# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-095557
**Filing Date:** 2026-3
**Character Count:** 319804
**Document Hash:** 40bbf3850bfafb7a0f1478ac1ed7c7f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095557.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095557

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729225

**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):** 2026-02-27

**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:** 48 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $5461788204.02

- **Amortized Cost of Portfolio Securities:** $5461067177.37

- **Cash:** $1207389.74

- **Total Other Assets:** $9662551.58

- **Total Liabilities:** $69259660.00

- **Net Assets of Series:** $5402677458.69

- **Number of Shares Outstanding (Series):** 5402643875.8700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $3875937694.95            | $4545667208.28             | 71.2200%                  | 83.5300%                   |
| 2026-02-03 | $3749485592.55            | $4629220307.55             | 67.9800%                  | 83.9300%                   |
| 2026-02-04 | $3847508248.08            | $4627248164.75             | 69.7800%                  | 83.9200%                   |
| 2026-02-05 | $3769621934.59            | $4649367052.92             | 68.1000%                  | 83.9900%                   |
| 2026-02-06 | $3883579202.33            | $4769339925.67             | 68.7300%                  | 84.4000%                   |
| 2026-02-09 | $4068112195.05            | $4743878120.05             | 71.9900%                  | 83.9500%                   |
| 2026-02-10 | $3732357592.04            | $4558128718.71             | 68.3000%                  | 83.4100%                   |
| 2026-02-11 | $3812679712.80            | $4688456041.13             | 68.1400%                  | 83.8000%                   |
| 2026-02-12 | $3806381507.06            | $4676163037.06             | 68.1800%                  | 83.7600%                   |
| 2026-02-13 | $4004714758.29            | $4654517094.96             | 71.9900%                  | 83.6700%                   |
| 2026-02-17 | $3673238668.89            | $4543046207.22             | 66.9100%                  | 82.7500%                   |
| 2026-02-18 | $3868824594.34            | $4738637334.34             | 67.9400%                  | 83.2100%                   |
| 2026-02-19 | $3763633650.18            | $4633451591.85             | 67.2000%                  | 82.7300%                   |
| 2026-02-20 | $3772345777.34            | $4642179324.00             | 67.2400%                  | 82.7500%                   |
| 2026-02-23 | $3966057232.93            | $4635895981.26             | 70.4000%                  | 82.2900%                   |
| 2026-02-24 | $3771238816.73            | $4541082766.73             | 68.0900%                  | 81.9900%                   |
| 2026-02-25 | $3628767019.90            | $4498616171.57             | 66.0200%                  | 81.8500%                   |
| 2026-02-26 | $3652279548.87            | $4532133902.20             | 65.9300%                  | 81.8100%                   |
| 2026-02-27 | $3584391499.36            | $4464256256.03             | 65.5000%                  | 81.5800%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0002                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Class P Shares

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $5119057603.00

- **Number of Shares Outstanding:** 5119025769.5200

- **Expense Reimbursement/Waiver:** 517562.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $12859180.35              | $48964941.21            |
| 2026-02-03 | $76317468.03              | $1636063.30             |
| 2026-02-04 | $9627605.39               | $10038955.08            |
| 2026-02-05 | $24000304.10              | $2688.98                |
| 2026-02-06 | $24568705.16              | $5489331.47             |
| 2026-02-09 | $6582.30                  | $74840329.80            |
| 2026-02-10 | $31662.59                 | $10151797.81            |
| 2026-02-11 | $30268076.00              | $4289240.19             |
| 2026-02-12 | $17875741.55              | $39949469.83            |
| 2026-02-13 | $3384371.74               | $24617088.77            |
| 2026-02-17 | $15681.14                 | $15395652.00            |
| 2026-02-18 | $158800919.41             | $400230.91              |
| 2026-02-19 | $33379.73                 | $98620872.93            |
| 2026-02-20 | $38998882.99              | $19363538.33            |
| 2026-02-23 | $45182.61                 | $7225613.00             |
| 2026-02-24 | $14873390.30              | $0.00                   |
| 2026-02-25 | $32289.27                 | $89666643.58            |
| 2026-02-26 | $23031257.60              | $0.00                   |
| 2026-02-27 | $138094.35                | $49578572.21            |

**Total Gross Subscriptions (Month):** $434908774.61

**Total Gross Redemptions (Month):** $500231029.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7400%           |
| 2026-02-03 | 2.7300%           |
| 2026-02-04 | 2.7300%           |
| 2026-02-05 | 2.7300%           |
| 2026-02-06 | 2.7300%           |
| 2026-02-09 | 2.7200%           |
| 2026-02-10 | 2.7100%           |
| 2026-02-11 | 2.7100%           |
| 2026-02-12 | 2.7100%           |
| 2026-02-13 | 2.7100%           |
| 2026-02-17 | 2.7200%           |
| 2026-02-18 | 2.7300%           |
| 2026-02-19 | 2.7300%           |
| 2026-02-20 | 2.7300%           |
| 2026-02-23 | 2.7300%           |
| 2026-02-24 | 2.7300%           |
| 2026-02-25 | 2.7200%           |
| 2026-02-26 | 2.7200%           |
| 2026-02-27 | 2.7200%           |

**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:** $281008590.45

- **Number of Shares Outstanding:** 281006854.9100

- **Expense Reimbursement/Waiver:** 24051.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1249096.27               | $380513.61              |
| 2026-02-03 | $213231.12                | $1927331.24             |
| 2026-02-04 | $227543.64                | $1854470.07             |
| 2026-02-05 | $188267.80                | $689790.36              |
| 2026-02-06 | $124262.36                | $4255935.72             |
| 2026-02-09 | $1625175.73               | $3331965.00             |
| 2026-02-10 | $310599.06                | $408895.79              |
| 2026-02-11 | $849664.14                | $725297.86              |
| 2026-02-12 | $10065294.75              | $597038.99              |
| 2026-02-13 | $317136.03                | $1602743.52             |
| 2026-02-17 | $179026.36                | $499047.14              |
| 2026-02-18 | $263051.76                | $1122233.37             |
| 2026-02-19 | $386670.09                | $378109.71              |
| 2026-02-20 | $262729.01                | $1018336.55             |
| 2026-02-23 | $348609.68                | $168627.63              |
| 2026-02-24 | $120648.66                | $1205147.63             |
| 2026-02-25 | $184107.76                | $846075.07              |
| 2026-02-26 | $1521727.88               | $1483668.57             |
| 2026-02-27 | $726714.95                | $429749.71              |

**Total Gross Subscriptions (Month):** $19163557.05

**Total Gross Redemptions (Month):** $22924977.54

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 32.9000%         | 0.0000%              |
| Broker-dealer |  | 19.7000%         | 0.0000%              |
| Broker-dealer |  | 21.8600%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1415234.49

- **Number of Shares Outstanding:** 1415225.6700

- **Expense Reimbursement/Waiver:** 47.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $3813.51                  | $1541.44                |
| 2026-02-03 | $0.00                     | $100.00                 |
| 2026-02-04 | $0.00                     | $262360.00              |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $17775.25               |
| 2026-02-11 | $0.00                     | $100.02                 |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $39241.26               |
| 2026-02-19 | $0.00                     | $8566.23                |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $3813.51

**Total Gross Redemptions (Month):** $329684.20

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.5300%          | 0.0000%              |
| Broker-dealer |  | 51.8000%         | 0.0000%              |
| Broker-dealer |  | 5.9100%          | 0.0000%              |
| Broker-dealer |  | 5.4600%          | 0.0000%              |
| Broker-dealer |  | 14.6900%         | 0.0000%              |
| Broker-dealer |  | 5.1000%          | 0.0000%              |

### Class: Class F Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1196030.75

- **Number of Shares Outstanding:** 1196025.7700

- **Expense Reimbursement/Waiver:** 95.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1758.91                  | $31.71                  |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $10.00                    | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1758.91

**Total Gross Redemptions (Month):** $31.71

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

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 30.9700%         | 0.0000%              |
| Broker-dealer   |  | 25.5200%         | 0.0000%              |
| Broker-dealer   |  | 25.6900%         | 0.0000%              |
| Retail investor |  | 9.2100%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 3/2/2026
- **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:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 05.000 CLQZ1555 | 2055-09-01      | 5.0000%  |  | $2246277.56        | $2273666.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $4235288.21        | $4096869.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $175308.76         | $180961.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $3567843.72        | $3622050.36        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $1072.00           | $1126.38           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $1000.00           | $1035.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $34178.69          | $30933.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $2894783.33        | $2933113.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $5663547.00        | $4901038.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $1745129.73        | $1848981.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1025 | 2055-05-01      | 6.0000%  |  | $129808.07         | $136237.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $14497486.92       | $14977675.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $939.65            | $975.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $14746853.86       | $15318622.15       | Agency Mortgage-Backed Securities  |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $14862.95          | $15238.89          | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $114100.00         | $107744.73         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $59900.00          | $56949.47          | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $20500.00          | $19557.11          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $499200.00         | $492889.63         | U.S. Treasuries (including strips) |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 3/2/2026
- **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:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $75.96             | $76.91             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $1262224.61        | $1197053.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $17482.51          | $16590.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $497411.28         | $508045.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $41796.90          | $43162.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $372679.41         | $337865.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $248709.37         | $249736.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $19707.76          | $20048.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $2627951.37        | $2729842.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $1871565.96        | $1971339.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $141446.20         | $143716.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $296489.34         | $294443.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $18036.52          | $18217.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $324147.80         | $336206.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $319125.03         | $326015.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1303767.73        | $1337534.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $103429.91         | $102898.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $133050.44         | $130374.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $978113.62         | $898218.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $40200.53          | $35454.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $877008.57         | $808326.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $898217.57         | $871234.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $85.81             | $84.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $263704.85         | $262296.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $105967.28         | $101997.51         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3270 | 2035-03-01      | 4.6500%  |  | $857919.70         | $883645.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $80361.28          | $81551.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $592333.76         | $612705.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $789693.44         | $798647.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $273.83            | $271.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $34431.97          | $34393.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $548483.12         | $553644.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $1435350.76        | $1476526.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $466636.76         | $422328.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $17546.62          | $17109.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $677183.48         | $704890.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $529831.70         | $541890.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $1178086.87        | $1177344.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $200848.46         | $200140.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $475055.86         | $436316.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $828921.57         | $826598.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $126056.32         | $123623.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $442606.47         | $456655.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $205.72            | $208.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $1485742.98        | $1360905.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $573.49            | $562.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $7977.58           | $8100.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2373458.74        | $2422084.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $84487.49          | $85659.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $32241.58          | $33578.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $202793.06         | $205561.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  |  | $953.68            | $993.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $7676017.02        | $8091200.83        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $379923.20         | $399196.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $1426347.37        | $1481217.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $3603285.88        | $3719481.84        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $620998.70         | $638244.18         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $467181.80         | $483757.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $638753.92         | $539193.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $28.05             | $28.22             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $134298.43         | $135668.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $2040348.07        | $1994886.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $124156.07         | $125351.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $408779.96         | $391974.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $298471.25         | $288007.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $129439.76         | $135297.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $974254.94         | $997660.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $70662.72          | $72559.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $10951.37          | $11318.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1670.65           | $1736.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $49.34             | $49.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $11669.82          | $11481.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $542906.12         | $536829.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $6682.65           | $6612.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $368.47            | $356.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $292168.43         | $283297.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $749109.47         | $746584.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $716826.01         | $696171.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $1184516.58        | $1178187.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $640335.85         | $647858.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $46306.18          | $46850.19          | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $133870.00         | $133655.08         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $880.00            | $901.29            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $10.00             | $10.43             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $230280.00         | $233270.25         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $10.00             | $10.23             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $133790.00         | $126281.92         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $144840.00         | $140095.72         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $324120.00         | $320022.81         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $4800.00           | $4821.53           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $200860.00         | $212149.97         | U.S. Treasuries (including strips) |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 3/2/2026
- **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):** $87500000.00
- **C.18.a - Value (excl. sponsor support):** $87500000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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%  |  | $77503750.00       | $65096872.20       | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A    | 2029-12-14      | 0.0000%  |  | $1011750.00        | $879807.68         | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $459500.00         | $467177.23         | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $5875000.00        | $4522607.64        | Agency Debentures and Agency Strips |
| FCSB 0.87 FCOR 22-26 JC   | 2026-09-01      | 0.8700%  |  | $2019250.00        | $1999231.83        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.7500%  |  | $6250000.00        | $6285696.88        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $2046250.00        | $2074381.51        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $3750000.00        | $3784633.75        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $662500.00         | $683028.67         | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  |  | $4735750.00        | $3484020.24        | Agency Debentures and Agency Strips |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/2/2026
- **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):** $89681000.00
- **C.18.a - Value (excl. sponsor support):** $89681000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $6006564.34        | $5851726.36        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $34682871.22       | $33442722.88       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $896.81            | $648.50            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $6945793.45        | $4510708.40        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $5894283.73        | $5999004.08        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $38073709.83       | $38277086.54       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $1703939.00        | $1788846.19        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $1577757.83        | $1603964.52        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $27621.75          | $27889.04          | U.S. Treasuries (including strips) |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/12/2026
- **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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $63306133.74       | $61120735.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  |  | $270183.25         | $244217.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  |  | $57160.11          | $55371.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814  | 2037-08-01      | 6.5000%  |  | $9116.44           | $9750.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2983  | 2037-07-01      | 2.5000%  |  | $209856.40         | $199734.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $11739507.85       | $12176139.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC0616  | 2046-02-01      | 4.0000%  |  | $79893.52          | $79055.51          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08572 G  | 2044-02-01      | 3.5000%  |  | $6819.66           | $6588.15           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07160 G  | 2042-10-01      | 3.0000%  |  | $2307369.68        | $2177980.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $14219277.81       | $14322952.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9185 C      | 2055-12-20      | 5.0000%  |  | $4259837.13        | $4301366.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7089 C      | 2055-10-20      | 5.0000%  |  | $4940117.22        | $5007994.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6436 C      | 2055-03-20      | 6.5000%  |  | $1180681.51        | $1260411.09        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X      | 2047-11-15      | 4.5000%  |  | $44603.70          | $44705.97          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $4980376.98        | $4566640.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3183  | 2047-11-01      | 4.0000%  |  | $3551860.56        | $3512249.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2522  | 2046-02-01      | 3.5000%  |  | $213636.08         | $205677.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAR6885  | 2028-02-01      | 2.5000%  |  | $66377.85          | $65656.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100  | 2046-01-01      | 3.5000%  |  | $74904.99          | $72153.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3759  | 2037-03-01      | 2.5000%  |  | $777325.37         | $739831.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  |  | $65981.12          | $63386.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947  | 2048-11-01      | 4.5000%  |  | $82153.07          | $82821.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3800  | 2039-10-01      | 3.0000%  |  | $213293.10         | $202676.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $132247.20         | $130809.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $2844316.84        | $2590641.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3319  | 2055-01-01      | 6.5000%  |  | $865830.94         | $908289.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  |  | $1525471.61        | $1578974.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $1496317.03        | $1479011.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBW1354  | 2037-11-01      | 3.5000%  |  | $1082772.52        | $1059544.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBO4944  | 2034-11-01      | 2.5000%  |  | $26538.94          | $25424.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  |  | $7533805.50        | $7034213.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1224  | 2042-11-01      | 3.0000%  |  | $1263360.45        | $1190131.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993  | 2042-05-01      | 3.5000%  |  | $713649.77         | $687799.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $754874.09         | $690917.13         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44663 G  | 2046-11-01      | 3.0000%  |  | $110913.80         | $102983.65         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q06884 G  | 2042-03-01      | 3.5000%  |  | $233360.58         | $226887.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712  | 2048-10-01      | 4.0000%  |  | $64347.00          | $63582.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3204  | 2049-02-01      | 4.0000%  |  | $16846.87          | $16650.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM1028  | 2046-04-01      | 3.5000%  |  | $187478.04         | $180445.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398  | 2042-08-01      | 3.5000%  |  | $14569.99          | $14132.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  |  | $36769.66          | $36309.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90380 G  | 2039-12-01      | 5.5000%  |  | $258115.51         | $268364.56         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C03719 G  | 2041-10-01      | 3.5000%  |  | $22609.00          | $22016.82          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83066 G  | 2038-11-01      | 5.5000%  |  | $8979.84           | $9393.17           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08711 G  | 2046-06-01      | 3.5000%  |  | $2191454.26        | $2108781.16        | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $28970242.13       | $19646681.23       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-002 GL      | 2056-01-20      | 4.5000%  |  | $1009.00           | $936.40            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  |  | $1725293.00        | $1546100.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  |  | $1529562.28        | $1551631.77        | Agency Collateralized Mortgage Obligation |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/11/2026
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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 GNMI SF AF3771 X      | 2043-09-15      | 4.0000%  |  | $73589.50          | $72332.81          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD6024        | 2063-09-15      | 2.4100%  |  | $285693.31         | $247916.53         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8599 X      | 2050-01-15      | 3.0000%  |  | $92531.83          | $84844.54          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8591 X      | 2049-11-15      | 3.0000%  |  | $228487.32         | $209510.23         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8587 X      | 2049-10-15      | 3.5000%  |  | $4350.41           | $4122.86           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7371 X      | 2049-11-15      | 3.5000%  |  | $737.01            | $696.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BP1506 X      | 2049-08-15      | 4.5000%  |  | $1038.06           | $1032.11           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G  | 2043-12-01      | 3.5000%  |  | $167.63            | $161.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $1681.50           | $1621.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  |  | $165.02            | $159.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3251  | 2042-05-01      | 3.5000%  |  | $2873.45           | $2786.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084  | 2042-05-01      | 3.5000%  |  | $4434.63           | $4313.72           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09008 G  | 2042-08-01      | 3.0000%  |  | $3293.05           | $3108.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  |  | $962.91            | $924.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  |  | $375818.79         | $370465.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1156 M      | 2043-07-20      | 3.0000%  |  | $3393.65           | $3186.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726155 X      | 2040-02-15      | 4.5000%  |  | $34482.47          | $34962.19          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724033 X      | 2039-11-15      | 6.0000%  |  | $3176.44           | $3283.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716792 X      | 2039-04-15      | 4.5000%  |  | $260.38            | $265.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 463256 X      | 2037-02-15      | 6.0000%  |  | $485.43            | $506.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005143 M      | 2041-08-20      | 5.5000%  |  | $3465.69           | $3615.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  |  | $503076.60         | $497235.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004747 M      | 2040-07-20      | 5.0000%  |  | $403217.73         | $417684.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  |  | $58866.03          | $62364.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M      | 2036-04-20      | 5.0000%  |  | $114277.65         | $117666.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  |  | $12013.78          | $12376.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003443 M      | 2033-09-20      | 5.5000%  |  | $1013.30           | $1047.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  |  | $152464.32         | $135921.26         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5811 X      | 2047-03-15      | 4.5000%  |  | $79970.04          | $80174.60          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X      | 2046-09-15      | 4.0000%  |  | $28011.15          | $27279.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AT2380 X      | 2046-07-15      | 4.5000%  |  | $2385.52           | $2386.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $1849195.67        | $1938353.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $2364039.00        | $2381275.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M      | 2055-06-20      | 5.0000%  |  | $5343910.44        | $5382103.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $1270179.91        | $1190012.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  |  | $237941.17         | $230224.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1760 M      | 2044-03-20      | 3.5000%  |  | $76.14             | $73.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC3886 C      | 2042-12-20      | 3.5000%  |  | $1208.64           | $1138.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB9541 C      | 2042-12-20      | 3.5000%  |  | $3821.51           | $3600.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 771471 X      | 2041-11-15      | 4.0000%  |  | $3803.81           | $3722.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 765903 X      | 2041-03-15      | 4.5000%  |  | $3087.91           | $3117.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4775  | 2037-10-01      | 3.5000%  |  | $2337.95           | $2287.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $595489.49         | $545228.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  |  | $1493.79           | $1566.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  |  | $229.47            | $237.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248  | 2037-08-01      | 6.0000%  |  | $694.11            | $726.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $12943835.85       | $10755815.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943  | 2034-10-01      | 5.5000%  |  | $3017.43           | $3112.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8246  | 2042-09-01      | 3.5000%  |  | $4541.88           | $4403.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAO9573  | 2027-06-01      | 4.0000%  |  | $2556.69           | $2557.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0079  | 2040-02-01      | 4.5000%  |  | $34.21             | $34.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049  | 2049-11-01      | 3.0000%  |  | $3016.79           | $2760.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $14279645.41       | $14942370.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $1152711.53        | $1161116.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $2744.47           | $2773.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8229 C      | 2055-11-20      | 6.5000%  |  | $3481343.08        | $3666019.43        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1564        | 2060-11-15      | 5.4100%  |  | $551304.26         | $581962.41         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF3880        | 2066-07-15      | 5.3500%  |  | $28196.00          | $29493.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  |  | $7746.65           | $8065.85           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD2255        | 2067-01-15      | 5.2400%  |  | $1901.00           | $1965.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  |  | $640.33            | $678.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8578 C      | 2054-02-20      | 7.0000%  |  | $1896.20           | $1991.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779942 X      | 2026-11-15      | 3.0000%  |  | $2987.31           | $2981.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AJ6678 X      | 2044-09-15      | 4.0000%  |  | $134838.30         | $132147.32         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G  | 2031-03-01      | 6.5000%  |  | $9.84              | $10.26             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A80793 G  | 2038-08-01      | 6.5000%  |  | $3176.75           | $3377.74           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC C91165 G  | 2028-03-01      | 5.5000%  |  | $51.98             | $53.04             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G  | 2027-10-01      | 6.0000%  |  | $339.72            | $349.86            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08623 G  | 2045-01-01      | 3.5000%  |  | $176.18            | $170.03            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08521 G  | 2043-01-01      | 3.0000%  |  | $365717.04         | $345052.08         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08538 G  | 2043-07-01      | 3.5000%  |  | $153170.29         | $148178.13         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700926 X      | 2038-11-15      | 5.5000%  |  | $40027.09          | $41411.32          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698654 X      | 2038-11-15      | 6.0000%  |  | $10869.96          | $11289.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690922 X      | 2038-06-15      | 5.5000%  |  | $28737.12          | $30027.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X      | 2038-08-15      | 6.0000%  |  | $10581.79          | $11085.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  |  | $36968.07          | $38403.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676797 X      | 2038-04-15      | 6.0000%  |  | $18422.28          | $19227.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675130 X      | 2038-02-15      | 5.5000%  |  | $5306.85           | $5560.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673844 X      | 2039-01-15      | 6.0000%  |  | $14504.49          | $15339.80          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X      | 2037-09-15      | 6.5000%  |  | $6750.62           | $7116.28           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07664 G  | 2043-08-01      | 3.5000%  |  | $559.15            | $541.06            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07795 G  | 2041-06-01      | 5.5000%  |  | $1893.86           | $1981.04           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06209 G  | 2040-05-01      | 5.5000%  |  | $2293.13           | $2399.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6286 M      | 2049-11-20      | 4.5000%  |  | $2951.96           | $2982.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $500.58            | $464.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4003 M      | 2046-10-20      | 3.0000%  |  | $477.35            | $444.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3663 M      | 2046-05-20      | 3.5000%  |  | $692.78            | $665.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5988 M      | 2049-06-20      | 5.0000%  |  | $384991.35         | $394566.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5878 M      | 2049-04-20      | 5.0000%  |  | $971.37            | $996.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5818 M      | 2049-03-20      | 4.5000%  |  | $23291.77          | $23457.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5765 M      | 2049-02-20      | 5.0000%  |  | $932.72            | $954.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $87149.97          | $88575.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723614 X      | 2040-01-15      | 5.5000%  |  | $7789.39           | $8127.95           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  |  | $30.46             | $31.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO6437 C      | 2045-08-20      | 3.5000%  |  | $433186.38         | $408383.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M      | 2053-03-20      | 5.0000%  |  | $136465.34         | $137827.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8492 M      | 2052-12-20      | 6.0000%  |  | $2457386.22        | $2538242.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8264 M      | 2052-09-20      | 2.5000%  |  | $13410.46          | $11847.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M      | 2052-03-20      | 3.5000%  |  | $5812.86           | $5515.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M      | 2051-10-20      | 3.0000%  |  | $4443.80           | $4076.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $2615.75           | $2307.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7470 M      | 2051-07-20      | 1.5000%  |  | $1207812.05        | $980600.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  |  | $2162396.49        | $2238733.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M      | 2051-06-20      | 3.0000%  |  | $2174.80           | $1994.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M      | 2051-05-20      | 3.0000%  |  | $1053.48           | $966.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $1257317.03        | $1220664.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $9365.62           | $9649.78           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G  | 2037-09-01      | 6.5000%  |  | $1221.64           | $1291.96           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC D97493 G  | 2027-12-01      | 6.0000%  |  | $3162.57           | $3256.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 659615 X      | 2036-09-15      | 6.0000%  |  | $10540.27          | $10951.43          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $52.39             | $55.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  |  | $24224.80          | $25144.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783396 X      | 2037-04-15      | 6.0000%  |  | $7057.52           | $7439.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  |  | $14508.14          | $15373.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783584 M      | 2041-07-20      | 4.5000%  |  | $6453.48           | $6555.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  |  | $133721.58         | $131732.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786493 C      | 2052-04-20      | 3.5000%  |  | $1743736.29        | $1648864.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  |  | $1255137.84        | $1150743.84        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783610 X      | 2041-11-15      | 4.5000%  |  | $7815.10           | $7934.99           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553347 X      | 2033-07-15      | 5.0000%  |  | $29774.74          | $30099.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662554 X      | 2037-08-15      | 6.5000%  |  | $15474.64          | $16290.75          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A80400 G  | 2037-08-01      | 5.5000%  |  | $25773.84          | $26910.17          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G  | 2028-03-01      | 6.5000%  |  | $70.41             | $70.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677101 X      | 2038-07-15      | 5.5000%  |  | $7993.25           | $8269.64           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694462 X      | 2038-10-15      | 6.0000%  |  | $15985.78          | $16713.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673234 X      | 2038-11-15      | 6.0000%  |  | $6797.28           | $7214.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M      | 2049-12-20      | 3.0000%  |  | $24981.77          | $22968.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5468 M      | 2048-09-20      | 5.0000%  |  | $745.97            | $764.68            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G  | 2048-12-01      | 4.5000%  |  | $137.92            | $138.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  |  | $10004.37          | $10366.54          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 739396 X      | 2040-10-15      | 4.5000%  |  | $358841.77         | $362309.62         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719454 X      | 2040-11-15      | 4.0000%  |  | $11897.19          | $11695.51          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737920 X      | 2041-01-15      | 4.5000%  |  | $532894.28         | $539214.41         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08858 G  | 2049-01-01      | 4.5000%  |  | $175.87            | $177.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  |  | $22365.88          | $23208.45          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G06670 G  | 2039-09-01      | 6.5000%  |  | $2583.78           | $2715.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ1140 X      | 2049-11-15      | 3.0000%  |  | $338.91            | $309.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW2784 X      | 2046-10-15      | 2.5000%  |  | $25903.70          | $23093.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237  | 2043-04-01      | 3.5000%  |  | $350.93            | $339.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $168365.51         | $170870.11         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550764 X      | 2035-12-15      | 5.5000%  |  | $2243.43           | $2320.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 749219 X      | 2041-03-15      | 4.5000%  |  | $108176.10         | $111420.41         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743173 X      | 2040-12-15      | 4.5000%  |  | $119966.10         | $120883.85         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 741902 X      | 2040-04-15      | 6.0000%  |  | $7923.02           | $8251.45           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737285 X      | 2040-05-15      | 4.0000%  |  | $21570.34          | $21259.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  |  | $34090.47          | $35214.47          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 734608 X      | 2040-07-15      | 4.5000%  |  | $614581.97         | $625398.61         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732515 X      | 2040-06-15      | 6.0000%  |  | $4289.57           | $4430.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 731686 X      | 2040-11-15      | 4.5000%  |  | $263285.23         | $266515.74         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X      | 2040-03-15      | 6.0000%  |  | $2096.89           | $2165.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6954 M      | 2050-09-20      | 1.5000%  |  | $310110.42         | $253651.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M      | 2050-06-20      | 3.5000%  |  | $237926.08         | $226409.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $1902.52           | $1747.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  |  | $12669899.40       | $11654491.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  |  | $208849.53         | $198890.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $231921.41         | $205380.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6042 M      | 2049-07-20      | 5.0000%  |  | $199.81            | $204.47            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04788 G  | 2038-09-01      | 5.5000%  |  | $51595.71          | $53934.14          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03150 G  | 2037-08-01      | 5.5000%  |  | $701.22            | $735.98            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02408 G  | 2036-12-01      | 5.5000%  |  | $45214.56          | $47455.32          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G  | 2037-12-01      | 6.0000%  |  | $8.33              | $8.85              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  |  | $41.18             | $41.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9534 C      | 2048-04-20      | 4.0000%  |  | $13121.42          | $12697.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3826 X      | 2047-10-15      | 3.5000%  |  | $90375.44          | $86135.00          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $159.22            | $159.56            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  |  | $161.73            | $163.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF1065 C      | 2048-01-20      | 4.0000%  |  | $1094448.02        | $1045327.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  |  | $45573.90          | $48282.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857  | 2026-11-01      | 2.5000%  |  | $61.32             | $60.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4300  | 2042-01-01      | 3.5000%  |  | $4542.98           | $4414.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553461 X      | 2042-01-15      | 3.5000%  |  | $21790.52          | $20944.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $2974.72           | $2995.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0021 M      | 2042-04-20      | 3.0000%  |  | $2141.92           | $2015.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M      | 2051-07-20      | 2.5000%  |  | $1923.06           | $1696.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7141 M      | 2051-01-20      | 5.0000%  |  | $11993.46          | $12352.07          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  |  | $113250.82         | $114884.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.1817%  |  | $3513.99           | $3515.27           | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $100251.48         | $67987.31          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $108875.63         | $98119.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-131 QC      | 2051-07-20      | 4.0000%  |  | $290135.77         | $289024.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-046 MF      | 2034-05-16      | 4.1741%  |  | $3586.86           | $3583.06           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-07 FC       | 2033-01-16      | 4.0241%  |  | $411.06            | $411.40            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.4741%  |  | $251033.53         | $252228.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-50 F        | 2033-05-16      | 4.0741%  |  | $4525.20           | $4523.94           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9172%  |  | $3112.16           | $3141.60           | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $59.36             | $59.74             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08499 G  | 2042-07-01      | 3.0000%  |  | $2647.15           | $2498.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X      | 2047-11-15      | 4.5000%  |  | $676.45            | $678.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  |  | $2168.99           | $2113.23           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783720 X      | 2040-09-15      | 6.0000%  |  | $4812.40           | $5081.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $391506.26         | $378309.67         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $1365956.30        | $1322058.41        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q16644 G  | 2043-03-01      | 3.5000%  |  | $4563.02           | $4415.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9523 C      | 2048-04-20      | 4.0000%  |  | $42417.79          | $41020.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  |  | $691718.70         | $668432.53         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q20569 G  | 2043-08-01      | 3.0000%  |  | $793.33            | $747.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2520 M      | 2045-01-20      | 3.0000%  |  | $4230.99           | $3947.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CF8153 X      | 2051-07-15      | 3.0000%  |  | $32711.98          | $29993.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2232 C      | 2054-10-20      | 6.0000%  |  | $905.30            | $942.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5650 M      | 2048-12-20      | 3.5000%  |  | $1215.99           | $1162.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG7731 C      | 2048-04-20      | 4.5000%  |  | $146009.68         | $146073.92         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G61876 G  | 2049-02-01      | 5.5000%  |  | $97209.39          | $100738.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0870 M      | 2056-01-20      | 4.5000%  |  | $145667.95         | $144291.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5545 C      | 2055-11-20      | 6.0000%  |  | $1021126.35        | $1045830.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C      | 2055-12-20      | 6.0000%  |  | $3016458.53        | $3089587.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6936 M      | 2050-10-20      | 5.0000%  |  | $19421.42          | $20002.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  |  | $17910.08          | $18693.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9306 M      | 2053-11-20      | 6.0000%  |  | $1243243.98        | $1284648.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBD6887  | 2038-09-01      | 6.0000%  |  | $1758.81           | $1861.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $787.30            | $803.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $28203.62          | $26914.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $77001.13          | $74211.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M      | 2051-02-20      | 2.5000%  |  | $1555657.31        | $1372673.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9563 C      | 2048-04-20      | 4.0000%  |  | $14313.64          | $13859.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7539 M      | 2051-08-20      | 5.0000%  |  | $19826.82          | $20298.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2962 M      | 2045-07-20      | 4.0000%  |  | $4077.86           | $4014.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M      | 2053-07-20      | 5.5000%  |  | $723.02            | $741.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0306 M      | 2055-04-20      | 4.5000%  |  | $572831.02         | $567564.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  |  | $1496614.11        | $1597676.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8709 C      | 2055-07-20      | 6.5000%  |  | $1553074.19        | $1635462.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7152 C      | 2056-02-20      | 5.0000%  |  | $3208588.00        | $3250954.55        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  |  | $872325.00         | $674736.31         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-132 AT      | 2063-04-16      | 1.7500%  |  | $2550378.02        | $1720403.12        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-150 AT      | 2062-12-16      | 1.5500%  |  | $8620139.17        | $5717259.41        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% |  | $188390.28         | $191798.46         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  |  | $2871954.04        | $2884892.19        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  |  | $11524.59          | $11277.97          | Agency Mortgage-Backed Securities         |

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $10001595.40
- **C.18.a - Value (excl. sponsor support):** $10001595.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.770%, 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):** $9001787.04
- **C.18.a - Value (excl. sponsor support):** $9001787.04
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.815%, 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):** $15006871.35
- **C.18.a - Value (excl. sponsor support):** $15006871.35
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.745%, 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):** $18998136.29
- **C.18.a - Value (excl. sponsor support):** $18998136.29
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.790%, 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):** $11005346.99
- **C.18.a - Value (excl. sponsor support):** $11005346.99
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.695%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34999764.80
- **C.18.a - Value (excl. sponsor support):** $34999764.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $3000065.85
- **C.18.a - Value (excl. sponsor support):** $3000065.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24968793.50
- **C.18.a - Value (excl. sponsor support):** $24968793.50
- **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 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):** $24990289.00
- **C.18.a - Value (excl. sponsor support):** $24990289.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.850%, 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):** $11998854.84
- **C.18.a - Value (excl. sponsor support):** $11998854.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: 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):** $15000897.30
- **C.18.a - Value (excl. sponsor support):** $15000897.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 18: 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):** $26988035.22
- **C.18.a - Value (excl. sponsor support):** $26988035.22
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19983199.20
- **C.18.a - Value (excl. sponsor support):** $19983199.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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,  3.500%, 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):** $19994822.20
- **C.18.a - Value (excl. sponsor support):** $19994822.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 21: 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):** $21977321.30
- **C.18.a - Value (excl. sponsor support):** $21977321.30
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $8003043.92
- **C.18.a - Value (excl. sponsor support):** $8003043.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 23: 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):** $12004890.84
- **C.18.a - Value (excl. sponsor support):** $12004890.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 24: 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):** $19982881.40
- **C.18.a - Value (excl. sponsor support):** $19982881.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 25: 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):** $29999554.20
- **C.18.a - Value (excl. sponsor support):** $29999554.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 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):** $26574960.06
- **C.18.a - Value (excl. sponsor support):** $26574960.06
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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):** $32441786.52
- **C.18.a - Value (excl. sponsor support):** $32441786.52
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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):** $10811777.79
- **C.18.a - Value (excl. sponsor support):** $10811777.79
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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):** $8846000.01
- **C.18.a - Value (excl. sponsor support):** $8846000.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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):** $19644088.80
- **C.18.a - Value (excl. sponsor support):** $19644088.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9971922.20
- **C.18.a - Value (excl. sponsor support):** $9971922.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39887688.80
- **C.18.a - Value (excl. sponsor support):** $39887688.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $6999477.31
- **C.18.a - Value (excl. sponsor support):** $6999477.31
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $5003949.35
- **C.18.a - Value (excl. sponsor support):** $5003949.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1999795.98
- **C.18.a - Value (excl. sponsor support):** $1999795.98
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $5001525.50
- **C.18.a - Value (excl. sponsor support):** $5001525.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $2000582.32
- **C.18.a - Value (excl. sponsor support):** $2000582.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $8001550.64
- **C.18.a - Value (excl. sponsor support):** $8001550.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000146.35
- **C.18.a - Value (excl. sponsor support):** $5000146.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $10004532.70
- **C.18.a - Value (excl. sponsor support):** $10004532.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $8004349.04
- **C.18.a - Value (excl. sponsor support):** $8004349.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9000021.06
- **C.18.a - Value (excl. sponsor support):** $9000021.06
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000457.20
- **C.18.a - Value (excl. sponsor support):** $15000457.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000346.56
- **C.18.a - Value (excl. sponsor support):** $8000346.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $8000623.44
- **C.18.a - Value (excl. sponsor support):** $8000623.44
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $7000557.83
- **C.18.a - Value (excl. sponsor support):** $7000557.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.805%, 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):** $7002715.86
- **C.18.a - Value (excl. sponsor support):** $7002715.86
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $3001830.48
- **C.18.a - Value (excl. sponsor support):** $3001830.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $4001790.88
- **C.18.a - Value (excl. sponsor support):** $4001790.88
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $18003768.12
- **C.18.a - Value (excl. sponsor support):** $18003768.12
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $9999241.30
- **C.18.a - Value (excl. sponsor support):** $9999241.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 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):** $1999946.22
- **C.18.a - Value (excl. sponsor support):** $1999946.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $2999932.56
- **C.18.a - Value (excl. sponsor support):** $2999932.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $11999473.56
- **C.18.a - Value (excl. sponsor support):** $11999473.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $8999909.01
- **C.18.a - Value (excl. sponsor support):** $8999909.01
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 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):** $5999920.26
- **C.18.a - Value (excl. sponsor support):** $5999920.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $5999586.36
- **C.18.a - Value (excl. sponsor support):** $5999586.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $9999003.60
- **C.18.a - Value (excl. sponsor support):** $9999003.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit 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: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13000776.10
- **C.18.a - Value (excl. sponsor support):** $13000776.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $9998001.70
- **C.18.a - Value (excl. sponsor support):** $9998001.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $14999668.50
- **C.18.a - Value (excl. sponsor support):** $14999668.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $6001440.30
- **C.18.a - Value (excl. sponsor support):** $6001440.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $19998264.60
- **C.18.a - Value (excl. sponsor support):** $19998264.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $19993315.20
- **C.18.a - Value (excl. sponsor support):** $19993315.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $14998332.75
- **C.18.a - Value (excl. sponsor support):** $14998332.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $4999808.25
- **C.18.a - Value (excl. sponsor support):** $4999808.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $13998753.58
- **C.18.a - Value (excl. sponsor support):** $13998753.58
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $10000049.90
- **C.18.a - Value (excl. sponsor support):** $10000049.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $7999506.40
- **C.18.a - Value (excl. sponsor support):** $7999506.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $9999907.30
- **C.18.a - Value (excl. sponsor support):** $9999907.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $4999951.40
- **C.18.a - Value (excl. sponsor support):** $4999951.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $3001466.13
- **C.18.a - Value (excl. sponsor support):** $3001466.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $6999987.68
- **C.18.a - Value (excl. sponsor support):** $6999987.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $12004905.24
- **C.18.a - Value (excl. sponsor support):** $12004905.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.780%, 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):** $8001354.64
- **C.18.a - Value (excl. sponsor support):** $8001354.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.800%, 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):** $19747716.70
- **C.18.a - Value (excl. sponsor support):** $19747716.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 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):** $27997452.56
- **C.18.a - Value (excl. sponsor support):** $27997452.56
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $20036404.40
- **C.18.a - Value (excl. sponsor support):** $20036404.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $17018871.87
- **C.18.a - Value (excl. sponsor support):** $17018871.87
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.765%, 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):** $14994311.10
- **C.18.a - Value (excl. sponsor support):** $14994311.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $15004111.80
- **C.18.a - Value (excl. sponsor support):** $15004111.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $13005376.41
- **C.18.a - Value (excl. sponsor support):** $13005376.41
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.930%, 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):** $15044114.70
- **C.18.a - Value (excl. sponsor support):** $15044114.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 84: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $10008626.30
- **C.18.a - Value (excl. sponsor support):** $10008626.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 85: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $10005233.00
- **C.18.a - Value (excl. sponsor support):** $10005233.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 86: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $21002464.14
- **C.18.a - Value (excl. sponsor support):** $21002464.14
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 87: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $7999923.84
- **C.18.a - Value (excl. sponsor support):** $7999923.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 88: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.670%, 3/19/2026
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $91485027.01       | $92222497.97       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $2000.00           | $2067.49           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $1400.00           | $1459.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $3000.00           | $3075.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4675.29           | $4914.08           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $2162.00           | $2146.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  |  | $1989.61           | $2083.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $3987.98           | $4152.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $995.56            | $1047.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1366769.51        | $1436568.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $832.15            | $860.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $984.23            | $1051.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $761.06            | $631.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $2009.38           | $2143.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $749.84            | $765.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $1223.85           | $1209.69           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $1100.00           | $1138.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  |  | $989.77            | $1021.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $996.47            | $1056.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $4028.86           | $4332.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1869.76           | $1865.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $798.93            | $825.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0917 | 2052-02-01      | 3.5000%  |  | $3218956.94        | $3033074.34        | Agency Mortgage-Backed Securities         |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $1000.00           | $787.82            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $2000.00           | $1619.04           | Agency Debentures and Agency Strips       |
| GNMA GNRA 2024-15O FH     | 2074-07-20      | 4.4615%  |  | $1147.13           | $1153.37           | Agency Collateralized Mortgage Obligation |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $20.32             | $17.97             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $100.00            | $101.66            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $100.00            | $101.05            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $74123000.00       | $71472599.04       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $1000.00           | $985.56            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $4889000.00        | $4821234.00        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $100.00            | $59.50             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $1000.00           | $761.86            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $38214000.00       | $28606223.45       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $300.00            | $300.05            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $300.00            | $307.59            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $2928400.00        | $3029380.36        | U.S. Treasuries (including strips)        |

### Security 89: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.670%, 3/2/2026
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLSL3503 | 2055-12-01      | 5.0000%  |  | $50073878.81       | $51000000.75       | Agency Mortgage-Backed Securities |

### Security 90: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.680%, 3/2/2026
- **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:** 18.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLSL2879 | 2055-09-01      | 6.0000%  |  | $235217.99         | $244679.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  |  | $61253364.43       | $63667379.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $684.06            | $722.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  |  | $36128070.88       | $30122445.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6583 | 2050-08-01      | 2.5000%  |  | $79684677.15       | $69615367.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  |  | $71945271.01       | $62868983.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5894 | 2043-06-01      | 3.0000%  |  | $95420984.90       | $89910009.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  |  | $63054248.79       | $58460221.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  |  | $84699782.81       | $82259309.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  |  | $55685965.81       | $57058581.55       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9873 | 2053-09-01      | 6.0000%  |  | $73709473.73       | $76325594.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6586 | 2054-11-01      | 5.5000%  |  | $350628.21         | $357776.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $61445556.39       | $63337540.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $55181753.64       | $55051248.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  |  | $57667314.36       | $60285782.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  |  | $60750971.80       | $61461947.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $70145752.28       | $59134373.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  |  | $105366134.03      | $87828936.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0307 | 2055-01-01      | 5.5000%  |  | $568296.95         | $590727.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $49574053.76       | $51418373.80       | Agency Mortgage-Backed Securities |

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59897575.20
- **C.18.a - Value (excl. sponsor support):** $59897575.20
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61894161.04
- **C.18.a - Value (excl. sponsor support):** $61894161.04
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: 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):** $63710240.00
- **C.18.a - Value (excl. sponsor support):** $63710240.00
- **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 94: 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):** $24818007.00
- **C.18.a - Value (excl. sponsor support):** $24818007.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 95: 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):** $5956321.68
- **C.18.a - Value (excl. sponsor support):** $5956321.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 96: 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):** $57577776.24
- **C.18.a - Value (excl. sponsor support):** $57577776.24
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 97: 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):** $57577776.24
- **C.18.a - Value (excl. sponsor support):** $57577776.24
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 98: 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):** $29700366.60
- **C.18.a - Value (excl. sponsor support):** $29700366.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 99: 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):** $57260113.14
- **C.18.a - Value (excl. sponsor support):** $57260113.14
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 100: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.725%, 3/5/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61981347.30
- **C.18.a - Value (excl. sponsor support):** $61981347.30
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: 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):** $60730985.86
- **C.18.a - Value (excl. sponsor support):** $60730985.86
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 102: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21946588.84
- **C.18.a - Value (excl. sponsor support):** $21946588.84
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: 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):** $29885287.50
- **C.18.a - Value (excl. sponsor support):** $29885287.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **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 104: 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):** $28260695.75
- **C.18.a - Value (excl. sponsor support):** $28260695.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 105: 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):** $55546884.75
- **C.18.a - Value (excl. sponsor support):** $55546884.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 106: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35971059.96
- **C.18.a - Value (excl. sponsor support):** $35971059.96
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 2.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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? 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,  3.630%, 3/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59867505.00
- **C.18.a - Value (excl. sponsor support):** $59867505.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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? 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,  3.380%, 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):** $19442333.00
- **C.18.a - Value (excl. sponsor support):** $19442333.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 109: 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):** $28121642.49
- **C.18.a - Value (excl. sponsor support):** $28121642.49
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 110: 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):** $82766250.00
- **C.18.a - Value (excl. sponsor support):** $82766250.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 111: 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):** $6883250.92
- **C.18.a - Value (excl. sponsor support):** $6883250.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 112: 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):** $9894736.10
- **C.18.a - Value (excl. sponsor support):** $9894736.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 113: 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):** $93999992.95
- **C.18.a - Value (excl. sponsor support):** $93999992.95
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 114: 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):** $79099557.60
- **C.18.a - Value (excl. sponsor support):** $79099557.60
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 115: 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):** $54348226.90
- **C.18.a - Value (excl. sponsor support):** $54348226.90
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 116: 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:** 3.5200%
- **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 117: 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):** $7960637.52
- **C.18.a - Value (excl. sponsor support):** $7960637.52
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 118: 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):** $9927187.50
- **C.18.a - Value (excl. sponsor support):** $9927187.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 119: 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):** $11852187.48
- **C.18.a - Value (excl. sponsor support):** $11852187.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 120: 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):** $15245267.11
- **C.18.a - Value (excl. sponsor support):** $15245267.11
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 121: 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):** $8831953.08
- **C.18.a - Value (excl. sponsor support):** $8831953.08
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 122: 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):** $28141585.92
- **C.18.a - Value (excl. sponsor support):** $28141585.92
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 123: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.773%, 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):** $30004910.10
- **C.18.a - Value (excl. sponsor support):** $30004910.10
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 124: 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):** $11535290.63
- **C.18.a - Value (excl. sponsor support):** $11535290.63
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 125: 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):** $15005742.15
- **C.18.a - Value (excl. sponsor support):** $15005742.15
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 126: 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):** $12989071.81
- **C.18.a - Value (excl. sponsor support):** $12989071.81
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 127: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.828%, 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):** $25025870.00
- **C.18.a - Value (excl. sponsor support):** $25025870.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 128: 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):** $25117773.50
- **C.18.a - Value (excl. sponsor support):** $25117773.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 129: 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):** $16083437.44
- **C.18.a - Value (excl. sponsor support):** $16083437.44
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 130: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.721%, 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):** $60023263.80
- **C.18.a - Value (excl. sponsor support):** $60023263.80
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 131: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.783%, 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):** $72090339.12
- **C.18.a - Value (excl. sponsor support):** $72090339.12
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 132: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.680%, 3/3/2026
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **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):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5547HA 08/25/51  | 2051-08-25      | 5.0000%  |  | $21827053.14       | $21846372.50       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  |  | $920005.32         | $897550.39         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-04-25      | 1.5580%  |  | $1250000.00        | $1147101.53        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A1 R24M006  | 2027-07-25      | 2.9039%  |  | $23876074.00       | $23749323.87       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-05-28      | 1.3500%  |  | $13300000.00       | $12075748.30       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  |  | $589154.64         | $566346.93         | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31  | 2031-09-25      | 1.2040%  |  | $440378.90         | $412250.82         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R24M001  | 2034-01-25      | 4.5000%  |  | $700000.00         | $715233.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.7668%  |  | $1000000.00        | $988031.61         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-07-25      | 3.5000%  |  | $430000.00         | $418961.37         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-09-25      | 4.6000%  |  | $13284300.00       | $13650803.50       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.6100%  |  | $5398439.73        | $5575435.40        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-07-25      | 5.1520%  |  | $10403153.07       | $10990618.05       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-02-25      | 3.7290%  |  | $447435.32         | $447677.45         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-03-25      | 3.7010%  |  | $240018.37         | $240073.09         | Agency Mortgage-Backed Securities         |
| FMAC FKRA P008A1 01/25/33  | 2033-01-25      | 1.7287%  |  | $4610735.05        | $4022130.93        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.1170%  |  | $74000.00          | $73553.42          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R24M006  | 2027-07-25      | 2.9039%  |  | $1000000.00        | $992038.33         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0052A2 R23M00  | 2028-07-25      | 4.5000%  |  | $6944149.83        | $7063526.71        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00  | 2030-09-25      | 2.9140%  |  | $8084684.27        | $7867011.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004  | 2032-09-25      | 3.7668%  |  | $11847399.62       | $11872321.94       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013  | 2032-05-25      | 2.5863%  |  | $11430000.00       | $10589273.97       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G  | 2031-09-25      | 1.5314%  |  | $13000000.00       | $11611388.39       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5314%  |  | $2537113.41        | $2438515.41        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2081%  |  | $22513101.63       | $21014211.84       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  |  | $25430328.35       | $24153982.99       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014AL3 R19M01  | 2048-04-25      | 3.5000%  |  | $13100000.00       | $10706862.88       | Agency Mortgage-Backed Securities         |

### Security 133: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 3/2/2026
- **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: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $13093946.83       | $11812654.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $27979093.03       | $26363486.92       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $168052603.00      | $160656215.88      | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $7840741.10        | $7476452.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $514721.86         | $415254.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $448950.83         | $424907.17         | Agency Mortgage-Backed Securities         |

### Security 134: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 3/16/2026
- **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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $29368722.87       | $28594090.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3344 | 2051-10-01      | 3.5000%  |  | $51475789.48       | $49509505.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3794 | 2056-01-01      | 5.0000%  |  | $23784360.11       | $24094510.81       | Agency Mortgage-Backed Securities |

### Security 135: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 3/17/2026
- **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):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLTA7455 | 2056-03-01      | 5.0000%  |  | $20296647.00       | $20458230.86       | Agency Mortgage-Backed Securities |

### Security 136: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 3/11/2026
- **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:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRJ5597 | 2055-12-01      | 5.0000%  |  | $19779844.88       | $19969278.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4468 | 2053-12-01      | 3.0000%  |  | $34392413.54       | $31176298.71       | Agency Mortgage-Backed Securities |

### Security 137: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 3/2/2026
- **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):** $62551000.00
- **C.18.a - Value (excl. sponsor support):** $62551000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 2012-106 YF      | 2042-09-20      | 4.4800%  |  | $1.88              | $1.85              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $50.13             | $42.60             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.6615%  |  | $744594.41         | $748375.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $69136.50          | $71166.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.8115%  |  | $1079224.16        | $1088174.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6615%  |  | $7051.24           | $7046.89           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.6615%  |  | $4942676.91        | $4934918.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLFS0354  | 2051-12-01      | 2.0000%  |  | $55.72             | $46.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9617  | 2048-10-01      | 4.0000%  |  | $75.96             | $75.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7494  | 2051-06-01      | 3.0000%  |  | $901.26            | $819.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3107  | 2053-12-01      | 5.5000%  |  | $65.13             | $66.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2059  | 2055-06-01      | 6.5000%  |  | $1226956.15        | $1306900.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1915  | 2049-02-01      | 3.0000%  |  | $554.81            | $514.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0125  | 2041-10-01      | 2.0000%  |  | $1121823.88        | $1000813.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0832  | 2056-01-01      | 6.0000%  |  | $65.79             | $69.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9207  | 2054-09-01      | 5.0000%  |  | $56.86             | $57.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6524  | 2053-06-01      | 5.5000%  |  | $50.06             | $52.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6461  | 2053-06-01      | 5.5000%  |  | $47.15             | $48.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7138  | 2053-09-01      | 6.5000%  |  | $490749.51         | $511710.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $59.65             | $61.01             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.3720%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1505  | 2052-08-01      | 4.5000%  |  | $47.74             | $47.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4697  | 2047-01-01      | 3.0000%  |  | $7668.33           | $7079.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $71077.44          | $72408.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3241  | 2047-05-01      | 4.5000%  |  | $46.84             | $47.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2474  | 2047-01-01      | 3.0000%  |  | $914.80            | $851.74            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848158 G         | 2036-02-01      | 5.9340%  |  | $15696.12          | $16186.54          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8910 G         | 2041-11-01      | 6.2500%  |  | $3317.20           | $3477.43           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.2900%  |  | $11023.78          | $11359.76          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1H1350 G         | 2036-10-01      | 6.2290%  |  | $0.58              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1766 G         | 2037-07-01      | 6.2750%  |  | $1930.61           | $2002.42           | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $11046.06          | $11644.37          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841607 G         | 2053-08-01      | 4.7510%  |  | $678.84            | $688.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331  | 2054-03-01      | 6.0000%  |  | $154.02            | $161.35            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462361  | 2037-07-01      | 6.4170%  |  | $2980.50           | $3017.68           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 783132 G         | 2035-05-01      | 6.3610%  |  | $1248.29           | $1293.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3379  | 2054-10-01      | 5.5000%  |  | $68.61             | $70.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0752  | 2055-07-01      | 6.5000%  |  | $352173.97         | $381970.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $70636.59          | $73988.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $301709.73         | $327236.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0286  | 2055-04-01      | 6.5000%  |  | $465867.72         | $486883.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5628  | 2053-09-01      | 5.5000%  |  | $51.69             | $53.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5599  | 2040-06-01      | 5.5000%  |  | $7929.37           | $8309.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $1001398.77        | $1036510.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4834  | 2053-02-01      | 6.5000%  |  | $120.85            | $127.36            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 780193 G         | 2033-01-01      | 5.8750%  |  | $2521.93           | $2589.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8476  | 2054-06-01      | 6.5000%  |  | $194.29            | $208.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5120  | 2032-10-01      | 3.5000%  |  | $55.66             | $55.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8553  | 2053-02-01      | 6.0000%  |  | $50.29             | $52.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $33.55             | $34.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $170.07            | $172.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $64696.09          | $53759.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA9006  | 2051-01-01      | 4.5000%  |  | $16141.03          | $16327.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7057  | 2050-09-01      | 3.5000%  |  | $33.43             | $31.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3943  | 2049-08-01      | 4.0000%  |  | $1739.35           | $1719.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0995  | 2048-01-01      | 3.5000%  |  | $1181.33           | $1123.66           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $65.84             | $69.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $83388.33          | $89962.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  |  | $58373.03          | $62233.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6747  | 2051-11-01      | 3.0000%  |  | $85.23             | $77.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $1853642.49        | $1909693.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5139  | 2052-11-01      | 5.5000%  |  | $105.04            | $107.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3876  | 2047-06-01      | 4.0000%  |  | $57692.06          | $56753.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2767  | 2052-01-01      | 2.0000%  |  | $123835.25         | $102864.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4721  | 2053-06-01      | 7.0000%  |  | $64250.32          | $70542.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $53732.82          | $59145.62          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX4175  | 2052-12-01      | 5.7770%  |  | $138045.13         | $142285.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  |  | $60.26             | $59.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $93559.79          | $84810.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV1666  | 2055-05-01      | 4.5000%  |  | $75779.54          | $75945.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $47795.11          | $48768.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  |  | $47699.79          | $49219.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU2299  | 2051-10-01      | 2.0000%  |  | $34186.97          | $28365.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  |  | $45.82             | $41.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT7347  | 2051-09-01      | 2.0000%  |  | $48.24             | $40.11             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL4980  | 2044-02-01      | 5.8330%  |  | $516.09            | $538.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL4165  | 2031-01-01      | 4.5000%  |  | $1745.71           | $1757.93           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1805  | 2037-08-01      | 5.6290%  |  | $4.25              | $4.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI6581  | 2041-07-01      | 4.5000%  |  | $7.27              | $7.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $45853.03          | $47770.48          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS580720  | 2031-12-01      | 5.9380%  |  | $2182.30           | $2242.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1700  | 2055-03-01      | 6.5000%  |  | $45.58             | $47.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4591  | 2055-10-01      | 5.5000%  |  | $2256115.47        | $2318129.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4289  | 2055-01-01      | 6.5000%  |  | $6685.72           | $7090.13           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AD0390  | 2038-09-01      | 6.5960%  |  | $16830.25          | $17397.77          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LAAD0082  | 2035-10-01      | 6.1290%  |  | $3607.16           | $3720.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520  | 2042-01-01      | 2.0000%  |  | $1397640.43        | $1232835.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4096  | 2050-08-01      | 2.5000%  |  | $7624.73           | $6662.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3737  | 2034-08-01      | 2.5000%  |  | $16.23             | $15.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $46.53             | $40.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  |  | $48.77             | $40.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $43028.48          | $43033.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA3140  | 2047-09-01      | 4.0000%  |  | $8.58              | $8.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA2627  | 2046-05-01      | 4.0000%  |  | $12320.23          | $11953.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445  | 2039-11-01      | 5.0000%  |  | $21227.82          | $21916.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  |  | $188411.45         | $182517.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA3030  | 2039-04-01      | 6.0000%  |  | $1846.18           | $1921.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $1960.46           | $2039.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $3.59              | $3.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CL932846  | 2040-12-01      | 3.0000%  |  | $21.76             | $20.53             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB905190  | 2036-11-01      | 6.3100%  |  | $328.78            | $340.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD904443  | 2036-07-01      | 6.1690%  |  | $41148.40          | $42537.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $1.10              | $1.19              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS888521  | 2034-03-01      | 5.9830%  |  | $14250.06          | $14746.27          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888490  | 2035-05-01      | 6.2910%  |  | $385.90            | $396.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1055  | 2055-09-01      | 6.5000%  |  | $63.52             | $67.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS4266  | 2043-03-01      | 5.0000%  |  | $34032.16          | $35133.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3898  | 2051-05-01      | 4.0000%  |  | $160204.96         | $158111.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $52.00             | $47.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1885  | 2052-02-01      | 2.5000%  |  | $8708.70           | $7553.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1535  | 2052-04-01      | 3.0000%  |  | $192.53            | $176.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1458  | 2050-03-01      | 3.5000%  |  | $11610.68          | $11066.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  |  | $30458.32          | $28098.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7191  | 2052-04-01      | 3.5000%  |  | $96.52             | $91.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $86.51             | $86.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8222  | 2054-10-01      | 6.0000%  |  | $131.60            | $135.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4696  | 2054-09-01      | 7.0000%  |  | $45.85             | $48.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  |  | $192.29            | $205.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3545  | 2054-09-01      | 6.5000%  |  | $226.85            | $241.97            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787723 M      | 2048-05-20      | 5.3920%  |  | $79332.53          | $80630.11          | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787466 M      | 2049-08-20      | 5.3720%  |  | $9038.63           | $9227.99           | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 786837 M      | 2049-08-20      | 5.2770%  |  | $4506.38           | $4549.93           | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 785829 M      | 2042-03-20      | 5.4050%  |  | $32.51             | $33.09             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.1250%  |  | $3.25              | $3.32              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.1250%  |  | $43.72             | $44.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  |  | $49.22             | $49.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  |  | $7186702.45        | $6074786.22        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA3959 M      | 2046-09-20      | 5.3750%  |  | $17.20             | $17.60             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA2466 M      | 2044-12-20      | 5.1250%  |  | $1.40              | $1.44              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $0.98              | $1.01              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0898 M      | 2043-03-20      | 6.3750%  |  | $1.54              | $1.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2818  | 2056-01-01      | 6.0000%  |  | $19327.52          | $20179.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL4332  | 2055-09-01      | 6.5000%  |  | $33671.14          | $35713.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $182216.22         | $166265.50         | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.590 MLBS2947  | 2051-09-01      | 2.5900%  |  | $121200.25         | $92411.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6575  | 2051-09-01      | 2.5000%  |  | $44936.37          | $39171.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4516  | 2051-02-01      | 2.0000%  |  | $4539.66           | $3782.69           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $182.55            | $182.18            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6916  | 2050-12-01      | 2.1690%  |  | $23343.11          | $22053.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $5982.78           | $6340.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2007  | 2048-09-01      | 4.0000%  |  | $406.61            | $401.83            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM1474  | 2037-09-01      | 6.2330%  |  | $34160.00          | $35356.94          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BL0531  | 2027-07-01      | 3.8200%  |  | $29433.38          | $29402.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9644  | 2046-11-01      | 3.0000%  |  | $43530.59          | $40529.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5964  | 2055-12-01      | 5.0000%  |  | $139880.04         | $140997.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4878  | 2055-11-01      | 6.0000%  |  | $64.48             | $66.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3701  | 2055-11-01      | 5.5000%  |  | $69086.43          | $70609.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3700  | 2055-11-01      | 5.5000%  |  | $77.46             | $79.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  |  | $86086.25          | $87994.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3074  | 2055-11-01      | 5.5000%  |  | $67592.12          | $69312.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0715  | 2055-09-01      | 6.5000%  |  | $44040.86          | $46325.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1762  | 2054-07-01      | 6.0000%  |  | $258.03            | $265.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8277  | 2054-01-01      | 7.5000%  |  | $62.82             | $68.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5505  | 2053-11-01      | 6.5000%  |  | $63.80             | $66.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $175.11            | $183.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $49.38             | $53.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG8937  | 2053-08-01      | 6.5000%  |  | $149.28            | $158.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3847  | 2053-05-01      | 7.0000%  |  | $63.50             | $69.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $127.17            | $135.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2440  | 2053-05-01      | 6.0000%  |  | $149.19            | $157.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG1305  | 2053-04-01      | 7.0000%  |  | $71013.33          | $77423.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $63.02             | $66.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1317  | 2052-10-01      | 5.5000%  |  | $45.45             | $47.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $164.73            | $174.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $137799.30         | $136203.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $134.40            | $135.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQE8892  | 2052-08-01      | 6.0000%  |  | $45.38             | $48.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $95.37             | $86.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8192  | 2055-09-01      | 6.0000%  |  | $78148.07          | $81402.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3703  | 2055-08-01      | 6.0000%  |  | $6050.16           | $6305.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3229  | 2055-07-01      | 6.0000%  |  | $36115.95          | $37637.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2968  | 2055-07-01      | 6.0000%  |  | $63992.05          | $66656.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $412.91            | $430.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8982  | 2055-09-01      | 6.5000%  |  | $65.00             | $68.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $217724.36         | $229018.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  |  | $120874.39         | $127340.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4724  | 2055-02-01      | 7.0000%  |  | $18057.22          | $19291.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5395  | 2054-12-01      | 6.5000%  |  | $79478.51          | $84914.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3203  | 2054-10-01      | 6.0000%  |  | $82104.82          | $86100.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  |  | $59.87             | $65.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $76115.95          | $80608.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8386  | 2054-07-01      | 6.0000%  |  | $129.07            | $133.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6465  | 2054-03-01      | 5.5000%  |  | $104.24            | $107.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6456  | 2054-03-01      | 7.5000%  |  | $96096.75          | $104906.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6419  | 2054-01-01      | 5.5000%  |  | $104615.28         | $106755.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  |  | $29459.14          | $31731.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $37.20             | $34.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $40.21             | $39.46             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $467454.68         | $386598.63         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  |  | $69.60             | $66.22             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $76.64             | $75.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3611  | 2052-03-01      | 3.0000%  |  | $42320.78          | $38498.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $848.66            | $923.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $151.65            | $132.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122  | 2051-01-01      | 2.5000%  |  | $61.75             | $53.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $45.18             | $37.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570  | 2054-05-01      | 6.0000%  |  | $52.51             | $55.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562  | 2053-04-01      | 5.5000%  |  | $53.85             | $55.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504  | 2049-08-01      | 3.5000%  |  | $63.17             | $60.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $87934.70          | $76886.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8023  | 2049-11-01      | 2.5000%  |  | $16.08             | $14.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  |  | $120.76            | $106.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6378  | 2054-09-01      | 6.0000%  |  | $112.24            | $117.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4749  | 2053-11-01      | 6.5000%  |  | $1624869.10        | $1708362.10        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844789  | 2035-11-01      | 5.8090%  |  | $3.63              | $3.72              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843998  | 2035-11-01      | 5.9620%  |  | $26354.23          | $27015.77          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844237  | 2035-11-01      | 5.5550%  |  | $0.35              | $0.35              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WZ841851  | 2045-08-01      | 6.0420%  |  | $15191.19          | $15835.19          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB671133  | 2033-02-01      | 5.5380%  |  | $2822.02           | $2866.25           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD670845  | 2032-12-01      | 5.9000%  |  | $367.14            | $377.73            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2075  | 2043-06-01      | 6.2320%  |  | $4053.59           | $4233.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453  | 2047-04-01      | 4.0000%  |  | $10.38             | $10.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  |  | $124833.86         | $122116.86         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.2580%  |  | $7546.32           | $7888.73           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1250%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $8.16              | $8.33              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.3050%  |  | $2.19              | $2.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL788359  | 2033-10-01      | 6.5000%  |  | $10311.45          | $10738.22          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843997  | 2035-11-01      | 5.7830%  |  | $2051.79           | $2099.88           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.2130%  |  | $8454.13           | $8744.56           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0248 G         | 2036-10-01      | 6.6820%  |  | $1099.00           | $1115.38           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1041 G         | 2038-04-01      | 7.0550%  |  | $3121.20           | $3282.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $83232.35          | $87180.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $4.67              | $4.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5103  | 2032-06-01      | 3.5000%  |  | $30.76             | $30.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5913  | 2054-04-01      | 5.5000%  |  | $55.68             | $57.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6536  | 2053-06-01      | 6.0000%  |  | $40491.02          | $42652.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4120  | 2050-09-01      | 2.5000%  |  | $139610.79         | $121998.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $56.60             | $49.82             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1145 G         | 2039-05-01      | 6.6700%  |  | $461.62            | $478.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9877  | 2053-11-01      | 6.5000%  |  | $65111.62          | $69860.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3672 C      | 2050-04-20      | 4.0000%  |  | $14.22             | $13.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4695  | 2054-09-01      | 7.0000%  |  | $56.65             | $60.58             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q40718 G  | 2046-05-01      | 3.5000%  |  | $21067.92          | $20278.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $11300.07          | $11604.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8475  | 2054-11-01      | 5.5000%  |  | $287994.78         | $293835.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1106  | 2032-07-01      | 3.0000%  |  | $16778.64          | $16384.59          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2082  | 2038-12-01      | 6.7260%  |  | $54160.33          | $56747.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $45.83             | $38.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7752  | 2050-11-01      | 3.0000%  |  | $123.04            | $114.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $105160.01         | $93088.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $44.06             | $43.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $52.37             | $55.79             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9691  | 2042-06-01      | 6.3790%  |  | $80664.73          | $84501.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  |  | $69245.73          | $75751.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTQK0209  | 2040-02-01      | 3.5000%  |  | $27.69             | $26.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  |  | $163.91            | $160.15            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA4216 M      | 2047-01-20      | 5.5000%  |  | $1.52              | $1.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6464  | 2054-02-01      | 5.0000%  |  | $223427.51         | $225666.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8814  | 2050-04-01      | 2.5000%  |  | $335.71            | $290.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $51.29             | $52.07             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ0420  | 2047-09-01      | 6.3080%  |  | $4993.34           | $5206.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1759  | 2054-07-01      | 6.0000%  |  | $106.85            | $112.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $52.88             | $57.84             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $1010.03           | $1049.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $51.79             | $52.43             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 5.3750%  |  | $363.37            | $365.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW9888  | 2052-10-01      | 4.0000%  |  | $481.41            | $469.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3761  | 2052-12-01      | 6.0000%  |  | $241644.76         | $252586.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG0709  | 2053-04-01      | 7.0000%  |  | $18.37             | $19.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1727  | 2049-09-01      | 5.0000%  |  | $246223.05         | $252877.74         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M      | 2046-07-20      | 5.3750%  |  | $5.52              | $5.65              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465  | 2051-11-01      | 2.0000%  |  | $344299.12         | $285669.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $68659.24          | $56849.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7402  | 2052-05-01      | 3.5000%  |  | $48.61             | $45.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $8.37              | $8.27              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1178  | 2031-06-01      | 5.8100%  |  | $65.84             | $68.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0012  | 2051-08-01      | 3.0000%  |  | $46.98             | $43.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU8840  | 2052-05-01      | 4.0000%  |  | $196851.46         | $192418.15         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B3805 G         | 2045-02-01      | 6.1770%  |  | $1576.28           | $1643.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3251  | 2049-11-01      | 3.0000%  |  | $23769.30          | $22134.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD3200  | 2051-12-01      | 3.0000%  |  | $43.49             | $39.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $64112.51          | $55799.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $49.51             | $47.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3181  | 2037-11-01      | 3.5000%  |  | $8.75              | $8.56              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $45166.42          | $49104.78          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3674 M      | 2046-05-20      | 5.5000%  |  | $2257.50           | $2309.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  |  | $660.66            | $669.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB1905  | 2054-08-01      | 7.5000%  |  | $323.93            | $354.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $61899.48          | $56111.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879  | 2052-07-01      | 2.5000%  |  | $6140.79           | $5314.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK0366  | 2040-08-01      | 3.0000%  |  | $75.02             | $70.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY5975  | 2053-06-01      | 7.0000%  |  | $62320.42          | $67535.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $290.71            | $299.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  |  | $75.64             | $81.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8155  | 2051-07-01      | 2.0000%  |  | $48.48             | $40.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $62.87             | $64.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $99.45             | $99.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV7822  | 2052-06-01      | 4.5000%  |  | $66069.90          | $65716.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823  | 2051-10-01      | 2.5000%  |  | $2892.78           | $2520.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $17.85             | $18.04             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8317  | 2045-03-01      | 6.2510%  |  | $18673.98          | $19575.46          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1157  | 2028-11-01      | 1.8000%  |  | $65.84             | $62.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3023  | 2053-06-01      | 5.5000%  |  | $346314.50         | $353836.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717  | 2053-10-01      | 5.5000%  |  | $61.04             | $63.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9844  | 2055-01-01      | 6.5000%  |  | $182045.54         | $190489.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5923  | 2055-04-01      | 5.5000%  |  | $260.87            | $268.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6761  | 2055-05-01      | 6.0000%  |  | $149838.80         | $156904.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5787  | 2055-04-01      | 5.5000%  |  | $1602.37           | $1655.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3706  | 2055-08-01      | 6.5000%  |  | $8317.18           | $8769.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1306  | 2052-08-01      | 3.0000%  |  | $158636.64         | $146032.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $121.82            | $114.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1259  | 2055-10-01      | 6.5000%  |  | $66.26             | $70.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD9495  | 2040-07-01      | 5.5000%  |  | $319.65            | $329.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0094  | 2056-02-01      | 5.0000%  |  | $1407188.66        | $1418174.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1793  | 2055-10-01      | 6.0000%  |  | $67229.49          | $69380.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  |  | $84006.69          | $87666.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  |  | $109.74            | $115.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1800  | 2055-02-01      | 6.0000%  |  | $92506.78          | $96220.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8460  | 2055-09-01      | 6.0000%  |  | $278411.32         | $286916.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368  | 2055-12-01      | 6.0000%  |  | $206817.93         | $213114.57         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7725  | 2049-11-01      | 6.3720%  |  | $275859.86         | $290092.05         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M      | 2055-10-20      | 4.5000%  |  | $236616.88         | $240156.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1980  | 2055-11-01      | 6.5000%  |  | $24147.83          | $25524.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3698  | 2055-11-01      | 5.5000%  |  | $228247.83         | $233275.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9409  | 2056-01-01      | 6.5000%  |  | $13628.43          | $14279.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3665  | 2055-11-01      | 6.5000%  |  | $128953.29         | $135087.40         | Agency Mortgage-Backed Securities         |
| FMAC FERA 5593FN 11/25/55  | 2055-11-25      | 4.6672%  |  | $1665552.08        | $1674205.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7320%  |  | $81724.18          | $80686.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $153618.22         | $156670.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.6615%  |  | $20815.61          | $20785.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.4615%  |  | $5292459.04        | $5359254.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8115%  |  | $3828109.05        | $3854854.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.6815%  |  | $3552756.26        | $3568773.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9615%  |  | $82.71             | $83.62             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $343050.36         | $350303.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1615%  |  | $19.95             | $20.27             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.9115%  |  | $561778.45         | $568684.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.7115%  |  | $501070.31         | $504706.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.7615%  |  | $3229886.83        | $3253919.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 4.8115%  |  | $2810335.71        | $2830875.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.0115%  |  | $817964.64         | $829063.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6615%  |  | $50.54             | $50.80             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ET 12/25/55  | 2055-12-25      | 4.5000%  |  | $160114.26         | $158594.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0615%  |  | $19.67             | $19.88             | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $5860.11           | $5829.10           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014A2 R17M014  | 2027-11-25      | 2.7766%  |  | $11021.98          | $10864.02          | Agency Mortgage-Backed Securities         |
| USTR 1 3/8 TRIN D 33       | 2033-07-15      | 1.3750%  |  | $56.20             | $56.09             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29       | 2029-09-30      | 3.8750%  |  | $6.58              | $6.77              | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28           | 2028-07-31      | 1.0000%  |  | $6.58              | $6.22              | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31       | 2031-01-15      | 0.1250%  |  | $1273887.49        | $1210628.13        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30       | 2030-08-15      | 0.6250%  |  | $3415877.19        | $3005497.74        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49             | 2049-02-15      | 1.0000%  |  | $8.48              | $6.34              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45         | 2045-02-15      | 0.7500%  |  | $9.06              | $6.85              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42         | 2042-02-15      | 0.7500%  |  | $9.44              | $7.60              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29       | 2029-12-31      | 3.8750%  |  | $166431.75         | $169544.45         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/35         | 2035-11-15      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43         | 2043-02-15      | 0.6250%  |  | $37.12             | $28.61             | U.S. Treasuries (including strips)        |

### Security 138: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 3/2/2026
- **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):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $656.38            | $670.28            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $121044000.00      | $123456995.42      | U.S. Treasuries (including strips) |

### Security 139: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.680%, 3/2/2026
- **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):** $99406000.00
- **C.18.a - Value (excl. sponsor support):** $99406000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 01.500 CISB8118 | 2036-09-01      | 1.5000%  |  | $1455729.10        | $1326811.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZT0241 | 2048-01-01      | 3.0000%  |  | $10667.41          | $9886.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM0335 | 2045-09-01      | 3.5000%  |  | $127000.83         | $122039.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZJ5820 | 2032-03-01      | 6.5000%  |  | $18.01             | $18.75             | Agency Mortgage-Backed Securities |
| GNMA GNII JP 784390 M     | 2032-10-20      | 3.5000%  |  | $12048.94          | $11938.06          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553066 X     | 2033-02-15      | 6.0000%  |  | $9679.96           | $10007.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0972 C     | 2055-12-20      | 6.5000%  |  | $178547.69         | $188019.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0188 C     | 2056-01-20      | 6.0000%  |  | $225109.49         | $233907.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4776 C     | 2055-12-20      | 6.5000%  |  | $330427.37         | $347956.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9901 M     | 2054-09-20      | 3.0000%  |  | $17049.29          | $15648.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3954 | 2055-12-01      | 5.0000%  |  | $28444.31          | $28675.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA3909 | 2051-05-01      | 2.0000%  |  | $2410493.91        | $2036841.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $275368.45         | $259693.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1427 | 2051-02-01      | 5.0000%  |  | $530698.52         | $536273.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  |  | $48817.37          | $49278.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  |  | $2449.55           | $2384.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4364 | 2052-08-01      | 3.5000%  |  | $393827.43         | $373646.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4289 | 2052-08-01      | 4.5000%  |  | $90903.32          | $90417.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  |  | $21238.67          | $20153.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3179 | 2052-03-01      | 3.5000%  |  | $56439.64          | $53514.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $8391.88           | $7029.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  |  | $7315.31           | $6057.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBY1369 | 2053-10-01      | 3.5000%  |  | $29192.67          | $27517.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8675 | 2052-09-01      | 5.5000%  |  | $228560.56         | $233639.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBW2132 | 2052-05-01      | 3.5000%  |  | $2822.65           | $2660.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8819 | 2052-05-01      | 3.5000%  |  | $1845832.64        | $1739807.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8580 | 2052-04-01      | 3.5000%  |  | $92034.67          | $86727.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7310 | 2052-06-01      | 3.5000%  |  | $33070.58          | $31362.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6517 | 2055-11-01      | 6.0000%  |  | $225241.56         | $236882.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  |  | $4023.90           | $4117.95           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $272724.84         | $280705.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8425 M     | 2052-11-20      | 3.5000%  |  | $45597.69          | $43041.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8154 M     | 2052-07-20      | 6.0000%  |  | $196.26            | $202.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $850.08            | $719.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5649 M     | 2048-12-20      | 3.0000%  |  | $110.71            | $102.61            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4718 M     | 2047-09-20      | 3.0000%  |  | $35983.86          | $33373.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $43580.38          | $42629.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5200 | 2056-01-01      | 7.0000%  |  | $154543.03         | $165107.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA4309 | 2056-01-01      | 4.5000%  |  | $181086.31         | $181525.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3780 | 2056-01-01      | 5.0000%  |  | $397806.89         | $405541.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1677 | 2055-12-01      | 5.0000%  |  | $1710179.47        | $1723811.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  |  | $456993.52         | $482372.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6185 | 2056-03-01      | 5.0000%  |  | $1813048.90        | $1853993.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5262 | 2055-11-01      | 6.5000%  |  | $1130584.93        | $1196644.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3596 | 2054-11-01      | 6.0000%  |  | $6725.74           | $6935.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4326 | 2056-02-01      | 5.5000%  |  | $2108771.00        | $2195066.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3395 | 2051-03-01      | 2.0000%  |  | $22631.89          | $18838.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL0419 | 2053-10-01      | 3.0000%  |  | $2760.28           | $2501.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR3771 | 2051-04-01      | 2.0000%  |  | $34454.99          | $28494.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9291 | 2050-12-01      | 2.0000%  |  | $16978.35          | $14045.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9034 | 2050-02-01      | 3.5000%  |  | $164.71            | $156.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBO2231 | 2034-09-01      | 2.5000%  |  | $6932.89           | $6652.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK5282 | 2048-06-01      | 4.0000%  |  | $6948.38           | $6865.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  |  | $342276.40         | $322562.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH7772 | 2047-08-01      | 3.5000%  |  | $6381.94           | $6108.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  |  | $680.24            | $688.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7158 | 2055-12-01      | 5.0000%  |  | $614300.52         | $623445.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2248 | 2055-06-01      | 5.5000%  |  | $114248.31         | $116570.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1962 | 2055-07-01      | 5.5000%  |  | $33156.90          | $33832.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4470 | 2054-10-01      | 6.0000%  |  | $3299.81           | $3399.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAX1024 | 2044-09-01      | 4.5000%  |  | $25137.92          | $25427.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5892 | 2045-10-01      | 3.5000%  |  | $5877.68           | $5664.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS5708 | 2030-08-01      | 3.5000%  |  | $4810.09           | $4793.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0210 | 2043-08-01      | 3.5000%  |  | $16780.64          | $16220.06          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08710 G | 2046-06-01      | 3.0000%  |  | $2424.53           | $2255.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6401 | 2050-07-01      | 2.5000%  |  | $5251.95           | $4626.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6016 | 2051-10-01      | 2.5000%  |  | $2065961.27        | $1811446.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $1005.88           | $984.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0748 | 2052-04-01      | 3.5000%  |  | $332398.63         | $315617.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2456 | 2055-07-01      | 6.5000%  |  | $2035452.47        | $2155284.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL2691 | 2052-09-01      | 3.5000%  |  | $275381.69         | $259537.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQX6583 | 2055-02-01      | 3.5000%  |  | $213858.56         | $201548.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3445 | 2055-05-01      | 5.5000%  |  | $68365.48          | $69752.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1262 | 2055-10-01      | 6.5000%  |  | $362300.71         | $384838.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3787 C     | 2055-10-20      | 6.0000%  |  | $58845.34          | $60948.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8530 | 2055-05-01      | 5.5000%  |  | $112922.63         | $117220.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQY3547 | 2055-04-01      | 4.5000%  |  | $1490.53           | $1477.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8958 | 2055-09-01      | 6.5000%  |  | $150869.30         | $159844.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  |  | $3208015.85        | $2903901.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1418 | 2054-10-01      | 6.0000%  |  | $3853.98           | $3973.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0634 | 2042-08-01      | 2.0000%  |  | $1299321.36        | $1150154.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA4931 | 2056-01-01      | 5.5000%  |  | $176402.32         | $182799.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8909 | 2055-11-01      | 6.5000%  |  | $163747.63         | $174653.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0145 | 2055-02-01      | 6.5000%  |  | $6600907.70        | $6886822.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1762 | 2055-12-01      | 4.5000%  |  | $901.60            | $896.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA6045 | 2056-02-01      | 4.5000%  |  | $136198.79         | $136382.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3145 | 2055-12-01      | 6.5000%  |  | $160467.27         | $168502.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ6139 | 2056-02-01      | 4.5000%  |  | $5916674.37        | $5873470.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6646 C     | 2056-02-20      | 6.0000%  |  | $202696.83         | $207537.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3318 | 2043-03-01      | 3.5000%  |  | $61049.89          | $59328.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK1752 | 2042-01-01      | 3.5000%  |  | $52457.82          | $50979.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4137 | 2041-06-01      | 4.5000%  |  | $34116.93          | $34625.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8995 | 2055-09-01      | 5.5000%  |  | $294251.36         | $305573.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6848 | 2055-10-01      | 6.5000%  |  | $139831.47         | $149796.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2946 | 2055-09-01      | 5.5000%  |  | $46391.45          | $47470.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  |  | $16602.72          | $16939.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CTMA5874 | 2045-09-01      | 7.0000%  |  | $228496.69         | $241574.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  |  | $38848.40          | $40507.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $234.41            | $238.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $181.53            | $187.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5095 | 2053-07-01      | 3.5000%  |  | $514316.02         | $484719.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $1264579.98        | $1279958.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $778.91            | $762.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $830.37            | $826.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $265510.25         | $220005.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  |  | $827589.61         | $853322.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $7344.15           | $7408.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKMA4191 | 2050-11-01      | 2.0000%  |  | $113894.55         | $91888.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  |  | $24.31             | $23.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  |  | $52093.49          | $49597.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4868 | 2054-04-01      | 5.5000%  |  | $88802.69          | $91503.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 ZLSI2059 | 2050-09-01      | 2.0000%  |  | $7028713.85        | $5864698.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PRE6076 | 2050-12-01      | 2.0000%  |  | $74048.13          | $59740.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA9126 | 2053-05-01      | 2.5000%  |  | $5489.64           | $4757.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  |  | $8881.42           | $8374.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB5164 | 2027-05-01      | 2.5000%  |  | $36861.21          | $36559.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  |  | $2047.29           | $2086.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1296 | 2055-10-01      | 6.0000%  |  | $977155.98         | $1029424.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS7754 | 2053-07-01      | 4.0000%  |  | $32494.01          | $31676.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  |  | $10763.87          | $10611.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1950 | 2056-02-01      | 5.5000%  |  | $2558216.94        | $2664667.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5040 | 2051-04-01      | 2.0000%  |  | $523915.58         | $436167.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE5952 | 2052-07-01      | 3.5000%  |  | $63201.73          | $59728.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  |  | $9509.34           | $8964.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0992 | 2052-04-01      | 3.0000%  |  | $95609.90          | $86681.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD1457 | 2051-11-01      | 2.0000%  |  | $92643.16          | $76580.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $15423.20          | $13028.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB3493 | 2050-09-01      | 2.0000%  |  | $16944.30          | $14132.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4496 | 2049-09-01      | 3.5000%  |  | $704699.97         | $670497.20         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G61623 G | 2047-04-01      | 3.0000%  |  | $19001.19          | $17721.72          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48582 G | 2047-06-01      | 4.0000%  |  | $3397.89           | $3365.43           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q41491 G | 2046-07-01      | 3.5000%  |  | $983.96            | $946.17            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q38199 G | 2046-01-01      | 3.5000%  |  | $415.22            | $399.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4061 | 2053-08-01      | 3.5000%  |  | $146846.87         | $138366.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $20681.04          | $20849.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $52204.41          | $51890.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  |  | $89976.72          | $85285.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $726.74            | $633.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  |  | $99884.53          | $90980.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $2871.20           | $2705.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  |  | $19851065.68       | $20728571.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS4165 | 2052-04-01      | 2.5000%  |  | $1315404.20        | $1161152.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1118 | 2052-03-01      | 3.5000%  |  | $7628.63           | $7216.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  |  | $3539.47           | $3510.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM6663 | 2051-03-01      | 3.0000%  |  | $290.59            | $263.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5939 | 2051-02-01      | 2.0000%  |  | $218.20            | $182.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4874 | 2050-11-01      | 2.5000%  |  | $51739.21          | $45915.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3408 | 2050-05-01      | 3.5000%  |  | $22950.72          | $21830.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4722 | 2056-02-01      | 5.0000%  |  | $3586210.16        | $3620555.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4219 | 2055-12-01      | 3.5000%  |  | $1134348.66        | $1069899.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $548462.36         | $455749.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7254 | 2054-11-01      | 5.0000%  |  | $6647927.67        | $6771912.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  |  | $6298.93           | $5963.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0982 | 2052-04-01      | 3.5000%  |  | $633810.24         | $600900.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0981 | 2052-04-01      | 2.5000%  |  | $4075760.42        | $3620626.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  |  | $56908.49          | $56675.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  |  | $54157.95          | $50426.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  |  | $50837.44          | $52807.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  |  | $10582.43          | $10237.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBY1399 | 2053-11-01      | 3.5000%  |  | $1232264.86        | $1161217.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  |  | $20299.62          | $20191.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2017 | 2051-12-01      | 3.0000%  |  | $670956.40         | $608092.26         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18446 G | 2027-10-01      | 2.5000%  |  | $7305.69           | $7238.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4441 | 2036-10-01      | 1.5000%  |  | $221194.48         | $201539.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5448 | 2046-06-01      | 2.0000%  |  | $44561.35          | $37826.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9669 M     | 2054-05-20      | 6.0000%  |  | $50262.98          | $51581.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM4586 | 2050-10-01      | 2.0000%  |  | $83396.52          | $69944.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9742 | 2052-04-01      | 3.5000%  |  | $171406.97         | $162393.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  |  | $8067.98           | $8102.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7387 | 2046-06-01      | 3.5000%  |  | $5606.81           | $5386.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  |  | $81.64             | $82.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  |  | $2886.16           | $2766.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  |  | $4177.65           | $3453.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV3316 | 2052-03-01      | 3.5000%  |  | $2842.05           | $2679.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  |  | $3052.89           | $3076.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  |  | $114744.78         | $104668.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $4111.16           | $4255.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5960 | 2053-07-01      | 5.5000%  |  | $15694.90          | $16049.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB3603 | 2054-05-01      | 6.5000%  |  | $79899.40          | $84837.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  |  | $1324.97           | $1261.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $90481.25          | $84081.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQH4890 | 2053-11-01      | 3.5000%  |  | $2980562.64        | $2808786.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5675 | 2053-02-01      | 4.5000%  |  | $97654.46          | $97375.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBP1320 | 2035-03-01      | 2.5000%  |  | $19187.25          | $18389.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN9159 | 2037-01-01      | 2.0000%  |  | $200467.83         | $186584.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $308248.05         | $269617.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0454 | 2052-04-01      | 3.5000%  |  | $8383.45           | $7953.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $257.20            | $252.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $478577.42         | $416939.31         | Agency Mortgage-Backed Securities |

### Security 140: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 3/2/2026
- **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:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 TRFR BF 07/31/27 | 2027-07-31      | 3.7819%  |  | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $56878400.00       | $58989697.93       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $49955000.00       | $50461977.01       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $918.19            | $910.14            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $45847700.00       | $40454376.68       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $3200.00           | $3280.92           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $3077800.00        | $3136453.50        | U.S. Treasuries (including strips) |

### Security 141: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.780%, 3/5/2026
- **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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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? 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 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $3700.00           | $3769.47           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $91000.00          | $93174.82          | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $207700.00         | $196131.29         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $129.10            | $129.05            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $9946800.00        | $9999932.40        | U.S. Treasuries (including strips) |

### Security 142: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.670%, 3/2/2026
- **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):** $111000000.00
- **C.18.a - Value (excl. sponsor support):** $111000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 SP 788408 C | 2056-01-20      | 5.0000%  |  | $51574.14          | $52248.32          | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $349977.16         | $334464.88         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $1243664.13        | $1243223.72        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $18490.26          | $18415.94          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $14130884.21       | $13465853.18       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $5.84              | $5.94              | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $5.84              | $5.91              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $63544205.05       | $64645282.98       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $15262190.37       | $15343715.76       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $1449741.79        | $1470288.84        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $356.37            | $362.45            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $3384816.47        | $3448368.63        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $927656.21         | $939256.85         | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $13018237.74       | $12293133.04       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-03-06

**By:** Stephen Van Meter

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

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