# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001145549-25-050816
**Filing Date:** 2025-8
**Character Count:** 271031
**Document Hash:** baed9008020e53583759e77996ebe168
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050816.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050816

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251193043

**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):** 2025-07-31

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

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

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

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 84 days

- **Total Value of Portfolio Securities:** $24335447984.91

- **Amortized Cost of Portfolio Securities:** $24338347334.05

- **Cash:** $973727.84

- **Total Other Assets:** $58591724.66

- **Total Liabilities:** $608237377.78

- **Net Assets of Series:** $23789675408.77

- **Number of Shares Outstanding (Series):** 23791611641.3550

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $16203085426.36           | $17459682316.55            | 66.2100%                  | 71.3400%                   |
| 2025-07-02 | $16360811855.75           | $17167409722.70            | 67.1100%                  | 70.4200%                   |
| 2025-07-03 | $16550130123.80           | $17006728749.11            | 68.3100%                  | 70.1900%                   |
| 2025-07-07 | $16688433148.71           | $17195034635.56            | 68.3700%                  | 70.4400%                   |
| 2025-07-08 | $16229279867.98           | $17185882110.42            | 65.1700%                  | 69.0200%                   |
| 2025-07-09 | $15871103653.07           | $16827706679.52            | 64.6600%                  | 68.5600%                   |
| 2025-07-10 | $15814891998.05           | $17021495799.32            | 64.5800%                  | 69.5100%                   |
| 2025-07-11 | $15959725008.96           | $16666329585.06            | 66.1200%                  | 69.0400%                   |
| 2025-07-14 | $16177804835.40           | $16964412879.31            | 65.3500%                  | 68.5300%                   |
| 2025-07-15 | $15961435834.18           | $17198044446.23            | 63.8800%                  | 68.8300%                   |
| 2025-07-16 | $15340815453.39           | $16476424099.34            | 62.9600%                  | 67.6300%                   |
| 2025-07-17 | $15061492120.36           | $15690492399.16            | 63.1900%                  | 65.8300%                   |
| 2025-07-18 | $14915850202.66           | $16114852334.90            | 61.7200%                  | 66.6800%                   |
| 2025-07-21 | $15290669723.72           | $16044371889.57            | 63.4700%                  | 66.6000%                   |
| 2025-07-22 | $16028613351.09           | $16583314889.55            | 65.0800%                  | 67.3300%                   |
| 2025-07-23 | $15392106735.44           | $16446807591.11            | 62.8500%                  | 67.1500%                   |
| 2025-07-24 | $15383543491.88           | $16338243654.27            | 63.0900%                  | 67.0000%                   |
| 2025-07-25 | $15175728342.55           | $16125728342.55            | 62.7700%                  | 66.7000%                   |
| 2025-07-28 | $15637304775.56           | $16137304775.56            | 64.6500%                  | 66.7200%                   |
| 2025-07-29 | $15559193109.12           | $16009193109.12            | 64.6700%                  | 66.5400%                   |
| 2025-07-30 | $14779949135.17           | $15729949135.17            | 61.5000%                  | 65.4600%                   |
| 2025-07-31 | $14816352272.51           | $16115350939.33            | 60.7300%                  | 66.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4000%             |
| 2025-07-02 | 4.4000%             |
| 2025-07-03 | 4.3900%             |
| 2025-07-07 | 4.3800%             |
| 2025-07-08 | 4.3700%             |
| 2025-07-09 | 4.3700%             |
| 2025-07-10 | 4.3600%             |
| 2025-07-11 | 4.3500%             |
| 2025-07-14 | 4.3500%             |
| 2025-07-15 | 4.3500%             |
| 2025-07-16 | 4.3500%             |
| 2025-07-17 | 4.3500%             |
| 2025-07-18 | 4.3500%             |
| 2025-07-21 | 4.3500%             |
| 2025-07-22 | 4.3400%             |
| 2025-07-23 | 4.3300%             |
| 2025-07-24 | 4.3300%             |
| 2025-07-25 | 4.3300%             |
| 2025-07-28 | 4.3400%             |
| 2025-07-29 | 4.3500%             |
| 2025-07-30 | 4.3500%             |
| 2025-07-31 | 4.3600%             |

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

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $5829540770.81

- **Number of Shares Outstanding:** 5830478035.2400

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $258869192.24             | $236717039.02           |
| 2025-07-02 | $164913541.02             | $318942699.75           |
| 2025-07-03 | $194870621.74             | $335552598.25           |
| 2025-07-07 | $381183694.90             | $194978911.80           |
| 2025-07-08 | $140620997.28             | $248397503.05           |
| 2025-07-09 | $209052873.16             | $505473596.93           |
| 2025-07-10 | $98898946.94              | $189456095.29           |
| 2025-07-11 | $178314595.05             | $84807584.87            |
| 2025-07-14 | $302053101.83             | $83361429.38            |
| 2025-07-15 | $348145807.72             | $199259018.89           |
| 2025-07-16 | $87226421.27              | $619626010.63           |
| 2025-07-17 | $180210381.26             | $445519395.15           |
| 2025-07-18 | $531890218.92             | $167519774.69           |
| 2025-07-21 | $252629934.27             | $474928861.57           |
| 2025-07-22 | $507470095.20             | $103723141.56           |
| 2025-07-23 | $159953391.12             | $308686334.11           |
| 2025-07-24 | $172027208.30             | $204463160.43           |
| 2025-07-25 | $211875669.87             | $512349220.36           |
| 2025-07-28 | $361346361.74             | $414482442.51           |
| 2025-07-29 | $190224200.13             | $326555176.73           |
| 2025-07-30 | $242038380.49             | $367001164.00           |
| 2025-07-31 | $206436357.71             | $205945133.32           |

**Total Gross Subscriptions (Month):** $5380251992.16

**Total Gross Redemptions (Month):** $6547746292.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1900%           |
| 2025-07-02 | 4.1900%           |
| 2025-07-03 | 4.1800%           |
| 2025-07-07 | 4.1800%           |
| 2025-07-08 | 4.1700%           |
| 2025-07-09 | 4.1600%           |
| 2025-07-10 | 4.1500%           |
| 2025-07-11 | 4.1400%           |
| 2025-07-14 | 4.1400%           |
| 2025-07-15 | 4.1400%           |
| 2025-07-16 | 4.1400%           |
| 2025-07-17 | 4.1400%           |
| 2025-07-18 | 4.1400%           |
| 2025-07-21 | 4.1400%           |
| 2025-07-22 | 4.1300%           |
| 2025-07-23 | 4.1200%           |
| 2025-07-24 | 4.1200%           |
| 2025-07-25 | 4.1200%           |
| 2025-07-28 | 4.1300%           |
| 2025-07-29 | 4.1400%           |
| 2025-07-30 | 4.1400%           |
| 2025-07-31 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                         | AB Owned         | 0.0000%          | 11.2000%             |
| Registered investment company |  | 0.0000%          | 41.8000%             |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1006822189.99

- **Number of Shares Outstanding:** 1006818661.9250

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $3481763.92               | $3885156.86             |
| 2025-07-02 | $2503101.08               | $1677968.89             |
| 2025-07-03 | $10331581.63              | $2175523.84             |
| 2025-07-07 | $8475778.88               | $8588908.56             |
| 2025-07-08 | $2225651.83               | $4454649.54             |
| 2025-07-09 | $4583689.81               | $4803074.66             |
| 2025-07-10 | $3517047.61               | $5922199.79             |
| 2025-07-11 | $2192160.96               | $2691241.38             |
| 2025-07-14 | $5862707.29               | $4672978.60             |
| 2025-07-15 | $3542961.55               | $2609987.06             |
| 2025-07-16 | $2724393.91               | $2929243.01             |
| 2025-07-17 | $3845603.67               | $4946927.25             |
| 2025-07-18 | $2885283.25               | $3829208.57             |
| 2025-07-21 | $4387453.27               | $3603377.58             |
| 2025-07-22 | $6070820.08               | $4263344.11             |
| 2025-07-23 | $1726436.60               | $8212490.25             |
| 2025-07-24 | $4905670.45               | $11162478.20            |
| 2025-07-25 | $3557788.87               | $3938891.91             |
| 2025-07-28 | $10964691.24              | $6493297.82             |
| 2025-07-29 | $2915454.14               | $2170105.57             |
| 2025-07-30 | $7393384.96               | $2979389.38             |
| 2025-07-31 | $2691137.93               | $8238913.62             |

**Total Gross Subscriptions (Month):** $100784562.93

**Total Gross Redemptions (Month):** $104249356.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1700%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1500%           |
| 2025-07-08 | 4.1400%           |
| 2025-07-09 | 4.1300%           |
| 2025-07-10 | 4.1300%           |
| 2025-07-11 | 4.1100%           |
| 2025-07-14 | 4.1100%           |
| 2025-07-15 | 4.1100%           |
| 2025-07-16 | 4.1200%           |
| 2025-07-17 | 4.1200%           |
| 2025-07-18 | 4.1200%           |
| 2025-07-21 | 4.1200%           |
| 2025-07-22 | 4.1100%           |
| 2025-07-23 | 4.1000%           |
| 2025-07-24 | 4.0900%           |
| 2025-07-25 | 4.1000%           |
| 2025-07-28 | 4.1000%           |
| 2025-07-29 | 4.1100%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 89.8500%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $5861670957.45

- **Number of Shares Outstanding:** 5862437023.3950

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $68180055.27              | $140392338.45           |
| 2025-07-02 | $78038876.71              | $25655749.39            |
| 2025-07-03 | $19128146.97              | $16194617.90            |
| 2025-07-07 | $62960496.14              | $28819679.33            |
| 2025-07-08 | $21743619.96              | $22607160.25            |
| 2025-07-09 | $30679707.59              | $45284636.09            |
| 2025-07-10 | $40209335.85              | $45611846.00            |
| 2025-07-11 | $64479964.29              | $49754870.17            |
| 2025-07-14 | $51457466.29              | $38109834.27            |
| 2025-07-15 | $23478918.73              | $36962316.87            |
| 2025-07-16 | $38975455.67              | $23429030.29            |
| 2025-07-17 | $24356024.68              | $18466949.29            |
| 2025-07-18 | $18481363.95              | $18425207.20            |
| 2025-07-21 | $39081847.83              | $35386401.80            |
| 2025-07-22 | $146453910.51             | $32321186.96            |
| 2025-07-23 | $39614637.72              | $20272798.26            |
| 2025-07-24 | $24111588.56              | $13429524.46            |
| 2025-07-25 | $14323815.91              | $30003148.08            |
| 2025-07-28 | $43698201.97              | $38209636.75            |
| 2025-07-29 | $25139111.27              | $38358628.12            |
| 2025-07-30 | $41327381.88              | $186535372.33           |
| 2025-07-31 | $53514323.53              | $58765823.47            |

**Total Gross Subscriptions (Month):** $969434251.28

**Total Gross Redemptions (Month):** $962996755.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0800%           |
| 2025-07-02 | 4.0900%           |
| 2025-07-03 | 4.0800%           |
| 2025-07-07 | 4.0700%           |
| 2025-07-08 | 4.0600%           |
| 2025-07-09 | 4.0500%           |
| 2025-07-10 | 4.0500%           |
| 2025-07-11 | 4.0300%           |
| 2025-07-14 | 4.0300%           |
| 2025-07-15 | 4.0300%           |
| 2025-07-16 | 4.0400%           |
| 2025-07-17 | 4.0400%           |
| 2025-07-18 | 4.0400%           |
| 2025-07-21 | 4.0300%           |
| 2025-07-22 | 4.0300%           |
| 2025-07-23 | 4.0200%           |
| 2025-07-24 | 4.0100%           |
| 2025-07-25 | 4.0200%           |
| 2025-07-28 | 4.0200%           |
| 2025-07-29 | 4.0300%           |
| 2025-07-30 | 4.0400%           |
| 2025-07-31 | 4.0400%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8809452027.02

- **Number of Shares Outstanding:** 8809387948.0170

- **Expense Reimbursement/Waiver:** 1862373.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $35478379.13              | $29835288.62            |
| 2025-07-02 | $49526897.03              | $28180858.05            |
| 2025-07-03 | $36373529.64              | $27699114.17            |
| 2025-07-07 | $34398274.62              | $16291217.42            |
| 2025-07-08 | $45836863.46              | $34394545.63            |
| 2025-07-09 | $26577004.41              | $24818542.78            |
| 2025-07-10 | $31612405.78              | $37945221.62            |
| 2025-07-11 | $31600959.52              | $25000933.38            |
| 2025-07-14 | $30331991.20              | $24739403.65            |
| 2025-07-15 | $31196089.14              | $21468979.99            |
| 2025-07-16 | $74035868.51              | $32206549.93            |
| 2025-07-17 | $28226299.83              | $37128185.07            |
| 2025-07-18 | $27180304.48              | $32890864.84            |
| 2025-07-21 | $29628531.42              | $29876992.75            |
| 2025-07-22 | $29674304.51              | $20238280.90            |
| 2025-07-23 | $37135430.85              | $39479106.27            |
| 2025-07-24 | $33211008.44              | $30631229.34            |
| 2025-07-25 | $36450722.70              | $37065427.31            |
| 2025-07-28 | $36732589.15              | $23357912.64            |
| 2025-07-29 | $25966774.63              | $38299605.84            |
| 2025-07-30 | $24740717.80              | $28762598.58            |
| 2025-07-31 | $33296647.72              | $24902016.92            |

**Total Gross Subscriptions (Month):** $769211593.97

**Total Gross Redemptions (Month):** $645212875.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1700%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1500%           |
| 2025-07-08 | 4.1400%           |
| 2025-07-09 | 4.1300%           |
| 2025-07-10 | 4.1300%           |
| 2025-07-11 | 4.1100%           |
| 2025-07-14 | 4.1100%           |
| 2025-07-15 | 4.1100%           |
| 2025-07-16 | 4.1200%           |
| 2025-07-17 | 4.1200%           |
| 2025-07-18 | 4.1200%           |
| 2025-07-21 | 4.1200%           |
| 2025-07-22 | 4.1100%           |
| 2025-07-23 | 4.1000%           |
| 2025-07-24 | 4.0900%           |
| 2025-07-25 | 4.1000%           |
| 2025-07-28 | 4.1000%           |
| 2025-07-29 | 4.1100%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 5.6900%              |
| Broker-dealer |  | 0.0000%          | 16.4800%             |
| Broker-dealer |  | 0.0000%          | 73.9400%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $18315816.34

- **Number of Shares Outstanding:** 18317630.2970

- **Expense Reimbursement/Waiver:** 11834.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $2257.81                  | $20021.73               |
| 2025-07-02 | $2176.80                  | $53022.82               |
| 2025-07-03 | $2999.99                  | $239.64                 |
| 2025-07-07 | $8573.78                  | $78310.21               |
| 2025-07-08 | $3721.64                  | $169610.14              |
| 2025-07-09 | $3565.80                  | $0.00                   |
| 2025-07-10 | $25844.16                 | $0.00                   |
| 2025-07-11 | $2103.23                  | $0.00                   |
| 2025-07-14 | $18348.71                 | $10000.00               |
| 2025-07-15 | $2269.26                  | $110922.83              |
| 2025-07-16 | $2251.90                  | $0.00                   |
| 2025-07-17 | $103526.58                | $66585.18               |
| 2025-07-18 | $2103.98                  | $0.00                   |
| 2025-07-21 | $7297.04                  | $1000.00                |
| 2025-07-22 | $2301.89                  | $8582.16                |
| 2025-07-23 | $2101.52                  | $41728.31               |
| 2025-07-24 | $2076.25                  | $412362.05              |
| 2025-07-25 | $2034.44                  | $50505.05               |
| 2025-07-28 | $8115.04                  | $0.00                   |
| 2025-07-29 | $2054.39                  | $0.00                   |
| 2025-07-30 | $177703.85                | $0.00                   |
| 2025-07-31 | $2314.29                  | $0.00                   |

**Total Gross Subscriptions (Month):** $385742.35

**Total Gross Redemptions (Month):** $1022890.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1700%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1500%           |
| 2025-07-08 | 4.1400%           |
| 2025-07-09 | 4.1300%           |
| 2025-07-10 | 4.1300%           |
| 2025-07-11 | 4.1100%           |
| 2025-07-14 | 4.1100%           |
| 2025-07-15 | 4.1100%           |
| 2025-07-16 | 4.1100%           |
| 2025-07-17 | 4.1200%           |
| 2025-07-18 | 4.1200%           |
| 2025-07-21 | 4.1100%           |
| 2025-07-22 | 4.1100%           |
| 2025-07-23 | 4.1000%           |
| 2025-07-24 | 4.0900%           |
| 2025-07-25 | 4.1000%           |
| 2025-07-28 | 4.1000%           |
| 2025-07-29 | 4.1100%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 17.8200%             |
| Broker-dealer |  | 0.0000%          | 22.8400%             |
| Broker-dealer |  | 0.0000%          | 41.5100%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $79889404.75

- **Number of Shares Outstanding:** 79893853.6210

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $173507.77                | $83388.41               |
| 2025-07-02 | $138732.19                | $566406.65              |
| 2025-07-03 | $23270.86                 | $117856.60              |
| 2025-07-07 | $150044.28                | $103039.57              |
| 2025-07-08 | $34268.58                 | $3111.70                |
| 2025-07-09 | $222804.92                | $1510.93                |
| 2025-07-10 | $1032417.22               | $24061.04               |
| 2025-07-11 | $11577.74                 | $109428.43              |
| 2025-07-14 | $197094.92                | $20820.35               |
| 2025-07-15 | $322054.46                | $593265.58              |
| 2025-07-16 | $7616243.23               | $90022.25               |
| 2025-07-17 | $1357270.43               | $500252.53              |
| 2025-07-18 | $29355.47                 | $28009.52               |
| 2025-07-21 | $466923.81                | $15834.71               |
| 2025-07-22 | $16611.02                 | $487128.52              |
| 2025-07-23 | $155290.89                | $2.03                   |
| 2025-07-24 | $17070.70                 | $8316737.82             |
| 2025-07-25 | $22331.41                 | $119062.99              |
| 2025-07-28 | $40937.58                 | $1340112.49             |
| 2025-07-29 | $364786.45                | $156867.42              |
| 2025-07-30 | $2518758.57               | $137049.61              |
| 2025-07-31 | $98474.97                 | $119335.57              |

**Total Gross Subscriptions (Month):** $15009827.47

**Total Gross Redemptions (Month):** $12933304.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1700%           |
| 2025-07-02 | 4.1700%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1600%           |
| 2025-07-08 | 4.1500%           |
| 2025-07-09 | 4.1400%           |
| 2025-07-10 | 4.1300%           |
| 2025-07-11 | 4.1200%           |
| 2025-07-14 | 4.1200%           |
| 2025-07-15 | 4.1200%           |
| 2025-07-16 | 4.1200%           |
| 2025-07-17 | 4.1200%           |
| 2025-07-18 | 4.1200%           |
| 2025-07-21 | 4.1200%           |
| 2025-07-22 | 4.1100%           |
| 2025-07-23 | 4.1000%           |
| 2025-07-24 | 4.1000%           |
| 2025-07-25 | 4.1000%           |
| 2025-07-28 | 4.1100%           |
| 2025-07-29 | 4.1200%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category     | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan |  | 0.0000%          | 5.6800%              |
| Pension plan |  | 7.0200%          | 0.0000%              |
| Pension plan |  | 0.0000%          | 67.2700%             |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2183984242.41

- **Number of Shares Outstanding:** 2184278488.8600

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $238701752.89             | $11613256.86            |
| 2025-07-02 | $42550683.13              | $57160000.00            |
| 2025-07-03 | $632527.96                | $39146191.06            |
| 2025-07-07 | $1536900.81               | $50058870.07            |
| 2025-07-08 | $95565733.29              | $50000.00               |
| 2025-07-09 | $27053498.48              | $75000000.00            |
| 2025-07-10 | $48406301.28              | $20000.00               |
| 2025-07-11 | $30403177.47              | $0.00                   |
| 2025-07-14 | $39320490.04              | $6274047.60             |
| 2025-07-15 | $102764972.12             | $17180000.00            |
| 2025-07-16 | $725763.78                | $55030000.00            |
| 2025-07-17 | $10373935.64              | $30030000.00            |
| 2025-07-18 | $1621726.95               | $27190000.00            |
| 2025-07-21 | $146729790.66             | $30000.00               |
| 2025-07-22 | $18316657.22              | $7310000.00             |
| 2025-07-23 | $7830352.57               | $7450000.00             |
| 2025-07-24 | $76936628.66              | $150000000.00           |
| 2025-07-25 | $157254189.38             | $53691308.49            |
| 2025-07-28 | $47391099.59              | $0.00                   |
| 2025-07-29 | $55849097.95              | $23860000.00            |
| 2025-07-30 | $21156011.08              | $31820000.00            |
| 2025-07-31 | $24275508.18              | $4169301.94             |

**Total Gross Subscriptions (Month):** $1195396799.13

**Total Gross Redemptions (Month):** $647082976.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1800%           |
| 2025-07-02 | 4.1900%           |
| 2025-07-03 | 4.1800%           |
| 2025-07-07 | 4.1700%           |
| 2025-07-08 | 4.1600%           |
| 2025-07-09 | 4.1600%           |
| 2025-07-10 | 4.1500%           |
| 2025-07-11 | 4.1400%           |
| 2025-07-14 | 4.1300%           |
| 2025-07-15 | 4.1400%           |
| 2025-07-16 | 4.1400%           |
| 2025-07-17 | 4.1400%           |
| 2025-07-18 | 4.1400%           |
| 2025-07-21 | 4.1400%           |
| 2025-07-22 | 4.1300%           |
| 2025-07-23 | 4.1200%           |
| 2025-07-24 | 4.1200%           |
| 2025-07-25 | 4.1200%           |
| 2025-07-28 | 4.1300%           |
| 2025-07-29 | 4.1300%           |
| 2025-07-30 | 4.1400%           |
| 2025-07-31 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 95.5500%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 9.6700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2039-05-31      | 4.2500%  | 0.0000% | $22005275.04       | $22442656.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $57092727.22       | $58227513.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.7500%  | 0.0000% | $64232774.10       | $65509477.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $153364202.69      | $156412500.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $133404409.88      | $136055982.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $194955674.52      | $198830651.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $92524250.88       | $94363281.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-28      | 6.0000%  | 0.0000% | $8202352.75        | $8365384.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $63412070.06       | $64672461.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $152309701.99      | $155337040.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-31      | 4.1200%  | 0.0000% | $98141162.09       | $100091835.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8700%  | 0.0000% | $226656901.62      | $231161978.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-31      | 4.3700%  | 0.0000% | $96114407.17       | $98024796.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.8700%  | 0.0000% | $100594896.10      | $102594340.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 1.5000%  | 0.0000% | $26710604.57       | $27241509.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-30      | 2.0000%  | 0.0000% | $236406437.66      | $241105298.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $155429738.72      | $158519091.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-31      | 3.3700%  | 0.0000% | $40348001.16       | $41149966.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $42440711.42       | $43284271.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $69760904.83       | $71147486.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6200%  | 0.0000% | $61347315.26       | $62566666.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $204824674.70      | $208895810.44      | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.330000%
- **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_4.33_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2031-06-30      | 4.2500%  | 0.0000% | $149000.00         | $151231.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $12725600.00       | $12916218.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $292300.00         | $297030.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $34905000.00       | $35066039.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $313700.00         | $305560.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $29200.00          | $23688.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $2719800.00        | $2163500.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $103300.00         | $77852.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $369600.00         | $271921.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $1034900.00        | $599547.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $373400.00         | $273675.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $48640100.00       | $40217690.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $175400.00         | $170104.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $276.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $259.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $259.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $800.00            | $754.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $325700.00         | $373702.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $6265300.00        | $6115596.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $186.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $1297100.00        | $1279606.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $25300.00          | $25449.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $420900.00         | $461224.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $442000.00         | $446323.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $22894500.00       | $22866247.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $572400.00         | $572836.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $24416500.00       | $24898213.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $4113400.00        | $4202844.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $11100000.00       | $11926052.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $13566200.00       | $13956784.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $23692000.00       | $24362624.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $709900.00         | $711220.88         | U.S. Treasuries (including strips) |

### Security 3: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.36_0801
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $5100.00           | $5246.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $53800.00          | $54605.88          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $35700.00          | $36277.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $7513800.00        | $7548466.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $2031900.00        | $2076803.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-09-11      | 0.0000%  | 0.0000% | $1743700.00        | $1735206.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $14200.00          | $13775.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $477000.00         | $338053.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $143.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $148.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $1935300.00        | $1292820.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $14400.00          | $10554.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $147500.00         | $107289.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $228900.00         | $221988.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $3357200.00        | $4354394.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $1114000.00        | $1087382.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $92.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $101189200.00      | $93661159.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $39100.00          | $38496.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $25960000.00       | $25540396.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $12455300.00       | $12708110.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $4100.00           | $4124.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $34300.00          | $36829.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $7300.00           | $6960.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $1083900.00        | $1086300.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $62400.00          | $68378.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 4.5309%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $964600.00         | $983002.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |

### Security 4: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 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: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1034302.00        | $799484.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $9209608.00        | $7191669.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $5261374.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $3115041.00        | $3116020.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $86601.00          | $92163.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1061.00           | $1090.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $10831744.00       | $11020677.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1040.00           | $1089.50           | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $925000.00         | $938855.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-06-30      | 4.2500%  | 0.0000% | $35800.00          | $36379.32          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $85700.00          | $84573.93          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-10-15      | 1.6250%  | 0.0000% | $69700.00          | $72544.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $1571000.00        | $1578248.06        | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $13092.00          | $2097.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $3074.00           | $2098.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $747.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $730.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $4777.00           | $4568.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1626.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $1024.00           | $704.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1326.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $2048.00           | $1428.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1408.00           | $976.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $2016.00           | $1485.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $93644.00          | $71283.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1704.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-30      | 6.0000%  | 0.0000% | $3024.00           | $2252.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $798.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $76484.00          | $65492.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $1290.00           | $12.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 7.0000%  | 0.0000% | $1140350.00        | $753001.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1228089.00        | $1000127.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1034494.00        | $1030473.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 2.3050%  | 0.0000% | $2000000.00        | $1796061.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 1.5700%  | 0.0000% | $5725821.00        | $3840149.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2048.00           | $1346.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 1.3900%  | 0.0000% | $1144896.00        | $1046049.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 2.4050%  | 0.0000% | $764308.00         | $717120.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1008.00           | $663.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $673.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1367.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1002.00           | $528.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 4.6650%  | 0.0000% | $11331554.00       | $11469079.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.4600%  | 0.0000% | $102421.00         | $102886.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $920534.00         | $555996.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $3001.00           | $2061.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $51471.00          | $36924.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3052.00           | $2568.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1630.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2365.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $868.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1016.00           | $872.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $271870.00         | $250025.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3024.00           | $2121.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $3024.00           | $2390.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6842365.00        | $7135526.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $238913.00         | $244380.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1820652.00        | $754186.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1027.00           | $142.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1001.00           | $529.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1602.00           | $1130.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 6.0000%  | 0.0000% | $6477310.00        | $5045204.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $981.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $947.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1090187.00        | $1149895.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1145191.00        | $1223407.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $4660.00           | $4859.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2996.00           | $3032.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1989233.00        | $1943828.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $2181.00           | $1016.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 7.2020%  | 0.0000% | $153340.00         | $141557.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $4000.00           | $2341.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3024.00           | $658.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $7168.00           | $1606.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1006.00           | $82.53             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1021475.00        | $527386.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $803.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $5000.00           | $3623.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $6000.00           | $5009.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $3000.00           | $2235.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $4000.00           | $2544.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $7006.00           | $2051.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $443.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4000.00           | $2273.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $5000.00           | $3530.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $7002.00           | $1492.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $5040.00           | $3390.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $5000.00           | $3780.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $849552.00         | $353629.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $5000.00           | $2734.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $8000.00           | $3778.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $4000.00           | $1586.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $4000.00           | $2260.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $6000.00           | $3495.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $5000.00           | $3102.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1391148.00        | $826439.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 4.5000%  | 0.0000% | $6000.00           | $2925.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $8000.00           | $5243.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4000.00           | $2375.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1051.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $946.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $917.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1000.00           | $1077.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $4290624.00        | $4632050.66        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $501600.00         | $380122.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2047-05-15      | 3.0000%  | 0.0000% | $8720900.00        | $6526967.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $20009400.00       | $11592031.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $31382500.00       | $30434977.91       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-15      | 0.3750%  | 0.0000% | $27500.00          | $35668.37          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $297600.00         | $341461.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $5100.00           | $5130.19           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $107.37            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-01-31      | 4.5309%  | 0.0000% | $300.00            | $300.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $5900.00           | $5979.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $25740300.00       | $26663065.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.36_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $36273500.00       | $36488214.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $65181600.00       | $65511831.69       | U.S. Treasuries (including strips) |

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.475000%
- **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):** $100006975.00
- **C.18.a - Value (excl. sponsor support):** $100006975.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.480000%
- **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):** $100010645.00
- **C.18.a - Value (excl. sponsor support):** $100010645.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **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):** $100094652.00
- **C.18.a - Value (excl. sponsor support):** $100094652.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **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):** $49998581.50
- **C.18.a - Value (excl. sponsor support):** $49998581.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.325000%
- **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):** $348998666.82
- **C.18.a - Value (excl. sponsor support):** $348998666.82
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **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):** $99500073.63
- **C.18.a - Value (excl. sponsor support):** $99500073.63
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **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):** $349245260.68
- **C.18.a - Value (excl. sponsor support):** $349245260.68
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **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):** $498993522.98
- **C.18.a - Value (excl. sponsor support):** $498993522.98
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.315000%
- **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):** $499999.85
- **C.18.a - Value (excl. sponsor support):** $499999.85
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **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):** $597996806.68
- **C.18.a - Value (excl. sponsor support):** $597996806.68
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **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):** $98501653.82
- **C.18.a - Value (excl. sponsor support):** $98501653.82
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **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):** $298506340.14
- **C.18.a - Value (excl. sponsor support):** $298506340.14
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **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):** $150008976.00
- **C.18.a - Value (excl. sponsor support):** $150008976.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **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):** $249511539.38
- **C.18.a - Value (excl. sponsor support):** $249511539.38
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **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):** $214998400.40
- **C.18.a - Value (excl. sponsor support):** $214998400.40
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **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):** $349996958.50
- **C.18.a - Value (excl. sponsor support):** $349996958.50
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **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):** $199999146.00
- **C.18.a - Value (excl. sponsor support):** $199999146.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **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):** $247995999.76
- **C.18.a - Value (excl. sponsor support):** $247995999.76
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **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):** $99998604.00
- **C.18.a - Value (excl. sponsor support):** $99998604.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **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):** $398493082.04
- **C.18.a - Value (excl. sponsor support):** $398493082.04
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **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):** $498493040.94
- **C.18.a - Value (excl. sponsor support):** $498493040.94
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4.325000%
- **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):** $548499391.17
- **C.18.a - Value (excl. sponsor support):** $548499391.17
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZE9, C.4 - ISIN: US3130B6ZE95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499503811.19
- **C.18.a - Value (excl. sponsor support):** $499503811.19
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74E1, C.4 - ISIN: US3130B74E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348996328.52
- **C.18.a - Value (excl. sponsor support):** $348996328.52
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249014242.80
- **C.18.a - Value (excl. sponsor support):** $249014242.80
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CX0, C.4 - ISIN: US3130B7CX07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349000000.00
- **C.18.a - Value (excl. sponsor support):** $349000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7D35, C.4 - ISIN: US3130B7D350, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **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 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8201863.10
- **C.18.a - Value (excl. sponsor support):** $8201863.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **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):** $39785706.63
- **C.18.a - Value (excl. sponsor support):** $39785706.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **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):** $30027717.30
- **C.18.a - Value (excl. sponsor support):** $30027717.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50013631.50
- **C.18.a - Value (excl. sponsor support):** $50013631.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $119862525.48
- **C.18.a - Value (excl. sponsor support):** $119862525.48
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 38: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $94070812.08
- **C.18.a - Value (excl. sponsor support):** $94070812.08
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $79832597.08
- **C.18.a - Value (excl. sponsor support):** $79832597.08
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 40: 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):** $21090253.62
- **C.18.a - Value (excl. sponsor support):** $21090253.62
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 41: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.420000%
- **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):** $200126606.00
- **C.18.a - Value (excl. sponsor support):** $200126606.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **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):** $37023433.21
- **C.18.a - Value (excl. sponsor support):** $37023433.21
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 43: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72063113.04
- **C.18.a - Value (excl. sponsor support):** $72063113.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 44: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72108482.40
- **C.18.a - Value (excl. sponsor support):** $72108482.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 5.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-05-31      | 4.3700%  | 0.0000% | $1250151736.11     | $1274999999.54     | U.S. Treasuries (including strips) |

### Security 46: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 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: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_4.38_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-30      | 4.3700%  | 0.0000% | $500060833.33      | $509999999.59      | 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 4.350000%
- **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_4.3500
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-04-30      | 0.7500%  | 0.0000% | $22900.00          | $22352.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $105961500.00      | $102032870.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $17400.00          | $17118.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $19976300.00       | $20129860.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $5985100.00        | $6120475.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $28754500.00       | $28526820.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $169998000.00      | $170078409.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $182932600.00      | $183072093.61      | 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 4.360000%
- **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_4.3600
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $961.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $1008.00           | $964.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $1024.00           | $980.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $1008.00           | $961.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $993.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $982.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.35           | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $299999000.00      | $305559631.46      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $532900.00         | $535358.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $3434000.00        | $3466280.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $2500000.00        | $2525399.56        | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $820.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $1024.00           | $806.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1040.00           | $926.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.0000%  | 0.0000% | $2834608.00        | $2535979.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 1.5000%  | 0.0000% | $1024.00           | $904.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1002.00           | $856.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1060.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1032.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-10-15      | 5.3000%  | 0.0000% | $1000.00           | $970.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.93           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-11-15      | 1.7500%  | 0.0000% | $1100.00           | $1012.65           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-05-31      | 0.5000%  | 0.0000% | $421900.00         | $396820.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-06-30      | 3.2500%  | 0.0000% | $246000.00         | $243587.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-31      | 4.1250%  | 0.0000% | $49505300.00       | $50243003.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $198.16            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $3100.00           | $2956.00           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $225765600.00      | $223977980.53      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-12-31      | 4.2500%  | 0.0000% | $998500.00         | $1001617.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-02-28      | 4.2500%  | 0.0000% | $4000.00           | $4121.98           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $130784000.00      | $133364237.54      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $1360900.00        | $1411059.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-31      | 4.1250%  | 0.0000% | $300.00            | $300.44            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $48027400.00       | $48943673.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-03-15      | 3.8750%  | 0.0000% | $41155700.00       | $41766213.94       | U.S. Treasuries (including strips)        |

### Security 49: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.360000%
- **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_4.36
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $251800.00         | $214655.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $102528200.00      | $101785417.74      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.370000%
- **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):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $33828600.00       | $33898904.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $274100.00         | $275364.61         | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $224568.00         | $229988.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $4643.00           | $653.33            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $25000000.00       | $22824364.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $124748100.00      | $122024394.77      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-31      | 1.5000%  | 0.0000% | $177700.00         | $171228.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $196.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 1.2500%  | 0.0000% | $383000.00         | $357116.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-06-30      | 0.8750%  | 0.0000% | $900.00            | $874.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-11-30      | 1.2500%  | 0.0000% | $2540500.00        | $2454073.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-30      | 1.5000%  | 0.0000% | $1700.00           | $1579.00           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $203.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-30      | 3.5000%  | 0.0000% | $49999500.00       | $49507354.92       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-15      | 4.6250%  | 0.0000% | $4845200.00        | $4939488.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-11-30      | 4.3750%  | 0.0000% | $200.00            | $205.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $56550200.00       | $56593321.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-15      | 4.5000%  | 0.0000% | $1000.00           | $1021.74           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-31      | 4.1250%  | 0.0000% | $300.00            | $300.44            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-02-15      | 4.2500%  | 0.0000% | $161156500.00      | $165718187.83      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1005.81           | 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: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498812500.00
- **C.18.a - Value (excl. sponsor support):** $498812500.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: 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):** $495925405.00
- **C.18.a - Value (excl. sponsor support):** $495925405.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 53: 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):** $290406288.00
- **C.18.a - Value (excl. sponsor support):** $290406288.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 54: 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):** $396615624.00
- **C.18.a - Value (excl. sponsor support):** $396615624.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 55: 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):** $197353124.00
- **C.18.a - Value (excl. sponsor support):** $197353124.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 56: 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):** $299710713.00
- **C.18.a - Value (excl. sponsor support):** $299710713.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **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 57: 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):** $695296875.00
- **C.18.a - Value (excl. sponsor support):** $695296875.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 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: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98989844.00
- **C.18.a - Value (excl. sponsor support):** $98989844.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 59: 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):** $686366408.00
- **C.18.a - Value (excl. sponsor support):** $686366408.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 60: 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):** $488554690.00
- **C.18.a - Value (excl. sponsor support):** $488554690.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 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: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $779456248.00
- **C.18.a - Value (excl. sponsor support):** $779456248.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 62: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99814844.00
- **C.18.a - Value (excl. sponsor support):** $99814844.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 63: 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):** $200175782.00
- **C.18.a - Value (excl. sponsor support):** $200175782.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 64: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.455900%
- **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):** $400151616.00
- **C.18.a - Value (excl. sponsor support):** $400151616.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 65: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.530900%
- **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):** $185557375.67
- **C.18.a - Value (excl. sponsor support):** $185557375.67
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 66: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.467900%
- **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):** $200191208.00
- **C.18.a - Value (excl. sponsor support):** $200191208.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 67: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.380000%
- **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_4.38_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2025-12-12      | 2.6250%  | 0.0000% | $205000.00         | $204367.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $8020000.00        | $7697676.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2028-11-16      | 3.2500%  | 0.0000% | $420000.00         | $415132.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2040-03-19      | 2.5900%  | 0.0000% | $1000000.00        | $731806.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2025-09-04      | 0.3750%  | 0.0000% | $325000.00         | $324191.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2036-02-05      | 1.8000%  | 0.0000% | $4500000.00        | $3309345.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2036-02-25      | 2.0000%  | 0.0000% | $790000.00         | $606991.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2036-02-25      | 2.0000%  | 0.0000% | $760000.00         | $583941.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-03-30      | 1.0000%  | 0.0000% | $15000000.00       | $14724140.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-05-26      | 1.0000%  | 0.0000% | $4500000.00        | $4391170.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-12-03      | 1.5000%  | 0.0000% | $500000.00         | $484304.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2042-01-27      | 2.8400%  | 0.0000% | $5000000.00        | $3627387.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2028-06-30      | 4.0000%  | 0.0000% | $5000000.00        | $5028166.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-09-11      | 4.6250%  | 0.0000% | $525000.00         | $536947.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-09-11      | 4.8750%  | 0.0000% | $375000.00         | $384816.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-11-17      | 4.6250%  | 0.0000% | $2140000.00        | $2173424.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2027-04-09      | 4.7500%  | 0.0000% | $5000000.00        | $5132313.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2026-04-10      | 4.4700%  | 0.0000% | $40000.00          | $40123.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2030-08-14      | 5.2700%  | 0.0000% | $15620000.00       | $15981399.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2040-03-12      | 5.6250%  | 0.0000% | $5050000.00        | $5101624.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2040-07-17      | 5.8000%  | 0.0000% | $17940000.00       | $17934520.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2025-08-01      | 0.0000%  | 0.0000% | $1465000.00        | $1464648.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2025-11-14      | 0.0000%  | 0.0000% | $100000.00         | $98758.40          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-11-12      | 4.6100%  | 0.0000% | $85141000.00       | $86171821.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2036-07-15      | 5.5000%  | 0.0000% | $2390000.00        | $2571626.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $18000.00          | $20330.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $6348000.00        | $7353155.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $4394000.00        | $4937695.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $538000.00         | $587876.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-15      | 7.1250%  | 0.0000% | $584000.00         | $658763.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-15      | 7.2500%  | 0.0000% | $1874000.00        | $2165076.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $10767000.00       | $12202479.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $875000.00         | $756138.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-25      | 0.3750%  | 0.0000% | $6478000.00        | $6469287.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $500000.00         | $467902.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-07      | 0.5000%  | 0.0000% | $2506000.00        | $2482247.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-05      | 4.6200%  | 0.0000% | $175057000.00      | $177446139.03      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $500000.00         | $495252.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $341000.00         | $334659.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-25      | 1.9000%  | 0.0000% | $3840000.00        | $2891964.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-19      | 0.5600%  | 0.0000% | $2650000.00        | $2651007.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2025-09-23      | 0.3750%  | 0.0000% | $5191000.00        | $5167034.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $1100000.00        | $1192510.00        | Agency Mortgage-Backed Securities |

### Security 68: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. 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: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_4.37_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.5000%  | 0.0000% | $300000.00         | $31341.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $1380000.00        | $977181.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1525907.00        | $159417.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $152242.00         | $56341.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.8350%  | 0.0000% | $15009300.00       | $15320535.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $228000.00         | $42513.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $310000.00         | $129246.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $2700688.00        | $113187.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $9913744.00        | $10106982.70       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $404267008.00      | $49214866.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $12934688.00       | $2145759.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $150000000.00      | $127922151.95      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $39001.00          | $32781.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-15      | 5.5800%  | 0.0000% | $5000.00           | $5124.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-15      | 2.6500%  | 0.0000% | $99999.00          | $82880.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-10-15      | 4.2100%  | 0.0000% | $2250000.00        | $2085031.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-15      | 2.7800%  | 0.0000% | $6848720.00        | $5818684.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-15      | 5.3300%  | 0.0000% | $5740050.00        | $5784038.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $23946.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-15      | 5.3000%  | 0.0000% | $1495348.00        | $1500261.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-04-15      | 5.0000%  | 0.0000% | $1277662.00        | $1245493.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-06-15      | 6.2000%  | 0.0000% | $4810664.00        | $5122536.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-15      | 4.6700%  | 0.0000% | $2058196.00        | $1982864.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-15      | 5.8200%  | 0.0000% | $1261468.00        | $1321041.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-20      | 2.5000%  | 0.0000% | $410197.00         | $323970.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 4.0000%  | 0.0000% | $237200.00         | $214622.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-15      | 5.3600%  | 0.0000% | $10000.00          | $10086.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $8045.00           | $7915.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-15      | 5.4500%  | 0.0000% | $4886400.00        | $4993856.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-15      | 5.9900%  | 0.0000% | $317548.00         | $328181.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1058810.00        | $1050903.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1900214.00        | $1989830.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $622598.00         | $656154.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $661695.00         | $691493.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3647596.00        | $3807664.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4666936.00        | $4871860.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $7681940.00        | $7979446.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $124568000.00      | $125638433.48      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $9099830.00        | $9399018.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1196940.00        | $1245930.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $234554000.00      | $13566421.74       | Agency Collateralized Mortgage Obligation |

### Security 69: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.36_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $196.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $56171500.00       | $56379409.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-02-15      | 6.0000%  | 0.0000% | $4919100.00        | $5098173.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $200.00            | $218.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 4.6250%  | 0.0000% | $3600.00           | $3650.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $103.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $12681600.00       | $11495001.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $25200.00          | $23764.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $37827600.00       | $44643078.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $137928000.00      | $137356012.58      | U.S. Treasuries (including strips) |

### Security 70: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_4.3700
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $14697000.00       | $16026237.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $85719200.00       | $85973786.02       | U.S. Treasuries (including strips) |

### Security 71: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1311210.00        | $1284881.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $10460704.00       | $8441904.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2466700.00        | $2567444.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $11772368.00       | $12194059.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $64787.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $1900000.00        | $1533265.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $6871952.00        | $6395643.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 4.0000%  | 0.0000% | $15217.00          | $8204.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1003846.00        | $798857.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 5.5000%  | 0.0000% | $39552.00          | $574.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $6136520.00        | $6112103.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1990324.00        | $1675138.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $29107744.00       | $19094324.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $43838848.00       | $26775729.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $413945.00         | $207890.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $10856352.00       | $7197545.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $222208000.00      | $147277892.74      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $13126272.00       | $13369755.29       | Agency Mortgage-Backed Securities |

### Security 72: 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_0801
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $243578900.00      | $225026629.53      | U.S. Treasuries (including strips) |

### Security 73: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.36_0801
- **C.18 - Value (incl. sponsor support):** $527000000.00
- **C.18.a - Value (excl. sponsor support):** $527000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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 | 2027-03-31      | 3.8750%  | 0.0000% | $531669500.00      | $537540040.40      | U.S. Treasuries (including strips) |

### Security 74: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 986PPK002_4.34
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-07-31      | 4.4679%  | 0.0000% | $200.00            | $200.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $134096200.00      | $132334221.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $203.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $126.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $377100.00         | $238425.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $39000600.00       | $41102993.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $986.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $35596700.00       | $36816553.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $179900.00         | $181590.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $44036000.00       | $44785546.09       | U.S. Treasuries (including strips) |

### Security 75: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.36_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-09-11      | 0.0000%  | 0.0000% | $2400.00           | $2388.31           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $20600.00          | $15672.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $19286300.00       | $18362668.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $24460000.00       | $22770352.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $11790000.00       | $12194028.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $600.00            | $603.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $900.00            | $899.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $200.00            | $203.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $194511000.00      | $201680189.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $3600.00           | $3617.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $200.39            | U.S. Treasuries (including strips) |

### Security 76: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1027125.00        | $414483.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $11632491.00       | $9876398.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1709276.00        | $1329199.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1513560.00        | $1330312.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3974470.00        | $3590062.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $939102.00         | $957206.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $8000.00           | $8130.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $389565.00         | $304573.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2988795.00        | $2830961.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $19000.00          | $11136.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $151518.00         | $155459.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1037208.00        | $1054488.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $278285.00         | $284551.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1293370.00        | $1341153.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $788296.00         | $786059.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4599807.00        | $4583691.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3746119.00        | $3825983.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $974.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2725616.00        | $2777181.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1439750.00        | $1463304.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1387308.00        | $1370525.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $6570019.00        | $6727612.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $1961325.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $212084.00         | $213047.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1469242.00        | $1473625.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $408248.00         | $40846.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $175000.00         | $40560.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $400000.00         | $98201.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $501683.00         | $119949.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $14344430.00       | $2487926.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $182386.00         | $74572.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $300000.00         | $39883.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $338262.00         | $51053.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $144000.00         | $40038.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $22372.00          | $21454.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $8543952.00        | $8219254.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11640170.00       | $11209637.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $7113.00           | $103.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 6.7360%  | 0.0000% | $3826540.00        | $3289603.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.5060%  | 0.0000% | $2280662.00        | $2292274.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $5065.00           | $184.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 7.5000%  | 0.0000% | $1119.00           | $46.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5190%  | 0.0000% | $1697850.00        | $7680.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $3953.00           | $76.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $22026856.00       | $83330.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.0000%  | 0.0000% | $134219.00         | $17146.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1600000.00        | $254507.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1700000.00        | $240535.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.5000%  | 0.0000% | $75000.00          | $8103.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $200000.00         | $22287.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $8350323.00        | $2287600.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $10920877.00       | $1096025.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 2.6830%  | 0.0000% | $923452.00         | $188222.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $92818.00          | $14253.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $129910.00         | $23882.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $4500000.00        | $642763.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $13210390.00       | $2779075.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $1133632.00        | $250989.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $503999.00         | $64566.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $146958.00         | $22828.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $35000.00          | $6428.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $1812342.00        | $529428.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $184000.00         | $49250.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 3.0000%  | 0.0000% | $165278.00         | $15951.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 3.5000%  | 0.0000% | $40990.00          | $5642.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $93000.00          | $19876.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $2031745.00        | $1930332.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $571800.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $337094.00         | $150675.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $15000.00          | $5154.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $81793.00          | $54625.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $53417.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $2555000.00        | $2028516.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $94396.00          | $73463.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $350200.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1413521.00        | $1164052.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $2165000.00        | $1761681.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1286919.00        | $1142597.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $785037.00         | $655115.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $10700638.00       | $9714893.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $800000.00         | $723947.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $362054.00         | $84430.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $88955.00          | $24288.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $84770.00          | $30071.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $254333.00         | $194562.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5629.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $3786731.00        | $1789249.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $448929.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $30999.00          | $14576.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $317986.00         | $113282.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $44998.00          | $25127.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $841220.00         | $480561.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $662626.00         | $419755.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $20000.00          | $13013.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $13000.00          | $8574.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $16000.00          | $11466.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $5340060.00        | $4151707.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $11000.00          | $8698.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $14999.00          | $11964.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $16316260.00       | $12604221.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $506467.00         | $409121.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2600.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1039490.00        | $837653.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $92000.00          | $58579.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $192000.00         | $169886.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $10628723.00       | $9887856.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $117000.00         | $105692.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $528977.00         | $492312.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $123000.00         | $114681.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.0000%  | 0.0000% | $921012.00         | $838401.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $14061169.00       | $13614876.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0180%  | 0.0000% | $1029.00           | $1028.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $968867.00         | $968086.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1008.00           | $771.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $3037.00           | $2373.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.8500%  | 0.0000% | $970700.00         | $968641.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $96000.00          | $49445.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $293307.00         | $249014.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $554881.00         | $445759.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1884319.00        | $1636672.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $799.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $23258.00          | $8069.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 5.0000%  | 0.0000% | $3224.00           | $731.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $425000.00         | $219294.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $520848.00         | $275108.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $13967971.00       | $8361223.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $563759.00         | $345489.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $182302.00         | $110155.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $100095.00         | $70528.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $157377.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $96000.00          | $68324.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $67969.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5655.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1063000.00        | $790723.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $10209.00          | $6455.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $110100.00         | $67188.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 2.5000%  | 0.0000% | $351000.00         | $243983.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $500000.00         | $243617.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $266760.00         | $40205.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $867604.00         | $742894.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $8000.00           | $6515.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3144500.00        | $2896336.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $4870128.00        | $3329960.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $39215.00          | $35769.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $35238.00          | $30691.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $385936.00         | $347233.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.5000%  | 0.0000% | $4000000.00        | $3531352.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $8321.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $559983.00         | $190.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $1570.00           | $1.07              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.6070%  | 0.0000% | $15217869.00       | $21346.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 7.5000%  | 0.0000% | $1130198.00        | $154.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9968.00           | $10.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.4800%  | 0.0000% | $655595.00         | $432019.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 7.5000%  | 0.0000% | $26000.00          | $9.85              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $9739784.00        | $4785.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.1250%  | 0.0000% | $1209.00           | $1.48              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $7897355.00        | $18432.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $3377938.00        | $477270.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $800000.00         | $94938.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $2858746.00        | $87976.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 6.8780%  | 0.0000% | $48621913.00       | $2244587.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $300000.00         | $45349.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $100000.00         | $27540.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.9700%  | 0.0000% | $2040000.00        | $1915830.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 3.0600%  | 0.0000% | $295225.00         | $294181.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $540006.00         | $479348.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 3.2600%  | 0.0000% | $45000.00          | $41496.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $99136.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1966366.00        | $145162.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $8167727.00        | $1200696.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $628097.00         | $68027.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21398.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $53399807.00       | $5188412.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $11905488.00       | $2674555.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $35774242.00       | $10899457.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $18215370.00       | $5734040.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $145.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $868609.00         | $182515.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $52025000.00       | $342924.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2260%  | 0.0000% | $1083.00           | $8.67              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1900%  | 0.0000% | $1041.00           | $9.29              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.1230%  | 0.0000% | $10300000.00       | $50693.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.2040%  | 0.0000% | $5000000.00        | $77292.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.2520%  | 0.0000% | $33132.00          | $446.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.8110%  | 0.0000% | $39657903.00       | $127826.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.3000%  | 0.0000% | $12358.00          | $99.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1465341.00        | $1439262.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $653883.00         | $482914.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $8916443.00        | $8706491.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $20000.00          | $19374.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3032928.00        | $2428388.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2013.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2835189.00        | $2798482.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $3673592.00        | $3381852.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $144086.00         | $143267.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2556577.00        | $2484592.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $70772.00          | $70233.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1029874.00        | $1050966.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3061.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1107301.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1447656.00        | $1189964.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $6559937.00        | $6517807.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.2400%  | 0.0000% | $612567.00         | $535482.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.8200%  | 0.0000% | $499000.00         | $446920.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.0800%  | 0.0000% | $1078620.00        | $1041623.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $197181.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1330670.00        | $1164427.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $3278.00           | $2571.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $2008200.00        | $1815568.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $1000.00           | $908.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 1.4000%  | 0.0000% | $899000.00         | $724143.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1650970.00        | $316646.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $100000.00         | $27450.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $557500.00         | $132844.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $93739.00          | $24932.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $4101.00           | $1048.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $8903000.00        | $2804856.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1999996.00        | $426947.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 6.0200%  | 0.0000% | $1020077.00        | $123196.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.4340%  | 0.0000% | $156000.00         | $97516.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9760%  | 0.0000% | $37532082.00       | $30039788.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $18236.00          | $16742.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.9580%  | 0.0000% | $15761000.00       | $14170348.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.8910%  | 0.0000% | $11509988.00       | $10963655.20       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.8580%  | 0.0000% | $2002000.00        | $1959358.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $160243.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $586000.00         | $127197.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $100000.00         | $28811.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $2680583.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1312000.00        | $762739.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $11301031.00       | $7773329.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $9822231.00        | $8418971.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.2400%  | 0.0000% | $8449923.00        | $7439934.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 3.8700%  | 0.0000% | $417000.00         | $380102.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.8800%  | 0.0000% | $3600000.00        | $3325907.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $94008.00          | $92979.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14190500.00       | $14969042.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.8700%  | 0.0000% | $130000.00         | $132502.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $450236.00         | $370003.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $101221.00         | $76482.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2704173.00        | $2679197.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $19000.00          | $17488.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3099587.00        | $2759237.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2578.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $86165.00          | $83696.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1425534.00        | $899791.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2840640.00        | $2354912.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $5759278.00        | $4922231.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $165297.00         | $157995.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1079.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1391000.00        | $1109086.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $2001.00           | $2084.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $16004.00          | $17125.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1384089.00        | $1198412.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $106000.00         | $99399.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6800%  | 0.0000% | $5258581.00        | $5274572.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1418876.00        | $1407368.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.9500%  | 0.0000% | $1008.00           | $991.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $2590390.00        | $2580040.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.2100%  | 0.0000% | $1000.00           | $1027.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $46578306.00       | $12771844.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1045877.00        | $181428.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $790.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $173000.00         | $37111.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $126765.00         | $30363.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $21710.00          | $9235.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1586189.00        | $264430.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $609794.00         | $324193.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $340011.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1195.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $162839.00         | $101206.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $10590252.00       | $6733723.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $384911.00         | $258184.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $669.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $93000.00          | $67921.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3005.00           | $2268.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $128600.00         | $103245.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $65999.00          | $47903.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8000.00           | $6290.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $100000.00         | $69563.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1150.00           | $968.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $786.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $92315.00          | $76759.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $13801592.00       | $11601043.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $188132.00         | $157496.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $2001.00           | $1655.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1153011.00        | $1010614.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5758192.00        | $4659252.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $474000.00         | $443668.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1018.00           | $891.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2024.00           | $1657.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $3284067.00        | $3232107.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $1136356.00        | $419663.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $20002.00          | $7489.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $102000.00         | $31221.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $2262000.00        | $591564.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $129000.00         | $44983.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $524977.00         | $269153.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1425000.00        | $590217.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $539000.00         | $147121.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $135400.00         | $90094.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2394000.00        | $1549041.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $117000.00         | $70274.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $103000.00         | $66986.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $6933623.00        | $4529800.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1980294.00        | $1337712.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000000.00        | $1521077.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $766.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $21120.00          | $15521.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $900861.00         | $816166.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $19506440.00       | $16265753.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $13000.00          | $10018.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $14507400.00       | $12820060.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $4150000.00        | $3541021.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $10652079.00       | $9155029.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $543219.00         | $472317.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2797334.00        | $2988746.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $2772852.00        | $12126.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $25461984.00       | $400469.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.8940%  | 0.0000% | $2601043.00        | $158573.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $5066776.00        | $22333.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.7790%  | 0.0000% | $16065597.00       | $130902.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $1662998.00        | $60097.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $1014136.00        | $17447.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1001.00           | $26.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.1490%  | 0.0000% | $5000000.00        | $95736.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $339845.00         | $58534.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $7552.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $3000000.00        | $204872.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $323925.00         | $21061.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $2670887.00        | $152270.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2048.00           | $1231.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $529995.00         | $307408.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $264998.00         | $36723.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $469196.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $11304027.00       | $6630008.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $7979332.00        | $4755018.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $221002.00         | $111039.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $154666.00         | $138684.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $3500000.00        | $2877191.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $8926057.00        | $5712257.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2010000.00        | $1316901.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $319658.00         | $220638.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $600009.00         | $401270.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1144821.00        | $775930.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $157840.00         | $125829.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $17002.00          | $13423.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19364.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $685800.00         | $613496.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $158598.00         | $154762.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $958017.00         | $912913.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $282525.00         | $23716.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $610686.00         | $600100.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $3276208.00        | $3320215.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $37000.00          | $36643.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $880.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1218549.00        | $1157647.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $824.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2002873.00        | $1905116.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $8713624.00        | $8272431.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1280844.00        | $1325829.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $18720598.00       | $17281365.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $5792199.00        | $5880981.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $8679760.00        | $8757690.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2856076.00        | $2865739.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1305795.00        | $1329343.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $953238.00         | $952075.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2512452.00        | $2507717.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3971365.00        | $3860562.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $9172592.00        | $8930623.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1501424.00        | $1488571.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $238004.00         | $235582.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $321520.00         | $326579.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $282502.00         | $276050.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $36900.00          | $34056.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $16552343.00       | $13344501.69       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $14000.00          | $12737.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1013.00           | $951.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $178530.00         | $167706.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $9049.00           | $8457.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1132083.00        | $1147762.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $19293206.00       | $19486269.03       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1088858.00        | $1104396.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1164371.00        | $1099451.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4423695.00        | $4485868.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4472413.00        | $4519458.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $4911243.00        | $4909191.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $114458.00         | $10209.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-20      | 6.0000%  | 0.0000% | $384000.00         | $22785.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $291999.00         | $27058.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $1113000.00        | $109534.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1250.00           | $124.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $4996.00           | $481.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $160000.00         | $18301.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $190869522.00      | $22987556.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 6.0000%  | 0.0000% | $301794.00         | $29738.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $65531.00          | $6047.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $1124860.00        | $73911.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $597963.00         | $151131.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $869.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $21421971.00       | $6306485.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 6.0000%  | 0.0000% | $1137000.00        | $308872.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $108035.00         | $28893.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $558875.00         | $376172.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $3105495.00        | $2269102.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $218795.00         | $141095.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $503000.00         | $264202.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $398269.00         | $132907.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $108238.00         | $59622.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $149002.00         | $85178.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $3552118.00        | $2030600.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $15859260.00       | $9367750.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $214960.00         | $144331.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $600000.00         | $437160.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $3430643.00        | $2604701.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $27535712.00       | $20852583.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $188570.00         | $146814.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $92168.00          | $69449.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $42465457.00       | $30731422.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $17365632.00       | $13011218.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39798449.00       | $33445846.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $952182.00         | $854698.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.5000%  | 0.0000% | $225789.00         | $72363.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $90291.00          | $7817.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $603934.00         | $115798.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-15      | 3.5000%  | 0.0000% | $106352.00         | $30431.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $8323110.00        | $8627251.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $9114780.00        | $9426477.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $88282.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-15      | 7.5000%  | 0.0000% | $1190289.00        | $1254914.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1996726.00        | $2048068.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $489921.00         | $510803.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $490158.00         | $511020.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $457744.00         | $476903.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1099008.00        | $1147056.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $284953.00         | $296718.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1128418.00        | $1203596.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $310459.00         | $332573.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2106838.00        | $2058391.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3496213.00        | $3452374.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4347737.00        | $4321065.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $6051480.00        | $6173142.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $1479264.00        | $39718.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $9797080.00        | $501772.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $16741201.00       | $696857.91         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2031-02-15      | 1.1250%  | 0.0000% | $2215200.00        | $1918396.07        | U.S. Treasuries (including strips)        |

### Security 77: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: N/A, C.5 - Other ID: 989GWF002_4.36_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $296300.00         | $301094.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $1395600.00        | $1406279.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $68972800.00       | $69219722.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $159600.00         | $160347.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $697900.00         | $688729.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $969600.00         | $842500.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $22300.00          | $13780.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $2617500.00        | $1450043.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $353800.00         | $259310.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $4382400.00        | $3623553.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $33300.00          | $29746.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $5021600.00        | $4929329.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $240400.00         | $241321.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $4900.00           | $4757.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $153600.00         | $152707.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $252500.00         | $216667.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $47400.00          | $40401.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 0.3750%  | 0.0000% | $44300.00          | $43739.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $760600.00         | $704194.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $780700.00         | $717876.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1396200.00        | $1349017.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $651800.00         | $627633.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $47439700.00       | $46974448.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $210100.00         | $211356.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $275200.00         | $276025.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 4.0000%  | 0.0000% | $368100.00         | $374248.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $402000.00         | $391225.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $563400.00         | $574835.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $114533100.00      | $115211059.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $211200.00         | $210036.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $58300.00          | $58720.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $304900.00         | $311796.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $306000.00         | $311954.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 5.0000%  | 0.0000% | $172900.00         | $175288.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $187000.00         | $188829.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $412600.00         | $412914.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $65600.00          | $68017.85          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $51200.00          | $52071.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $607700.00         | $625196.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $1456100.00        | $1480127.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $99800.00          | $99985.69          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2025-08-07

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

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller