| Broker-dealer |  | 0.0000%          | 5.3800%              |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77812882.00

- **Number of Shares Outstanding:** 77817330.8630

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $31637.95                 | $282651.25              |
| 2025-06-03 | $118990.81                | $1353.94                |
| 2025-06-04 | $33572.87                 | $5093.59                |
| 2025-06-05 | $114522.40                | $772440.41              |
| 2025-06-06 | $48753.68                 | $219876.04              |
| 2025-06-09 | $1240737.57               | $69.30                  |
| 2025-06-10 | $475798.29                | $150319.69              |
| 2025-06-11 | $131572.82                | $3278.86                |
| 2025-06-12 | $144967.07                | $111966.35              |
| 2025-06-13 | $11134.65                 | $948613.35              |
| 2025-06-16 | $62746.96                 | $594858.37              |
| 2025-06-17 | $261082.08                | $306534.77              |
| 2025-06-18 | $116610.78                | $200101.53              |
| 2025-06-20 | $250807.33                | $7586.60                |
| 2025-06-23 | $4457174.22               | $69412.95               |
| 2025-06-24 | $21204.42                 | $1035883.84             |
| 2025-06-25 | $178161.50                | $80439.17               |
| 2025-06-26 | $19166.16                 | $1164276.25             |
| 2025-06-27 | $34340.71                 | $100080.87              |
| 2025-06-30 | $32891.57                 | $4369815.66             |

**Total Gross Subscriptions (Month):** $7785873.84

**Total Gross Redemptions (Month):** $10424652.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1400%           |
| 2025-06-03 | 4.1400%           |
| 2025-06-04 | 4.1400%           |
| 2025-06-05 | 4.1300%           |
| 2025-06-06 | 4.1200%           |
| 2025-06-09 | 4.1100%           |
| 2025-06-10 | 4.1000%           |
| 2025-06-11 | 4.1000%           |
| 2025-06-12 | 4.1000%           |
| 2025-06-13 | 4.1000%           |
| 2025-06-16 | 4.1000%           |
| 2025-06-17 | 4.1000%           |
| 2025-06-18 | 4.1100%           |
| 2025-06-20 | 4.1100%           |
| 2025-06-23 | 4.1000%           |
| 2025-06-24 | 4.1000%           |
| 2025-06-25 | 4.1100%           |
| 2025-06-26 | 4.1100%           |
| 2025-06-27 | 4.1500%           |
| 2025-06-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category     | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan |  | 0.0000%          | 64.7500%             |
| Pension plan |  | 0.0000%          | 5.7100%              |
| Pension plan |  | 7.3400%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1635670419.30

- **Number of Shares Outstanding:** 1635964665.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $24560397.16              | $11491941.32            |
| 2025-06-03 | $31168126.07              | $20000000.00            |
| 2025-06-04 | $930575.24                | $359725.94              |
| 2025-06-05 | $30201544.58              | $93249.52               |
| 2025-06-06 | $20045038.31              | $150000.00              |
| 2025-06-09 | $166570081.30             | $0.00                   |
| 2025-06-10 | $7299471.38               | $70630000.00            |
| 2025-06-11 | $2267594.45               | $60300000.00            |
| 2025-06-12 | $21640358.95              | $20290000.00            |
| 2025-06-13 | $1022078.53               | $70290000.00            |
| 2025-06-16 | $272399418.42             | $51290000.00            |
| 2025-06-17 | $9759475.24               | $21375935.33            |
| 2025-06-18 | $20308813.22              | $578055.12              |
| 2025-06-20 | $50460494.40              | $64351130.56            |
| 2025-06-23 | $14718059.70              | $95210000.00            |
| 2025-06-24 | $12701394.02              | $7785000.00             |
| 2025-06-25 | $16380046.94              | $243915202.86           |
| 2025-06-26 | $70800243.77              | $11950000.00            |
| 2025-06-27 | $2823870.87               | $222894846.89           |
| 2025-06-30 | $76908999.89              | $100000.00              |

**Total Gross Subscriptions (Month):** $852966082.44

**Total Gross Redemptions (Month):** $973055087.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1500%           |
| 2025-06-03 | 4.1600%           |
| 2025-06-04 | 4.1500%           |
| 2025-06-05 | 4.1500%           |
| 2025-06-06 | 4.1300%           |
| 2025-06-09 | 4.1200%           |
| 2025-06-10 | 4.1200%           |
| 2025-06-11 | 4.1200%           |
| 2025-06-12 | 4.1200%           |
| 2025-06-13 | 4.1200%           |
| 2025-06-16 | 4.1200%           |
| 2025-06-17 | 4.1200%           |
| 2025-06-18 | 4.1200%           |
| 2025-06-20 | 4.1200%           |
| 2025-06-23 | 4.1200%           |
| 2025-06-24 | 4.1200%           |
| 2025-06-25 | 4.1200%           |
| 2025-06-26 | 4.1300%           |
| 2025-06-27 | 4.1600%           |
| 2025-06-30 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 93.8000%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.400000%
- **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:** 9.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2039-05-31      | 4.2500%  | 0.0000% | $22044360.65       | $22482500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6200%  | 0.0000% | $24065710.97       | $24544025.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $57070393.54       | $58204687.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.7500%  | 0.0000% | $64314208.35       | $65592475.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $155630003.84      | $158723204.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $133552689.73      | $136207096.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $195189194.82      | $199068648.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $92567291.99       | $94407099.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-28      | 6.0000%  | 0.0000% | $8186157.42        | $8348860.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $63263278.58       | $64520658.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $152520926.62      | $155552332.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-31      | 4.1200%  | 0.0000% | $76385094.83       | $77903275.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-28      | 3.5000%  | 0.0000% | $220233449.01      | $224610665.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-31      | 4.3700%  | 0.0000% | $96136135.79       | $98046875.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.8700%  | 0.0000% | $100676534.06      | $102677515.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 1.5000%  | 0.0000% | $26792341.80       | $27324849.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-30      | 2.0000%  | 0.0000% | $236471913.30      | $241171875.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $155714857.49      | $158809743.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-31      | 3.3700%  | 0.0000% | $40423138.53       | $41226562.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $42533685.50       | $43379057.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-31      | 4.8700%  | 0.0000% | $99189875.56       | $101161309.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6200%  | 0.0000% | $61295313.51       | $62513579.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $176024555.23      | $179523104.86      | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.32_0702
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $13566200.00       | $13974183.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $12725600.00       | $12943818.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $29200.00          | $23709.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $2719800.00        | $2166919.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $268600.00         | $187890.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $300.00            | $221.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $86700.00          | $65803.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $95.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $55719700.00       | $46142235.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $36900.00          | $33385.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $5923000.00        | $5879551.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $347900.00         | $444599.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $457700.00         | $451019.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $37046700.00       | $49849377.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $2400.00           | $2821.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $1000.00           | $943.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $110.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $188.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $1297100.00        | $1279483.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $2699400.00        | $2648385.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $38824000.00       | $41013783.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $420900.00         | $458938.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $442000.00         | $445969.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-07-22      | 0.0000%  | 0.0000% | $300.00            | $299.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $26195100.00       | $25907791.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $200.00            | $207.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $770000.00         | $786549.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $203.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $300.00            | $301.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |

### Security 3: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2029-05-31      | 4.5000%  | 0.0000% | $5100.00           | $5253.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $27000.00          | $27811.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $24600.00          | $31437.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $16539700.00       | $18207026.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $1400.00           | $1296.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $578300.00         | $576880.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $59978900.00       | $59093554.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $7400.00           | $7072.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $23082400.00       | $25168478.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $105100.00         | $108349.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $15603500.00       | $15922896.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $8220000.00        | $8279488.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $24492300.00       | $25523058.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $64300.00          | $65498.31          | U.S. Treasuries (including strips) |

### Security 4: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.41_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $756.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $4703.00           | $4530.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1729.00           | $996.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $5274568.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1302974.00        | $1256603.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.5900%  | 0.0000% | $1006.00           | $994.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1020.00           | $143.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-10-20      | 7.2840%  | 0.0000% | $153236.00         | $141061.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $8000.00           | $3793.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $4000.00           | $1602.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $4000.00           | $2280.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $6000.00           | $3516.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $5000.00           | $3127.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1391148.00        | $895697.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 4.5000%  | 0.0000% | $6000.00           | $2953.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $8000.00           | $5294.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4000.00           | $2391.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $4989.00           | $4345.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1365.00           | $1359.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $4000.00           | $2358.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3024.00           | $663.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $7168.00           | $1618.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1022.00           | $422.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1007.00           | $82.92             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1021475.00        | $529996.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $808.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $5000.00           | $3641.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $6000.00           | $5035.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $3000.00           | $2246.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $4000.00           | $2557.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $7001.00           | $2068.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $447.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4000.00           | $2289.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $5000.00           | $3546.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $7000.00           | $1505.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $5040.00           | $3457.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $5000.00           | $3806.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $849552.00         | $355872.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $5000.00           | $2753.62           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $24171000.00       | $14044790.72       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-15      | 0.3750%  | 0.0000% | $27500.00          | $35610.95          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $127.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1006.15           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2030-06-01      | 2.9700%  | 0.0000% | $3988801.00        | $3760811.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $922337.00         | $946203.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $824993.00         | $828971.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $997.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1034494.00        | $1030295.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1531064.00        | $1585676.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $5291136.00        | $5311116.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $872325.00         | $827740.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $6419896.00        | $6812305.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $2607805.00        | $2766051.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $851.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $748.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.6500%  | 0.0000% | $1274034.00        | $1292935.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $52989.00          | $36878.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $872.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1016.00           | $884.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1028.00           | $1066.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1057.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $10831744.00       | $11176153.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1040.00           | $1090.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $38189266.00       | $12193105.76       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $18900.00          | $12592.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $374681.00         | $324983.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $918.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $9064839.00        | $8332181.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1820652.00        | $755922.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $5573948.00        | $5328187.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 6.0000%  | 0.0000% | $6477310.00        | $5227094.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $984.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $954.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $8379636.00        | $8348363.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1090187.00        | $1152400.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $750457.00         | $790883.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1145191.00        | $1226867.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2250352.00        | $2286414.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1989233.00        | $2000121.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $17071692.00       | $17224697.46       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $940.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $4203176.00        | $4038900.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1150.00           | $544.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $12660424.00       | $9865969.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $999.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1051.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $947.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $3024.00           | $2419.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $903.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $918.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1000.00           | $1078.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $4290624.00        | $4635761.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2059.00           | $2128.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-04-20      | 6.7930%  | 0.0000% | $1436585.00        | $1521241.38        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $71200.00          | $73448.01          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $8316500.00        | $8666500.06        | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.38_0701
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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      | 4.1250%  | 0.0000% | $75085600.00       | $76500073.65       | U.S. Treasuries (including strips) |

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100009859.00
- **C.18.a - Value (excl. sponsor support):** $100009859.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100021033.00
- **C.18.a - Value (excl. sponsor support):** $100021033.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4G0, C.4 - ISIN: US3130AX4G08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100022329.00
- **C.18.a - Value (excl. sponsor support):** $100022329.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **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):** $100101253.00
- **C.18.a - Value (excl. sponsor support):** $100101253.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4R60, C.4 - ISIN: US3130B4R605, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49997751.00
- **C.18.a - Value (excl. sponsor support):** $49997751.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4R78, C.4 - ISIN: US3130B4R787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148998347.59
- **C.18.a - Value (excl. sponsor support):** $148998347.59
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4SU6, C.4 - ISIN: US3130B4SU62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348994360.16
- **C.18.a - Value (excl. sponsor support):** $348994360.16
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99495178.23
- **C.18.a - Value (excl. sponsor support):** $99495178.23
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UJ8, C.4 - ISIN: US3130B4UJ89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349247101.23
- **C.18.a - Value (excl. sponsor support):** $349247101.23
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WB3, C.4 - ISIN: US3130B4WB36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498996492.03
- **C.18.a - Value (excl. sponsor support):** $498996492.03
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M70, C.4 - ISIN: US3130B5M702, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998.72
- **C.18.a - Value (excl. sponsor support):** $499998.72
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VL9, C.4 - ISIN: US3130B5VL91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $597993386.12
- **C.18.a - Value (excl. sponsor support):** $597993386.12
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64B9, C.4 - ISIN: US3130B64B97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98504494.56
- **C.18.a - Value (excl. sponsor support):** $98504494.56
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298514056.37
- **C.18.a - Value (excl. sponsor support):** $298514056.37
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150010656.00
- **C.18.a - Value (excl. sponsor support):** $150010656.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66E1, C.4 - ISIN: US3130B66E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249513280.89
- **C.18.a - Value (excl. sponsor support):** $249513280.89
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66Y7, C.4 - ISIN: US3130B66Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215000868.60
- **C.18.a - Value (excl. sponsor support):** $215000868.60
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67F7, C.4 - ISIN: US3130B67F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350002509.50
- **C.18.a - Value (excl. sponsor support):** $350002509.50
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199996638.00
- **C.18.a - Value (excl. sponsor support):** $199996638.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QP4, C.4 - ISIN: US3130B6QP44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247997991.20
- **C.18.a - Value (excl. sponsor support):** $247997991.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RF5, C.4 - ISIN: US3130B6RF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999600.00
- **C.18.a - Value (excl. sponsor support):** $99999600.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RK4, C.4 - ISIN: US3130B6RK48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398498158.93
- **C.18.a - Value (excl. sponsor support):** $398498158.93
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RX6, C.4 - ISIN: US3130B6RX68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498498006.00
- **C.18.a - Value (excl. sponsor support):** $498498006.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RY4, C.4 - ISIN: US3130B6RY42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $548502018.48
- **C.18.a - Value (excl. sponsor support):** $548502018.48
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6596218.15
- **C.18.a - Value (excl. sponsor support):** $6596218.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002435.70
- **C.18.a - Value (excl. sponsor support):** $30002435.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Banks 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRS6, C.4 - ISIN: US3133EPRS65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4701686.50
- **C.18.a - Value (excl. sponsor support):** $4701686.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $39788200.15
- **C.18.a - Value (excl. sponsor support):** $39788200.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $30029442.00
- **C.18.a - Value (excl. sponsor support):** $30029442.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50015557.50
- **C.18.a - Value (excl. sponsor support):** $50015557.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $119873069.47
- **C.18.a - Value (excl. sponsor support):** $119873069.47
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $94089310.34
- **C.18.a - Value (excl. sponsor support):** $94089310.34
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 38: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $79827431.67
- **C.18.a - Value (excl. sponsor support):** $79827431.67
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 39: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21026347.49
- **C.18.a - Value (excl. sponsor support):** $21026347.49
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.490000%
- **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):** $200120998.00
- **C.18.a - Value (excl. sponsor support):** $200120998.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 41: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.510000%
- **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):** $37025216.61
- **C.18.a - Value (excl. sponsor support):** $37025216.61
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 42: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **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):** $72067526.64
- **C.18.a - Value (excl. sponsor support):** $72067526.64
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 43: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **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):** $72072158.40
- **C.18.a - Value (excl. sponsor support):** $72072158.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 44: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_4.38_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2026-07-31      | 0.6200%  | 0.0000% | $250030416.67      | $254999999.64      | U.S. Treasuries (including strips) |

### Security 45: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_4.44_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-10-31      | 4.1200%  | 0.0000% | $500061666.67      | $509999998.66      | U.S. Treasuries (including strips) |

### Security 46: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.3700
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $24467100.00       | $23973641.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $883.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $55683000.00       | $54207268.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-18      | 0.0000%  | 0.0000% | $101863300.00      | $99880938.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $86500000.00       | $89274068.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $77650700.00       | $79006570.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $92627100.00       | $93717014.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $69923100.00       | $69939531.93       | U.S. Treasuries (including strips) |

### Security 47: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.3700_
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $6000.00           | $6268.45           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $300.00            | $305.76            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 6.5000%  | 0.0000% | $5130.00           | $0.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 7.5000%  | 0.0000% | $255907.00         | $39.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 8.0000%  | 0.0000% | $211569.00         | $234.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2025-11-01      | 5.0000%  | 0.0000% | $68617.00          | $5.30              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-11-01      | 6.0000%  | 0.0000% | $500901.00         | $288.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 6.7580%  | 0.0000% | $53000.00          | $312.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.2870%  | 0.0000% | $49570.00          | $653.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 8.5000%  | 0.0000% | $47676.00          | $0.59              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 8.0000%  | 0.0000% | $1590.00           | $0.03              | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $24396100.00       | $17326871.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $900.00            | $646.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $126000000.00      | $78097603.50       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $12000000.00       | $7629405.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $133.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $195.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $556300.00         | $546987.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-10-31      | 3.0000%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-05-15      | 0.6250%  | 0.0000% | $106700.00         | $91736.31          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-12-31      | 1.2500%  | 0.0000% | $19132900.00       | $18411876.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $300.00            | $308.54            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2031-05-01      | 8.5000%  | 0.0000% | $9104.00           | $47.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 3.5000%  | 0.0000% | $9134.00           | $978.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-11-20      | 3.5000%  | 0.0000% | $10212.00          | $981.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-08-20      | 3.5000%  | 0.0000% | $8187.00           | $1031.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-20      | 3.5000%  | 0.0000% | $1673.00           | $159.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-01-20      | 3.5000%  | 0.0000% | $32279.00          | $3019.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1111898.00        | $1000.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $210514.00         | $1012.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $1381.00           | $0.19              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-20      | 6.0000%  | 0.0000% | $1067.00           | $1011.63           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2025-07-31      | 0.0000%  | 0.0000% | $53250900.00       | $53067290.90       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2025-10-16      | 0.0000%  | 0.0000% | $600.00            | $592.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $96.62             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2025-10-21      | 0.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $46461000.00       | $45085789.25       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $198.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $500.00            | $510.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-31      | 4.1250%  | 0.0000% | $83916000.00       | $85719568.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $1000.00           | $1047.07           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $500.00            | $505.88            | U.S. Treasuries (including strips)        |

### Security 48: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.4000
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $6566400.00        | $6464504.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $6580000.00        | $6385722.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $193.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $113713400.00      | $109744414.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $25137300.00       | $25610840.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $111587000.00      | $111156385.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $1000.00           | $1008.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $54778900.00       | $54653028.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $104.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $99999900.00       | $102886241.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $18792000.00       | $18901276.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $18359800.00       | $18463027.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $4684900.00        | $4732785.06        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.4000_
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $96.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $99999000.00       | $85867901.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $26878600.00       | $27234326.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $7079600.00        | $7142351.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $9294000.00        | $9295682.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $9256200.00        | $9508232.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $3031400.00        | $3039015.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $96649000.00       | $101198358.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $192800000.00      | $194929584.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $71767500.00       | $71784365.36       | U.S. Treasuries (including strips) |

### Security 50: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.40_
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $98906300.00       | $102000056.82      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89062232.50
- **C.18.a - Value (excl. sponsor support):** $89062232.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496940355.00
- **C.18.a - Value (excl. sponsor support):** $496940355.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494208795.00
- **C.18.a - Value (excl. sponsor support):** $494208795.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $289856220.00
- **C.18.a - Value (excl. sponsor support):** $289856220.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396320312.00
- **C.18.a - Value (excl. sponsor support):** $396320312.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197302734.00
- **C.18.a - Value (excl. sponsor support):** $197302734.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299078901.00
- **C.18.a - Value (excl. sponsor support):** $299078901.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693020510.00
- **C.18.a - Value (excl. sponsor support):** $693020510.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98666016.00
- **C.18.a - Value (excl. sponsor support):** $98666016.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $684584964.00
- **C.18.a - Value (excl. sponsor support):** $684584964.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $487666015.00
- **C.18.a - Value (excl. sponsor support):** $487666015.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $778312496.00
- **C.18.a - Value (excl. sponsor support):** $778312496.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99867188.00
- **C.18.a - Value (excl. sponsor support):** $99867188.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399964236.00
- **C.18.a - Value (excl. sponsor support):** $399964236.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 65: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200314454.00
- **C.18.a - Value (excl. sponsor support):** $200314454.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400139436.00
- **C.18.a - Value (excl. sponsor support):** $400139436.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.485000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185577346.01
- **C.18.a - Value (excl. sponsor support):** $185577346.01
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.422000%
- **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):** $200185314.00
- **C.18.a - Value (excl. sponsor support):** $200185314.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.410000%
- **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_4.41_0701
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2026-09-11      | 4.6250%  | 0.0000% | $21370000.00       | $21844103.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2030-08-14      | 5.2700%  | 0.0000% | $6575000.00        | $6700969.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-08-20      | 4.5700%  | 0.0000% | $150000000.00      | $150799625.00      | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2032-10-15      | 4.3600%  | 0.0000% | $27830000.00       | $28330058.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2035-01-29      | 5.5300%  | 0.0000% | $44685000.00       | $45711829.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-07      | 0.5000%  | 0.0000% | $35000.00          | $34557.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $271000.00         | $267817.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $2000000.00        | $1958700.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-21      | 1.2200%  | 0.0000% | $35000.00          | $30447.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-25      | 1.9000%  | 0.0000% | $3840000.00        | $2898626.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-19      | 0.5600%  | 0.0000% | $2650000.00        | $2641514.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $8000.00           | $9049.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $5835000.00        | $6756576.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $3163000.00        | $3663104.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $425000.00         | $464999.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-15      | 7.1250%  | 0.0000% | $552000.00         | $644004.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-15      | 7.2500%  | 0.0000% | $549000.00         | $635823.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $12586000.00       | $14276680.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $379000.00         | $327957.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-25      | 0.3750%  | 0.0000% | $6530000.00        | $6497820.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $28000.00          | $26215.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2025-07-21      | 0.3750%  | 0.0000% | $5268000.00        | $5264513.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2025-09-23      | 0.3750%  | 0.0000% | $5019000.00        | $4977595.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $1108000.00        | $1238257.87        | Agency Mortgage-Backed Securities |

### Security 70: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_4.40_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $150000000.00      | $129256797.39      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $26887160.00       | $2842558.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $154000.00         | $28857.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2877024.00        | $1876790.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-10-15      | 4.2100%  | 0.0000% | $2250000.00        | $2099918.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-15      | 2.6300%  | 0.0000% | $1948406.00        | $1636448.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-15      | 3.5900%  | 0.0000% | $5278000.00        | $4740356.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-15      | 2.9800%  | 0.0000% | $1335332.00        | $1145319.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1161650.00        | $705509.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $1930272.00        | $481425.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $1360094.00        | $549495.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $8626608.00        | $5377641.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-15      | 3.0200%  | 0.0000% | $5190760.00        | $4490604.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $450271.00         | $5523.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1287502.00        | $1338717.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $186000.00         | $144595.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $85454848.00       | $87340525.02       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $26765568.00       | $26074047.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $79064960.00       | $79829324.93       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.2900%  | 0.0000% | $170000.00         | $15561.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $85024.00          | $8073.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $6872320.00        | $3848198.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $3577552.00        | $2742629.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 4.0000%  | 0.0000% | $237200.00         | $215977.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-15      | 6.0000%  | 0.0000% | $478000.00         | $492853.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $4789824.00        | $4684392.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-15      | 5.4500%  | 0.0000% | $4886400.00        | $5043697.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $238430.00         | $244131.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1272092.00        | $1254216.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1058810.00        | $1052251.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $663559.00         | $680293.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1348872.00        | $1380387.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $623096.00         | $642660.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1900214.00        | $1991918.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $622598.00         | $656909.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $6502656.00        | $6942463.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3647596.00        | $3811621.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3160524.00        | $3302637.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4666936.00        | $4876799.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2935120.00        | $3063505.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $8005616.00        | $7378983.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $974742.00         | $1001740.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 6.0000%  | 0.0000% | $1624032.00        | $37620.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-15      | 4.0000%  | 0.0000% | $125000.00         | $5706.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $3499700.00        | $30964.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-15      | 4.0000%  | 0.0000% | $125000.00         | $9581.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-15      | 4.0000%  | 0.0000% | $10878576.00       | $900893.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-20      | 3.0000%  | 0.0000% | $11636640.00       | $1377922.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $8000000.00        | $129873.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-15      | 5.0000%  | 0.0000% | $1396988.00        | $18639.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $3219464.00        | $150425.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-15      | 5.5000%  | 0.0000% | $3756612.00        | $42012.98          | Agency Collateralized Mortgage Obligation |

### Security 71: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2027-04-30      | 4.4000%  | 0.0000% | $6000.00           | $6043.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $254944000.00      | $254993969.02      | U.S. Treasuries (including strips) |

### Security 72: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_4.4000
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $101000900.00      | $102000007.47      | U.S. Treasuries (including strips) |

### Security 73: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 2.0000%  | 0.0000% | $79600.00          | $17212.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $488000.00         | $332242.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1500000.00        | $1153790.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $50000.00          | $40105.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $1060000.00        | $975827.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $4480000.00        | $2828636.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 1.5000%  | 0.0000% | $5360000.00        | $3376978.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $211000.00         | $209138.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $28000.00          | $1007.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.0000%  | 0.0000% | $8995000.00        | $259329.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.0000%  | 0.0000% | $29351616.00       | $4882586.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 3.5000%  | 0.0000% | $199910.00         | $20121.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $45888000.00       | $35798785.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $700997.00         | $322225.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 2.5000%  | 0.0000% | $1190000.00        | $752992.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $4674080.00        | $43779.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $3310000.00        | $308248.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 3.5000%  | 0.0000% | $201000.00         | $13074.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $4960000.00        | $5158115.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.5000%  | 0.0000% | $227000.00         | $57968.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $6374000.00        | $5378338.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $37953.00          | $30934.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1688072.00        | $1284048.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $93004.00          | $80571.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $37109200.00       | $35032104.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $400000.00         | $212806.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $704125.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $146000.00         | $98457.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $3075810.00        | $1826239.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $184000.00         | $136986.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $3019252.00        | $2941030.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1319150.00        | $1346510.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1014870.00        | $991063.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2170052.00        | $2232133.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $10040192.00       | $10327435.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $134032384.00      | $134260011.48      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1531170.00        | $1548259.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-10-20      | 6.5000%  | 0.0000% | $16637924.00       | $15545.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-12-20      | 8.0000%  | 0.0000% | $14221311.00       | $1229.79           | Agency Collateralized Mortgage Obligation |

### Security 74: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.25_0701
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 9.2700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2029-08-15      | 1.6250%  | 0.0000% | $232152300.00      | $214850008.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $2385238800.00     | $2035240310.02     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $173700.00         | $175388.71         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $461803500.00      | $464100201.20      | U.S. Treasuries (including strips) |

### Security 76: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.39_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2034-01-15      | 1.7500%  | 0.0000% | $18851500.00       | $19642229.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $184451000.00      | $197071409.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 3.1250%  | 0.0000% | $61000.00          | $50030.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $6500.00           | $5358.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $86.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $18900.00          | $14271.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $11856300.00       | $6237424.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $3633800.00        | $4145483.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $951300.00         | $1017007.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-08-07      | 0.0000%  | 0.0000% | $19785700.00       | $19699117.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $91.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.4220%  | 0.0000% | $800.00            | $806.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.4450%  | 0.0000% | $7100.00           | $7160.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $6563000.00        | $6839203.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.4000%  | 0.0000% | $299100.00         | $301266.91         | U.S. Treasuries (including strips) |

### Security 77: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                       | 2029-05-31      | 4.5000%  | 0.0000% | $140700.00         | $144931.34         | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $3954.00           | $76.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.0000%  | 0.0000% | $134219.00         | $17363.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1600000.00        | $263797.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1700000.00        | $242543.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $48.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $200000.00         | $22440.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $8350323.00        | $2301909.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 2.6820%  | 0.0000% | $923452.00         | $188907.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $92818.00          | $14666.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $7116.00           | $104.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 6.8170%  | 0.0000% | $3826540.00        | $3356842.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.5900%  | 0.0000% | $2280662.00        | $2321085.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $5065.00           | $186.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 7.5000%  | 0.0000% | $1119.00           | $48.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5190%  | 0.0000% | $1715841.00        | $7798.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $17440000.00       | $16848568.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2033-08-08      | 3.9400%  | 0.0000% | $2000000.00        | $1936956.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $129910.00         | $24291.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $4500000.00        | $649852.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $13210390.00       | $2800588.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $35000.00          | $6502.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $90070.00          | $26628.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $184000.00         | $49828.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 3.0000%  | 0.0000% | $165278.00         | $16229.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 3.5000%  | 0.0000% | $40990.00          | $5777.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $93000.00          | $20366.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $337094.00         | $153269.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $81793.00          | $55268.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $53901.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $94396.00          | $74856.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $352058.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1413521.00        | $1171054.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $5985707.00        | $5383694.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $785037.00         | $670197.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $9988672.00        | $9199486.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $800000.00         | $732147.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1196240.00        | $1101021.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $362054.00         | $86235.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $88955.00          | $24698.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $84770.00          | $30556.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $178460.00         | $138272.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $3786731.00        | $1815596.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $455848.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $19998.00          | $9546.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $259000.00         | $150010.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $632598.00         | $406959.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $13000.00          | $8694.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $21376.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $7607824.00        | $6335958.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $6982752.00        | $5950868.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $506467.00         | $413013.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2630.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $700642.00         | $570903.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $185000.00         | $165483.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $8387044.00        | $7876830.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $14061169.00       | $13710940.30       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $832.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0110%  | 0.0000% | $1029.00           | $1028.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $968867.00         | $974971.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1008.00           | $773.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $3037.00           | $2384.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.8500%  | 0.0000% | $970700.00         | $970330.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 4.2000%  | 0.0000% | $66587.00          | $66312.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $96000.00          | $50791.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $1001601.00        | $820520.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $293307.00         | $249356.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $554881.00         | $448989.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1884319.00        | $1748321.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.5000%  | 0.0000% | $252126.00         | $196488.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $831.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $8564351.00        | $7360678.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $6311006.00        | $5264204.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $38466.00          | $30987.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1513560.00        | $1333798.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $8949404.00        | $8728323.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3974470.00        | $3608147.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $939102.00         | $959340.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $8000.00           | $8147.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $250964.00         | $260514.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $389565.00         | $305235.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2988795.00        | $2839620.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $19000.00          | $11165.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $23258.00          | $8224.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 5.0000%  | 0.0000% | $3223.00           | $736.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $425000.00         | $222030.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $520848.00         | $279213.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $5765555.00        | $3497360.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $563759.00         | $348514.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $182302.00         | $111131.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $100095.00         | $71604.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $159332.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $96000.00          | $68657.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $69207.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $5244000.00        | $4030588.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $1319.00           | $1281.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $568243.00         | $197.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $1545.00           | $1.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.6070%  | 0.0000% | $15217869.00       | $22404.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 7.5000%  | 0.0000% | $1138200.00        | $165.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.8980%  | 0.0000% | $11509988.00       | $11093325.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.8950%  | 0.0000% | $2002000.00        | $1994677.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $162295.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $586000.00         | $127973.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $100000.00         | $29018.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $2712120.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $48545.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1642000.00        | $970530.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $39809.00          | $27778.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $11301032.00       | $7838582.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $9822231.00        | $8445730.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.2400%  | 0.0000% | $8449923.00        | $7458100.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 3.8700%  | 0.0000% | $417000.00         | $382751.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.8800%  | 0.0000% | $3600000.00        | $3346670.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.8950%  | 0.0000% | $2601043.00        | $159456.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $5066777.00        | $22507.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.9030%  | 0.0000% | $16065521.00       | $131447.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $1662998.00        | $62477.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $1014136.00        | $17626.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1001.00           | $26.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.1500%  | 0.0000% | $5000000.00        | $96629.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $339845.00         | $62203.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $7703.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $323925.00         | $22221.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $792.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $92168.00          | $70570.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $42465457.00       | $31227480.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39798449.00       | $33769872.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $952182.00         | $863974.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.5000%  | 0.0000% | $225789.00         | $72950.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $5009077.00        | $4873417.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-15      | 4.5500%  | 0.0000% | $2450004.00        | $2359053.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5755.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1063000.00        | $806155.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $10209.00          | $6763.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $110100.00         | $68635.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 2.5000%  | 0.0000% | $351000.00         | $247425.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $500000.00         | $247787.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $266760.00         | $40635.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $867604.00         | $746529.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $8000.00           | $6542.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3144500.00        | $2966800.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $4870128.00        | $3339196.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $39215.00          | $35934.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $35238.00          | $30794.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $3999.00           | $3729.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $27000.00          | $24518.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.5000%  | 0.0000% | $4000000.00        | $3544262.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $8509.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $486000.00         | $115361.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $804000.00         | $301942.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $603934.00         | $116492.94         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $3800300.00        | $4143753.21        | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $10504.00          | $11.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.4800%  | 0.0000% | $655595.00         | $435480.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 7.5000%  | 0.0000% | $26000.00          | $10.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $9739787.00        | $4886.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.1250%  | 0.0000% | $1209.00           | $1.50              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $7897355.00        | $18723.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $3377938.00        | $483436.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $800000.00         | $96106.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $2858746.00        | $88284.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 6.9240%  | 0.0000% | $48621913.00       | $2279256.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $300000.00         | $45657.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $100000.00         | $27872.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.9700%  | 0.0000% | $2040000.00        | $1923398.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 3.0600%  | 0.0000% | $111398.00         | $110877.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $540006.00         | $482428.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 3.2600%  | 0.0000% | $45000.00          | $41716.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $100346.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1966366.00        | $146694.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $8167727.00        | $1230989.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $628097.00         | $69265.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21560.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $53399807.00       | $5284793.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $11905488.00       | $2712666.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $100001.00         | $28872.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $17581951.00       | $5476875.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $18215370.00       | $5779520.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $147.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $868609.00         | $183896.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $52025000.00       | $350474.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2790%  | 0.0000% | $1081.00           | $10.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.2590%  | 0.0000% | $1041.00           | $9.34              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.1230%  | 0.0000% | $10300000.00       | $51059.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.2040%  | 0.0000% | $5000000.00        | $78099.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.2520%  | 0.0000% | $33132.00          | $449.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.9360%  | 0.0000% | $39657903.00       | $128428.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.3000%  | 0.0000% | $12382.00          | $100.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1465341.00        | $1445329.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $653883.00         | $540897.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $28523.00          | $27976.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $20000.00          | $19956.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3032928.00        | $2432675.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2835189.00        | $2811703.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $352902.00         | $309354.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $3673592.00        | $3386830.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $144086.00         | $143871.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2556577.00        | $2498230.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $70772.00          | $70506.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1029874.00        | $1052920.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3069.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1365146.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1447656.00        | $1197664.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $6559937.00        | $6545399.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $151518.00         | $155833.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1037208.00        | $1056922.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $278285.00         | $285516.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1293370.00        | $1343047.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3746119.00        | $3834005.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $981.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2725616.00        | $2783801.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $27000.00          | $27557.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1387308.00        | $1422180.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $6570019.00        | $6742606.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $1971882.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $212084.00         | $213937.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $408248.00         | $41165.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $175000.00         | $41331.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $400000.00         | $98867.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $501683.00         | $121351.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $14344430.00       | $2518234.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $182386.00         | $75034.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $300000.00         | $40471.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $338262.00         | $51537.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $144000.00         | $40522.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.2400%  | 0.0000% | $612567.00         | $538255.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.8200%  | 0.0000% | $499000.00         | $448971.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.0800%  | 0.0000% | $1078680.00        | $1044875.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $197769.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1330670.00        | $1167021.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $3278.00           | $2587.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $2008200.00        | $1826186.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $1000.00           | $912.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 1.4000%  | 0.0000% | $899000.00         | $726510.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1650970.00        | $318539.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $100000.00         | $27832.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $557500.00         | $134520.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $93739.00          | $25384.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $4101.00           | $1060.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $8903000.00        | $2846755.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1999996.00        | $433408.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.8380%  | 0.0000% | $1020077.00        | $123500.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.4350%  | 0.0000% | $156000.00         | $99216.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9750%  | 0.0000% | $37532082.00       | $30376938.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $18236.00          | $16838.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.9640%  | 0.0000% | $15761000.00       | $14357086.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $94008.00          | $93946.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14190500.00       | $15074884.29       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.8700%  | 0.0000% | $130000.00         | $133199.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $450236.00         | $413556.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $101221.00         | $77639.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2704173.00        | $2689785.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $19000.00          | $17816.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3099587.00        | $2770201.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3056.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $86165.00          | $84320.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1425534.00        | $914949.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2840640.00        | $2359473.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $165297.00         | $158377.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1391000.00        | $1122159.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $2001.00           | $2091.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $16004.00          | $17171.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1384089.00        | $1228890.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1166476.00        | $1201487.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $106000.00         | $99965.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6800%  | 0.0000% | $5258581.00        | $5302689.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1418876.00        | $1416271.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.9500%  | 0.0000% | $1008.00           | $997.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $2590390.00        | $2594623.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.5700%  | 0.0000% | $14516000.00       | $14449754.62       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.2100%  | 0.0000% | $1000.00           | $1035.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $46578306.00       | $13275607.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1045877.00        | $185289.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $807.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $173000.00         | $37899.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $126765.00         | $30995.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $21710.00          | $9419.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1586189.00        | $265788.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $609794.00         | $326642.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $345662.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1205.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $162839.00         | $103163.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $384911.00         | $262167.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $682.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $93000.00          | $68629.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $61226.00          | $49283.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3005.00           | $2291.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $128600.00         | $105245.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8000.00           | $6304.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $100000.00         | $70177.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1150.00           | $973.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $790.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $92315.00          | $77920.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $5210532.00        | $4406479.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $188132.00         | $159906.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $2001.00           | $1688.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $793993.00         | $705911.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1643.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $474000.00         | $445519.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1018.00           | $900.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2024.00           | $1680.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $8138016.00        | $8249876.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $22372.00          | $21625.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $8543952.00        | $8290987.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11640170.00       | $11377351.95       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $1136356.00        | $422755.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $20002.00          | $7614.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $102000.00         | $31457.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $2262000.00        | $596622.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $129000.00         | $46370.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $5265901.00        | $1165268.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $524977.00         | $272943.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1425000.00        | $599587.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $99999.00          | $59577.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $130000.00         | $71964.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $539000.00         | $151598.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $475000.00         | $296591.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2394000.00        | $1571438.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $117000.00         | $71548.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $103000.00         | $67731.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $26878.00          | $18396.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000000.00        | $1557617.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $778.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $21120.00          | $15850.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $19506440.00       | $16651173.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $13000.00          | $10186.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $14507400.00       | $12995090.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $9119919.00        | $7935774.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $543219.00         | $475991.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2797334.00        | $2989244.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $2772852.00        | $12208.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $25461984.00       | $403390.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2048.00           | $1244.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $529995.00         | $312210.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 2.0000%  | 0.0000% | $2016.00           | $1265.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $141998.00         | $19993.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $476619.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1807451.00        | $1075097.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $7979332.00        | $4820950.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $221002.00         | $112981.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $930305.00         | $817729.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $154666.00         | $140025.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $3500000.00        | $2904867.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1928746.00        | $1250955.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2010000.00        | $1332895.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $319658.00         | $224125.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $600009.00         | $406695.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1144821.00        | $783701.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $157840.00         | $127498.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $17002.00          | $13578.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19592.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $207598.00         | $204517.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $282525.00         | $24018.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.5800%  | 0.0000% | $483592.00         | $480764.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $30361.00          | $29981.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $3276208.00        | $3334292.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $14000.00          | $13882.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $883.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1218549.00        | $1163527.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1544330.00        | $1541739.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2002873.00        | $1918526.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1280844.00        | $1327321.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $18720598.00       | $17401949.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $5792199.00        | $5895399.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $8679760.00        | $8786224.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2856076.00        | $2877329.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1305795.00        | $1332284.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $817697.00         | $820388.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1497520.00        | $1500810.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1686380.00        | $1594225.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3971365.00        | $3885376.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $9172592.00        | $9006137.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1501424.00        | $1502405.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $321520.00         | $336959.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.4550%  | 0.0000% | $1114280.00        | $1122865.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $282502.00         | $277462.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $36900.00          | $34536.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1026.00           | $974.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $14000.00          | $12849.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1013.00           | $957.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $178530.00         | $168685.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1024.00           | $973.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $28641117.00       | $29095884.72       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $18791670.00       | $19239674.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1088858.00        | $1108174.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7170.00           | $6938.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4423695.00        | $4496713.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4472413.00        | $4580862.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $114458.00         | $10362.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $1113000.00        | $111229.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1249.00           | $126.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $4996.00           | $489.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $12259267.00       | $566437.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $160000.00         | $18559.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $190869522.00      | $23233438.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 6.0000%  | 0.0000% | $301794.00         | $29866.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $938000.00         | $74078.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $65531.00          | $6130.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $1124860.00        | $75145.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $122699790.00      | $12640558.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $597963.00         | $151552.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $208070.00         | $51557.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $23151056.00       | $5968422.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $883.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $21421971.00       | $6404889.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 6.0000%  | 0.0000% | $1137000.00        | $310019.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $5605820.00        | $3833902.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $3105495.00        | $2293412.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $503000.00         | $268469.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $398269.00         | $135057.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $148238.00         | $83006.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $3552118.00        | $2064237.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1922906.00        | $1695384.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $15859260.00       | $9518383.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $600000.00         | $443159.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $3340330.00        | $2578349.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $7108314.00        | $5468419.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $8323110.00        | $8636099.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $9114780.00        | $9459357.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $88294.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-15      | 7.5000%  | 0.0000% | $1190289.00        | $1256010.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1996726.00        | $2059526.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $380460.00         | $375031.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1023486.00        | $1058761.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $176872.00         | $184613.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $490158.00         | $512742.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $457744.00         | $477405.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1099008.00        | $1148261.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1665661.00        | $1736258.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1128418.00        | $1185636.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2729952.00        | $2802731.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $310459.00         | $332819.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $736787.00         | $756074.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $22720.00          | $23347.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1141910.00        | $1123632.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3496213.00        | $3469440.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $783425.00         | $783293.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2891458.00        | $2972450.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $6051480.00        | $6173053.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $25036.00          | $681.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $3333956.00        | $42839.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1000.00           | $51.71             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $14334480.00       | $8257782.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-15      | 5.0000%  | 0.0000% | $4684024.00        | $77538.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $16741000.00       | $707216.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-06-15      | 5.5000%  | 0.0000% | $79366269.00       | $2604660.08        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips)        |

### Security 78: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.41_0717
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $229503300.00      | $236602680.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $5970000.00        | $6107639.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $1166000.00        | $1210442.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $1007000.00        | $991373.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $6998800.00        | $6452092.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $954000.00         | $867487.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $876900.00         | $753922.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $3239700.00        | $3004785.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $1060000.00        | $1086392.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $212600.00         | $223932.75         | U.S. Treasuries (including strips) |

### Security 79: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: N/A, C.5 - Other ID: 989GWF002_4.38_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2029-04-30      | 4.6250%  | 0.0000% | $65600.00          | $68100.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $51200.00          | $52183.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $607700.00         | $625975.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $969600.00         | $843169.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $353800.00         | $259296.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $7419400.00        | $7295193.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $240400.00         | $240516.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $4900.00           | $4762.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $153600.00         | $152375.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $5260600.00        | $5015317.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $252500.00         | $217089.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $47400.00          | $40474.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 0.3750%  | 0.0000% | $44300.00          | $43596.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $848700.00         | $789437.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $780700.00         | $722406.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1396200.00        | $1347617.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $651800.00         | $627236.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $47439700.00       | $46990588.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $210100.00         | $211447.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $275200.00         | $276213.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 4.0000%  | 0.0000% | $368100.00         | $373087.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $563400.00         | $575760.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $114533100.00      | $115290848.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $58300.00          | $59959.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $306000.00         | $311605.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $187000.00         | $188679.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $296300.00         | $301575.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $1395600.00        | $1403755.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $68972800.00       | $70702816.19       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2025-07-08

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller