# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-144790
**Filing Date:** 2026-4
**Character Count:** 353116
**Document Hash:** e8ab4ceabdca12dffe31f1854557c799
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-144790.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-144790

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 26843440

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Government Reserves Fund (Series ID: S000009529)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026050 | Class P Shares | GRFXX           |
| C000158659 | Class A Shares | GRAXX           |
| C000158661 | Class C Shares | GRCXX           |
| C000158662 | Class F Shares | GRGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Federated Hermes Money Market Obligations Trust

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES GOVERNMENT RESERVES FUND

**LEI of Series:** 25490029P8TQCRKZER13

**EDGAR Series Identifier:** S000009529

**Total number of share classes in the series:** 4

**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            | Federated Investment Management Company        | 801-34612         |
| Independent Public Accountant | Ernst & Young LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Federated Administrative Services              |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143             | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

- **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:** 46 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $5418549474.72

- **Amortized Cost of Portfolio Securities:** $5418716431.57

- **Cash:** $800669.05

- **Total Other Assets:** $7884361.88

- **Total Liabilities:** $16094371.28

- **Net Assets of Series:** $5411307091.22

- **Number of Shares Outstanding (Series):** 5411225462.1600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $3817219170.09            | $4497094330.09             | 69.3400%                  | 81.6900%                   |
| 2026-03-03 | $3633015585.78            | $4512895947.45             | 65.9200%                  | 81.8800%                   |
| 2026-03-04 | $3700796961.09            | $4570682524.42             | 66.4500%                  | 82.0700%                   |
| 2026-03-05 | $3630319166.58            | $4535209931.58             | 66.0200%                  | 82.4700%                   |
| 2026-03-06 | $3640998236.87            | $4545904606.87             | 66.0700%                  | 82.4900%                   |
| 2026-03-09 | $3913775102.68            | $4618686674.35             | 70.1000%                  | 82.7200%                   |
| 2026-03-10 | $3989749394.03            | $4644666167.36             | 71.1300%                  | 82.8000%                   |
| 2026-03-11 | $4028270073.05            | $4648192048.05             | 71.7800%                  | 82.8200%                   |
| 2026-03-12 | $3795466997.73            | $4415394174.40             | 70.5600%                  | 82.0900%                   |
| 2026-03-13 | $3903899828.97            | $4428842610.64             | 72.4600%                  | 82.2000%                   |
| 2026-03-16 | $3806521579.98            | $4461469563.31             | 70.2400%                  | 82.3200%                   |
| 2026-03-17 | $3734152247.96            | $4439105432.96             | 69.4100%                  | 82.5100%                   |
| 2026-03-18 | $4104735329.02            | $4609693715.69             | 73.9500%                  | 83.0500%                   |
| 2026-03-19 | $3830960060.90            | $4530923649.23             | 70.0200%                  | 82.8200%                   |
| 2026-03-20 | $3779791770.45            | $4479770963.79             | 69.7300%                  | 82.6400%                   |
| 2026-03-23 | $3775109431.78            | $4475093826.78             | 69.8300%                  | 82.7700%                   |
| 2026-03-24 | $3712030767.63            | $4412020364.29             | 69.4700%                  | 82.5700%                   |
| 2026-03-25 | $3710595950.54            | $4410590748.88             | 69.4600%                  | 82.5600%                   |
| 2026-03-26 | $3781500557.33            | $4456500557.33             | 69.9900%                  | 82.4800%                   |
| 2026-03-27 | $3766763454.54            | $4441763454.54             | 69.8900%                  | 82.4100%                   |
| 2026-03-30 | $3743198790.21            | $4418198790.21             | 69.7600%                  | 82.3400%                   |
| 2026-03-31 | $3805130352.58            | $4480130352.58             | 70.1100%                  | 82.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7600%             |
| 2026-03-03 | 3.7600%             |
| 2026-03-04 | 3.7600%             |
| 2026-03-05 | 3.7500%             |
| 2026-03-06 | 3.7500%             |
| 2026-03-09 | 3.7400%             |
| 2026-03-10 | 3.7300%             |
| 2026-03-11 | 3.7300%             |
| 2026-03-12 | 3.7300%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7200%             |
| 2026-03-17 | 3.7300%             |
| 2026-03-18 | 3.7300%             |
| 2026-03-19 | 3.7300%             |
| 2026-03-20 | 3.7300%             |
| 2026-03-23 | 3.7200%             |
| 2026-03-24 | 3.7200%             |
| 2026-03-25 | 3.7200%             |
| 2026-03-26 | 3.7200%             |
| 2026-03-27 | 3.7200%             |
| 2026-03-30 | 3.7200%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0001                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0001                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 1.0000                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Class P Shares

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $5108165340.52

- **Number of Shares Outstanding:** 5108087971.0100

- **Expense Reimbursement/Waiver:** 565615.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $10611149.61              | $53640296.03            |
| 2026-03-03 | $69041524.47              | $59422.79               |
| 2026-03-04 | $60703.58                 | $21584998.50            |
| 2026-03-05 | $9053176.61               | $0.00                   |
| 2026-03-06 | $18000591.35              | $7000007.05             |
| 2026-03-09 | $32252.07                 | $37535234.55            |
| 2026-03-10 | $14717581.43              | $4419952.74             |
| 2026-03-11 | $4661289.65               | $1769166.23             |
| 2026-03-12 | $209120.58                | $29949104.22            |
| 2026-03-13 | $8832872.88               | $3252040.70             |
| 2026-03-16 | $11591.58                 | $18963935.01            |
| 2026-03-17 | $12669920.64              | $1346268.13             |
| 2026-03-18 | $99777534.63              | $523.10                 |
| 2026-03-19 | $18073.95                 | $91682662.19            |
| 2026-03-20 | $19358.57                 | $48789821.36            |
| 2026-03-23 | $12300326.24              | $20478710.24            |
| 2026-03-24 | $13086.75                 | $11211204.03            |
| 2026-03-25 | $5173599.76               | $7064438.85             |
| 2026-03-26 | $21885355.12              | $569491.00              |
| 2026-03-27 | $12240008.53              | $1923861.06             |
| 2026-03-30 | $158336.79                | $9653903.05             |
| 2026-03-31 | $60469787.53              | $0.00                   |

**Total Gross Subscriptions (Month):** $359957242.32

**Total Gross Redemptions (Month):** $370895040.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.7300%           |
| 2026-03-03 | 2.7300%           |
| 2026-03-04 | 2.7300%           |
| 2026-03-05 | 2.7300%           |
| 2026-03-06 | 2.7200%           |
| 2026-03-09 | 2.7100%           |
| 2026-03-10 | 2.7100%           |
| 2026-03-11 | 2.7100%           |
| 2026-03-12 | 2.7000%           |
| 2026-03-13 | 2.7000%           |
| 2026-03-16 | 2.7100%           |
| 2026-03-17 | 2.7100%           |
| 2026-03-18 | 2.7100%           |
| 2026-03-19 | 2.7000%           |
| 2026-03-20 | 2.7000%           |
| 2026-03-23 | 2.7000%           |
| 2026-03-24 | 2.6900%           |
| 2026-03-25 | 2.7000%           |
| 2026-03-26 | 2.7000%           |
| 2026-03-27 | 2.7000%           |
| 2026-03-30 | 2.7000%           |
| 2026-03-31 | 2.7000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $299158580.09

- **Number of Shares Outstanding:** 299154362.5200

- **Expense Reimbursement/Waiver:** 27349.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $3426791.46               | $4018659.15             |
| 2026-03-03 | $338102.23                | $1287301.14             |
| 2026-03-04 | $440181.17                | $764464.97              |
| 2026-03-05 | $1417062.49               | $458241.54              |
| 2026-03-06 | $666779.24                | $410070.62              |
| 2026-03-09 | $646414.33                | $1078495.27             |
| 2026-03-10 | $1075115.75               | $984177.30              |
| 2026-03-11 | $327277.98                | $939805.99              |
| 2026-03-12 | $495706.00                | $625256.16              |
| 2026-03-13 | $2142636.15               | $527541.00              |
| 2026-03-16 | $359241.01                | $428688.96              |
| 2026-03-17 | $440256.24                | $1816235.48             |
| 2026-03-18 | $18387186.58              | $457116.72              |
| 2026-03-19 | $664738.93                | $618967.08              |
| 2026-03-20 | $1245707.36               | $551813.67              |
| 2026-03-23 | $1821615.14               | $482648.74              |
| 2026-03-24 | $507027.47                | $311154.83              |
| 2026-03-25 | $212816.33                | $222634.94              |
| 2026-03-26 | $374634.22                | $1080939.30             |
| 2026-03-27 | $363023.06                | $948616.71              |
| 2026-03-30 | $665973.06                | $400248.77              |
| 2026-03-31 | $994138.14                | $451838.39              |

**Total Gross Subscriptions (Month):** $37012424.34

**Total Gross Redemptions (Month):** $18864916.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.8800%           |
| 2026-03-03 | 2.8800%           |
| 2026-03-04 | 2.8800%           |
| 2026-03-05 | 2.8700%           |
| 2026-03-06 | 2.8700%           |
| 2026-03-09 | 2.8600%           |
| 2026-03-10 | 2.8600%           |
| 2026-03-11 | 2.8600%           |
| 2026-03-12 | 2.8500%           |
| 2026-03-13 | 2.8500%           |
| 2026-03-16 | 2.8600%           |
| 2026-03-17 | 2.8600%           |
| 2026-03-18 | 2.8600%           |
| 2026-03-19 | 2.8500%           |
| 2026-03-20 | 2.8500%           |
| 2026-03-23 | 2.8500%           |
| 2026-03-24 | 2.8400%           |
| 2026-03-25 | 2.8400%           |
| 2026-03-26 | 2.8500%           |
| 2026-03-27 | 2.8500%           |
| 2026-03-30 | 2.8500%           |
| 2026-03-31 | 2.8500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 18.8100%         | 0.0000%              |
| Broker-dealer |  | 36.5200%         | 0.0000%              |
| Broker-dealer |  | 20.1800%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $2806225.64

- **Number of Shares Outstanding:** 2806199.2300

- **Expense Reimbursement/Waiver:** 64.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2801.93                  | $1329.21                |
| 2026-03-03 | $25000.00                 | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $388135.21                | $117326.78              |
| 2026-03-06 | $274337.65                | $0.00                   |
| 2026-03-09 | $28469.62                 | $0.00                   |
| 2026-03-10 | $227291.38                | $0.00                   |
| 2026-03-11 | $92177.03                 | $100.00                 |
| 2026-03-12 | $22882.56                 | $0.00                   |
| 2026-03-13 | $30863.96                 | $0.00                   |
| 2026-03-16 | $298073.04                | $0.00                   |
| 2026-03-17 | $0.00                     | $25537.80               |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $20646.50                 | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $6751.13                |
| 2026-03-25 | $34449.36                 | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $7000.00                |
| 2026-03-31 | $103890.24                | $0.00                   |

**Total Gross Subscriptions (Month):** $1549018.48

**Total Gross Redemptions (Month):** $158044.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.4800%           |
| 2026-03-03 | 2.4800%           |
| 2026-03-04 | 2.4800%           |
| 2026-03-05 | 2.4800%           |
| 2026-03-06 | 2.4700%           |
| 2026-03-09 | 2.4600%           |
| 2026-03-10 | 2.4600%           |
| 2026-03-11 | 2.4600%           |
| 2026-03-12 | 2.4600%           |
| 2026-03-13 | 2.4600%           |
| 2026-03-16 | 2.4700%           |
| 2026-03-17 | 2.4700%           |
| 2026-03-18 | 2.4700%           |
| 2026-03-19 | 2.4700%           |
| 2026-03-20 | 2.4700%           |
| 2026-03-23 | 2.4600%           |
| 2026-03-24 | 2.4600%           |
| 2026-03-25 | 2.4600%           |
| 2026-03-26 | 2.4600%           |
| 2026-03-27 | 2.4600%           |
| 2026-03-30 | 2.4700%           |
| 2026-03-31 | 2.4700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 73.4600%         | 0.0000%              |
| Broker-dealer |  | 6.5000%          | 0.0000%              |
| Broker-dealer |  | 7.1900%          | 0.0000%              |

### Class: Class F Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1176944.97

- **Number of Shares Outstanding:** 1176929.4000

- **Expense Reimbursement/Waiver:** 105.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1576.10                  | $1248.98                |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.01                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.01                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $12000.00               |
| 2026-03-31 | $0.00                     | $7423.49                |

**Total Gross Subscriptions (Month):** $1576.11

**Total Gross Redemptions (Month):** $20672.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.8800%           |
| 2026-03-03 | 2.8800%           |
| 2026-03-04 | 2.8800%           |
| 2026-03-05 | 2.8800%           |
| 2026-03-06 | 2.8700%           |
| 2026-03-09 | 2.8600%           |
| 2026-03-10 | 2.8600%           |
| 2026-03-11 | 2.8500%           |
| 2026-03-12 | 2.8500%           |
| 2026-03-13 | 2.8500%           |
| 2026-03-16 | 2.8500%           |
| 2026-03-17 | 2.8600%           |
| 2026-03-18 | 2.8600%           |
| 2026-03-19 | 2.8500%           |
| 2026-03-20 | 2.8500%           |
| 2026-03-23 | 2.8500%           |
| 2026-03-24 | 2.8400%           |
| 2026-03-25 | 2.8400%           |
| 2026-03-26 | 2.8500%           |
| 2026-03-27 | 2.8500%           |
| 2026-03-30 | 2.8500%           |
| 2026-03-31 | 2.8500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 25.9600%         | 0.0000%              |
| Broker-dealer   |  | 25.5000%         | 0.0000%              |
| Broker-dealer   |  | 31.4400%         | 0.0000%              |
| Retail investor |  | 9.3500%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.670%, 4/1/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $14645255.69       | $15024763.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ1555 | 2055-09-01      | 5.0000%  |  | $2243704.77        | $2224028.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $5630885.64        | $4739518.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $14343776.38       | $14641012.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $1706837.63        | $1795433.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $2868461.17        | $2849261.61        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $1072.00           | $1099.94           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $1000.00           | $1025.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3879 | 2053-05-01      | 5.0000%  |  | $212378.46         | $211451.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $4214308.99        | $3970455.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1025 | 2055-05-01      | 6.0000%  |  | $126155.93         | $131358.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $3386824.78        | $3370682.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $33770.68          | $29706.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $936.77            | $961.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $174605.80         | $178070.38         | Agency Mortgage-Backed Securities  |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $9908.55           | $10076.82          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $889300.00         | $921186.81         | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $758253.14         | $731325.15         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $200300.00         | $173849.92         | U.S. Treasuries (including strips) |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.670%, 4/1/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $948069.11         | $846776.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  |  | $436405.04         | $402206.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $34866.53          | $33086.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $282464.30         | $281335.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $79926.56          | $68642.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  |  | $588679.63         | $605194.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $258528.31         | $268372.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $68747.49          | $66944.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $23270.30          | $22227.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9586 | 2052-04-01      | 3.5000%  |  | $1011559.41        | $939627.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $1135697.20        | $1160151.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $399599.29         | $386164.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $925824.65         | $814407.21         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3270 | 2035-03-01      | 4.6500%  |  | $1659093.00        | $1668967.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $2843939.50        | $2918019.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $5219692.30        | $5354951.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $1095742.72        | $1084184.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $1352821.22        | $1390773.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $64353.57          | $66201.70          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $934336.60         | $958574.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $1270212.47        | $1043800.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5012 | 2050-05-01      | 2.5000%  |  | $11881.85          | $10209.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $267901.25         | $263914.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $4069888.68        | $3872382.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $247324.80         | $243505.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $1945472.68        | $1967186.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $141090.46         | $143293.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $3300.78           | $3405.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $98.26             | $94.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $1649439.01        | $1600983.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $1069537.51        | $1046770.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $13315.73          | $12827.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $733.64            | $690.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $581283.66         | $548456.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $1483541.69        | $1435376.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $400221.04         | $397697.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $2362957.63        | $2291045.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $1259924.84        | $1249585.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $91937.67          | $91183.20          | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $264040.00         | $266262.77         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $892420.00         | $924418.68         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $206340.00         | $183088.99         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $9440.00           | $9377.32           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $811680.00         | $796649.70         | U.S. Treasuries (including strips) |
| FMAC FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $149.31            | $148.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $985708.91         | $985833.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $872594.00         | $889629.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $82619.90          | $84053.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $1042881.50        | $1043624.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $496155.20         | $485758.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $251561.00         | $238880.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3767 | 2042-09-01      | 3.5000%  |  | $1004965.07        | $948219.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5655 | 2056-01-01      | 5.0000%  |  | $133177.76         | $132645.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $3661584.28        | $3833728.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0236 | 2055-04-01      | 6.0000%  |  | $422677.65         | $432479.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $592115.12         | $573223.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $7177674.41        | $7320096.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $620468.37         | $639138.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $632941.96         | $632412.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $2585825.46        | $2593209.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $205148.16         | $198946.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2946103.85        | $2624059.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $264280.65         | $251226.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $1942144.74        | $1734368.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $1744988.76        | $1584309.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $1771866.24        | $1683340.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $523766.10         | $513276.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $1143.20           | $1086.42           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1241997.40        | $1253994.27        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $759846.40         | $779652.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $160500.13         | $159673.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $1577199.89        | $1563605.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9679 | 2053-07-01      | 5.0000%  |  | $950435.24         | $949419.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $208716.17         | $195595.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $4712285.25        | $4703471.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $167.49            | $160.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $36025.47          | $35667.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $21528.15          | $22031.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $162012.33         | $160641.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $447.40            | $433.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $13578004.45       | $14253831.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $742397.69         | $654111.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $2338836.51        | $2280966.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $2832693.55        | $2874060.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $594072.55         | $558084.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $1425806.33        | $1347504.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $2481690.54        | $2290815.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $15929.68          | $15858.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $409.94            | $404.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $34664.15          | $32019.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $815142.57         | $760897.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $55.94             | $54.96             | Agency Mortgage-Backed Securities  |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 4/9/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  |  | $5785608.08        | $4540417.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK     | 2055-06-20      | 4.5000%  |  | $767798.16         | $763363.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT     | 2066-02-20      | 6.5000%  |  | $980.63            | $1013.58           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL     | 2055-08-20      | 4.8729%  |  | $28441212.23       | $28593485.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF 004855 M     | 2040-11-20      | 5.0000%  |  | $3313.27           | $3383.63           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  |  | $149.63            | $155.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  |  | $203.64            | $199.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  |  | $499.74            | $499.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  |  | $11608610.89       | $10620718.10       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M     | 2047-08-20      | 3.0000%  |  | $285.21            | $257.08            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BP1829 X     | 2049-08-15      | 4.0000%  |  | $4447.92           | $4194.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038 | 2055-10-01      | 5.5000%  |  | $2191.28           | $2240.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  |  | $590403.75         | $597584.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M     | 2056-02-20      | 6.0000%  |  | $727926.12         | $746619.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C     | 2056-02-20      | 5.5000%  |  | $1006.52           | $1040.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4403 C     | 2056-02-20      | 6.5000%  |  | $4106.89           | $4294.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M     | 2055-12-20      | 6.5000%  |  | $1109.08           | $1163.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C     | 2055-12-20      | 7.0000%  |  | $1005.15           | $1044.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C     | 2055-12-20      | 6.0000%  |  | $985.10            | $1004.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C     | 2056-01-20      | 6.5000%  |  | $2759383.34        | $2842484.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0855 C     | 2056-02-20      | 6.5000%  |  | $32960.63          | $34430.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C     | 2056-02-20      | 5.5000%  |  | $3026.93           | $3130.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  |  | $589.92            | $526.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X     | 2047-09-15      | 4.5000%  |  | $212.94            | $207.86            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  |  | $145.21            | $144.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5509 X     | 2047-06-15      | 5.0000%  |  | $1102.36           | $1099.52           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  |  | $49.14             | $49.12             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  |  | $260.02            | $252.96            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2666 X     | 2047-06-15      | 5.0000%  |  | $3735.76           | $3744.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M     | 2054-05-20      | 7.0000%  |  | $1694.38           | $1773.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M     | 2054-08-20      | 4.0000%  |  | $1929.11           | $1811.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  |  | $738.23            | $719.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M     | 2052-08-20      | 3.5000%  |  | $848.82            | $783.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  |  | $263003.18         | $226111.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $4411.66           | $3937.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $2160.50           | $1927.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  |  | $2965.12           | $2803.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $508.97            | $473.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $2912.43           | $2603.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  |  | $6.18              | $6.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  |  | $111540.88         | $112309.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891 | 2055-12-01      | 5.5000%  |  | $1832640.97        | $1864881.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9162 | 2054-09-01      | 6.5000%  |  | $483219.97         | $513501.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466 | 2053-01-01      | 5.5000%  |  | $801.76            | $812.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147 | 2052-11-01      | 6.0000%  |  | $713.86            | $735.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186 | 2051-07-01      | 2.0000%  |  | $747.66            | $605.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $142349.49         | $142981.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4724 | 2054-07-01      | 5.5000%  |  | $876.77            | $892.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  |  | $1741.14           | $1827.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178 | 2035-01-01      | 5.5000%  |  | $3144.85           | $3167.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  |  | $2985.35           | $3047.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  |  | $113.04            | $106.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  |  | $62315.53          | $58680.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  |  | $1612.57           | $1613.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0079 | 2040-02-01      | 4.5000%  |  | $34.02             | $33.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  |  | $720939.47         | $682169.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $5.08              | $5.20              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X     | 2038-12-15      | 6.0000%  |  | $53.18             | $55.27             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700926 X     | 2038-11-15      | 5.5000%  |  | $3495.91           | $3597.86           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699271 X     | 2038-09-15      | 6.5000%  |  | $974.44            | $1031.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  |  | $142.55            | $148.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  |  | $95.57             | $99.87             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X     | 2040-04-15      | 4.5000%  |  | $949.34            | $957.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687928 X     | 2038-09-15      | 6.5000%  |  | $1326.85           | $1441.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X     | 2038-03-15      | 6.0000%  |  | $162.59            | $168.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  |  | $94.13             | $98.90             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676361 X     | 2037-10-15      | 7.0000%  |  | $1226.91           | $1244.07           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  |  | $6.83              | $7.09              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  |  | $1474.91           | $1521.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662560 X     | 2037-08-15      | 6.5000%  |  | $479.28            | $519.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X     | 2036-09-15      | 6.5000%  |  | $18.80             | $19.93             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652226 X     | 2036-03-15      | 6.0000%  |  | $1374.12           | $1423.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652219 X     | 2036-03-15      | 6.0000%  |  | $2686.55           | $2824.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652195 X     | 2036-02-15      | 6.0000%  |  | $2490.23           | $2579.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651686 X     | 2036-01-15      | 6.0000%  |  | $1096.28           | $1144.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  |  | $2674.83           | $2773.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $3150.50           | $3225.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783798 X     | 2040-09-15      | 6.0000%  |  | $1453.98           | $1538.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783720 X     | 2040-09-15      | 6.0000%  |  | $2276.51           | $2400.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781148 X     | 2029-07-15      | 6.0000%  |  | $35.03             | $35.77             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  |  | $105.51            | $107.89            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781688 X     | 2033-12-15      | 6.0000%  |  | $208.10            | $215.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780896 X     | 2028-11-15      | 7.0000%  |  | $51.14             | $52.36             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553461 X     | 2042-01-15      | 3.5000%  |  | $75.80             | $71.35             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550617 X     | 2036-01-15      | 6.0000%  |  | $1588.23           | $1659.57           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 494837 X     | 2029-06-15      | 7.0000%  |  | $61.11             | $62.58             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487588 X     | 2029-04-15      | 6.0000%  |  | $261.83            | $265.18            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 741902 X     | 2040-04-15      | 6.0000%  |  | $7885.36           | $8187.61           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732515 X     | 2040-06-15      | 6.0000%  |  | $4274.40           | $4401.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728627 X     | 2040-01-15      | 4.5000%  |  | $2811.29           | $2792.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727437 X     | 2040-03-15      | 4.5000%  |  | $2203.92           | $2170.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724383 X     | 2039-10-15      | 4.5000%  |  | $325.48            | $320.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724033 X     | 2039-11-15      | 6.0000%  |  | $3153.96           | $3250.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X     | 2040-05-15      | 5.0000%  |  | $81.13             | $81.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004660 M     | 2040-03-20      | 6.0000%  |  | $1355.08           | $1429.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004562 M     | 2039-10-20      | 6.5000%  |  | $1479.64           | $1546.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M     | 2042-03-20      | 6.0000%  |  | $89.95             | $94.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005306 M     | 2042-02-20      | 4.5000%  |  | $175.86            | $174.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  |  | $965.82            | $999.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  |  | $606.44            | $632.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  |  | $483.68            | $519.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004116 M     | 2038-04-20      | 6.5000%  |  | $1121.23           | $1201.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004041 M     | 2037-10-20      | 7.0000%  |  | $1111.20           | $1162.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003898 M     | 2036-09-20      | 5.5000%  |  | $2195.97           | $2271.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $56.83             | $58.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003819 M     | 2036-02-20      | 5.5000%  |  | $528.48            | $546.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  |  | $322.88            | $327.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003760 M     | 2035-09-20      | 5.5000%  |  | $2382.17           | $2464.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003710 M     | 2035-05-20      | 5.0000%  |  | $2709.28           | $2752.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003724 M     | 2035-06-20      | 5.5000%  |  | $4051.18           | $4191.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004472 M     | 2039-06-20      | 6.5000%  |  | $3326.25           | $3568.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004370 M     | 2039-02-20      | 5.5000%  |  | $41.33             | $42.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003415 M     | 2033-07-20      | 5.5000%  |  | $1570.91           | $1612.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883 | 2049-12-01      | 3.0000%  |  | $511.95            | $460.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  |  | $165.59            | $154.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  |  | $3010.07           | $2677.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7216 | 2054-12-01      | 6.5000%  |  | $6402891.69        | $6781498.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $272.87            | $241.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  |  | $346.07            | $325.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $200485.28         | $188157.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  |  | $164.35            | $154.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  |  | $2861.25           | $2699.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  |  | $3410.00           | $3209.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  |  | $4413.14           | $4177.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650472 X     | 2035-12-15      | 6.0000%  |  | $1069.60           | $1107.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650724 X     | 2036-01-15      | 6.0000%  |  | $1319.59           | $1339.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648972 X     | 2035-11-15      | 5.5000%  |  | $2743.28           | $2839.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646500 X     | 2036-05-15      | 6.0000%  |  | $1680.65           | $1739.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  |  | $725.24            | $753.30            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  |  | $11.26             | $11.67             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644935 X     | 2035-07-15      | 6.0000%  |  | $484.98            | $502.52            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644563 X     | 2035-07-15      | 6.0000%  |  | $549.27            | $570.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643399 X     | 2035-06-15      | 6.0000%  |  | $667.83            | $684.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X     | 2039-02-15      | 6.0000%  |  | $319.68            | $334.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  |  | $994.19            | $1017.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003171 M     | 2031-12-20      | 5.5000%  |  | $803.00            | $822.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M     | 2031-05-20      | 7.0000%  |  | $135.04            | $139.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002909 M     | 2030-04-20      | 8.0000%  |  | $52.74             | $54.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002884 M     | 2030-02-20      | 8.0000%  |  | $33.75             | $35.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003546 M     | 2034-04-20      | 6.5000%  |  | $2849.84           | $2978.66           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 588179 X     | 2033-01-15      | 6.0000%  |  | $562.89            | $575.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 588092 X     | 2032-10-15      | 5.5000%  |  | $807.63            | $813.17            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 637259 X     | 2034-11-15      | 6.0000%  |  | $741.87            | $753.79            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 633389 X     | 2036-01-15      | 6.0000%  |  | $2899.84           | $3058.45           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 633231 X     | 2034-08-15      | 6.5000%  |  | $3949.46           | $4023.02           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 632233 X     | 2038-03-15      | 6.0000%  |  | $1659.44           | $1723.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 630170 X     | 2034-07-15      | 6.0000%  |  | $2068.08           | $2138.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629123 X     | 2034-09-15      | 6.0000%  |  | $2328.60           | $2387.52           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 622533 X     | 2033-10-15      | 6.0000%  |  | $2878.35           | $2932.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618751 X     | 2036-12-15      | 6.0000%  |  | $1177.41           | $1237.02           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X     | 2036-10-15      | 6.5000%  |  | $13.03             | $13.79             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X     | 2040-07-15      | 4.5000%  |  | $123.49            | $122.69            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 717117 X     | 2039-05-15      | 4.5000%  |  | $2509.69           | $2479.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 466888 X     | 2028-07-15      | 7.0000%  |  | $79.93             | $81.13             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 463256 X     | 2037-02-15      | 6.0000%  |  | $482.10            | $501.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 458926 X     | 2028-09-15      | 7.0000%  |  | $165.26            | $168.05            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454446 X     | 2028-06-15      | 7.0000%  |  | $253.32            | $260.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 446726 X     | 2028-09-15      | 7.0000%  |  | $147.47            | $149.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433649 X     | 2028-03-15      | 7.0000%  |  | $38.24             | $38.79             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  |  | $65.98             | $67.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  |  | $2239.97           | $2153.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005143 M     | 2041-08-20      | 5.5000%  |  | $3441.46           | $3560.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $77.86             | $76.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  |  | $4213.40           | $4433.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  |  | $37.85             | $37.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  |  | $3139.64           | $3037.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $3935.32           | $3901.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $3655.48           | $3721.99           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 583038 X     | 2034-08-15      | 6.0000%  |  | $441.13            | $447.70            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 582021 X     | 2032-08-15      | 6.5000%  |  | $938.38            | $960.48            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 579204 X     | 2032-03-15      | 6.0000%  |  | $1477.98           | $1503.45           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 577638 X     | 2032-08-15      | 6.0000%  |  | $124.18            | $127.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 576500 X     | 2032-02-15      | 6.0000%  |  | $320.19            | $325.65            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570518 X     | 2032-01-15      | 6.0000%  |  | $88.44             | $90.89             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605301 X     | 2034-07-15      | 5.5000%  |  | $4058.39           | $4182.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605775 X     | 2034-11-15      | 6.0000%  |  | $801.05            | $834.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605720 X     | 2034-10-15      | 6.0000%  |  | $1896.47           | $1944.09           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603333 X     | 2032-12-15      | 5.5000%  |  | $1811.70           | $1828.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603130 X     | 2033-10-15      | 6.0000%  |  | $197.50            | $200.79            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X     | 2047-08-15      | 4.5000%  |  | $331.70            | $329.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X     | 2047-03-15      | 5.0000%  |  | $628.76            | $635.04            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X     | 2046-09-15      | 4.5000%  |  | $4099.66           | $4030.50           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  |  | $273.39            | $267.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8804 C     | 2056-02-20      | 5.0000%  |  | $2013.70           | $2005.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C     | 2055-11-20      | 7.0000%  |  | $1045.29           | $1085.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C     | 2066-01-20      | 6.0000%  |  | $2369600.64        | $2432290.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  |  | $171.46            | $170.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004637 M     | 2040-02-20      | 5.0000%  |  | $4177.02           | $4253.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004636 M     | 2040-02-20      | 4.5000%  |  | $398.98            | $395.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M     | 2056-02-20      | 6.5000%  |  | $15908.31          | $16708.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0926 M     | 2056-02-20      | 6.0000%  |  | $2012.91           | $2029.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M     | 2055-03-20      | 5.5000%  |  | $1732.72           | $1750.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $819.10            | $829.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $1019.85           | $1013.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0802 M     | 2055-12-20      | 6.0000%  |  | $961.68            | $969.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C     | 2056-02-20      | 6.5000%  |  | $2013.91           | $2103.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C     | 2056-01-20      | 5.0000%  |  | $1005.34           | $1009.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C     | 2056-01-20      | 6.0000%  |  | $2061.95           | $2102.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6988 C     | 2056-01-20      | 6.0000%  |  | $1006.06           | $1024.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C     | 2056-01-20      | 5.0000%  |  | $2010.36           | $2003.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C     | 2056-01-20      | 6.0000%  |  | $2036.75           | $2077.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  |  | $4384.84           | $3918.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  |  | $2151.04           | $2041.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M     | 2049-06-20      | 3.0000%  |  | $436.43            | $394.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M     | 2049-02-20      | 4.5000%  |  | $2943.93           | $2895.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  |  | $112.93            | $114.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  |  | $738.44            | $746.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $283.60            | $255.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $7593.89           | $7260.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  |  | $240.28            | $230.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0224 M     | 2042-07-20      | 5.5000%  |  | $2150.09           | $2213.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  |  | $13808840.55       | $14368015.74       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  |  | $901.69            | $941.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  |  | $591282.63         | $526483.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  |  | $1379743.01        | $1230247.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  |  | $53.26             | $52.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  |  | $1111.30           | $1152.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  |  | $228.31            | $234.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  |  | $679.92            | $704.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0027 M     | 2042-04-20      | 6.0000%  |  | $3287.84           | $3463.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X     | 2039-09-15      | 5.5000%  |  | $7.87              | $8.07              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617098 X     | 2036-06-15      | 6.0000%  |  | $777.69            | $805.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783424 X     | 2026-09-15      | 3.0000%  |  | $2480.49           | $2478.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  |  | $1268.07           | $1341.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  |  | $11883.37          | $12387.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C     | 2056-02-20      | 6.0000%  |  | $2074.36           | $2169.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C     | 2055-11-20      | 6.5000%  |  | $2640.49           | $2720.01           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB     | 2065-05-16      | 4.0000%  |  | $1165195.00        | $899175.54         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-100 AT     | 2062-05-16      | 1.6500%  |  | $14348209.78       | $9054595.61        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704142 X     | 2038-12-15      | 6.5000%  |  | $662.11            | $701.07            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  |  | $125.92            | $128.83            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X     | 2039-12-15      | 6.0000%  |  | $83.19             | $88.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782938 X     | 2040-03-15      | 5.5000%  |  | $30.06             | $31.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X     | 2040-02-15      | 5.5000%  |  | $3174.18           | $3307.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782836 X     | 2039-01-15      | 5.5000%  |  | $3084.35           | $3215.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782826 X     | 2039-11-15      | 5.5000%  |  | $2333.99           | $2433.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X     | 2038-11-15      | 6.0000%  |  | $11316.46          | $11975.57          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782495 X     | 2038-12-15      | 5.5000%  |  | $2540.44           | $2657.51           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782461 X     | 2032-03-15      | 7.5000%  |  | $2972.14           | $3102.07           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  |  | $15.64             | $16.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782071 X     | 2033-05-15      | 7.0000%  |  | $549.03            | $566.10            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  |  | $1879.47           | $1930.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 781998 M     | 2035-11-20      | 5.5000%  |  | $4270.25           | $4397.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781857 X     | 2034-11-15      | 6.0000%  |  | $404.51            | $420.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C     | 2056-02-20      | 5.5000%  |  | $1006.80           | $1040.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6208 C     | 2056-01-20      | 5.0000%  |  | $5200094.85        | $5229057.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3080 C     | 2055-07-20      | 6.5000%  |  | $4768346.27        | $5012598.46        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF3880       | 2066-07-15      | 5.3500%  |  | $2079.00           | $2126.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C     | 2054-06-20      | 7.0000%  |  | $1999.05           | $2119.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  |  | $1204.08           | $1277.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  |  | $4891.66           | $4881.61           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE3297 X     | 2046-10-15      | 2.5000%  |  | $532.22            | $462.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  |  | $3127.06           | $3108.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  |  | $873.97            | $825.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  |  | $1891.36           | $1783.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  |  | $160.15            | $148.37            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8587 X     | 2049-10-15      | 3.5000%  |  | $4340.53           | $4026.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7371 X     | 2049-11-15      | 3.5000%  |  | $736.43            | $681.46            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  |  | $152.30            | $140.13            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  |  | $338.09            | $300.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  |  | $1674.79           | $1626.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  |  | $204.86            | $202.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  |  | $843.93            | $826.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  |  | $179.10            | $187.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $112.03            | $116.26            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  |  | $1176.19           | $1205.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X     | 2033-08-15      | 5.0000%  |  | $2626.88           | $2668.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4784 X     | 2047-11-15      | 3.5000%  |  | $87.21             | $81.81             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB2257 X     | 2047-08-15      | 4.5000%  |  | $299.17            | $293.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  |  | $47466.55          | $44361.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003459 M     | 2033-10-20      | 5.5000%  |  | $2466.68           | $2527.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781659 X     | 2033-10-15      | 6.0000%  |  | $636.91            | $660.92            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 622603 X     | 2033-11-15      | 6.0000%  |  | $1470.82           | $1503.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 612376 X     | 2033-11-15      | 5.5000%  |  | $3531.51           | $3592.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003544 M     | 2034-04-20      | 5.5000%  |  | $884.99            | $915.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605619 X     | 2034-07-15      | 6.0000%  |  | $497.52            | $518.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629113 X     | 2034-09-15      | 6.0000%  |  | $512.74            | $532.46            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 574544 X     | 2034-09-15      | 6.0000%  |  | $533.84            | $540.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005068 M     | 2039-01-20      | 7.0000%  |  | $661.18            | $684.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M     | 2041-09-20      | 5.5000%  |  | $80.29             | $83.07             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783396 X     | 2037-04-15      | 6.0000%  |  | $55.97             | $58.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  |  | $48.53             | $46.51             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920       | 2041-09-15      | 3.0200%  |  | $3480.84           | $3072.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  |  | $1148.15           | $1171.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  |  | $1674.65           | $1719.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605762 X     | 2034-11-15      | 6.0000%  |  | $677.04            | $693.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X     | 2035-01-15      | 6.0000%  |  | $263.99            | $276.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781889 X     | 2035-03-15      | 6.0000%  |  | $1115.04           | $1160.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003736 M     | 2035-07-20      | 5.5000%  |  | $3174.26           | $3284.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550654 X     | 2035-09-15      | 6.0000%  |  | $3509.30           | $3657.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  |  | $4465.57           | $4224.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  |  | $949.77            | $998.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005305 M     | 2042-02-20      | 4.0000%  |  | $10197.34          | $9804.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X     | 2046-01-15      | 4.5000%  |  | $168.51            | $164.52            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651161 X     | 2035-12-15      | 6.0000%  |  | $431.86            | $437.33            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782009 X     | 2035-09-15      | 6.0000%  |  | $557.88            | $579.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650714 X     | 2036-01-15      | 6.0000%  |  | $2700.32           | $2797.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651278 X     | 2036-01-15      | 6.0000%  |  | $281.60            | $285.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650739 X     | 2036-01-15      | 6.0000%  |  | $1033.67           | $1063.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651754 X     | 2036-03-15      | 6.0000%  |  | $1438.96           | $1499.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  |  | $6.45              | $6.79              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005333 M     | 2042-03-20      | 4.5000%  |  | $4720.95           | $4681.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M     | 2047-09-20      | 3.0000%  |  | $651.94            | $588.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  |  | $4287.41           | $4156.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  |  | $228.59            | $223.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  |  | $3912863.85        | $3674604.35        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782090 X     | 2036-05-15      | 6.5000%  |  | $2693.76           | $2800.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651850 X     | 2036-06-15      | 6.0000%  |  | $4685.27           | $4893.39           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648132 X     | 2036-07-15      | 6.0000%  |  | $624.08            | $643.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  |  | $305.18            | $322.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618748 X     | 2036-12-15      | 6.0000%  |  | $127.50            | $130.66            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  |  | $14.28             | $14.89             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  |  | $114.65            | $112.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X     | 2047-08-15      | 4.5000%  |  | $511.24            | $500.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  |  | $931.28            | $980.33            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  |  | $1783.08           | $1844.38           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  |  | $1941.91           | $1903.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X     | 2047-10-15      | 4.5000%  |  | $389.39            | $387.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004084 M     | 2038-02-20      | 5.5000%  |  | $1830.99           | $1924.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685796 X     | 2038-05-15      | 6.5000%  |  | $4419.85           | $4679.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004171 M     | 2038-06-20      | 6.5000%  |  | $318.97            | $341.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697488 X     | 2038-09-15      | 6.0000%  |  | $165.39            | $173.89            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697651 X     | 2038-10-15      | 6.0000%  |  | $140.22            | $146.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  |  | $4508.93           | $4255.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AT2380 X     | 2046-07-15      | 4.5000%  |  | $2379.73           | $2326.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  |  | $459.83            | $434.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M     | 2054-12-20      | 4.5000%  |  | $962.93            | $931.86            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782436 X     | 2038-10-15      | 6.0000%  |  | $104.86            | $110.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $8251.10           | $8574.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648165 X     | 2038-11-15      | 6.0000%  |  | $101.85            | $106.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  |  | $558.31            | $587.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  |  | $520.93            | $567.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  |  | $2286.80           | $2204.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  |  | $124506.70         | $111358.79         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  |  | $250.58            | $249.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  |  | $2427.01           | $2274.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704415 X     | 2039-03-15      | 6.5000%  |  | $1771.67           | $1891.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $95.75             | $97.55             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782728 X     | 2038-11-15      | 5.5000%  |  | $3651.53           | $3795.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8578 C     | 2054-02-20      | 7.0000%  |  | $1731.10           | $1817.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  |  | $311.15            | $318.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  |  | $3501.44           | $3288.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004544 M     | 2039-09-20      | 6.5000%  |  | $2903.07           | $3128.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  |  | $65.32             | $66.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004598 M     | 2039-12-20      | 4.5000%  |  | $3921.86           | $3890.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723534 X     | 2039-12-15      | 4.5000%  |  | $1818.15           | $1809.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  |  | $14101.77          | $14923.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5644 | 2053-02-01      | 5.5000%  |  | $739.79            | $749.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954 | 2038-02-01      | 6.0000%  |  | $33983.73          | $35767.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723599 X     | 2040-01-15      | 5.5000%  |  | $3196.77           | $3301.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782858 X     | 2039-11-15      | 6.0000%  |  | $76.44             | $80.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M     | 2040-03-20      | 6.5000%  |  | $15.23             | $16.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X     | 2040-03-15      | 6.0000%  |  | $2089.23           | $2151.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  |  | $33.91             | $34.71             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X     | 2040-06-15      | 5.0000%  |  | $65.84             | $67.18             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X     | 2043-05-15      | 2.5000%  |  | $804.77            | $701.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  |  | $2030.92           | $2123.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  |  | $58.77             | $57.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  |  | $3457.30           | $3517.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  |  | $687.48            | $643.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  |  | $1005.01           | $997.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M     | 2040-07-20      | 5.5000%  |  | $253466.81         | $261483.54         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748616 X     | 2038-11-15      | 6.5000%  |  | $814.14            | $829.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  |  | $1981.40           | $1965.57           | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 4/10/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-030 QT     | 2066-02-20      | 6.5000%  |  | $980.63            | $1013.58           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB     | 2056-03-20      | 4.6095%  |  | $10295499.00       | $10232505.63       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  |  | $59.53             | $58.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7933 | 2037-08-01      | 5.5000%  |  | $25086.94          | $25814.79          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X     | 2038-11-15      | 5.5000%  |  | $40.59             | $42.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X     | 2040-07-15      | 4.5000%  |  | $494.31            | $491.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C     | 2056-01-20      | 6.0000%  |  | $4402731.35        | $4591093.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C     | 2065-12-20      | 7.0000%  |  | $60705.51          | $63709.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3852 C     | 2055-12-20      | 6.0000%  |  | $6243452.03        | $6463315.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C     | 2056-01-20      | 6.5000%  |  | $14904790.87       | $15353658.59       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M     | 2056-02-20      | 6.5000%  |  | $6595.86           | $6927.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  |  | $10050900.38       | $9726557.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8780 C     | 2056-01-20      | 6.0000%  |  | $6185496.66        | $6312286.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6378 C     | 2056-01-20      | 5.0000%  |  | $4335969.52        | $4318069.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3094 C     | 2056-01-20      | 6.0000%  |  | $1014.11           | $1031.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C     | 2055-11-20      | 6.0000%  |  | $1891996.35        | $1932846.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C     | 2055-12-20      | 6.0000%  |  | $397418.42         | $405998.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6438 C     | 2055-03-20      | 6.5000%  |  | $1345807.94        | $1440739.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  |  | $1881054.93        | $2013743.92        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  |  | $103240.84         | $94992.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  |  | $613.65            | $625.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359 | 2055-05-01      | 6.5000%  |  | $910.31            | $963.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303 | 2040-09-01      | 5.0000%  |  | $48.21             | $48.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251 | 2038-11-01      | 6.0000%  |  | $10.47             | $11.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3813 | 2056-03-01      | 5.5000%  |  | $22399.62          | $22604.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  |  | $303.83            | $285.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4724 | 2054-07-01      | 5.5000%  |  | $876.77            | $892.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  |  | $14225.41          | $13332.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  |  | $7956086.28        | $8052850.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $275.57            | $244.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  |  | $141.06            | $125.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7470 M     | 2051-07-20      | 1.5000%  |  | $1202614.44        | $950041.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  |  | $99.53             | $93.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  |  | $693.36            | $730.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6021 C     | 2055-07-20      | 6.5000%  |  | $1312273.29        | $1385841.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  |  | $163.64            | $152.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C     | 2056-01-20      | 6.5000%  |  | $7267160.71        | $7486030.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C     | 2055-11-20      | 7.0000%  |  | $1101.15           | $1143.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566 | 2055-11-01      | 5.5000%  |  | $983.79            | $1000.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5141 C     | 2055-11-20      | 6.5000%  |  | $7397176.93        | $7789557.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3793 C     | 2055-12-20      | 6.0000%  |  | $5270868.74        | $5375548.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2745 C     | 2056-02-20      | 6.5000%  |  | $7978869.36        | $8334708.32        | Agency Mortgage-Backed Securities         |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 4/1/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $19400000.00
- **C.18.a - Value (excl. sponsor support):** $19400000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $5255903.43        | $4357459.30        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $166.29            | $169.05            | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $221.71            | $220.66            | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.7100%  |  | $1382388.57        | $1394871.08        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $830874.29         | $834952.22         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/26 7392 | 2026-09-18      | 3.7700%  |  | $1080025.71        | $1081886.42        | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-30 JF   | 2030-02-12      | 4.1800%  |  | $740137.71         | $738406.86         | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $776000.00         | $783545.13         | Agency Debentures and Agency Strips |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $19044010.00       | $10598509.54       | U.S. Treasuries (including strips)  |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $32913000.00
- **C.18.a - Value (excl. sponsor support):** $32913000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  |  | $35743649.65       | $19926798.93       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51 | 2051-11-15      | 1.8750%  |  | $24523344.65       | $13647908.30       | U.S. Treasuries (including strips) |

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000944.90
- **C.18.a - Value (excl. sponsor support):** $10000944.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9001334.52
- **C.18.a - Value (excl. sponsor support):** $9001334.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.775%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15005977.65
- **C.18.a - Value (excl. sponsor support):** $15005977.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18998426.61
- **C.18.a - Value (excl. sponsor support):** $18998426.61
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11004897.09
- **C.18.a - Value (excl. sponsor support):** $11004897.09
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.690%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3000024.54
- **C.18.a - Value (excl. sponsor support):** $3000024.54
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24953081.25
- **C.18.a - Value (excl. sponsor support):** $24953081.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24974098.50
- **C.18.a - Value (excl. sponsor support):** $24974098.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11998893.36
- **C.18.a - Value (excl. sponsor support):** $11998893.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14993024.55
- **C.18.a - Value (excl. sponsor support):** $14993024.55
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26968253.94
- **C.18.a - Value (excl. sponsor support):** $26968253.94
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19963620.20
- **C.18.a - Value (excl. sponsor support):** $19963620.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19979687.80
- **C.18.a - Value (excl. sponsor support):** $19979687.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21958426.82
- **C.18.a - Value (excl. sponsor support):** $21958426.82
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8002882.40
- **C.18.a - Value (excl. sponsor support):** $8002882.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11988376.92
- **C.18.a - Value (excl. sponsor support):** $11988376.92
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19966704.60
- **C.18.a - Value (excl. sponsor support):** $19966704.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29985009.00
- **C.18.a - Value (excl. sponsor support):** $29985009.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14995577.25
- **C.18.a - Value (excl. sponsor support):** $14995577.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.510%, 8/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26652183.84
- **C.18.a - Value (excl. sponsor support):** $26652183.84
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32535346.14
- **C.18.a - Value (excl. sponsor support):** $32535346.14
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10842918.46
- **C.18.a - Value (excl. sponsor support):** $10842918.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.520%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8871478.74
- **C.18.a - Value (excl. sponsor support):** $8871478.74
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19700416.60
- **C.18.a - Value (excl. sponsor support):** $19700416.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999463.80
- **C.18.a - Value (excl. sponsor support):** $6999463.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5001680.60
- **C.18.a - Value (excl. sponsor support):** $5001680.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000995.20
- **C.18.a - Value (excl. sponsor support):** $5000995.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **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 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000476.98
- **C.18.a - Value (excl. sponsor support):** $2000476.98
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8001115.12
- **C.18.a - Value (excl. sponsor support):** $8001115.12
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10003583.90
- **C.18.a - Value (excl. sponsor support):** $10003583.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8003541.44
- **C.18.a - Value (excl. sponsor support):** $8003541.44
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000492.08
- **C.18.a - Value (excl. sponsor support):** $8000492.08
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7000169.12
- **C.18.a - Value (excl. sponsor support):** $7000169.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7002293.41
- **C.18.a - Value (excl. sponsor support):** $7002293.41
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000921.36
- **C.18.a - Value (excl. sponsor support):** $3000921.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 11/4/2026
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $4001559.32
- **C.18.a - Value (excl. sponsor support):** $4001559.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18000854.46
- **C.18.a - Value (excl. sponsor support):** $18000854.46
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999112.40
- **C.18.a - Value (excl. sponsor support):** $9999112.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1999949.06
- **C.18.a - Value (excl. sponsor support):** $1999949.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 11/23/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000421.86
- **C.18.a - Value (excl. sponsor support):** $3000421.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11999514.96
- **C.18.a - Value (excl. sponsor support):** $11999514.96
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9002728.89
- **C.18.a - Value (excl. sponsor support):** $9002728.89
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5999944.68
- **C.18.a - Value (excl. sponsor support):** $5999944.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5999572.20
- **C.18.a - Value (excl. sponsor support):** $5999572.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999097.00
- **C.18.a - Value (excl. sponsor support):** $9999097.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13000756.21
- **C.18.a - Value (excl. sponsor support):** $13000756.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9998097.80
- **C.18.a - Value (excl. sponsor support):** $9998097.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000454.35
- **C.18.a - Value (excl. sponsor support):** $15000454.35
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6001218.42
- **C.18.a - Value (excl. sponsor support):** $6001218.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19998110.20
- **C.18.a - Value (excl. sponsor support):** $19998110.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19993625.20
- **C.18.a - Value (excl. sponsor support):** $19993625.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14998359.45
- **C.18.a - Value (excl. sponsor support):** $14998359.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4999787.15
- **C.18.a - Value (excl. sponsor support):** $4999787.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13998741.26
- **C.18.a - Value (excl. sponsor support):** $13998741.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999959.60
- **C.18.a - Value (excl. sponsor support):** $9999959.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7999415.92
- **C.18.a - Value (excl. sponsor support):** $7999415.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999872.90
- **C.18.a - Value (excl. sponsor support):** $9999872.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4999929.90
- **C.18.a - Value (excl. sponsor support):** $4999929.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000444.72
- **C.18.a - Value (excl. sponsor support):** $3000444.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999868.68
- **C.18.a - Value (excl. sponsor support):** $6999868.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 10/16/2026
- **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):** $12004285.08
- **C.18.a - Value (excl. sponsor support):** $12004285.08
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.740%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $8000694.48
- **C.18.a - Value (excl. sponsor support):** $8000694.48
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $19747530.46
- **C.18.a - Value (excl. sponsor support):** $19747530.46
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **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 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.730%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $27997518.36
- **C.18.a - Value (excl. sponsor support):** $27997518.36
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **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 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20022742.20
- **C.18.a - Value (excl. sponsor support):** $20022742.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17017969.51
- **C.18.a - Value (excl. sponsor support):** $17017969.51
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.725%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14994575.25
- **C.18.a - Value (excl. sponsor support):** $14994575.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **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 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 6/18/2026
- **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):** $15002967.90
- **C.18.a - Value (excl. sponsor support):** $15002967.90
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 10/23/2026
- **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):** $13004688.84
- **C.18.a - Value (excl. sponsor support):** $13004688.84
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.890%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15042514.50
- **C.18.a - Value (excl. sponsor support):** $15042514.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **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 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 11/20/2026
- **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):** $10006060.40
- **C.18.a - Value (excl. sponsor support):** $10006060.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10004630.90
- **C.18.a - Value (excl. sponsor support):** $10004630.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $21007651.14
- **C.18.a - Value (excl. sponsor support):** $21007651.14
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **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 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8002319.76
- **C.18.a - Value (excl. sponsor support):** $8002319.76
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.680%, 4/30/2026
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.7000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-15O FH     | 2074-07-20      | 4.4729%  |  | $1140.11           | $1146.78           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  |  | $427.08            | $429.89            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.38              | $0.39              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.2658%  |  | $424.61            | $424.55            | Agency Collateralized Mortgage Obligation |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $1000.00           | $762.53            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $2000.00           | $1571.46           | Agency Debentures and Agency Strips       |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $300.00            | $283.95            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $99800.00          | $94321.23          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $2240964.36        | $2237539.87        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $848400.00         | $831927.20         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $800.00            | $800.99            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $10400300.00       | $9473964.13        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $400.00            | $318.02            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $100.00            | $76.32             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $2343900.00        | $1818312.58        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $16835300.00       | $15062391.58       | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $3750700.00        | $4163549.54        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  |  | $4000.00           | $3981.24           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $1400.00           | $1391.61           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $500.00            | $500.53            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $100.00            | $98.53             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $300.00            | $297.10            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $100.00            | $99.97             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $100.00            | $101.52            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $100.00            | $103.34            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $200.00            | $204.86            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $100.00            | $100.92            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $23453300.00       | $23949359.45       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $100.00            | $100.56            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $100.00            | $104.49            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $19459400.00       | $19959177.59       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $5262900.00        | $5293569.89        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $100.00            | $101.14            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $100.00            | $99.00             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  |  | $100.00            | $98.75             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $100.00            | $94.65             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $103.63            | $104.39            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $1360500.00        | $1355880.85        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $15520900.00       | $15806124.41       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  |  | $101.27            | $101.02            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  |  | $119650.24         | $124707.20         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $3300.00           | $3345.11           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  |  | $2800.00           | $2802.52           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $49715700.00       | $47404371.79       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $3200.00           | $2814.87           | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $100.00            | $98.93             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $41831500.00       | $42141979.14       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $900.00            | $899.73            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $15653300.00       | $13076218.09       | U.S. Treasuries (including strips)        |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4995%  |  | $40.06             | $40.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1856.44           | $1809.50           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5426 | 2035-11-01      | 4.4800%  |  | $1140.00           | $1132.07           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $1100.00           | $1118.93           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $1400.00           | $1424.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4670.38           | $4802.46           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9426 | 2030-12-01      | 1.2700%  |  | $1024.08           | $903.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK5229 | 2048-08-01      | 4.0000%  |  | $261.43            | $251.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1365667.06        | $1429504.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $819.36            | $837.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $759.08            | $613.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $717.43            | $716.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $983.14            | $1043.56           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $2205.00           | $2130.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $761.51            | $760.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $1210.28           | $1160.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $994.76            | $1043.68           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $3000.00           | $3027.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $2000.00           | $2020.59           | Agency Mortgage-Backed Securities         |

### Security 82: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.660%, 4/1/2026
- **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: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $11436100.00       | $11495205.24       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $1371900.00        | $1209491.48        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $56095800.00       | $41124078.30       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $12340500.00       | $11950451.98       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $23933400.00       | $19319225.20       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $18834900.00       | $15618568.81       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $216900.00         | $218492.41         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $120200.00         | $117932.75         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $975600.00         | $946622.43         | U.S. Treasuries (including strips) |

### Security 83: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.660%, 4/1/2026
- **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: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43 | 2043-02-15      | 3.8750%  |  | $101610200.00      | $90686285.00       | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28 | 2028-04-15      | 3.6250%  |  | $10586785.58       | $11313750.31       | U.S. Treasuries (including strips) |

### Security 84: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 4/1/2026
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 18.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORPORATION BNYM

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  |  | $20388895.46       | $21224350.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $384981.87         | $346408.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  |  | $735.08            | $757.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  |  | $860.78            | $884.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  |  | $813.39            | $824.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4781 | 2051-10-01      | 4.0000%  |  | $750.95            | $718.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $3033572.84        | $3116623.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ4762 | 2045-10-01      | 3.5000%  |  | $134.29            | $125.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAX1056 | 2034-10-01      | 3.5000%  |  | $228.92            | $221.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU5139 | 2043-08-01      | 3.5000%  |  | $164569.89         | $154645.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5894 | 2043-06-01      | 3.0000%  |  | $94495591.67       | $86587161.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8802 | 2047-02-01      | 3.5000%  |  | $981826.27         | $920297.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8421 | 2046-12-01      | 3.0000%  |  | $302.26            | $273.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  |  | $62696206.82       | $56529909.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $259.01            | $242.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  |  | $747.64            | $770.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  |  | $727.47            | $722.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  |  | $644.08            | $610.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  |  | $618.67            | $645.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $54620605.84       | $53259788.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  |  | $709.18            | $575.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  |  | $624.97            | $535.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  |  | $35981523.95       | $29217237.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $666.24            | $546.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  |  | $7140803.47        | $6065386.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6720 | 2050-08-01      | 2.5000%  |  | $483.87            | $411.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  |  | $71750752.43       | $60990028.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  |  | $389.49            | $361.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY5588 | 2053-08-01      | 4.5000%  |  | $773.86            | $751.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  |  | $568.59            | $593.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  |  | $467.72            | $463.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  |  | $827.13            | $665.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  |  | $700.70            | $568.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $69654072.46       | $57176845.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  |  | $631.47            | $598.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA4122 | 2053-12-01      | 2.0000%  |  | $1006.53           | $812.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3107 | 2053-12-01      | 5.5000%  |  | $11630594.43       | $11755441.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2520 | 2055-08-01      | 5.5000%  |  | $978.03            | $995.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  |  | $953.73            | $964.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  |  | $898.80            | $926.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $5083102.46        | $5283015.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  |  | $55446207.85       | $57728798.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  |  | $728.33            | $760.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $774.10            | $782.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2807 | 2052-09-01      | 5.0000%  |  | $782.66            | $782.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $674.30            | $709.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  |  | $128498.60         | $130012.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  |  | $873418.73         | $908145.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0216 | 2055-04-01      | 6.5000%  |  | $6494959.86        | $6771467.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $5790487.78        | $5887879.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0860 | 2055-08-01      | 5.5000%  |  | $986.69            | $998.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  |  | $3044625.62        | $2476363.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1873 | 2047-09-01      | 3.5000%  |  | $258.43            | $242.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC5622 | 2046-05-01      | 3.5000%  |  | $57229.87          | $53578.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  |  | $178.55            | $161.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  |  | $996.71            | $964.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $992.83            | $994.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5257 | 2055-07-01      | 6.0000%  |  | $992.60            | $1020.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5319 | 2055-09-01      | 6.0000%  |  | $993.78            | $1017.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD6717 | 2055-03-01      | 7.0000%  |  | $991.98            | $1054.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $924.31            | $895.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0258 | 2054-03-01      | 5.5000%  |  | $711.01            | $716.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  |  | $443.22            | $467.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4363 | 2053-09-01      | 5.5000%  |  | $811.32            | $830.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  |  | $1535.65           | $1590.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $26968822.94       | $27180024.77       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  |  | $601.55            | $616.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $60883287.52       | $61826085.50       | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $163.89            | $167.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $433.22            | $405.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  |  | $84233003.49       | $79607151.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  |  | $471.82            | $456.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  |  | $55572937.48       | $56228049.77       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  |  | $60293965.06       | $59796338.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  |  | $878.84            | $833.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE2335 | 2052-05-01      | 4.0000%  |  | $721.35            | $686.67            | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC C65858 G | 2032-04-01      | 7.0000%  |  | $1.60              | $1.69              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6565 | 2050-08-01      | 2.5000%  |  | $213705.59         | $183050.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6204 | 2053-05-01      | 6.0000%  |  | $766.39            | $799.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $120.98            | $112.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  |  | $635.81            | $587.81            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $149.24            | $149.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9873 | 2053-09-01      | 6.0000%  |  | $73028920.85       | $75101481.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  |  | $462.78            | $393.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $62908381.21       | $64314719.02       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1131 | 2052-07-01      | 4.0000%  |  | $729.16            | $691.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  |  | $720.29            | $749.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN4482 | 2049-01-01      | 5.5000%  |  | $214137.17         | $218139.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  |  | $86500.46          | $70004.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  |  | $60422185.78       | $62374305.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  |  | $782.67            | $833.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0847 | 2055-08-01      | 5.5000%  |  | $967.83            | $993.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7611 | 2054-01-01      | 4.5000%  |  | $888.07            | $865.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3526 | 2055-10-01      | 6.0000%  |  | $61493.05          | $64313.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0854 | 2052-01-01      | 2.5000%  |  | $99999.23          | $84153.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  |  | $715.54            | $604.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  |  | $920.73            | $940.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6583 | 2050-08-01      | 2.5000%  |  | $79219477.13       | $67322084.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  |  | $150.81            | $135.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $140.75            | $127.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $18307.30          | $19472.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8453 | 2046-12-01      | 3.0000%  |  | $244.42            | $220.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8116 | 2054-03-01      | 4.5000%  |  | $952.38            | $924.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0524 | 2055-06-01      | 5.5000%  |  | $4507288.37        | $4556536.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE4551 | 2055-07-01      | 4.5000%  |  | $1475010.57        | $1426394.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1692 | 2055-12-01      | 5.5000%  |  | $2927202.58        | $2998457.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF4428 | 2055-11-01      | 5.0000%  |  | $994.76            | $988.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $1977.55           | $2009.34           | Agency Mortgage-Backed Securities |

### Security 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63903146.88
- **C.18.a - Value (excl. sponsor support):** $63903146.88
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **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):** $24891382.50
- **C.18.a - Value (excl. sponsor support):** $24891382.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **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):** $5973931.80
- **C.18.a - Value (excl. sponsor support):** $5973931.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **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):** $57748007.40
- **C.18.a - Value (excl. sponsor support):** $57748007.40
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 5/14/2026
- **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):** $57748007.40
- **C.18.a - Value (excl. sponsor support):** $57748007.40
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29786881.80
- **C.18.a - Value (excl. sponsor support):** $29786881.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104254086.30
- **C.18.a - Value (excl. sponsor support):** $104254086.30
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $57424858.66
- **C.18.a - Value (excl. sponsor support):** $57424858.66
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 93: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60867501.18
- **C.18.a - Value (excl. sponsor support):** $60867501.18
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29975906.70
- **C.18.a - Value (excl. sponsor support):** $29975906.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **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 95: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28317011.43
- **C.18.a - Value (excl. sponsor support):** $28317011.43
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55657574.19
- **C.18.a - Value (excl. sponsor support):** $55657574.19
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79485582.40
- **C.18.a - Value (excl. sponsor support):** $79485582.40
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19478849.40
- **C.18.a - Value (excl. sponsor support):** $19478849.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28163891.43
- **C.18.a - Value (excl. sponsor support):** $28163891.43
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82990698.00
- **C.18.a - Value (excl. sponsor support):** $82990698.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 101: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6901527.22
- **C.18.a - Value (excl. sponsor support):** $6901527.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9924010.60
- **C.18.a - Value (excl. sponsor support):** $9924010.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94278100.70
- **C.18.a - Value (excl. sponsor support):** $94278100.70
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79339688.80
- **C.18.a - Value (excl. sponsor support):** $79339688.80
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54505316.25
- **C.18.a - Value (excl. sponsor support):** $54505316.25
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 106: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3862525.00
- **C.18.a - Value (excl. sponsor support):** $3862525.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11587575.00
- **C.18.a - Value (excl. sponsor support):** $11587575.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79222518.40
- **C.18.a - Value (excl. sponsor support):** $79222518.40
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52410474.11
- **C.18.a - Value (excl. sponsor support):** $52410474.11
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15707500.00
- **C.18.a - Value (excl. sponsor support):** $15707500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **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):** $7981087.20
- **C.18.a - Value (excl. sponsor support):** $7981087.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 112: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9949609.40
- **C.18.a - Value (excl. sponsor support):** $9949609.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11876306.28
- **C.18.a - Value (excl. sponsor support):** $11876306.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **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 114: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15263625.00
- **C.18.a - Value (excl. sponsor support):** $15263625.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **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 115: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8834625.00
- **C.18.a - Value (excl. sponsor support):** $8834625.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28112218.68
- **C.18.a - Value (excl. sponsor support):** $28112218.68
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 117: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.803%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30000310.20
- **C.18.a - Value (excl. sponsor support):** $30000310.20
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 118: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11524976.51
- **C.18.a - Value (excl. sponsor support):** $11524976.51
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 119: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14999296.80
- **C.18.a - Value (excl. sponsor support):** $14999296.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12982429.72
- **C.18.a - Value (excl. sponsor support):** $12982429.72
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.858%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25023574.00
- **C.18.a - Value (excl. sponsor support):** $25023574.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **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 122: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25081543.00
- **C.18.a - Value (excl. sponsor support):** $25081543.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 123: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16049687.52
- **C.18.a - Value (excl. sponsor support):** $16049687.52
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.751%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60020159.40
- **C.18.a - Value (excl. sponsor support):** $60020159.40
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16017749.92
- **C.18.a - Value (excl. sponsor support):** $16017749.92
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.813%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72075858.48
- **C.18.a - Value (excl. sponsor support):** $72075858.48
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 127: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 4/30/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNCL CL AT8560   | 2067-05-15      | 5.8300%  |  | $3648249.00        | $3834763.30        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DR2323 C | 2066-02-20      | 6.0000%  |  | $4006816.00        | $4112824.33        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DR1523 C | 2066-03-20      | 6.5000%  |  | $4102973.00        | $4298412.65        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO9345 C | 2066-01-20      | 6.0000%  |  | $4470518.55        | $4588795.06        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DO5674   | 2068-10-15      | 5.7100%  |  | $3930911.00        | $3977304.92        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5672   | 2061-03-15      | 4.8600%  |  | $5000000.00        | $5043960.00        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ0120 C | 2066-02-20      | 6.5000%  |  | $3517585.41        | $3685144.42        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP9909 C | 2066-01-20      | 6.5000%  |  | $4796781.64        | $5025269.94        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5295 C | 2065-11-20      | 7.0000%  |  | $3822773.57        | $4009677.89        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ9622 C | 2065-06-20      | 7.0000%  |  | $3911212.55        | $4104779.76        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4969   | 2060-04-15      | 5.7500%  |  | $979267.46         | $1029163.75        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD8094   | 2067-04-15      | 6.0500%  |  | $4873269.00        | $5198153.60        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD2250   | 2066-12-15      | 5.6400%  |  | $3920444.00        | $4092033.99        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CZ2406   | 2066-11-15      | 5.5000%  |  | $4944251.00        | $5105128.69        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4176   | 2067-02-15      | 5.5800%  |  | $4376566.00        | $4549886.77        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ9634 C | 2065-06-20      | 7.0000%  |  | $3751244.74        | $3936895.09        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS8949   | 2066-12-15      | 5.6500%  |  | $4586967.00        | $4756635.85        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD4686   | 2067-01-15      | 5.5000%  |  | $4211783.00        | $4348321.98        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CE9963   | 2064-02-15      | 2.6000%  |  | $6127595.81        | $5064026.97        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7664 C | 2065-11-20      | 7.0000%  |  | $4234220.96        | $4443773.96        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ0165 C | 2066-03-20      | 6.5000%  |  | $4011878.00        | $4202978.46        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3770 C | 2065-11-20      | 7.0000%  |  | $4699090.98        | $4931650.56        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3797 C | 2065-11-20      | 7.0000%  |  | $3742241.63        | $3927446.41        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ6049 C | 2066-02-20      | 6.0000%  |  | $4093861.00        | $4202172.28        | Agency Mortgage-Backed Securities |

### Security 128: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 4/28/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DR1020 C | 2056-03-20      | 6.5000%  |  | $1224486.00        | $1293133.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0308 C | 2055-10-20      | 5.5000%  |  | $1277249.12        | $1324230.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9823 C | 2056-03-20      | 6.5000%  |  | $1230521.00        | $1302476.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8994 C | 2056-03-20      | 6.0000%  |  | $1297916.00        | $1351146.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8008 C | 2056-03-20      | 6.0000%  |  | $1293546.00        | $1354213.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2287 C | 2056-03-20      | 6.0000%  |  | $1316677.00        | $1358690.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0347 C | 2051-03-20      | 6.0000%  |  | $1324949.00        | $1366083.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8541 C | 2056-02-20      | 5.5000%  |  | $1251699.34        | $1297739.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4631 C | 2056-02-20      | 5.5000%  |  | $1285765.98        | $1333060.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1838 C | 2056-01-20      | 6.5000%  |  | $1270135.70        | $1341337.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1758 C | 2056-01-20      | 6.5000%  |  | $1234647.27        | $1303867.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5575 C | 2055-12-20      | 5.5000%  |  | $1312246.09        | $1360514.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4614 C | 2056-01-20      | 6.5000%  |  | $1267279.69        | $1330055.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2021 C | 2055-09-20      | 7.0000%  |  | $1231771.36        | $1308934.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1960 C | 2056-02-20      | 6.5000%  |  | $1229927.65        | $1299248.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7354 C | 2055-11-20      | 5.5000%  |  | $1262812.95        | $1302868.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8816 C | 2055-09-20      | 6.5000%  |  | $1207478.22        | $1313417.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8192 C | 2055-09-20      | 6.5000%  |  | $1263431.19        | $1333744.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6348 C | 2055-06-20      | 5.5000%  |  | $1296137.27        | $1327283.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8867 C | 2055-02-20      | 7.0000%  |  | $1273799.50        | $1359694.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7101 C | 2054-03-20      | 6.5000%  |  | $1290535.82        | $1348520.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5332 C | 2055-09-20      | 6.0000%  |  | $1287248.09        | $1349606.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2964 C | 2051-04-20      | 3.5000%  |  | $846956.52         | $790470.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7680 C | 2049-11-20      | 3.5000%  |  | $1473980.30        | $1370077.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  |  | $1230090.77        | $1058694.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8331 C | 2055-10-20      | 5.5000%  |  | $1282439.88        | $1321473.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0309 C | 2055-10-20      | 5.5000%  |  | $1283421.33        | $1330628.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5018 M | 2048-02-20      | 3.0000%  |  | $1443795.04        | $1303166.52        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CO1908 X | 2052-08-15      | 6.0000%  |  | $1226354.16        | $1321224.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8666 C | 2055-05-20      | 6.5000%  |  | $1283619.24        | $1370912.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7553 C | 2054-11-20      | 6.0000%  |  | $1268975.63        | $1315624.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1731 C | 2055-12-20      | 6.5000%  |  | $1277602.00        | $1334574.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4633 C | 2056-02-20      | 6.0000%  |  | $1250650.12        | $1303154.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4429 C | 2055-11-20      | 5.5000%  |  | $1337462.92        | $1363482.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7786 C | 2056-01-20      | 5.0000%  |  | $1349064.94        | $1349953.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8891 C | 2056-01-20      | 5.5000%  |  | $1276119.16        | $1323059.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0876 M | 2056-01-20      | 7.5000%  |  | $1311021.90        | $1367239.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1122 C | 2056-03-20      | 6.0000%  |  | $1307977.00        | $1374317.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0326 C | 2056-03-20      | 5.5000%  |  | $1334943.00        | $1361036.24        | Agency Mortgage-Backed Securities |

### Security 129: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 4/10/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DM8297 C | 2055-10-20      | 5.5000%  |  | $1186829.44        | $1230483.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7258 C | 2055-09-20      | 7.0000%  |  | $1184683.66        | $1270320.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3659 C | 2055-07-20      | 5.5000%  |  | $1224574.13        | $1261658.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7152 C | 2055-06-20      | 5.0000%  |  | $1250130.07        | $1257282.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1367 C | 2054-04-20      | 8.0000%  |  | $1131032.58        | $1220888.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO5097 C | 2052-07-20      | 4.5000%  |  | $1296439.78        | $1266582.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9246 M | 2053-10-20      | 8.0000%  |  | $1190863.95        | $1265317.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6868 M | 2050-09-20      | 4.0000%  |  | $1301826.56        | $1235031.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  |  | $269871.96         | $232268.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3754 C | 2056-03-20      | 6.5000%  |  | $1201484.00        | $1268842.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9045 C | 2055-12-20      | 6.5000%  |  | $1199375.12        | $1287601.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8625 C | 2055-12-20      | 6.5000%  |  | $912333.62         | $953131.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5028 C | 2055-12-20      | 6.0000%  |  | $1178114.69        | $1235187.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1109 C | 2056-03-20      | 5.0000%  |  | $1212018.00        | $1218764.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0932 C | 2056-01-20      | 6.5000%  |  | $1159424.15        | $1211269.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1682 C | 2055-10-20      | 4.5000%  |  | $1325307.24        | $1288264.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4325 C | 2055-04-20      | 6.5000%  |  | $1175986.71        | $1255958.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8575 C | 2056-03-20      | 6.0000%  |  | $1218250.00        | $1254607.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6988 C | 2056-03-20      | 5.5000%  |  | $1215659.00        | $1237640.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6957 C | 2056-02-20      | 5.5000%  |  | $1255477.00        | $1280207.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6916 C | 2056-03-20      | 5.5000%  |  | $1242477.00        | $1266762.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ5900 C | 2056-03-20      | 6.5000%  |  | $1177792.00        | $1243822.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2288 C | 2056-03-20      | 6.5000%  |  | $1147258.00        | $1211576.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1204 C | 2056-03-20      | 6.5000%  |  | $1154391.00        | $1219109.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0345 C | 2056-03-20      | 6.0000%  |  | $1186758.00        | $1225345.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8551 C | 2056-02-20      | 6.0000%  |  | $1199846.06        | $1235654.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4671 C | 2056-02-20      | 6.5000%  |  | $1141983.12        | $1242182.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4612 C | 2056-02-20      | 5.5000%  |  | $1241107.83        | $1286761.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3327 C | 2056-03-20      | 6.0000%  |  | $1249408.00        | $1289274.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3276 C | 2055-08-20      | 5.5000%  |  | $1202694.77        | $1236219.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8219 C | 2055-09-20      | 5.5000%  |  | $1222631.89        | $1259845.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2816 C | 2054-04-20      | 6.5000%  |  | $1190748.56        | $1244247.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2129 C | 2055-11-20      | 7.0000%  |  | $1214134.66        | $1273475.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8612 C | 2055-10-20      | 7.5000%  |  | $1194773.13        | $1275821.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0020 C | 2055-12-20      | 6.5000%  |  | $1167201.58        | $1219394.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6987 C | 2056-03-20      | 5.5000%  |  | $1240567.00        | $1262996.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0342 C | 2056-03-20      | 6.0000%  |  | $1242377.00        | $1283672.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2721 C | 2056-02-20      | 6.0000%  |  | $1220749.59        | $1256436.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8588 C | 2056-03-20      | 6.0000%  |  | $1170195.00        | $1216759.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1120 C | 2056-03-20      | 6.0000%  |  | $1178783.00        | $1238570.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5152 C | 2056-03-20      | 5.5000%  |  | $1188253.00        | $1223986.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1147 C | 2056-03-20      | 5.5000%  |  | $1191698.00        | $1213172.79        | Agency Mortgage-Backed Securities |

### Security 130: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 BOND 43 | 2043-05-15      | 2.8750%  |  | $13120300.00       | $10201100.23       | U.S. Treasuries (including strips) |

### Security 131: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $25152000.00       | $25500699.13       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $300.00            | $304.18            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $10092.48          | $10458.11          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $1600.00           | $1515.97           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $100.00            | $100.84            | U.S. Treasuries (including strips) |

### Security 132: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $200.00            | $202.80            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $400.00            | $402.92            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $2000.00           | $2030.73           | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  |  | $1404.69           | $1307.78           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $400.00            | $403.53            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $1600.00           | $1624.10           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $50467200.00       | $51072016.12       | U.S. Treasuries (including strips) |

### Security 133: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 4/1/2026
- **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: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7265%  |  | $116539.29         | $112069.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-038 FJ      | 2056-02-20      | 4.4729%  |  | $1457554.32        | $1453933.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $98825.22          | $100708.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6729%  |  | $27959.98          | $27524.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8229%  |  | $5292890.64        | $5323794.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0729%  |  | $27.17             | $27.46             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ET 12/25/55  | 2055-12-25      | 4.5000%  |  | $222955.69         | $213691.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1729%  |  | $27.59             | $27.94             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.6729%  |  | $1032013.95        | $1031642.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $77.07             | $64.62             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-107 DB      | 2051-06-20      | 1.7500%  |  | $2962262.44        | $2404422.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.6729%  |  | $7047456.55        | $6905357.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.6729%  |  | $29674.24          | $29130.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.4729%  |  | $6471107.68        | $6555091.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.6929%  |  | $4967934.05        | $4966388.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9729%  |  | $113.87            | $114.73            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $490364.71         | $493332.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.9229%  |  | $779181.98         | $785747.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.7229%  |  | $729299.16         | $731730.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.8229%  |  | $1491312.59        | $1497383.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6729%  |  | $70.40             | $70.48             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $218828.65         | $218206.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.7729%  |  | $4564750.35        | $4583673.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 4.8229%  |  | $3536445.69        | $3556980.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.0229%  |  | $1164817.98        | $1178181.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 4.8229%  |  | $198206.62         | $199358.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-106 YF      | 2042-09-20      | 4.4800%  |  | $2.59              | $2.55              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55  | 2055-11-25      | 4.6619%  |  | $2374841.14        | $2374012.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5206CA 02/25/47  | 2047-02-25      | 3.0000%  |  | $487590.25         | $451238.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 717944 X      | 2039-09-15      | 5.0000%  |  | $48.32             | $48.77             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.1250%  |  | $4.57              | $4.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0934 M      | 2043-04-20      | 3.5000%  |  | $8.79              | $8.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2423  | 2047-07-01      | 5.0000%  |  | $54.19             | $54.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA2627  | 2046-05-01      | 4.0000%  |  | $13.50             | $12.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $49.91             | $51.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5808  | 2055-01-01      | 6.0000%  |  | $92.38             | $94.51             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $78.24             | $79.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7335  | 2054-03-01      | 5.5000%  |  | $66.53             | $67.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784152 M      | 2029-11-20      | 6.5000%  |  | $22.97             | $24.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5195 M      | 2048-05-20      | 5.5000%  |  | $6.64              | $6.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6621  | 2054-10-01      | 6.0000%  |  | $1233507.58        | $1284238.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $11.94             | $11.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3598 M      | 2046-04-20      | 4.0000%  |  | $68.32             | $65.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM7574  | 2050-09-01      | 5.0000%  |  | $28.64             | $28.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $62.21             | $51.30             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08799 G  | 2048-02-01      | 3.0000%  |  | $42.11             | $37.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7251 M      | 2051-03-20      | 4.5000%  |  | $234.99            | $225.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5935 C      | 2050-05-20      | 5.0000%  |  | $114.71            | $115.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8491 M      | 2052-12-20      | 5.5000%  |  | $60.07             | $61.14             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08791 G  | 2047-12-01      | 3.0000%  |  | $15.03             | $13.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3455 M      | 2046-02-20      | 4.0000%  |  | $43.29             | $41.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5140  | 2055-05-01      | 6.5000%  |  | $81.05             | $84.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  |  | $77.56             | $81.39             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1145 G         | 2039-05-01      | 6.5490%  |  | $655.81            | $678.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $290.48            | $256.38            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08842 G  | 2048-10-01      | 4.0000%  |  | $48.33             | $46.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M      | 2048-03-20      | 3.5000%  |  | $11.80             | $11.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $23.65             | $22.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $137.38            | $121.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9490 M      | 2054-02-20      | 6.5000%  |  | $111.94            | $117.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5787  | 2055-04-01      | 5.5000%  |  | $94.37             | $96.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX0544  | 2054-11-01      | 4.5000%  |  | $92.25             | $90.20             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.3140%  |  | $0.07              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3696  | 2055-12-01      | 5.5000%  |  | $187.56            | $188.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2772  | 2056-03-01      | 5.0000%  |  | $286.40            | $282.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1428  | 2055-11-01      | 5.0000%  |  | $95.20             | $95.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG0482  | 2056-01-01      | 4.5000%  |  | $39303.14          | $37968.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0101  | 2056-03-01      | 4.5000%  |  | $285337.50         | $275650.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7030 C      | 2055-01-20      | 7.0000%  |  | $253.94            | $276.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ6160  | 2056-02-01      | 5.5000%  |  | $343.43            | $345.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7753 C      | 2056-03-20      | 6.5000%  |  | $376.66            | $397.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3371  | 2053-05-01      | 4.0000%  |  | $178.58            | $172.28            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M      | 2055-10-20      | 4.5000%  |  | $335966.69         | $337003.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3277  | 2055-05-01      | 6.0000%  |  | $85.49             | $87.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI9273 C      | 2065-02-20      | 7.0000%  |  | $93.30             | $97.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9506 C      | 2055-11-20      | 6.5000%  |  | $187.76            | $200.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4496  | 2054-03-01      | 4.5000%  |  | $92.64             | $89.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6768  | 2056-02-01      | 5.0000%  |  | $131275.80         | $129700.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1813  | 2055-09-01      | 6.0000%  |  | $91.84             | $94.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2541  | 2031-02-01      | 2.5000%  |  | $42.02             | $40.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1106  | 2032-07-01      | 3.0000%  |  | $6.71              | $6.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946812  | 2037-09-01      | 6.5000%  |  | $0.04              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938440  | 2037-07-01      | 6.0000%  |  | $31.80             | $33.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $11.53             | $11.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CL932846  | 2040-12-01      | 3.0000%  |  | $122.75            | $112.60            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB905190  | 2036-11-01      | 6.3100%  |  | $467.53            | $483.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $8223.30           | $8497.24           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7725  | 2049-11-01      | 6.3500%  |  | $388130.89         | $407301.52         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $260.48            | $255.70            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6916  | 2050-12-01      | 2.1710%  |  | $33253.73          | $31032.19          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BL0531  | 2027-07-01      | 3.8200%  |  | $41986.94          | $41810.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3475  | 2055-07-01      | 6.0000%  |  | $5524238.86        | $5653351.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  |  | $97.02             | $99.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6456  | 2054-03-01      | 7.5000%  |  | $138.24            | $150.84            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843998  | 2035-11-01      | 5.9620%  |  | $37426.32          | $38352.63          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843997  | 2035-11-01      | 5.7520%  |  | $2913.40           | $2981.24           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844237  | 2035-11-01      | 5.5340%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WZ841851  | 2045-08-01      | 5.9170%  |  | $21634.92          | $22555.29          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB671133  | 2033-02-01      | 5.5380%  |  | $3994.71           | $4055.62           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD670845  | 2032-12-01      | 5.9000%  |  | $519.60            | $533.86            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2075  | 2043-06-01      | 6.2320%  |  | $5494.43           | $5731.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733  | 2042-10-01      | 3.5000%  |  | $15.48             | $14.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM5470  | 2036-01-01      | 2.0000%  |  | $268.58            | $247.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4875  | 2050-11-01      | 2.5000%  |  | $320.80            | $276.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1527  | 2049-02-01      | 3.0000%  |  | $36.42             | $32.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFM1042  | 2039-06-01      | 4.0000%  |  | $244.64            | $239.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4659  | 2056-02-01      | 5.0000%  |  | $98.56             | $98.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4017  | 2055-12-01      | 5.5000%  |  | $282.01            | $284.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2714  | 2054-01-01      | 6.5000%  |  | $337.90            | $355.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3585  | 2055-11-01      | 6.0000%  |  | $92.91             | $96.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1983  | 2048-08-01      | 3.0000%  |  | $89.31             | $80.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5637  | 2056-04-01      | 5.5000%  |  | $94.12             | $95.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG2712  | 2056-02-01      | 4.5000%  |  | $93.90             | $90.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9008  | 2054-08-01      | 6.0000%  |  | $4376871.54        | $4535051.68        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS888521  | 2034-03-01      | 5.8800%  |  | $20137.54          | $20804.27          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888490  | 2035-05-01      | 6.2920%  |  | $547.34            | $560.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1859  | 2056-01-01      | 5.5000%  |  | $93.59             | $95.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1671  | 2055-12-01      | 5.0000%  |  | $97.19             | $97.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0603  | 2055-06-01      | 6.5000%  |  | $86.74             | $90.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $175.26            | $189.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7299  | 2052-05-01      | 3.0000%  |  | $148.78            | $132.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6542  | 2053-12-01      | 6.5000%  |  | $101.19            | $105.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $161.71            | $136.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $59.92             | $62.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899  | 2052-02-01      | 3.0000%  |  | $61.40             | $54.37             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $94.40             | $96.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1386  | 2051-10-01      | 3.0000%  |  | $126.56            | $112.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957  | 2052-03-01      | 3.0000%  |  | $70.90             | $62.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9218  | 2051-10-01      | 2.0000%  |  | $326.51            | $263.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7751  | 2051-05-01      | 2.0000%  |  | $73.88             | $59.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524  | 2050-08-01      | 3.0000%  |  | $45.47             | $40.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8100  | 2050-10-01      | 3.0000%  |  | $112.46            | $99.75             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1157  | 2028-11-01      | 1.8000%  |  | $94.12             | $88.85             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784142 X      | 2040-08-15      | 6.0000%  |  | $40.40             | $42.73             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.1250%  |  | $62.25             | $63.51             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781750 X      | 2034-03-15      | 6.5000%  |  | $4.29              | $4.44              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723449 X      | 2039-11-15      | 5.0000%  |  | $8.86              | $9.06              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  |  | $1.47              | $1.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2248 C      | 2055-07-20      | 6.5000%  |  | $93.54             | $99.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4518 C      | 2065-12-20      | 6.0000%  |  | $94.08             | $97.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7747 C      | 2056-01-20      | 6.0000%  |  | $93.93             | $97.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6470 C      | 2056-01-20      | 6.5000%  |  | $93.87             | $99.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0286 C      | 2056-03-20      | 6.5000%  |  | $94.12             | $101.38            | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE T 32       | 2032-12-31      | 3.8750%  |  | $1016.47           | $1009.66           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30           | 2030-02-28      | 4.0000%  |  | $94.12             | $94.67             | U.S. Treasuries (including strips)        |
| GNMA GNII SF DJ0101 C      | 2055-07-20      | 6.0000%  |  | $93.42             | $97.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1265 C      | 2055-04-20      | 6.5000%  |  | $93.20             | $99.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8141 C      | 2054-03-20      | 5.0000%  |  | $90.99             | $91.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA5635 C      | 2054-03-20      | 5.0000%  |  | $91.35             | $90.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3071 C      | 2053-11-20      | 7.5000%  |  | $76.03             | $82.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $280.51            | $257.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV1272 C      | 2053-07-20      | 6.0000%  |  | $138.11            | $142.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0018 C      | 2053-06-20      | 7.5000%  |  | $148.59            | $161.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7817 C      | 2053-11-20      | 8.0000%  |  | $159.18            | $167.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M      | 2053-03-20      | 5.5000%  |  | $60.00             | $61.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $59.14             | $60.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8727 M      | 2053-03-20      | 6.0000%  |  | $132.72            | $136.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5877 M      | 2049-04-20      | 4.5000%  |  | $156.87            | $155.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5713 M      | 2049-01-20      | 5.5000%  |  | $20.43             | $20.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M      | 2047-11-20      | 3.5000%  |  | $182.79            | $171.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4625 M      | 2032-08-20      | 3.5000%  |  | $427.76            | $420.26            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA4216 M      | 2047-01-20      | 5.5000%  |  | $2.00              | $2.05              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA3959 M      | 2046-09-20      | 5.3750%  |  | $22.68             | $23.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M      | 2046-08-20      | 4.0000%  |  | $40.39             | $38.67             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M      | 2046-07-20      | 5.3750%  |  | $7.87              | $8.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  |  | $106.95            | $100.66            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA2466 M      | 2044-12-20      | 5.1250%  |  | $2.00              | $2.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2305 M      | 2044-10-20      | 4.5000%  |  | $5.93              | $5.86              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 5.3750%  |  | $517.19            | $520.46            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $1.36              | $1.40              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0898 M      | 2043-03-20      | 6.3750%  |  | $2.20              | $2.26              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB9897 C      | 2043-04-20      | 3.5000%  |  | $6.26              | $5.74              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA3114 C      | 2043-03-20      | 3.5000%  |  | $10.75             | $9.92              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA4863  | 2056-02-01      | 4.5000%  |  | $93.84             | $90.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA4336  | 2056-01-01      | 4.5000%  |  | $93.90             | $90.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3886  | 2056-01-01      | 5.5000%  |  | $144.15            | $145.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA2633  | 2056-01-01      | 4.5000%  |  | $93.83             | $90.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0025  | 2055-07-01      | 4.5000%  |  | $91.21             | $88.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $30.22             | $31.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ6169  | 2056-01-01      | 4.5000%  |  | $126294.16         | $122006.85         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8D0961 G         | 2056-04-01      | 4.7910%  |  | $94.12             | $93.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3297  | 2055-11-01      | 5.5000%  |  | $275.26            | $280.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6952  | 2055-10-01      | 5.0000%  |  | $86.85             | $85.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3410  | 2055-09-01      | 6.5000%  |  | $342.99            | $356.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2289  | 2055-08-01      | 7.0000%  |  | $238.14            | $253.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  |  | $12.51             | $12.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ2069  | 2055-09-01      | 6.5000%  |  | $93.60             | $97.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1686  | 2055-08-01      | 6.5000%  |  | $88.63             | $92.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0724  | 2055-08-01      | 6.5000%  |  | $191.90            | $201.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY9676  | 2055-07-01      | 6.5000%  |  | $172.19            | $178.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5809  | 2055-01-01      | 6.5000%  |  | $44.97             | $46.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106  | 2053-08-01      | 5.0000%  |  | $304.50            | $301.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978  | 2053-04-01      | 5.0000%  |  | $219.33            | $217.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934  | 2043-02-01      | 5.0000%  |  | $368.90            | $374.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941  | 2053-03-01      | 5.5000%  |  | $131.34            | $132.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4851  | 2042-11-01      | 5.0000%  |  | $293.69            | $297.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785  | 2052-10-01      | 5.0000%  |  | $411.51            | $408.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD4850  | 2035-05-01      | 7.0000%  |  | $20.51             | $21.63             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AD0390  | 2038-09-01      | 6.4150%  |  | $23632.42          | $24384.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5854  | 2055-10-01      | 6.0000%  |  | $84.32             | $86.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  |  | $309.00            | $321.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165  | 2053-10-01      | 5.5000%  |  | $137.43            | $138.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  |  | $121.36            | $106.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  |  | $109.04            | $88.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4096  | 2050-08-01      | 2.5000%  |  | $201.79            | $171.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4019  | 2050-05-01      | 2.5000%  |  | $32.46             | $27.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA3981  | 2030-04-01      | 2.5000%  |  | $142.18            | $138.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $70.23             | $62.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA3446  | 2048-08-01      | 4.0000%  |  | $21.10             | $19.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA3230  | 2047-12-01      | 4.0000%  |  | $7.38              | $6.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3181  | 2037-11-01      | 3.5000%  |  | $24.73             | $23.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282  | 2051-03-01      | 2.5000%  |  | $159.32            | $135.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $80.24             | $79.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4749  | 2053-11-01      | 6.5000%  |  | $2207554.67        | $2311456.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3019  | 2052-07-01      | 3.0000%  |  | $79.60             | $70.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1505  | 2052-08-01      | 4.5000%  |  | $67.54             | $65.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $80.00             | $69.28             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B3805 G         | 2045-02-01      | 5.8020%  |  | $2248.31           | $2334.81           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848158 G         | 2036-02-01      | 5.9340%  |  | $22195.14          | $22847.78          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8910 G         | 2041-11-01      | 6.2500%  |  | $4727.52           | $4942.53           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08800 G  | 2048-02-01      | 3.5000%  |  | $92.27             | $85.35             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08779 G  | 2047-09-01      | 3.5000%  |  | $198.85            | $183.96            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0248 G         | 2036-10-01      | 6.0570%  |  | $1562.66           | $1587.16           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1041 G         | 2038-04-01      | 7.0550%  |  | $4450.52           | $4673.25           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08738 G  | 2046-12-01      | 3.5000%  |  | $63.20             | $59.13             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08767 G  | 2047-06-01      | 4.0000%  |  | $103.63            | $99.41             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08726 G  | 2046-10-01      | 3.0000%  |  | $47.49             | $42.88             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08721 G  | 2046-09-01      | 3.0000%  |  | $137.13            | $123.91            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08605 G  | 2044-09-01      | 3.5000%  |  | $145.51            | $136.77            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08807 G  | 2048-04-01      | 3.0000%  |  | $15.47             | $13.86             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.2400%  |  | $15619.70          | $16063.30          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G15171 G  | 2026-09-01      | 4.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $15627.28          | $16496.41          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841607 G         | 2053-08-01      | 4.7510%  |  | $968.82            | $967.02            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 786837 M      | 2049-08-20      | 5.2770%  |  | $6358.74           | $6422.68           | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 785829 M      | 2042-03-20      | 5.4050%  |  | $45.91             | $46.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2247 C      | 2055-08-20      | 6.5000%  |  | $297.25            | $315.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M      | 2055-10-20      | 5.5000%  |  | $278.51            | $281.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0685 M      | 2055-10-20      | 5.0000%  |  | $98.35             | $97.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $90.26             | $91.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M      | 2055-04-20      | 5.0000%  |  | $88.96             | $88.40             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0263 X      | 2053-08-15      | 7.0000%  |  | $91.69             | $97.02             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0288 X      | 2053-06-15      | 7.0000%  |  | $276.04            | $292.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS1246 C      | 2053-03-20      | 7.5000%  |  | $150.11            | $163.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS0890 C      | 2053-05-20      | 7.5000%  |  | $67.05             | $72.96             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR3806 X      | 2053-02-15      | 7.0000%  |  | $90.57             | $95.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE4962 C      | 2050-02-20      | 5.5000%  |  | $37.95             | $38.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3675 C      | 2049-07-20      | 5.0000%  |  | $99.92             | $99.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB8590 C      | 2051-03-20      | 2.5000%  |  | $531.01            | $451.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ7364 C      | 2050-11-20      | 4.0000%  |  | $104.64            | $98.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU8834 C      | 2050-05-20      | 4.0000%  |  | $63.55             | $60.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5033 C      | 2050-03-20      | 5.0000%  |  | $245.20            | $245.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN2825 C      | 2052-10-20      | 6.0000%  |  | $150.01            | $156.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  |  | $140.89            | $143.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M      | 2053-10-20      | 6.5000%  |  | $107.20            | $112.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9849 M      | 2054-08-20      | 4.5000%  |  | $89.63             | $86.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9780 M      | 2054-07-20      | 6.0000%  |  | $329.13            | $336.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $61.94             | $63.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M      | 2052-12-20      | 5.0000%  |  | $365.85            | $364.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $65.08             | $66.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $65.08             | $66.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  |  | $23392003.43       | $19289389.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $68.63             | $63.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  |  | $491.97            | $438.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M      | 2050-10-20      | 3.0000%  |  | $33.29             | $29.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6339 M      | 2049-12-20      | 3.5000%  |  | $126.10            | $117.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5990 M      | 2049-06-20      | 6.0000%  |  | $35.79             | $37.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4383 M      | 2047-04-20      | 4.0000%  |  | $8.41              | $8.03              | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014A2 R17M014  | 2027-11-25      | 2.7852%  |  | $15749.41          | $15460.93          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $8376.56           | $8339.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3377 M      | 2046-01-20      | 4.0000%  |  | $88.93             | $85.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3176 M      | 2045-10-20      | 5.0000%  |  | $58.46             | $58.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3033 M      | 2045-08-20      | 3.0000%  |  | $14.92             | $13.49             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8317  | 2045-03-01      | 6.2510%  |  | $26585.28          | $27813.90          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9691  | 2042-06-01      | 6.3620%  |  | $114850.58         | $120054.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9128  | 2046-02-01      | 4.5000%  |  | $46.26             | $45.85             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL4980  | 2044-02-01      | 5.8300%  |  | $729.10            | $759.04            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1805  | 2037-08-01      | 5.5790%  |  | $6.05              | $6.22              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1758  | 2039-12-01      | 6.3030%  |  | $2.39              | $2.47              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.0830%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS580720  | 2031-12-01      | 5.9380%  |  | $3082.51           | $3162.87           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 783132 G         | 2035-05-01      | 6.3610%  |  | $1755.52           | $1816.85           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  |  | $99.48             | $93.89             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 780193 G         | 2033-01-01      | 5.8750%  |  | $3569.75           | $3659.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781553 X      | 2032-11-15      | 6.5000%  |  | $5.57              | $5.76              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $1439.41           | $1493.92           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G  | 2044-08-01      | 3.5000%  |  | $58.66             | $55.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2150 M      | 2044-08-20      | 4.5000%  |  | $348.91            | $345.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6580 C      | 2054-09-20      | 7.5000%  |  | $87.01             | $95.59             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ0420  | 2047-09-01      | 6.1750%  |  | $6209.98           | $6462.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA9885 C      | 2054-04-20      | 7.5000%  |  | $144.28            | $156.83            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.3050%  |  | $2.32              | $2.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5175  | 2043-10-01      | 5.5000%  |  | $296.73            | $301.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9617  | 2048-10-01      | 4.0000%  |  | $53.76             | $51.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC0416  | 2051-04-01      | 2.5000%  |  | $1594719.08        | $1342066.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3174 M      | 2045-10-20      | 4.0000%  |  | $14.14             | $13.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3521 M      | 2046-03-20      | 3.5000%  |  | $79.87             | $74.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM1474  | 2037-09-01      | 6.1700%  |  | $47557.81          | $49151.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3443  | 2048-08-01      | 4.0000%  |  | $7.85              | $7.51              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0300 X      | 2053-05-15      | 7.0000%  |  | $82.25             | $87.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1965  | 2054-05-01      | 5.5000%  |  | $155.41            | $156.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0752  | 2055-07-01      | 6.5000%  |  | $93.55             | $100.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733  | 2052-09-01      | 4.5000%  |  | $143.55            | $139.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA4824  | 2047-03-01      | 4.5000%  |  | $21.03             | $20.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4288  | 2041-03-01      | 2.5000%  |  | $45.45             | $41.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ1865 C      | 2048-09-20      | 4.5000%  |  | $3.57              | $3.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626  | 2052-06-01      | 4.0000%  |  | $454.08            | $430.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI1521 C      | 2052-04-20      | 4.0000%  |  | $74.86             | $72.48             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844789  | 2035-11-01      | 5.7740%  |  | $5.17              | $5.28              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.2130%  |  | $11939.84          | $12345.34          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745168  | 2035-09-01      | 6.4010%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326  | 2051-05-01      | 2.5000%  |  | $183.57            | $155.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982  | 2050-05-01      | 3.5000%  |  | $147.32            | $136.35            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08623 G  | 2045-01-01      | 3.5000%  |  | $57.62             | $54.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331  | 2054-03-01      | 6.0000%  |  | $215.20            | $223.11            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1H1350 G         | 2036-10-01      | 6.2290%  |  | $0.83              | $0.87              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD904443  | 2036-07-01      | 6.0060%  |  | $58372.32          | $60270.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL922191  | 2036-12-01      | 6.5000%  |  | $9.09              | $9.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  |  | $14.73             | $13.89             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2082  | 2038-12-01      | 6.5740%  |  | $76996.28          | $80459.73          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5451 X      | 2042-07-15      | 3.5000%  |  | $13.02             | $12.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2931  | 2032-03-01      | 3.0000%  |  | $341.78            | $332.71            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18659 G  | 2032-09-01      | 3.0000%  |  | $34.17             | $33.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4380  | 2051-07-01      | 3.0000%  |  | $52.03             | $46.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $101348.17         | $101219.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ3455 C      | 2050-12-20      | 5.0000%  |  | $27.85             | $27.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1462  | 2052-01-01      | 3.5000%  |  | $64.30             | $59.82             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1766 G         | 2037-07-01      | 6.2750%  |  | $2746.43           | $2846.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $9.18              | $9.68              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462361  | 2037-07-01      | 6.4170%  |  | $4239.80           | $4290.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $6.78              | $7.28              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5651 M      | 2048-12-20      | 4.0000%  |  | $8.99              | $8.56              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $109.55            | $104.56            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16134 G  | 2032-01-01      | 3.0000%  |  | $9.43              | $9.21              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8696 M      | 2038-07-20      | 5.5000%  |  | $52.15             | $52.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  |  | $9.16              | $8.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5166  | 2053-10-01      | 6.0000%  |  | $284.75            | $292.20            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787723 M      | 2048-05-20      | 5.3920%  |  | $111718.17         | $113612.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2938  | 2053-02-01      | 6.0000%  |  | $80.31             | $82.72             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.2280%  |  | $10656.67          | $11126.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M      | 2054-07-20      | 6.5000%  |  | $42.02             | $43.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  |  | $102.26            | $95.34             | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787466 M      | 2049-08-20      | 5.3730%  |  | $12605.38          | $12880.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $79.31             | $80.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M      | 2055-02-20      | 5.0000%  |  | $86.15             | $85.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $320.73            | $260.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5628  | 2053-09-01      | 5.5000%  |  | $291.11            | $298.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5339  | 2044-04-01      | 5.5000%  |  | $190.98            | $193.36            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3674 M      | 2046-05-20      | 5.5000%  |  | $3219.48           | $3296.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3898  | 2051-05-01      | 4.0000%  |  | $69.01             | $66.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047  | 2050-06-01      | 2.0000%  |  | $48.29             | $39.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0810  | 2055-04-01      | 6.5000%  |  | $92.10             | $96.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $2.38              | $2.46              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LAAD0082  | 2035-10-01      | 6.1290%  |  | $5112.49           | $5260.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6990 M      | 2050-11-20      | 4.5000%  |  | $19.12             | $18.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4120  | 2050-09-01      | 2.5000%  |  | $43.74             | $37.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4838 M      | 2047-11-20      | 4.0000%  |  | $332.90            | $317.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CX5730 X      | 2053-12-15      | 7.0000%  |  | $130.88            | $136.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7694  | 2051-06-01      | 3.0000%  |  | $57.20             | $51.18             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX4175  | 2052-12-01      | 5.7770%  |  | $185585.60         | $189700.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M      | 2053-05-20      | 5.0000%  |  | $77.57             | $77.43             | Agency Mortgage-Backed Securities         |

### Security 134: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $333000000.00
- **C.18.a - Value (excl. sponsor support):** $333000000.00
- **C.19 - Percentage of Net Assets:** 6.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $177422800.00      | $178987571.07      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $41466400.00       | $41258753.45       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $46998300.00       | $47028854.09       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $72387000.00       | $72419428.98       | U.S. Treasuries (including strips) |

### Security 135: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 4/1/2026
- **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: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $203607000.00
- **C.18.a - Value (excl. sponsor support):** $203607000.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DQ2449 C     | 2056-03-20      | 6.5000%  |  | $420801.10         | $444391.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1065 C     | 2056-03-20      | 5.5000%  |  | $407.42            | $416.13            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8872 C     | 2056-02-20      | 6.0000%  |  | $268984.47         | $278710.14         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN3171       | 2061-01-15      | 5.3900%  |  | $157905.81         | $164454.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5487 C     | 2055-12-20      | 5.5000%  |  | $202.89            | $207.50            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ4993 C     | 2065-03-20      | 7.0000%  |  | $29815.50          | $31291.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4683 C     | 2055-05-20      | 6.5000%  |  | $201.90            | $213.21            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CM3795       | 2058-05-15      | 4.7600%  |  | $197.09            | $196.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  |  | $1684.64           | $1722.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4477 | 2051-07-01      | 2.5000%  |  | $1336870.53        | $1126714.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2834 | 2055-10-01      | 5.5000%  |  | $10078.65          | $10287.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  |  | $9754394.94        | $9977214.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $3304240.51        | $3336335.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $8454.64           | $7161.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC7895 | 2040-03-01      | 4.5000%  |  | $22818.30          | $22594.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB2704 | 2041-04-01      | 4.5000%  |  | $10503.03          | $10392.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA9393 | 2039-07-01      | 4.5000%  |  | $99981.77          | $99000.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  |  | $8301.20           | $8738.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0014 | 2055-02-01      | 6.5000%  |  | $8788861.80        | $9199940.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $11126.17          | $10871.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $483400.24         | $446737.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5994 | 2051-02-01      | 2.5000%  |  | $13390.14          | $11268.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5733 | 2051-01-01      | 2.0000%  |  | $54315.18          | $44694.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4219 | 2055-12-01      | 3.5000%  |  | $2010439.52        | $1844967.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3801 | 2055-09-01      | 5.5000%  |  | $3505577.09        | $3578217.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7832 M     | 2052-01-20      | 5.0000%  |  | $90.70             | $91.06             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $387045.48         | $389976.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $5693783.49        | $4896929.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3765 | 2053-07-01      | 5.5000%  |  | $163408.24         | $165045.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6508 | 2053-06-01      | 4.5000%  |  | $49336.14          | $48015.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZA2202 | 2031-04-01      | 5.0000%  |  | $13180.12          | $13383.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  |  | $418740.24         | $404528.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0122 M     | 2040-01-20      | 5.5000%  |  | $147.68            | $151.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785512 C     | 2051-06-20      | 3.5000%  |  | $700.81            | $663.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4308 C     | 2056-02-20      | 5.0000%  |  | $203.38            | $210.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS1728 C     | 2050-01-20      | 4.0000%  |  | $53.08             | $49.23             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  |  | $17828.27          | $16912.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9822 M     | 2039-08-20      | 4.5000%  |  | $8130.29           | $8097.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  |  | $281.57            | $286.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7476 M     | 2051-07-20      | 4.5000%  |  | $300.32            | $293.58            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $4713434.86        | $4393282.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $3630214.66        | $3239378.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5713 M     | 2049-01-20      | 5.5000%  |  | $30.05             | $30.83             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9378 | 2056-03-01      | 5.5000%  |  | $646922.15         | $658152.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5823 | 2056-02-01      | 5.0000%  |  | $86779.26          | $85724.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD3099 | 2053-02-01      | 3.5000%  |  | $491442.90         | $452639.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  |  | $48638.78          | $44951.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0824 | 2052-01-01      | 2.5000%  |  | $190561.90         | $163883.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $53752.93          | $53186.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS1517 | 2037-07-01      | 5.5000%  |  | $11404.77          | $11795.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4189 | 2042-11-01      | 3.0000%  |  | $73613.11          | $67475.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711221 X     | 2040-03-15      | 4.5000%  |  | $20.81             | $20.59             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783379 X     | 2041-08-15      | 4.0000%  |  | $25.74             | $24.76             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784121 X     | 2029-08-15      | 7.0000%  |  | $20.27             | $20.92             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738231 X     | 2041-04-15      | 4.5000%  |  | $4797.04           | $4777.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5257 | 2055-11-01      | 6.5000%  |  | $447680.27         | $473187.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4371 | 2055-06-01      | 5.5000%  |  | $5134886.36        | $5191977.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003472 M     | 2033-11-20      | 5.0000%  |  | $344352.83         | $348032.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1899 C     | 2055-11-20      | 5.5000%  |  | $405.15            | $408.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M     | 2055-04-20      | 6.0000%  |  | $268.15            | $273.93            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $4016999.21        | $4058745.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4720 M     | 2047-09-20      | 4.0000%  |  | $43.37             | $41.44             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  |  | $47587232.84       | $49474859.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ9172 | 2048-05-01      | 4.5000%  |  | $1104152.49        | $1086640.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  |  | $466420.52         | $430047.50         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G08849 G | 2048-11-01      | 5.0000%  |  | $2924.21           | $2937.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6987 | 2050-09-01      | 2.0000%  |  | $22653.78          | $18279.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2456 | 2055-07-01      | 6.5000%  |  | $3454920.25        | $3634129.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $65798372.97       | $66281223.35       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784673 C     | 2049-01-20      | 5.5000%  |  | $33.13             | $34.17             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  |  | $2174.56           | $2033.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  |  | $77891.20          | $72902.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  |  | $202182.21         | $181873.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2581 C     | 2052-03-20      | 4.5000%  |  | $596140.42         | $570747.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6934 M     | 2050-10-20      | 4.0000%  |  | $186.54            | $177.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1999 | 2055-07-01      | 6.5000%  |  | $7154444.12        | $7463735.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004992 M     | 2041-03-20      | 6.5000%  |  | $22.92             | $23.95             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIZS7013 | 2026-09-01      | 4.5000%  |  | $293.16            | $293.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4647 C     | 2056-03-20      | 5.5000%  |  | $249153.89         | $254669.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9834 C     | 2056-02-20      | 6.0000%  |  | $386618.43         | $398156.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4716 | 2053-04-01      | 4.5000%  |  | $1982055.78        | $1932797.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6129 | 2055-12-01      | 6.5000%  |  | $515413.39         | $537419.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1792 C     | 2055-11-20      | 5.0000%  |  | $202.65            | $202.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5390 | 2046-03-01      | 4.5000%  |  | $102148.34         | $100326.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0073 | 2055-12-01      | 5.5000%  |  | $740737.13         | $760162.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1844 | 2056-01-01      | 5.5000%  |  | $496220.23         | $508930.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3641 C     | 2056-03-20      | 5.0000%  |  | $204.83            | $205.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5780 | 2056-04-01      | 6.5000%  |  | $243025.32         | $256128.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9727 | 2056-01-01      | 6.5000%  |  | $204552.21         | $218249.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9216 | 2054-09-01      | 6.0000%  |  | $33263.10          | $34100.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6107 | 2053-04-01      | 6.5000%  |  | $3303371.51        | $3444962.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  |  | $178131.12         | $143275.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU7294 | 2052-02-01      | 3.5000%  |  | $84031.76          | $77272.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7697 | 2048-10-01      | 4.5000%  |  | $303118.83         | $298264.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3795 | 2055-11-01      | 6.5000%  |  | $115874.82         | $120988.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6984 | 2055-04-01      | 5.5000%  |  | $145303.80         | $146370.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO0747 | 2042-04-01      | 3.5000%  |  | $4606.56           | $4337.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI7216 | 2054-06-01      | 4.5000%  |  | $506272.60         | $489350.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5376 | 2045-10-01      | 6.0000%  |  | $3886882.04        | $3992791.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA9253 | 2053-06-01      | 4.5000%  |  | $2103370.39        | $2046543.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1214 | 2049-08-01      | 3.5000%  |  | $73293.83          | $67911.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1594175.57        | $1611125.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  |  | $920005.45         | $891060.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $987570.60         | $869634.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $3889154.93        | $3425746.56        | Agency Mortgage-Backed Securities |

### Security 136: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.660%, 4/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/8 BOND 40 | 2040-11-15      | 1.3750%  |  | $236175400.00      | $153015619.88      | U.S. Treasuries (including strips) |

### Security 137: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.670%, 4/1/2026
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $65226000.00
- **C.18.a - Value (excl. sponsor support):** $65226000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 TPRN C 35 | 2035-05-15      | 0.0000%  |  | $34814.38          | $23477.25          | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34 | 2034-11-15      | 0.0000%  |  | $285980.14         | $197621.42         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34 | 2034-05-15      | 0.0000%  |  | $312885.86         | $221400.23         | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34     | 2034-02-15      | 0.0000%  |  | $105927.02         | $75894.28          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  |  | $9.78              | $7.18              | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33 | 2033-05-15      | 0.0000%  |  | $6111.68           | $4540.14           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  |  | $28520.07          | $19783.23          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40   | 2040-11-15      | 4.2500%  |  | $110695.04         | $107108.73         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40   | 2040-02-15      | 2.1250%  |  | $603.50            | $592.04            | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN 36   | 2036-02-15      | 0.0000%  |  | $18843.79          | $12363.43          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28 | 2028-03-31      | 3.6250%  |  | $13420409.30       | $13365090.38       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40   | 2040-02-15      | 4.6250%  |  | $391.36            | $392.31            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41   | 2041-02-15      | 2.1250%  |  | $2506835.74        | $2431264.41        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34 | 2034-08-15      | 0.0000%  |  | $161499.58         | $112916.47         | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33 | 2033-11-15      | 0.0000%  |  | $94607.05          | $68634.20          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Money Market Obligations Trust

**Date:** 2026-04-07

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer