# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-210898
**Filing Date:** 2026-5
**Character Count:** 349032
**Document Hash:** d2eac93f7149e6cddd4a71900ad99d3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-210898.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-210898

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951637

**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):** 2026-04-30

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 25490029P8TQCRKZER13

**EDGAR Series Identifier:** S000009529

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

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

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

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

### Service Providers
| Role                          | Details                                        | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Federated Investment Management Company        | 801-34612         |
| Independent Public Accountant | Ernst & Young LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Federated Administrative Services              |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143             | 084-00896         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $5403021069.24

- **Amortized Cost of Portfolio Securities:** $5403288310.17

- **Cash:** $1411431.61

- **Total Other Assets:** $8219828.00

- **Total Liabilities:** $15590831.82

- **Net Assets of Series:** $5397328737.96

- **Number of Shares Outstanding (Series):** 5397247108.9100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $3789768195.80            | $4464768195.80             | 70.0200%                  | 82.5000%                   |
| 2026-04-02 | $3813518315.68            | $4488518315.68             | 70.1400%                  | 82.5500%                   |
| 2026-04-06 | $3814153520.04            | $4489153520.04             | 70.1500%                  | 82.5600%                   |
| 2026-04-07 | $3809361308.84            | $4484361308.84             | 69.8600%                  | 82.2400%                   |
| 2026-04-08 | $3932318599.27            | $4607318599.27             | 70.4800%                  | 82.5700%                   |
| 2026-04-09 | $4052118333.24            | $4677118333.24             | 71.7300%                  | 82.8000%                   |
| 2026-04-10 | $3891388378.59            | $4566388378.59             | 70.2600%                  | 82.4400%                   |
| 2026-04-13 | $3877013628.09            | $4552013628.09             | 70.1800%                  | 82.4000%                   |
| 2026-04-14 | $3839639824.28            | $4514639824.28             | 69.9800%                  | 82.2800%                   |
| 2026-04-15 | $3836827305.86            | $4711827305.86             | 67.5000%                  | 82.8900%                   |
| 2026-04-16 | $3640873892.83            | $4515873892.83             | 66.1200%                  | 82.0100%                   |
| 2026-04-17 | $3677027494.17            | $4677027494.17             | 64.8700%                  | 82.5100%                   |
| 2026-04-20 | $3479567223.89            | $4479567223.89             | 63.3700%                  | 81.5800%                   |
| 2026-04-21 | $3387167976.64            | $4387167976.64             | 62.7400%                  | 81.2600%                   |
| 2026-04-22 | $3394291679.72            | $4394291679.72             | 62.7900%                  | 81.2900%                   |
| 2026-04-23 | $3360571565.41            | $4360571565.41             | 62.3200%                  | 80.8700%                   |
| 2026-04-24 | $3394642428.30            | $4394642428.30             | 62.5500%                  | 80.9700%                   |
| 2026-04-27 | $3416708284.56            | $4366708284.56             | 63.2800%                  | 80.8800%                   |
| 2026-04-28 | $3386686434.80            | $4386686434.80             | 62.4900%                  | 80.9500%                   |
| 2026-04-29 | $3699565508.23            | $4399565508.23             | 68.1000%                  | 80.9900%                   |
| 2026-04-30 | $3383008997.34            | $4391008997.34             | 62.5000%                  | 81.1200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7200%             |
| 2026-04-07 | 3.7200%             |
| 2026-04-08 | 3.7200%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.7100%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7200%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7300%             |
| 2026-04-21 | 3.7300%             |
| 2026-04-22 | 3.7300%             |
| 2026-04-23 | 3.7200%             |
| 2026-04-24 | 3.7200%             |
| 2026-04-27 | 3.7300%             |
| 2026-04-28 | 3.7300%             |
| 2026-04-29 | 3.7300%             |
| 2026-04-30 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Class P Shares

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $5093777026.87

- **Number of Shares Outstanding:** 5093699657.3700

- **Expense Reimbursement/Waiver:** 547364.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $11433029.18              | $48315511.11            |
| 2026-04-02 | $22974242.82              | $45457.52               |
| 2026-04-06 | $4599874.94               | $2455917.17             |
| 2026-04-07 | $26361634.44              | $0.00                   |
| 2026-04-08 | $2014446.91               | $8019282.07             |
| 2026-04-09 | $79277348.55              | $10125905.61            |
| 2026-04-10 | $252797.19                | $7768510.83             |
| 2026-04-13 | $4423746.84               | $34575680.64            |
| 2026-04-14 | $27973669.01              | $1839953.11             |
| 2026-04-15 | $16125091.80              | $18845105.26            |
| 2026-04-16 | $9964818.31               | $13116442.35            |
| 2026-04-17 | $44271807.14              | $8002708.59             |
| 2026-04-20 | $17932.41                 | $48200283.15            |
| 2026-04-21 | $116580.92                | $72676271.75            |
| 2026-04-22 | $8078610.66               | $1101022.42             |
| 2026-04-23 | $27106.53                 | $34327188.68            |
| 2026-04-24 | $32850794.60              | $2161.65                |
| 2026-04-27 | $10484811.60              | $17953284.29            |
| 2026-04-28 | $19110493.91              | $11894.70               |
| 2026-04-29 | $2200075.50               | $3923133.59             |
| 2026-04-30 | $13712648.31              | $19354160.72            |

**Total Gross Subscriptions (Month):** $336271561.57

**Total Gross Redemptions (Month):** $350659875.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7000%           |
| 2026-04-02 | 2.7000%           |
| 2026-04-06 | 2.7100%           |
| 2026-04-07 | 2.7100%           |
| 2026-04-08 | 2.7000%           |
| 2026-04-09 | 2.7000%           |
| 2026-04-10 | 2.6900%           |
| 2026-04-13 | 2.6800%           |
| 2026-04-14 | 2.6900%           |
| 2026-04-15 | 2.6900%           |
| 2026-04-16 | 2.7000%           |
| 2026-04-17 | 2.7100%           |
| 2026-04-20 | 2.7200%           |
| 2026-04-21 | 2.7200%           |
| 2026-04-22 | 2.7100%           |
| 2026-04-23 | 2.7100%           |
| 2026-04-24 | 2.7100%           |
| 2026-04-27 | 2.7100%           |
| 2026-04-28 | 2.7100%           |
| 2026-04-29 | 2.7100%           |
| 2026-04-30 | 2.7100%           |

**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:** $299694433.19

- **Number of Shares Outstanding:** 299690215.6200

- **Expense Reimbursement/Waiver:** 26789.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2176946.71               | $713393.93              |
| 2026-04-02 | $502455.25                | $299828.44              |
| 2026-04-06 | $197928.71                | $772542.04              |
| 2026-04-07 | $1039449.11               | $834837.94              |
| 2026-04-08 | $2439000.26               | $1730954.98             |
| 2026-04-09 | $523966.15                | $879850.78              |
| 2026-04-10 | $153951.07                | $438814.17              |
| 2026-04-13 | $1059111.91               | $762626.45              |
| 2026-04-14 | $1023108.71               | $787087.14              |
| 2026-04-15 | $18341.19                 | $352621.45              |
| 2026-04-16 | $1753965.82               | $2047682.90             |
| 2026-04-17 | $346918.37                | $984607.01              |
| 2026-04-20 | $613006.12                | $570097.27              |
| 2026-04-21 | $181664.47                | $363582.19              |
| 2026-04-22 | $88840.89                 | $344437.27              |
| 2026-04-23 | $874938.36                | $762531.64              |
| 2026-04-24 | $1326011.82               | $708256.06              |
| 2026-04-27 | $143321.55                | $1172947.24             |
| 2026-04-28 | $752732.42                | $409487.14              |
| 2026-04-29 | $40829.51                 | $665768.96              |
| 2026-04-30 | $1428676.24               | $547356.54              |

**Total Gross Subscriptions (Month):** $16685164.64

**Total Gross Redemptions (Month):** $16149311.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.8500%           |
| 2026-04-02 | 2.8500%           |
| 2026-04-06 | 2.8500%           |
| 2026-04-07 | 2.8500%           |
| 2026-04-08 | 2.8400%           |
| 2026-04-09 | 2.8400%           |
| 2026-04-10 | 2.8300%           |
| 2026-04-13 | 2.8200%           |
| 2026-04-14 | 2.8300%           |
| 2026-04-15 | 2.8300%           |
| 2026-04-16 | 2.8400%           |
| 2026-04-17 | 2.8500%           |
| 2026-04-20 | 2.8600%           |
| 2026-04-21 | 2.8600%           |
| 2026-04-22 | 2.8500%           |
| 2026-04-23 | 2.8500%           |
| 2026-04-24 | 2.8500%           |
| 2026-04-27 | 2.8500%           |
| 2026-04-28 | 2.8500%           |
| 2026-04-29 | 2.8500%           |
| 2026-04-30 | 2.8500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 36.0700%         | 0.0000%              |
| Broker-dealer |  | 18.2800%         | 0.0000%              |
| Broker-dealer |  | 21.1200%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $2678644.24

- **Number of Shares Outstanding:** 2678617.8300

- **Expense Reimbursement/Waiver:** 68.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $92434.98                 | $1550.49                |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $136630.05              |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $100.00                 |
| 2026-04-14 | $0.00                     | $20000.00               |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $479.75                 |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $1566.90                |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $9689.19                |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $50000.00               |
| 2026-04-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $92434.98

**Total Gross Redemptions (Month):** $220016.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.4700%           |
| 2026-04-02 | 2.4700%           |
| 2026-04-06 | 2.4700%           |
| 2026-04-07 | 2.4600%           |
| 2026-04-08 | 2.4600%           |
| 2026-04-09 | 2.4500%           |
| 2026-04-10 | 2.4500%           |
| 2026-04-13 | 2.4400%           |
| 2026-04-14 | 2.4400%           |
| 2026-04-15 | 2.4500%           |
| 2026-04-16 | 2.4600%           |
| 2026-04-17 | 2.4700%           |
| 2026-04-20 | 2.4700%           |
| 2026-04-21 | 2.4700%           |
| 2026-04-22 | 2.4700%           |
| 2026-04-23 | 2.4600%           |
| 2026-04-24 | 2.4600%           |
| 2026-04-27 | 2.4700%           |
| 2026-04-28 | 2.4700%           |
| 2026-04-29 | 2.4700%           |
| 2026-04-30 | 2.4700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 7.7800%          | 0.0000%              |
| Broker-dealer |  | 77.1200%         | 0.0000%              |

### Class: Class F Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1178633.66

- **Number of Shares Outstanding:** 1178618.0900

- **Expense Reimbursement/Waiver:** 95.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1734.33                  | $45.64                  |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1734.33

**Total Gross Redemptions (Month):** $45.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.8500%           |
| 2026-04-02 | 2.8500%           |
| 2026-04-06 | 2.8500%           |
| 2026-04-07 | 2.8500%           |
| 2026-04-08 | 2.8400%           |
| 2026-04-09 | 2.8400%           |
| 2026-04-10 | 2.8300%           |
| 2026-04-13 | 2.8200%           |
| 2026-04-14 | 2.8300%           |
| 2026-04-15 | 2.8300%           |
| 2026-04-16 | 2.8400%           |
| 2026-04-17 | 2.8500%           |
| 2026-04-20 | 2.8600%           |
| 2026-04-21 | 2.8600%           |
| 2026-04-22 | 2.8500%           |
| 2026-04-23 | 2.8500%           |
| 2026-04-24 | 2.8500%           |
| 2026-04-27 | 2.8500%           |
| 2026-04-28 | 2.8500%           |
| 2026-04-29 | 2.8500%           |
| 2026-04-30 | 2.8500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 25.9900%         | 0.0000%              |
| Broker-dealer   |  | 25.5300%         | 0.0000%              |
| Broker-dealer   |  | 31.4000%         | 0.0000%              |
| Retail investor |  | 9.3400%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $2476763.98        | $2275545.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $34584.64          | $31796.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $858460.27         | $876145.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $82446.16          | $84013.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $15810.88          | $15759.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $488221.98         | $477483.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $251005.68         | $237508.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $79339.72          | $68021.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $1735953.78        | $1571942.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $166.08            | $158.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $508624.13         | $496514.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $1139.00           | $1078.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $207769.86         | $193772.29         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $3367000.00        | $3422185.88        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3270 | 2035-03-01      | 4.6500%  |  | $1659093.00        | $1667340.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $160265.13         | $159632.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $1133951.69        | $1160947.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $1574387.59        | $1562705.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $68452.06          | $66585.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $945677.48         | $842579.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $1094512.11        | $1084275.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $1351266.92        | $1392274.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $64142.78          | $65994.04          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $5065000.00        | $5180752.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $1260391.82        | $1029854.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $55.83             | $54.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $267202.65         | $262950.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $4017134.89        | $3808875.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $246474.12         | $242412.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $812667.52         | $754935.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $585549.12         | $547393.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $1943222.25        | $1968669.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $21097.34          | $21538.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $3260.08           | $3355.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $96.98             | $93.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $1635048.83        | $1585590.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $1047726.30        | $1023151.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $13268.28          | $12751.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $34384.76          | $32557.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $575674.67         | $541772.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $1464772.89        | $1413889.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $1408486.45        | $1328169.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $923618.75         | $810149.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  |  | $587904.00         | $605745.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $2355104.03        | $2281210.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $1253076.12        | $1244295.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2274 | 2056-01-01      | 5.0000%  |  | $197845.38         | $195814.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $2825518.85        | $2898201.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $253284.63         | $252538.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $586201.78         | $566938.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $10326555.84       | $10880411.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $597691.71         | $617250.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $629569.39         | $630919.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $2567782.52        | $2581321.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $203580.22         | $197213.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2921236.10        | $2595537.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $1927761.95        | $1717292.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $737610.40         | $648128.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $262603.95         | $248754.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $23196.19          | $22079.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $2319786.19        | $2262304.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $134984.12         | $137193.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $730.33            | $686.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $147.55            | $146.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $381487.32         | $368287.94         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1241997.40        | $1249870.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $258241.48         | $268869.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $4640881.26        | $4629941.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $160598.88         | $159432.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5012 | 2050-05-01      | 2.5000%  |  | $11653.23          | $9997.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $977879.83         | $980060.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4192 | 2055-05-01      | 5.5000%  |  | $331578.03         | $335570.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $1033664.80        | $1037660.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $35979.49          | $35664.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $389138.63         | $387153.16         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $759846.40         | $776036.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $408.42            | $402.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $7137144.21        | $7285886.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6333 | 2055-11-01      | 5.5000%  |  | $1495922.14        | $1528474.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $2782009.70        | $2828081.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $446.75            | $432.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $3502681.58        | $3682117.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $1768128.29        | $1672759.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $5155756.59        | $5301100.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $91430.96          | $90790.28          | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $34560.00          | $34108.39          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $169080.00         | $171573.06         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $131980.00         | $134655.65         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $38940.00          | $39782.66          | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $1162.51           | $1130.61           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $159580.00         | $151307.68         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $61080.00          | $61420.29          | U.S. Treasuries (including strips) |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $930.70            | $954.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ1555 | 2055-09-01      | 5.0000%  |  | $2241099.30        | $2223096.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $4181342.17        | $3921619.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $5605074.77        | $4707034.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $173619.85         | $177238.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $14001078.22       | $14292868.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $1643221.36        | $1735859.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $33510.88          | $29393.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $2830270.86        | $2814726.38        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $1072.00           | $1094.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1025 | 2055-05-01      | 6.0000%  |  | $122866.62         | $128335.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $14468871.33       | $14876756.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $3371480.43        | $3359470.46        | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $32100.00          | $31680.53          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $30600.00          | $30770.48          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $602800.00         | $611688.19         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $1588500.00        | $1643867.74        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $36300.00          | $37085.53          | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $77900.00          | $73861.81          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $278100.00         | $241334.52         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $65100.00          | $66419.78          | U.S. Treasuries (including strips) |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 5/20/2026
- **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):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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 GNRA 2026-043 FB     | 2056-03-20      | 4.5901%  |  | $9994685.07        | $9950628.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030 | 2055-05-25      | 6.5000%  |  | $18504468.54       | $19384321.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 711740 X     | 2043-04-15      | 2.5000%  |  | $151215.72         | $131461.49         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X     | 2039-01-15      | 5.0000%  |  | $2.73              | $2.81              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  |  | $6.73              | $7.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X     | 2052-02-15      | 4.0000%  |  | $193336.64         | $181888.64         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X     | 2033-03-15      | 6.0000%  |  | $8.68              | $9.03              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2262 C     | 2056-03-20      | 6.0000%  |  | $602272.45         | $624691.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9981 C     | 2056-03-20      | 6.5000%  |  | $6090916.92        | $6387612.25        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7370       | 2061-04-15      | 3.8300%  |  | $1083279.00        | $1000880.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C     | 2055-12-20      | 7.0000%  |  | $484886.21         | $506635.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M     | 2056-04-20      | 4.5000%  |  | $10688320.00       | $10346240.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $12313688.41       | $12110327.84       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3375 M     | 2046-01-20      | 3.0000%  |  | $1115009.70        | $1008121.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3311 M     | 2045-12-20      | 4.0000%  |  | $87.13             | $83.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $10961436.25       | $9921038.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  |  | $73.59             | $71.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  |  | $166.40            | $153.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  |  | $532593.25         | $495420.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  |  | $21396.11          | $21182.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $4.99              | $5.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027 | 2040-01-01      | 3.0000%  |  | $14230.47          | $13247.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2351 | 2053-02-01      | 5.0000%  |  | $718.57            | $713.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515 | 2046-01-01      | 4.0000%  |  | $275.36            | $265.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173 | 2035-03-01      | 5.5000%  |  | $9.01              | $9.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2037 | 2037-12-01      | 6.5000%  |  | $5525.48           | $5887.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  |  | $118005.67         | $112712.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  |  | $1116952.06        | $1130426.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7342 C     | 2066-03-20      | 6.0000%  |  | $4882087.36        | $5028370.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C     | 2056-01-20      | 6.0000%  |  | $1005.03           | $1029.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C     | 2056-02-20      | 6.0000%  |  | $1021.71           | $1072.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C     | 2055-11-20      | 6.5000%  |  | $10470845.30       | $10848173.84       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C     | 2065-12-20      | 7.0000%  |  | $2296598.23        | $2400342.20        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6759       | 2060-12-15      | 5.2500%  |  | $15609.38          | $15943.72          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5989       | 2067-04-15      | 5.7500%  |  | $2044024.00        | $2140655.12        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7749       | 2060-08-15      | 5.6800%  |  | $472242.12         | $493999.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M     | 2051-11-20      | 2.0000%  |  | $711.99            | $584.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $512.44            | $469.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M     | 2052-04-20      | 2.0000%  |  | $751.40            | $617.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $305.83            | $281.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M     | 2050-03-20      | 2.5000%  |  | $225233.94         | $194064.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  |  | $180.03            | $160.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $130116.98         | $128147.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  |  | $57.85             | $58.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  |  | $16948.18          | $17189.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  |  | $197239.63         | $186525.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  |  | $150.31            | $134.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $931471.05         | $832499.15         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658570 X     | 2036-08-15      | 6.0000%  |  | $14058.43          | $14877.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7000 M     | 2050-11-20      | 5.0000%  |  | $16883.75          | $17214.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723892 X     | 2040-04-15      | 4.5000%  |  | $647236.90         | $642496.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  |  | $1460469.50        | $1335086.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4385 M     | 2047-04-20      | 5.0000%  |  | $106492.72         | $108579.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C     | 2066-01-20      | 7.0000%  |  | $1023.86           | $1070.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5509 X     | 2047-06-15      | 5.0000%  |  | $167356.30         | $167413.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M     | 2047-11-20      | 3.5000%  |  | $27952.35          | $25820.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M     | 2056-04-20      | 5.0000%  |  | $10377280.00       | $10357820.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9933 | 2045-07-01      | 3.5000%  |  | $74599.71          | $69612.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5167 C     | 2065-12-20      | 7.0000%  |  | $1023.56           | $1073.48           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7967       | 2060-09-15      | 5.5500%  |  | $720868.33         | $752284.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $21214600.03       | $17422089.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4403 C     | 2056-02-20      | 6.5000%  |  | $1021.97           | $1072.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  |  | $20036.47          | $17962.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341 | 2056-03-01      | 5.5000%  |  | $986.03            | $1002.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C     | 2055-12-20      | 7.0000%  |  | $1004.04           | $1050.57           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573       | 2066-12-15      | 5.7800%  |  | $1549974.00        | $1612802.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C     | 2055-11-20      | 6.5000%  |  | $1003.10           | $1045.95           | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 5/18/2026
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-047 QT     | 2056-03-20      | 4.5000%  |  | $12170989.94       | $11925756.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH     | 2054-11-20      | 5.3201%  |  | $34868896.81       | $35207223.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 697584 X     | 2038-11-15      | 5.5000%  |  | $35111.97          | $36479.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675513 X     | 2038-06-15      | 5.5000%  |  | $22536.58          | $23325.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C     | 2040-06-20      | 5.5000%  |  | $22062.87          | $22799.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  |  | $46646.37          | $48724.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3713 C     | 2056-04-20      | 5.0000%  |  | $5325384.00        | $5370552.72        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7369       | 2061-03-15      | 3.8300%  |  | $9836690.70        | $9008542.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C     | 2066-01-20      | 6.0000%  |  | $12956758.17       | $13344972.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C     | 2066-01-20      | 7.0000%  |  | $109847.60         | $114809.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5399 C     | 2065-12-20      | 7.0000%  |  | $998.66            | $1047.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C     | 2055-12-20      | 7.0000%  |  | $599281.04         | $626161.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M     | 2055-12-20      | 5.5000%  |  | $3051401.43        | $3065433.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9266 C     | 2056-03-20      | 6.0000%  |  | $4367464.76        | $4469140.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2939 C     | 2056-02-20      | 6.0000%  |  | $6320506.84        | $6739722.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9401 C     | 2056-04-20      | 6.0000%  |  | $4006952.00        | $4152453.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C     | 2055-12-20      | 7.0000%  |  | $1004.04           | $1050.57           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6754       | 2060-12-15      | 5.2500%  |  | $293279.64         | $299561.44         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742       | 2060-10-15      | 4.8000%  |  | $472492.89         | $466481.21         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8946       | 2060-02-15      | 4.9000%  |  | $271629.57         | $271766.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5934 C     | 2054-02-20      | 7.0000%  |  | $5780912.86        | $6052297.17        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ2015       | 2058-04-15      | 4.4500%  |  | $88034.34          | $86609.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  |  | $258778.82         | $237561.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5019 M     | 2048-02-20      | 3.5000%  |  | $41809.85          | $38717.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4839 M     | 2047-11-20      | 4.5000%  |  | $128454.66         | $126865.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3939 M     | 2046-09-20      | 4.5000%  |  | $369651.08         | $365537.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3033 M     | 2045-08-20      | 3.0000%  |  | $134.07            | $121.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $1078672.77        | $976291.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  |  | $538620.26         | $519703.50         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AC3733 X     | 2042-12-15      | 2.5000%  |  | $45880.51          | $40002.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2414 | 2056-04-01      | 6.5000%  |  | $28480608.24       | $30179622.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  |  | $166.24            | $153.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  |  | $176.92            | $169.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  |  | $810.40            | $818.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  |  | $251749.52         | $215765.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  |  | $2636414.12        | $2410074.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515 | 2046-01-01      | 4.0000%  |  | $275.08            | $265.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $21053.25          | $19633.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  |  | $14388.95          | $13438.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6689 | 2037-11-01      | 6.5000%  |  | $5199.80           | $5450.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X     | 2038-08-15      | 6.0000%  |  | $10490.64          | $10854.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6545 M     | 2050-03-20      | 5.0000%  |  | $9067.50           | $9233.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  |  | $169986.11         | $153385.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4198 M     | 2047-01-20      | 4.5000%  |  | $824131.08         | $814954.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5893 C     | 2055-11-20      | 6.5000%  |  | $21680.74          | $22906.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8019 C     | 2056-04-20      | 5.0000%  |  | $1444498.00        | $1447086.22        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0417       | 2061-03-15      | 4.9800%  |  | $8981433.71        | $8932688.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ9684 | 2055-10-01      | 6.5000%  |  | $1006.88           | $1057.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $4240162.90        | $3747357.04        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6443       | 2060-12-15      | 5.4000%  |  | $722778.96         | $746871.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9722       | 2061-01-15      | 5.0200%  |  | $623439.35         | $624666.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6162 C     | 2055-12-20      | 5.0000%  |  | $2667329.87        | $2680132.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3160 | 2055-08-01      | 6.5000%  |  | $46540479.83       | $48737661.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  |  | $39513.63          | $36251.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  |  | $661809.92         | $672881.71         | Agency Mortgage-Backed Securities         |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 5/12/2026
- **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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9846%  |  | $57971.56          | $37792.30          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  |  | $981.41            | $970.91            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-07 FC       | 2033-01-16      | 4.0289%  |  | $27.89             | $27.93             | Agency Collateralized Mortgage Obligation |
| GNMA GNII SP 788514 C      | 2056-03-20      | 4.5000%  |  | $1022.33           | $990.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $10903581.73       | $11369307.62       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  |  | $1354.33           | $1274.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785334 X      | 2049-03-15      | 5.5000%  |  | $666.03            | $693.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $3737595.33        | $3948005.34        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784315 X      | 2036-06-15      | 6.0000%  |  | $544.95            | $557.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005018 M      | 2041-04-20      | 5.0000%  |  | $6299.32           | $6395.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004855 M      | 2040-11-20      | 5.0000%  |  | $3268.15           | $3342.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004853 M      | 2040-11-20      | 4.0000%  |  | $95.69             | $92.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004801 M      | 2040-09-20      | 4.5000%  |  | $3897.34           | $3863.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004746 M      | 2040-07-20      | 4.5000%  |  | $995.12            | $987.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  |  | $97.00             | $99.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  |  | $21168.79          | $20426.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  |  | $14141.64          | $15407.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004637 M      | 2040-02-20      | 5.0000%  |  | $4138.01           | $4219.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004617 M      | 2040-01-20      | 4.5000%  |  | $160416.21         | $159125.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004598 M      | 2039-12-20      | 4.5000%  |  | $3878.83           | $3847.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004562 M      | 2039-10-20      | 6.5000%  |  | $1460.03           | $1535.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005333 M      | 2042-03-20      | 4.5000%  |  | $4696.46           | $4656.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005288 M      | 2042-01-20      | 5.5000%  |  | $957.36            | $991.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005279 M      | 2042-01-20      | 3.5000%  |  | $1072.94           | $1009.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004346 M      | 2039-01-20      | 7.0000%  |  | $603.37            | $626.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  |  | $3524.68           | $3722.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004290 M      | 2038-11-20      | 5.5000%  |  | $4938.15           | $5114.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $192.40            | $208.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783610 X      | 2041-11-15      | 4.5000%  |  | $162.45            | $161.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $256.26            | $236.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781057 X      | 2029-06-15      | 5.5000%  |  | $2049.36           | $2061.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781001 X      | 2029-03-15      | 7.5000%  |  | $130.35            | $132.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  |  | $682.59            | $696.03            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780914 X      | 2028-11-15      | 6.0000%  |  | $188.86            | $192.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780931 X      | 2028-12-15      | 7.0000%  |  | $100.70            | $102.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781688 X      | 2033-12-15      | 6.0000%  |  | $204.81            | $211.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780898 X      | 2028-11-15      | 7.0000%  |  | $19.06             | $19.47             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780896 X      | 2028-11-15      | 7.0000%  |  | $48.89             | $49.95             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 325576 X      | 2028-06-15      | 7.0000%  |  | $21.39             | $21.64             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553170 X      | 2033-04-15      | 6.0000%  |  | $171.72            | $173.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 552509 X      | 2032-04-15      | 6.0000%  |  | $4.38              | $4.41              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550654 X      | 2035-09-15      | 6.0000%  |  | $3477.95           | $3637.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 520827 X      | 2035-03-15      | 6.0000%  |  | $265.60            | $274.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 512603 X      | 2029-06-15      | 6.0000%  |  | $166.72            | $170.73            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700899 X      | 2038-11-15      | 6.0000%  |  | $2183.54           | $2264.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $4662.94           | $4722.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  |  | $957.40            | $926.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0868 M      | 2056-01-20      | 3.5000%  |  | $2529.46           | $2292.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  |  | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9188 C      | 2056-03-20      | 5.0000%  |  | $3993.76           | $4027.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9186 C      | 2056-03-20      | 5.0000%  |  | $3989.15           | $3996.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9145 C      | 2066-02-20      | 6.0000%  |  | $1004.10           | $1034.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9054 C      | 2066-04-20      | 6.0000%  |  | $3048.00           | $3137.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ8086 C      | 2056-03-20      | 6.0000%  |  | $1928.28           | $1974.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4269 C      | 2066-03-20      | 6.0000%  |  | $2826969.09        | $2911674.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2938 C      | 2056-02-20      | 6.0000%  |  | $1368.51           | $1436.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3507 C      | 2066-03-20      | 6.0000%  |  | $2000.44           | $2060.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2256 C      | 2056-02-20      | 6.0000%  |  | $3998.11           | $4093.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  |  | $2998.41           | $3070.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 503405 X      | 2029-04-15      | 6.5000%  |  | $115.99            | $117.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 494837 X      | 2029-06-15      | 7.0000%  |  | $59.39             | $60.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M      | 2038-10-20      | 5.5000%  |  | $6716.40           | $6955.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004194 M      | 2038-07-20      | 5.5000%  |  | $20.69             | $21.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004171 M      | 2038-06-20      | 6.5000%  |  | $316.99            | $340.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004116 M      | 2038-04-20      | 6.5000%  |  | $1103.48           | $1185.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004063 M      | 2037-12-20      | 7.5000%  |  | $1021.89           | $1037.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  |  | $27.46             | $28.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004041 M      | 2037-10-20      | 7.0000%  |  | $1104.37           | $1181.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004006 M      | 2037-07-20      | 6.0000%  |  | $3880.06           | $4116.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003978 M      | 2037-04-20      | 7.0000%  |  | $326.00            | $336.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $172.50            | $178.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M      | 2036-04-20      | 5.0000%  |  | $35.37             | $35.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003760 M      | 2035-09-20      | 5.5000%  |  | $2349.40           | $2432.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003710 M      | 2035-05-20      | 5.0000%  |  | $2674.85           | $2698.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003724 M      | 2035-06-20      | 5.5000%  |  | $3965.30           | $4106.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004472 M      | 2039-06-20      | 6.5000%  |  | $3297.73           | $3547.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004372 M      | 2039-02-20      | 6.5000%  |  | $517.81            | $565.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003459 M      | 2033-10-20      | 5.5000%  |  | $2426.61           | $2482.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003331 M      | 2033-01-20      | 5.0000%  |  | $2431.24           | $2482.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003320 M      | 2032-12-20      | 5.5000%  |  | $405.05            | $415.83            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 486540 X      | 2028-09-15      | 7.0000%  |  | $24.53             | $24.73             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 486538 X      | 2028-09-15      | 7.0000%  |  | $322.72            | $327.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745242 X      | 2040-07-15      | 4.5000%  |  | $166.09            | $163.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  |  | $40.48             | $41.82             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743173 X      | 2040-12-15      | 4.5000%  |  | $118767.14         | $117049.05         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738145 X      | 2041-04-15      | 4.5000%  |  | $8202.21           | $7994.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $98.01             | $93.36             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $13863.30          | $14185.28          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X      | 2040-02-15      | 6.0000%  |  | $4792.67           | $4961.61           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 731686 X      | 2040-11-15      | 4.5000%  |  | $181.06            | $179.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  |  | $189.58            | $188.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728627 X      | 2040-01-15      | 4.5000%  |  | $2795.40           | $2779.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X      | 2040-03-15      | 6.0000%  |  | $2081.53           | $2150.59           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726323 X      | 2039-09-15      | 5.0000%  |  | $4770.75           | $4895.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724383 X      | 2039-10-15      | 4.5000%  |  | $324.02            | $319.56            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724033 X      | 2039-11-15      | 6.0000%  |  | $3131.36           | $3238.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723892 X      | 2040-04-15      | 4.5000%  |  | $1611.46           | $1599.66           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  |  | $94.29             | $95.53             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723534 X      | 2039-12-15      | 4.5000%  |  | $82.79             | $82.45             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  |  | $81.44             | $83.57             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617704 X      | 2037-09-15      | 6.0000%  |  | $9154.86           | $9578.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  |  | $185.93            | $192.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676389 X      | 2038-01-15      | 5.5000%  |  | $136274.76         | $142348.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004084 M      | 2038-02-20      | 5.5000%  |  | $1818.18           | $1913.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668745 X      | 2038-02-15      | 6.0000%  |  | $4834.90           | $5039.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  |  | $216.09            | $223.43            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  |  | $41088.74          | $42798.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685796 X      | 2038-05-15      | 6.5000%  |  | $4400.50           | $4677.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004149 M      | 2038-05-20      | 7.5000%  |  | $2263.31           | $2301.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  |  | $2263.29           | $2226.92           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  |  | $10374.69          | $11009.12          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691269 X      | 2038-07-15      | 6.0000%  |  | $9.52              | $9.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X      | 2038-08-15      | 6.0000%  |  | $10376.35          | $10874.94          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689844 X      | 2038-09-15      | 6.5000%  |  | $39.45             | $40.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  |  | $37.44             | $40.40             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  |  | $7805.91           | $8152.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699271 X      | 2038-09-15      | 6.5000%  |  | $968.87            | $1029.46           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699494 X      | 2038-10-15      | 6.0000%  |  | $243.99            | $255.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673207 X      | 2038-10-15      | 6.0000%  |  | $116.35            | $123.14            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697650 X      | 2038-10-15      | 6.0000%  |  | $451.55            | $473.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $8.69              | $9.18              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700825 X      | 2038-10-15      | 6.0000%  |  | $1964.72           | $2089.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782436 X      | 2038-10-15      | 6.0000%  |  | $103.83            | $110.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004292 M      | 2038-11-20      | 6.5000%  |  | $478.15            | $515.10            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687922 X      | 2038-09-15      | 6.0000%  |  | $2215.36           | $2295.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  |  | $33791.83          | $34671.83          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687179 X      | 2038-04-15      | 5.5000%  |  | $10229.85          | $10587.87          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682907 X      | 2040-11-15      | 6.0000%  |  | $1633.38           | $1697.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  |  | $36543.00          | $37979.04          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681624 X      | 2038-11-15      | 6.0000%  |  | $13941.33          | $14595.17          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680687 X      | 2038-01-15      | 6.0000%  |  | $17710.90          | $18470.31          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 678279 X      | 2038-12-15      | 6.0000%  |  | $2761.48           | $2922.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677101 X      | 2038-07-15      | 5.5000%  |  | $7914.53           | $8162.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 579077 X      | 2031-12-15      | 6.0000%  |  | $1870.64           | $1916.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 577638 X      | 2032-08-15      | 6.0000%  |  | $122.30            | $125.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676600 X      | 2037-11-15      | 6.0000%  |  | $131.15            | $137.45            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676554 X      | 2037-10-15      | 6.0000%  |  | $81.94             | $86.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676361 X      | 2037-10-15      | 7.0000%  |  | $1221.34           | $1235.82           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676843 X      | 2038-05-15      | 6.0000%  |  | $43.19             | $45.72             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676797 X      | 2038-04-15      | 6.0000%  |  | $18253.03          | $19058.89          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675130 X      | 2038-02-15      | 5.5000%  |  | $5066.24           | $5292.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  |  | $26313.95          | $27235.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 598487 X      | 2032-12-15      | 6.0000%  |  | $387.64            | $392.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 585115 X      | 2033-01-15      | 6.0000%  |  | $4343.42           | $4397.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 540218 X      | 2033-02-15      | 6.0000%  |  | $415.37            | $435.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003415 M      | 2033-07-20      | 5.5000%  |  | $1541.26           | $1579.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1677 M      | 2044-02-20      | 3.5000%  |  | $753228.69         | $707695.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011  | 2039-08-01      | 3.5000%  |  | $14177.26          | $13414.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7195 M      | 2051-02-20      | 3.5000%  |  | $405.44            | $372.95            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603130 X      | 2033-10-15      | 6.0000%  |  | $195.68            | $198.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003544 M      | 2034-04-20      | 5.5000%  |  | $870.49            | $899.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781776 X      | 2034-07-15      | 6.0000%  |  | $214.89            | $222.08            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629123 X      | 2034-09-15      | 6.0000%  |  | $2304.73           | $2357.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 574544 X      | 2034-09-15      | 6.0000%  |  | $527.13            | $533.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605730 X      | 2034-10-15      | 6.0000%  |  | $1013.32           | $1059.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 591208 X      | 2035-04-15      | 6.0000%  |  | $198.25            | $200.86            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644935 X      | 2035-07-15      | 6.0000%  |  | $481.62            | $500.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8080 C      | 2056-04-20      | 5.0000%  |  | $1008.00           | $1009.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR6153 C      | 2066-04-20      | 6.5000%  |  | $6467.00           | $6801.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4569 C      | 2056-04-20      | 5.0000%  |  | $4001.00           | $4034.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3861 C      | 2056-04-20      | 6.0000%  |  | $464116.00         | $481393.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1404 C      | 2056-04-20      | 6.0000%  |  | $3000.00           | $3072.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C      | 2055-12-20      | 6.5000%  |  | $256506.23         | $265285.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  |  | $1768638.50        | $1848531.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4679 C      | 2065-12-20      | 7.0000%  |  | $2212.74           | $2312.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5299 C      | 2055-12-20      | 7.0000%  |  | $3988.46           | $4249.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3646 C      | 2055-11-20      | 6.5000%  |  | $1551094.39        | $1673911.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3144 C      | 2056-01-20      | 6.5000%  |  | $3064.68           | $3169.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 714109 X      | 2039-08-15      | 4.5000%  |  | $1736.60           | $1730.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711729 X      | 2043-03-15      | 2.5000%  |  | $3091.52           | $2689.63           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 670109 X      | 2037-07-15      | 6.0000%  |  | $298.96            | $311.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669069 X      | 2037-06-15      | 6.5000%  |  | $3301.17           | $3508.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668973 X      | 2037-03-15      | 6.0000%  |  | $42507.58          | $44003.99          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  |  | $38580.10          | $39981.34          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668585 X      | 2037-08-15      | 6.0000%  |  | $4270.28           | $4450.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 664392 X      | 2037-10-15      | 6.5000%  |  | $308.34            | $326.90            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662554 X      | 2037-08-15      | 6.5000%  |  | $8.19              | $8.68              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662560 X      | 2037-08-15      | 6.5000%  |  | $475.82            | $517.45            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662521 X      | 2037-08-15      | 6.0000%  |  | $229.11            | $239.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 661591 X      | 2037-01-15      | 6.5000%  |  | $4736.34           | $5048.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658701 X      | 2037-05-15      | 6.0000%  |  | $564.58            | $591.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 600467 X      | 2035-08-15      | 6.0000%  |  | $587.74            | $597.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2603 C      | 2056-04-20      | 5.0000%  |  | $2000.00           | $2016.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1174 C      | 2056-02-20      | 6.0000%  |  | $1307.43           | $1358.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1792 C      | 2065-12-20      | 7.0000%  |  | $2896.35           | $3037.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  |  | $991.59            | $991.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3805 M      | 2046-07-20      | 4.5000%  |  | $74953.55          | $74118.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3664 M      | 2046-05-20      | 4.0000%  |  | $568289.87         | $546529.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3456 M      | 2046-02-20      | 4.5000%  |  | $63792.09          | $63081.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3378 M      | 2046-01-20      | 4.5000%  |  | $47493.79          | $46964.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3034 M      | 2045-08-20      | 3.5000%  |  | $89408.36          | $82962.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2894 M      | 2045-06-20      | 4.5000%  |  | $48767.71          | $48224.19          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700916 X      | 2038-11-15      | 6.0000%  |  | $301.96            | $315.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2756 M      | 2045-04-20      | 4.5000%  |  | $32735.45          | $32370.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1600 M      | 2044-01-20      | 3.5000%  |  | $15053.70          | $14149.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1760 M      | 2044-03-20      | 3.5000%  |  | $943643.68         | $877963.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  |  | $6175.27           | $5812.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  |  | $8801.51           | $8284.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0022 M      | 2042-04-20      | 3.5000%  |  | $20515.71          | $19309.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0784 M      | 2043-02-20      | 4.0000%  |  | $25391.86          | $24500.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBO4944  | 2034-11-01      | 2.5000%  |  | $25960.41          | $24524.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBD6887  | 2038-09-01      | 6.0000%  |  | $19804.50          | $20796.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $12593.02          | $12708.19          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652195 X      | 2036-02-15      | 6.0000%  |  | $2469.92           | $2567.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651881 X      | 2036-09-15      | 6.0000%  |  | $222.96            | $235.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651754 X      | 2036-03-15      | 6.0000%  |  | $1429.69           | $1495.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651720 X      | 2036-02-15      | 6.0000%  |  | $2429.60           | $2567.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651278 X      | 2036-01-15      | 6.0000%  |  | $278.47            | $282.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650472 X      | 2035-12-15      | 6.0000%  |  | $1061.03           | $1102.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650724 X      | 2036-01-15      | 6.0000%  |  | $1305.90           | $1324.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650714 X      | 2036-01-15      | 6.0000%  |  | $2681.27           | $2786.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 649511 X      | 2035-10-15      | 6.0000%  |  | $597.59            | $605.52            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648132 X      | 2036-07-15      | 6.0000%  |  | $620.54            | $642.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699495 X      | 2038-10-15      | 6.0000%  |  | $196.84            | $208.33            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699137 X      | 2038-09-15      | 6.0000%  |  | $297.81            | $309.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698654 X      | 2038-11-15      | 6.0000%  |  | $14465.18          | $15029.95          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698611 X      | 2038-11-15      | 6.0000%  |  | $1677.75           | $1743.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699277 X      | 2038-09-15      | 6.0000%  |  | $303.08            | $317.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698314 X      | 2039-05-15      | 4.5000%  |  | $1090.32           | $1085.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697656 X      | 2038-10-15      | 6.5000%  |  | $3800.59           | $4070.38           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697488 X      | 2038-09-15      | 6.0000%  |  | $164.64            | $173.69            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X      | 2038-08-15      | 6.0000%  |  | $22870.64          | $23979.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694462 X      | 2038-10-15      | 6.0000%  |  | $15820.68          | $16548.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003335 M      | 2033-01-20      | 6.5000%  |  | $216.11            | $227.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003248 M      | 2032-06-20      | 5.5000%  |  | $738.91            | $747.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003231 M      | 2032-04-20      | 8.0000%  |  | $2908.31           | $2979.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003199 M      | 2032-02-20      | 5.5000%  |  | $960.36            | $981.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M      | 2031-05-20      | 7.0000%  |  | $132.56            | $137.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002975 M      | 2030-09-20      | 9.0000%  |  | $949.63            | $984.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002973 M      | 2030-09-20      | 8.0000%  |  | $143.04            | $147.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002909 M      | 2030-04-20      | 8.0000%  |  | $51.24             | $52.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002884 M      | 2030-02-20      | 8.0000%  |  | $32.90             | $34.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002839 M      | 2029-11-20      | 7.5000%  |  | $23.57             | $24.65             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 630170 X      | 2034-07-15      | 6.0000%  |  | $2052.40           | $2129.13           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629113 X      | 2034-09-15      | 6.0000%  |  | $508.84            | $530.22            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  |  | $42.79             | $43.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003546 M      | 2034-04-20      | 6.5000%  |  | $2817.59           | $2962.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003488 M      | 2033-12-20      | 5.5000%  |  | $921.80            | $943.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002380 M      | 2027-02-20      | 8.5000%  |  | $410.96            | $416.65            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 588179 X      | 2033-01-15      | 6.0000%  |  | $556.31            | $567.38            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 588092 X      | 2032-10-15      | 5.5000%  |  | $796.33            | $801.23            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587307 X      | 2032-09-15      | 6.0000%  |  | $1914.26           | $1945.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587128 X      | 2032-06-15      | 6.0000%  |  | $177.00            | $179.26            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 583038 X      | 2034-08-15      | 6.0000%  |  | $437.29            | $443.42            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 579204 X      | 2032-03-15      | 6.0000%  |  | $1460.15           | $1483.45           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 622603 X      | 2033-11-15      | 6.0000%  |  | $1441.90           | $1472.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 622533 X      | 2033-10-15      | 6.0000%  |  | $2848.53           | $2897.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 619118 X      | 2034-10-15      | 6.0000%  |  | $1132.64           | $1154.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618748 X      | 2036-12-15      | 6.0000%  |  | $89.66             | $91.22             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618700 X      | 2036-09-15      | 6.5000%  |  | $10386.65          | $11066.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618677 X      | 2036-10-15      | 6.0000%  |  | $302.32            | $320.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  |  | $4732.12           | $4956.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617098 X      | 2036-06-15      | 6.0000%  |  | $772.71            | $803.42            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617053 X      | 2036-04-15      | 6.0000%  |  | $1136.94           | $1193.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617370 X      | 2037-01-15      | 6.0000%  |  | $9429.55           | $9862.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  |  | $863.24            | $875.08            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783379 X      | 2041-08-15      | 4.0000%  |  | $62.93             | $60.42             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782938 X      | 2040-03-15      | 5.5000%  |  | $28.29             | $29.55             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $11820.52          | $12342.82          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782826 X      | 2039-11-15      | 5.5000%  |  | $2309.84           | $2412.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782728 X      | 2038-11-15      | 5.5000%  |  | $3623.34           | $3774.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723614 X      | 2040-01-15      | 5.5000%  |  | $133.77            | $139.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723599 X      | 2040-01-15      | 5.5000%  |  | $3183.06           | $3297.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 717117 X      | 2039-05-15      | 4.5000%  |  | $2495.76           | $2467.33           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674510 X      | 2037-10-15      | 6.0000%  |  | $3642.24           | $3784.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674446 X      | 2037-09-15      | 6.0000%  |  | $4190.00           | $4326.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672935 X      | 2038-08-15      | 5.5000%  |  | $1743.78           | $1813.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673234 X      | 2038-11-15      | 6.0000%  |  | $6725.60           | $7141.44           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  |  | $267969.97         | $279342.70         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  |  | $1212.00           | $1277.97           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4433        | 2059-10-15      | 4.2000%  |  | $1085.59           | $1041.58           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  |  | $1016.00           | $1018.51           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697594 X      | 2038-11-15      | 6.5000%  |  | $3936.47           | $4165.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704005 X      | 2038-11-15      | 6.5000%  |  | $1217.35           | $1295.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702740 X      | 2038-12-15      | 6.0000%  |  | $4202.61           | $4384.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $43.43             | $45.36             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673844 X      | 2039-01-15      | 6.0000%  |  | $14376.50          | $15211.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705395 X      | 2039-01-15      | 6.0000%  |  | $13980.70          | $14797.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004370 M      | 2039-02-20      | 5.5000%  |  | $69.30             | $71.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  |  | $1482921.09        | $1336492.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4195 M      | 2047-01-20      | 3.0000%  |  | $282398.06         | $255645.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  |  | $2401.31           | $2442.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 703495 X      | 2039-04-15      | 5.0000%  |  | $4049.70           | $4117.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X      | 2039-04-15      | 5.0000%  |  | $63527.89          | $64913.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 717168 X      | 2039-06-15      | 4.5000%  |  | $964.09            | $956.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004544 M      | 2039-09-20      | 6.5000%  |  | $2880.31           | $3113.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $91.50             | $90.77             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782836 X      | 2039-01-15      | 5.5000%  |  | $3067.08           | $3203.87           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  |  | $23055.46          | $23446.57          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782858 X      | 2039-11-15      | 6.0000%  |  | $215.48            | $228.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726155 X      | 2040-02-15      | 4.5000%  |  | $34138.95          | $33859.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004636 M      | 2040-02-20      | 4.5000%  |  | $395.53            | $392.35            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727437 X      | 2040-03-15      | 4.5000%  |  | $2194.23           | $2162.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004660 M      | 2040-03-20      | 6.0000%  |  | $1347.98           | $1423.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  |  | $4746.73           | $4815.96           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $237.15            | $239.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $392586.47         | $389428.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004713 M      | 2040-06-20      | 4.5000%  |  | $5720.83           | $5674.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $724.07            | $734.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  |  | $141263.81         | $132451.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6954 M      | 2050-09-20      | 1.5000%  |  | $308999.01         | $244150.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6819 M      | 2050-08-20      | 2.5000%  |  | $167139.15         | $143441.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $751.62            | $671.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $189.77            | $169.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6091 M      | 2049-08-20      | 4.0000%  |  | $142718.54         | $134831.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 781998 M      | 2035-11-20      | 5.5000%  |  | $4572.18           | $4712.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651161 X      | 2035-12-15      | 6.0000%  |  | $425.25            | $430.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS4189  | 2035-06-01      | 6.5000%  |  | $1399.23           | $1487.52           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  |  | $332.24            | $329.30            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4171        | 2066-03-15      | 5.8400%  |  | $474704.00         | $501235.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $1545310.58        | $1496284.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3033 M      | 2045-08-20      | 3.0000%  |  | $402.62            | $363.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6475 M      | 2050-02-20      | 3.5000%  |  | $445378.38         | $410779.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8286 C      | 2066-03-20      | 6.0000%  |  | $2056.81           | $2118.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2205 C      | 2056-02-20      | 6.5000%  |  | $3839.22           | $4116.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  |  | $999.60            | $1048.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $790.93            | $801.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ7997 C      | 2066-02-20      | 6.0000%  |  | $4789.83           | $4933.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M      | 2056-01-20      | 5.5000%  |  | $3442.56           | $3484.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7625 C      | 2056-03-20      | 6.5000%  |  | $1998.02           | $2118.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9008 C      | 2056-01-20      | 5.5000%  |  | $2000.17           | $2036.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ8186 C      | 2056-04-20      | 6.0000%  |  | $3012576.00        | $3084541.42        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9973        | 2059-11-15      | 4.9800%  |  | $81778.11          | $82401.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5281 C      | 2065-11-20      | 7.0000%  |  | $998.85            | $1045.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9256 C      | 2066-01-20      | 7.0000%  |  | $63943.61          | $66832.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  |  | $1120.00           | $1084.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786578 C      | 2053-03-20      | 5.0000%  |  | $2310.76           | $2310.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C      | 2045-04-20      | 4.0000%  |  | $1592316.85        | $1497316.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $7283465.73        | $7576613.08        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $1007.00           | $1038.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $7123.43           | $7606.92           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658121 X      | 2036-10-15      | 6.0000%  |  | $2538.55           | $2688.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658059 X      | 2036-08-15      | 6.5000%  |  | $1683.47           | $1815.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $16909.97          | $17687.07          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656187 X      | 2036-07-15      | 6.0000%  |  | $62.81             | $63.49             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652226 X      | 2036-03-15      | 6.0000%  |  | $1365.66           | $1419.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1071 M      | 2056-04-20      | 5.5000%  |  | $1024.00           | $1038.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  |  | $27637440.00       | $27585613.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0986 M      | 2056-03-20      | 6.0000%  |  | $3514.83           | $3556.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M      | 2056-02-20      | 4.5000%  |  | $1515.33           | $1466.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  |  | $1970.73           | $1984.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0735 M      | 2055-11-20      | 6.5000%  |  | $816.38            | $846.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $995.13            | $1027.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M      | 2055-07-20      | 5.0000%  |  | $1916.68           | $1910.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0342 M      | 2040-05-20      | 6.0000%  |  | $1607.71           | $1645.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  |  | $8572.58           | $8821.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690922 X      | 2038-06-15      | 5.5000%  |  | $28368.68          | $29550.11          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690847 X      | 2038-06-15      | 5.5000%  |  | $526.14            | $543.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690613 X      | 2047-06-15      | 2.5000%  |  | $71932.58          | $62396.11          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691199 X      | 2038-05-15      | 5.5000%  |  | $2113.06           | $2187.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689791 X      | 2038-08-15      | 6.0000%  |  | $386.14            | $403.31            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689576 X      | 2038-07-15      | 5.5000%  |  | $528.59            | $545.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $6844.94           | $7098.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688099 X      | 2038-11-15      | 6.0000%  |  | $13434.43          | $14219.12          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688024 X      | 2038-10-15      | 6.0000%  |  | $166.02            | $176.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687928 X      | 2038-09-15      | 6.5000%  |  | $1319.68           | $1433.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9398 C      | 2056-04-20      | 6.0000%  |  | $1006.00           | $1041.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9396 C      | 2056-04-20      | 6.0000%  |  | $1003.00           | $1038.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9380 C      | 2056-04-20      | 5.5000%  |  | $1767.00           | $1805.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  |  | $2993.42           | $3063.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8780 C      | 2056-01-20      | 6.0000%  |  | $1999.92           | $2047.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  |  | $1008.45           | $1043.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7249 C      | 2056-02-20      | 5.0000%  |  | $2992.66           | $3018.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6031 C      | 2056-01-20      | 5.5000%  |  | $1995.81           | $2027.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6013 C      | 2056-02-20      | 5.0000%  |  | $2992.61           | $3018.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5165 C      | 2065-10-20      | 6.0000%  |  | $949.49            | $976.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6642 C      | 2066-03-20      | 6.5000%  |  | $2996.65           | $3157.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6537 C      | 2066-03-20      | 5.5000%  |  | $1009.47           | $1020.91           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9061        | 2060-12-15      | 5.2500%  |  | $722702.46         | $738307.17         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8165        | 2061-01-15      | 5.4200%  |  | $97141.83          | $100598.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5228 C      | 2065-10-20      | 7.0000%  |  | $2276836.86        | $2382413.53        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6756        | 2060-12-15      | 5.2500%  |  | $719056.05         | $734457.63         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7953        | 2060-07-15      | 5.9900%  |  | $546644.14         | $581566.10         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4706        | 2060-08-15      | 5.0500%  |  | $422157.69         | $423482.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6438 C      | 2055-03-20      | 6.5000%  |  | $1344490.56        | $1444859.61        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783510 X      | 2040-07-15      | 6.5000%  |  | $133.99            | $143.36            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X      | 2039-01-15      | 6.5000%  |  | $13.83             | $15.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782510 X      | 2038-12-15      | 6.5000%  |  | $3766.32           | $4090.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782495 X      | 2038-12-15      | 5.5000%  |  | $2511.65           | $2618.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782461 X      | 2032-03-15      | 7.5000%  |  | $2874.08           | $2993.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782433 M      | 2038-10-20      | 6.0000%  |  | $8592.38           | $9074.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782090 X      | 2036-05-15      | 6.5000%  |  | $2646.26           | $2743.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782071 X      | 2033-05-15      | 7.0000%  |  | $527.43            | $543.37            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782009 X      | 2035-09-15      | 6.0000%  |  | $547.65            | $566.83            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781889 X      | 2035-03-15      | 6.0000%  |  | $1104.63           | $1146.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781846 X      | 2034-09-15      | 6.5000%  |  | $26.06             | $26.93             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781857 X      | 2034-11-15      | 6.0000%  |  | $399.38            | $414.43            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 481183 X      | 2029-02-15      | 6.0000%  |  | $1905.59           | $1924.38           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 476975 X      | 2029-02-15      | 6.0000%  |  | $49.15             | $50.09             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 466888 X      | 2028-07-15      | 7.0000%  |  | $76.92             | $78.01             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 461028 X      | 2027-11-15      | 7.0000%  |  | $238.31            | $240.30            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 458926 X      | 2028-09-15      | 7.0000%  |  | $160.03            | $162.66            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 457801 X      | 2028-08-15      | 7.0000%  |  | $111.85            | $114.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454446 X      | 2028-06-15      | 7.0000%  |  | $244.08            | $251.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 427302 X      | 2026-06-15      | 7.0000%  |  | $10.50             | $10.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 412382 X      | 2027-12-15      | 7.0000%  |  | $27.08             | $27.35             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 410455 X      | 2028-03-15      | 7.0000%  |  | $62.00             | $63.26             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 612376 X      | 2033-11-15      | 5.5000%  |  | $3480.30           | $3533.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005259 M      | 2041-12-20      | 4.0000%  |  | $2217.04           | $2139.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $1989.66           | $2060.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005143 M      | 2041-08-20      | 5.5000%  |  | $3417.37           | $3539.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M      | 2041-06-20      | 4.5000%  |  | $77.08             | $76.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005068 M      | 2039-01-20      | 7.0000%  |  | $640.42            | $662.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550617 X      | 2036-01-15      | 6.0000%  |  | $1579.22           | $1655.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651686 X      | 2036-01-15      | 6.0000%  |  | $1088.94           | $1138.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 633389 X      | 2036-01-15      | 6.0000%  |  | $2877.62           | $3045.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 650739 X      | 2036-01-15      | 6.0000%  |  | $1027.32           | $1060.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782044 X      | 2032-12-15      | 6.5000%  |  | $1800.20           | $1847.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003819 M      | 2036-02-20      | 5.5000%  |  | $518.93            | $537.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652219 X      | 2036-03-15      | 6.0000%  |  | $2666.90           | $2813.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $2.45              | $2.54              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651850 X      | 2036-06-15      | 6.0000%  |  | $4652.81           | $4876.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003898 M      | 2036-09-20      | 5.5000%  |  | $2173.01           | $2250.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618650 X      | 2036-09-15      | 6.5000%  |  | $6913.08           | $7425.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617256 X      | 2036-10-15      | 6.5000%  |  | $6.30              | $6.75              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618751 X      | 2036-12-15      | 6.0000%  |  | $1169.05           | $1232.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  |  | $49.75             | $52.82             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662122 X      | 2037-02-15      | 6.0000%  |  | $1846.01           | $1923.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 463256 X      | 2037-02-15      | 6.0000%  |  | $478.75            | $499.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669068 X      | 2037-06-15      | 6.0000%  |  | $9084.60           | $9458.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662443 X      | 2037-06-15      | 6.0000%  |  | $226.71            | $236.77            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 657162 X      | 2037-07-15      | 6.0000%  |  | $3650.75           | $3858.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X      | 2037-08-15      | 6.5000%  |  | $34.08             | $36.26             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671023 X      | 2037-08-15      | 6.0000%  |  | $3952.83           | $4183.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $57.62             | $60.85             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X      | 2037-09-15      | 6.5000%  |  | $6725.07           | $7142.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5818 M      | 2049-03-20      | 4.5000%  |  | $22981.75          | $22588.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1579  | 2037-09-01      | 5.5000%  |  | $18272.83          | $18620.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M      | 2049-08-20      | 3.0000%  |  | $467998.56         | $418986.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5876 M      | 2049-04-20      | 4.0000%  |  | $207996.16         | $197840.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5467 M      | 2048-09-20      | 4.5000%  |  | $37121.04          | $36593.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  |  | $147.82            | $132.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  |  | $301.06            | $269.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M      | 2047-02-20      | 3.0000%  |  | $248291.28         | $223582.24         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 572602 X      | 2031-11-15      | 6.0000%  |  | $233.52            | $242.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570518 X      | 2032-01-15      | 6.0000%  |  | $83.34             | $85.52             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570503 X      | 2031-12-15      | 6.5000%  |  | $389.10            | $398.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570442 X      | 2031-10-15      | 6.0000%  |  | $141.80            | $144.09            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569702 X      | 2032-02-15      | 7.0000%  |  | $73.14             | $75.67             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605619 X      | 2034-07-15      | 6.0000%  |  | $482.89            | $502.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605301 X      | 2034-07-15      | 5.5000%  |  | $4018.46           | $4073.46           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605775 X      | 2034-11-15      | 6.0000%  |  | $793.78            | $816.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605762 X      | 2034-11-15      | 6.0000%  |  | $671.15            | $686.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605720 X      | 2034-10-15      | 6.0000%  |  | $1876.25           | $1919.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603333 X      | 2032-12-15      | 5.5000%  |  | $1778.51           | $1791.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  |  | $2083.90           | $2125.02           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602491 X      | 2036-01-15      | 6.0000%  |  | $324.35            | $330.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677235 X      | 2040-06-15      | 4.5000%  |  | $167611.76         | $166497.14         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732515 X      | 2040-06-15      | 6.0000%  |  | $4259.16           | $4401.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X      | 2040-07-15      | 4.5000%  |  | $520.83            | $517.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004772 M      | 2040-08-20      | 5.0000%  |  | $181.21            | $184.76            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748616 X      | 2038-11-15      | 6.5000%  |  | $805.76            | $820.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  |  | $187.04            | $180.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  |  | $152.28            | $145.89            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737920 X      | 2041-01-15      | 4.5000%  |  | $123.56            | $122.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004977 M      | 2041-03-20      | 4.0000%  |  | $317.64            | $306.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 749219 X      | 2041-03-15      | 4.5000%  |  | $568.02            | $572.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  |  | $46.04             | $47.57             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005055 M      | 2041-05-20      | 4.5000%  |  | $110.31            | $109.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $7240.60           | $7622.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005085 M      | 2041-06-20      | 6.0000%  |  | $444.46            | $460.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005175 M      | 2041-09-20      | 4.5000%  |  | $273.56            | $271.21            | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783424 X      | 2026-09-15      | 3.0000%  |  | $1805.19           | $1804.44           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553461 X      | 2042-01-15      | 3.5000%  |  | $66.38             | $61.77             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005306 M      | 2042-02-20      | 4.5000%  |  | $107.86            | $106.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M      | 2047-08-20      | 3.5000%  |  | $288979.15         | $269126.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M      | 2041-06-20      | 4.5000%  |  | $45.95             | $45.56             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 462680 X      | 2028-04-15      | 7.0000%  |  | $65.18             | $66.14             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 465540 X      | 2028-07-15      | 6.0000%  |  | $48.89             | $49.55             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X      | 2039-04-15      | 5.0000%  |  | $6668.24           | $6812.39           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $27155.71          | $27401.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706016 X      | 2039-01-15      | 6.0000%  |  | $2499.72           | $2603.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704415 X      | 2039-03-15      | 6.5000%  |  | $1764.33           | $1891.48           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704178 X      | 2039-01-15      | 5.5000%  |  | $1135.71           | $1186.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704142 X      | 2038-12-15      | 6.5000%  |  | $654.94            | $696.22            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  |  | $3.84              | $3.98              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701694 X      | 2039-02-15      | 5.5000%  |  | $725.17            | $747.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700926 X      | 2038-11-15      | 5.5000%  |  | $3401.99           | $3508.54           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  |  | $11328.48          | $11755.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9981 C      | 2056-03-20      | 6.5000%  |  | $1998.33           | $2095.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0676 C      | 2056-03-20      | 5.5000%  |  | $3995.65           | $4095.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9409 C      | 2056-04-20      | 5.5000%  |  | $1024.00           | $1041.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2675 C      | 2056-03-20      | 6.0000%  |  | $11325275.43       | $11600268.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5167 C      | 2065-12-20      | 7.0000%  |  | $1054.55           | $1105.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3518 C      | 2055-10-20      | 7.0000%  |  | $3979.25           | $4182.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1733 C      | 2056-03-20      | 5.0000%  |  | $3003.60           | $3000.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784446 C      | 2048-02-20      | 3.0000%  |  | $196.15            | $176.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7464  | 2038-05-01      | 5.5000%  |  | $6157.84           | $6347.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5168 C      | 2064-10-20      | 7.5000%  |  | $2859580.44        | $2973147.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C      | 2056-02-20      | 5.5000%  |  | $1005.95           | $1040.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  |  | $5988.96           | $6193.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M      | 2046-12-20      | 3.0000%  |  | $148555.75         | $134255.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3455 M      | 2046-02-20      | 4.0000%  |  | $75460.44          | $72654.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4902 C      | 2056-02-20      | 5.5000%  |  | $1997.94           | $2034.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M      | 2049-12-20      | 3.0000%  |  | $24614.51          | $21990.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $474268.84         | $458743.96         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF5002        | 2068-01-15      | 5.1000%  |  | $2044.00           | $2023.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  |  | $968.67            | $1013.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  |  | $6509179.23        | $6819239.65        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  |  | $1872.00           | $1951.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  |  | $11989.49          | $11770.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9011 C      | 2056-03-20      | 7.0000%  |  | $1006.14           | $1052.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433970 X      | 2028-09-15      | 7.0000%  |  | $74.37             | $75.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 446726 X      | 2028-09-15      | 7.0000%  |  | $141.96            | $144.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002717 M      | 2029-02-20      | 7.5000%  |  | $355.12            | $359.46            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487588 X      | 2029-04-15      | 6.0000%  |  | $255.01            | $258.08            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781014 X      | 2029-04-15      | 6.0000%  |  | $2476.14           | $2524.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW6056 C      | 2046-11-20      | 3.5000%  |  | $957.07            | $876.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5811 X      | 2047-03-15      | 4.5000%  |  | $1227.35           | $1203.33           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X      | 2047-01-15      | 4.5000%  |  | $44062.42          | $43199.90          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  |  | $5361.41           | $4731.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671325 X      | 2037-07-15      | 6.0000%  |  | $209.34            | $217.95            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671120 X      | 2037-08-15      | 6.0000%  |  | $274.28            | $288.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $284.20            | $302.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  |  | $10113.89          | $9825.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648972 X      | 2035-11-15      | 5.5000%  |  | $2718.39           | $2742.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646500 X      | 2036-05-15      | 6.0000%  |  | $1670.53           | $1734.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646027 X      | 2037-09-15      | 6.0000%  |  | $721.59            | $752.10            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644563 X      | 2035-07-15      | 6.0000%  |  | $545.69            | $568.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643399 X      | 2035-06-15      | 6.0000%  |  | $656.99            | $671.82            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 642005 X      | 2036-05-15      | 6.5000%  |  | $3858.60           | $4128.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 637259 X      | 2034-11-15      | 6.0000%  |  | $734.32            | $745.35            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 633231 X      | 2034-08-15      | 6.5000%  |  | $3917.18           | $3987.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 632233 X      | 2038-03-15      | 6.0000%  |  | $1651.77           | $1721.62           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X      | 2034-06-15      | 5.5000%  |  | $29391.05          | $29696.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $23145.29          | $21810.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4552  | 2044-02-01      | 3.5000%  |  | $6688.40           | $6265.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA0740  | 2031-03-01      | 6.5000%  |  | $1.01              | $1.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4984  | 2049-04-01      | 3.0000%  |  | $1297.83           | $1155.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL7545  | 2043-12-01      | 3.5000%  |  | $13042.10          | $12205.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6649  | 2037-10-01      | 6.5000%  |  | $15159.57          | $16189.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AT2380 X      | 2046-07-15      | 4.5000%  |  | $2373.92           | $2322.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595180 X      | 2032-11-15      | 6.0000%  |  | $2911.17           | $3004.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781205 X      | 2030-07-15      | 8.5000%  |  | $52.05             | $54.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003120 M      | 2031-08-20      | 6.5000%  |  | $443.44            | $466.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 559326 X      | 2031-11-15      | 6.0000%  |  | $371.73            | $387.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 576500 X      | 2032-02-15      | 6.0000%  |  | $316.12            | $321.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003213 M      | 2032-03-20      | 5.5000%  |  | $67.00             | $67.81             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 582021 X      | 2032-08-15      | 6.5000%  |  | $181.96            | $186.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M      | 2043-10-20      | 4.0000%  |  | $15640.80          | $15091.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5137 M      | 2048-04-20      | 4.0000%  |  | $13848.99          | $13197.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2892 M      | 2045-06-20      | 3.5000%  |  | $23527.46          | $21894.55          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  |  | $195.32            | $199.98            | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 5/11/2026
- **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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 GNRM 2026-030 KJ     | 2054-09-20      | 4.5000%  |  | $25097793.39       | $24829272.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 KF     | 2055-10-20      | 4.9401%  |  | $40151156.77       | $40308399.18       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLZI9396 | 2039-11-01      | 5.5000%  |  | $66128.34          | $67826.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469 | 2037-09-01      | 6.5000%  |  | $18335.55          | $19285.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5400 M     | 2048-08-20      | 5.0000%  |  | $64.40             | $65.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3874 M     | 2046-08-20      | 3.5000%  |  | $17268.20          | $16135.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1447 M     | 2043-11-20      | 3.0000%  |  | $144.20            | $131.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $2680570.26        | $2403073.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $51697.90          | $45957.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $9924.50           | $8835.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  |  | $412066.47         | $384095.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412 | 2056-04-01      | 6.5000%  |  | $13800395.01       | $14656876.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  |  | $302864.90         | $271508.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  |  | $13024.21          | $12147.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  |  | $9323.60           | $8644.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  |  | $60952.36          | $57230.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  |  | $24087.01          | $22495.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  |  | $9472.39           | $8901.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $4.94              | $5.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  |  | $20488.77          | $18366.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $91030.98          | $84892.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1556 | 2037-08-01      | 5.5000%  |  | $68630.65          | $71031.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  |  | $13353.01          | $12587.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0873 M     | 2056-01-20      | 6.0000%  |  | $1015.82           | $1043.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M     | 2055-12-20      | 6.0000%  |  | $8274185.74        | $8482888.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9979 C     | 2066-04-20      | 6.0000%  |  | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3346 C     | 2066-02-20      | 6.0000%  |  | $1007.02           | $1037.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3062 C     | 2066-02-20      | 6.0000%  |  | $993.36            | $1023.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C     | 2056-01-20      | 6.5000%  |  | $1021.14           | $1056.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C     | 2055-12-20      | 6.0000%  |  | $991.57            | $1016.46           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242       | 2067-03-15      | 5.7000%  |  | $1000.00           | $1042.59           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  |  | $286575.36         | $260645.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $672.10            | $576.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M     | 2052-04-20      | 2.0000%  |  | $751.40            | $617.07            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X     | 2038-11-15      | 5.5000%  |  | $26908.67          | $27921.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682587 X     | 2038-04-15      | 5.5000%  |  | $2.74              | $2.84              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 659615 X     | 2036-09-15      | 6.0000%  |  | $10392.14          | $10802.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M     | 2048-11-20      | 3.0000%  |  | $63.94             | $57.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  |  | $5572.52           | $5770.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M     | 2056-04-20      | 4.5000%  |  | $5085184.00        | $4922432.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $1006.21           | $1003.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M     | 2055-03-20      | 5.5000%  |  | $736.60            | $745.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  |  | $943.05            | $913.13            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $10.60             | $11.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3855 | 2042-10-01      | 3.0000%  |  | $13191.68          | $12078.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $488646.08         | $450858.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7195 M     | 2051-02-20      | 3.5000%  |  | $405.44            | $372.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694 | 2054-01-01      | 5.5000%  |  | $624348.34         | $631764.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9779       | 2060-05-15      | 5.6800%  |  | $344209.05         | $359472.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  |  | $16734.31          | $15968.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $1241.41           | $1090.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5399 C     | 2065-12-20      | 7.0000%  |  | $55018.00          | $57701.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2093 C     | 2056-04-20      | 5.0000%  |  | $1008.00           | $1007.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4276 C     | 2056-01-20      | 6.0000%  |  | $1010.92           | $1036.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2291 | 2041-11-01      | 3.5000%  |  | $23359.88          | $22066.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  |  | $3895068.68        | $3642849.13        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  |  | $510918.01         | $488329.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $247997.47         | $228158.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  |  | $22646.72          | $22153.70          | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250400000.00
- **C.18.a - Value (excl. sponsor support):** $250400000.00
- **C.19 - Percentage of Net Assets:** 4.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  |  | $239235665.60      | $198304835.57      | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30 | 2030-01-15      | 0.0000%  |  | $51338009.60       | $44118858.69       | Agency Debentures and Agency Strips |
| FCSB 3.80 FCOR 26-29 KJ  | 2029-02-26      | 3.8000%  |  | $643027.20         | $641504.23         | Agency Debentures and Agency Strips |
| FCSB 4.47 FCOR 27-34 EB  | 2034-02-23      | 4.4700%  |  | $224358.40         | $222321.04         | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 BB | 2040-12-03      | 5.3750%  |  | $3335328.00        | $3372710.08        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS  | 2040-02-10      | 5.5200%  |  | $6978648.00        | $7025039.73        | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A   | 2029-12-14      | 0.0000%  |  | $2026737.60        | $1748871.88        | Agency Debentures and Agency Strips |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $40861000.00
- **C.18.a - Value (excl. sponsor support):** $40861000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  |  | $41828343.31       | $41681107.55       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $1307.55           | $1325.91           | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26    | 2026-05-28      | 0.0000%  |  | $81.72             | $81.49             | U.S. Treasuries (including strips) |

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000429.90
- **C.18.a - Value (excl. sponsor support):** $10000429.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9000782.64
- **C.18.a - Value (excl. sponsor support):** $9000782.64
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.775%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15004847.85
- **C.18.a - Value (excl. sponsor support):** $15004847.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18998448.46
- **C.18.a - Value (excl. sponsor support):** $18998448.46
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11004550.59
- **C.18.a - Value (excl. sponsor support):** $11004550.59
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.690%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3000017.19
- **C.18.a - Value (excl. sponsor support):** $3000017.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24962782.00
- **C.18.a - Value (excl. sponsor support):** $24962782.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 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):** $24983235.00
- **C.18.a - Value (excl. sponsor support):** $24983235.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11998918.32
- **C.18.a - Value (excl. sponsor support):** $11998918.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $15002593.05
- **C.18.a - Value (excl. sponsor support):** $15002593.05
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 19: 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):** $26971203.96
- **C.18.a - Value (excl. sponsor support):** $26971203.96
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19967825.60
- **C.18.a - Value (excl. sponsor support):** $19967825.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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):** $19985157.80
- **C.18.a - Value (excl. sponsor support):** $19985157.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 22: 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):** $21966400.94
- **C.18.a - Value (excl. sponsor support):** $21966400.94
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7999559.52
- **C.18.a - Value (excl. sponsor support):** $7999559.52
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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):** $11989034.52
- **C.18.a - Value (excl. sponsor support):** $11989034.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 25: 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):** $19968575.40
- **C.18.a - Value (excl. sponsor support):** $19968575.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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):** $29939480.40
- **C.18.a - Value (excl. sponsor support):** $29939480.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15003708.90
- **C.18.a - Value (excl. sponsor support):** $15003708.90
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.930%, 5/7/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAB55, C.4 - ISIN: US3130BAB557, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19979651.20
- **C.18.a - Value (excl. sponsor support):** $19979651.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.840%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFR3, C.4 - ISIN: US3130BAFR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19976442.20
- **C.18.a - Value (excl. sponsor support):** $19976442.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 Notes,  3.870%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19987160.20
- **C.18.a - Value (excl. sponsor support):** $19987160.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 31: 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):** $26733071.25
- **C.18.a - Value (excl. sponsor support):** $26733071.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 32: 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):** $32634208.86
- **C.18.a - Value (excl. sponsor support):** $32634208.86
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 33: 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):** $10875872.59
- **C.18.a - Value (excl. sponsor support):** $10875872.59
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 34: 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):** $8898441.21
- **C.18.a - Value (excl. sponsor support):** $8898441.21
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 35: 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):** $19760333.40
- **C.18.a - Value (excl. sponsor support):** $19760333.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999481.09
- **C.18.a - Value (excl. sponsor support):** $6999481.09
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5001181.50
- **C.18.a - Value (excl. sponsor support):** $5001181.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000503.70
- **C.18.a - Value (excl. sponsor support):** $5000503.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000380.08
- **C.18.a - Value (excl. sponsor support):** $2000380.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000628.32
- **C.18.a - Value (excl. sponsor support):** $8000628.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10002651.80
- **C.18.a - Value (excl. sponsor support):** $10002651.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8003200.00
- **C.18.a - Value (excl. sponsor support):** $8003200.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000369.84
- **C.18.a - Value (excl. sponsor support):** $8000369.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7001844.29
- **C.18.a - Value (excl. sponsor support):** $7001844.29
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000733.50
- **C.18.a - Value (excl. sponsor support):** $3000733.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4001373.96
- **C.18.a - Value (excl. sponsor support):** $4001373.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18000209.52
- **C.18.a - Value (excl. sponsor support):** $18000209.52
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999145.10
- **C.18.a - Value (excl. sponsor support):** $9999145.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1999958.58
- **C.18.a - Value (excl. sponsor support):** $1999958.58
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 11/23/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000640.35
- **C.18.a - Value (excl. sponsor support):** $3000640.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11999458.44
- **C.18.a - Value (excl. sponsor support):** $11999458.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9003255.66
- **C.18.a - Value (excl. sponsor support):** $9003255.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5999925.72
- **C.18.a - Value (excl. sponsor support):** $5999925.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5999584.44
- **C.18.a - Value (excl. sponsor support):** $5999584.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999044.00
- **C.18.a - Value (excl. sponsor support):** $9999044.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13000652.73
- **C.18.a - Value (excl. sponsor support):** $13000652.73
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9998181.20
- **C.18.a - Value (excl. sponsor support):** $9998181.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000431.85
- **C.18.a - Value (excl. sponsor support):** $15000431.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6001069.08
- **C.18.a - Value (excl. sponsor support):** $6001069.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19998203.60
- **C.18.a - Value (excl. sponsor support):** $19998203.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19993934.00
- **C.18.a - Value (excl. sponsor support):** $19993934.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14998581.90
- **C.18.a - Value (excl. sponsor support):** $14998581.90
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4999813.80
- **C.18.a - Value (excl. sponsor support):** $4999813.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13998791.10
- **C.18.a - Value (excl. sponsor support):** $13998791.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999924.10
- **C.18.a - Value (excl. sponsor support):** $9999924.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8001828.64
- **C.18.a - Value (excl. sponsor support):** $8001828.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999941.00
- **C.18.a - Value (excl. sponsor support):** $9999941.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4999970.90
- **C.18.a - Value (excl. sponsor support):** $4999970.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000377.97
- **C.18.a - Value (excl. sponsor support):** $3000377.97
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999885.97
- **C.18.a - Value (excl. sponsor support):** $6999885.97
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 4/10/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4005545.08
- **C.18.a - Value (excl. sponsor support):** $4005545.08
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 4/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWME7, C.4 - ISIN: US3133EWME75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999706.75
- **C.18.a - Value (excl. sponsor support):** $24999706.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-20
- **C.13 - Final Legal Maturity Date:** 2028-04-20
- **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 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $12003629.16
- **C.18.a - Value (excl. sponsor support):** $12003629.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.740%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $8000108.56
- **C.18.a - Value (excl. sponsor support):** $8000108.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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,  3.760%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $19747650.54
- **C.18.a - Value (excl. sponsor support):** $19747650.54
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.730%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $27997574.08
- **C.18.a - Value (excl. sponsor support):** $27997574.08
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20021372.80
- **C.18.a - Value (excl. sponsor support):** $20021372.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17016942.88
- **C.18.a - Value (excl. sponsor support):** $17016942.88
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.725%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14994854.55
- **C.18.a - Value (excl. sponsor support):** $14994854.55
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15001721.10
- **C.18.a - Value (excl. sponsor support):** $15001721.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13004050.41
- **C.18.a - Value (excl. sponsor support):** $13004050.41
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.890%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15041385.60
- **C.18.a - Value (excl. sponsor support):** $15041385.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10005306.20
- **C.18.a - Value (excl. sponsor support):** $10005306.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10004048.60
- **C.18.a - Value (excl. sponsor support):** $10004048.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $21007317.03
- **C.18.a - Value (excl. sponsor support):** $21007317.03
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8002509.28
- **C.18.a - Value (excl. sponsor support):** $8002509.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.660%, 6/18/2026
- **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:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $1000.00           | $759.87            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $2000.00           | $1568.09           | Agency Debentures and Agency Strips       |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4401%  |  | $1005.81           | $1013.57           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $1.59              | $1.64              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.34              | $0.35              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5379FA 02/25/54 | 2054-02-25      | 4.8452%  |  | $830.11            | $836.66            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-15O FH     | 2074-07-20      | 4.4401%  |  | $1128.06           | $1134.47           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $1000.00           | $989.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC2216 | 2056-03-01      | 5.0000%  |  | $35212753.86       | $34882344.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1851.96           | $1803.39           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $2000.00           | $2013.09           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $1100.00           | $1115.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $624731.57         | $656110.03         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $2168.00           | $2084.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $993.95            | $1046.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $760.24            | $758.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $756.76            | $608.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $808.08            | $825.86            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $1400.00           | $1418.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6178 | 2056-04-01      | 5.0000%  |  | $6465693.29        | $6405929.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1364557.88        | $1433601.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $3000.00           | $3017.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4379.71           | $4493.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $1200.75           | $1148.47           | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $78493500.00       | $78767416.30       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $32130000.00       | $32105259.90       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $19998900.00       | $20080895.49       | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $200.00            | $200.02            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $1000.00           | $939.11            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $1000.00           | $996.40            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $297667.81         | $221600.05         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $1190058.08        | $1205892.48        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $28136600.00       | $28232178.16       | U.S. Treasuries (including strips)        |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.1199%  |  | $944.42            | $918.85            | Agency Mortgage-Backed Securities         |

### Security 88: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 BOND 44 | 2044-08-15      | 4.1250%  |  | $5615100.00        | $5100006.22        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $35200.00          | $34954.66          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $25200.00          | $25352.83          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $19979900.00       | $20327810.76       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $2800.00           | $2827.07           | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $40337672.16       | $40601899.27       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $600.00            | $569.21            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $200.00            | $197.80            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $200.00            | $179.50            | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $14478400.00       | $10077911.42       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $100.00            | $55.17             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $200.00            | $140.07            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $439621.67         | $429306.79         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $1200.00           | $1183.73           | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $400.00            | $399.35            | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $7215.77           | $7178.96           | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $8786900.00        | $6592502.70        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.8332%  |  | $13618000.00       | $13638767.45       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $10145800.00       | $10253930.29       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $4800.00           | $4833.59           | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 18.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION BNYM

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $67859914.44       | $69353481.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  |  | $68861724.39       | $68210965.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  |  | $45198011.37       | $47717815.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO2265 | 2049-10-01      | 3.0000%  |  | $77100758.19       | $68467529.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4747 | 2052-07-01      | 3.5000%  |  | $75649935.13       | $69080528.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ6422 | 2056-04-01      | 5.5000%  |  | $68300149.00       | $69724518.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  |  | $67714753.60       | $67473538.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  |  | $67203006.55       | $68603957.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $67491735.53       | $68363091.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $68637832.98       | $70275707.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  |  | $64591332.86       | $66978779.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  |  | $81040946.25       | $69671783.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA9142 | 2036-02-01      | 2.0000%  |  | $24027191.26       | $22102327.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $85392127.21       | $69308614.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $71715431.86       | $66591324.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $67455677.17       | $68076037.09       | Agency Mortgage-Backed Securities |

### Security 91: 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):** $24967650.50
- **C.18.a - Value (excl. sponsor support):** $24967650.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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 92: 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):** $5992236.12
- **C.18.a - Value (excl. sponsor support):** $5992236.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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 93: 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):** $57924949.16
- **C.18.a - Value (excl. sponsor support):** $57924949.16
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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 94: 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):** $57924949.16
- **C.18.a - Value (excl. sponsor support):** $57924949.16
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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,  3.940%, 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):** $29877000.00
- **C.18.a - Value (excl. sponsor support):** $29877000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104569500.00
- **C.18.a - Value (excl. sponsor support):** $104569500.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 97: 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):** $57598965.96
- **C.18.a - Value (excl. sponsor support):** $57598965.96
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 98: 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):** $61054956.94
- **C.18.a - Value (excl. sponsor support):** $61054956.94
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 99: 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):** $28398781.57
- **C.18.a - Value (excl. sponsor support):** $28398781.57
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 100: 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):** $55818294.81
- **C.18.a - Value (excl. sponsor support):** $55818294.81
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 101: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79728188.80
- **C.18.a - Value (excl. sponsor support):** $79728188.80
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $19532641.00
- **C.18.a - Value (excl. sponsor support):** $19532641.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 103: 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):** $28243987.98
- **C.18.a - Value (excl. sponsor support):** $28243987.98
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 104: 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):** $83246100.00
- **C.18.a - Value (excl. sponsor support):** $83246100.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 105: 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):** $6922623.75
- **C.18.a - Value (excl. sponsor support):** $6922623.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 106: 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):** $9954033.40
- **C.18.a - Value (excl. sponsor support):** $9954033.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 107: 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):** $94563317.30
- **C.18.a - Value (excl. sponsor support):** $94563317.30
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 108: 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):** $79573571.20
- **C.18.a - Value (excl. sponsor support):** $79573571.20
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: 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):** $54668166.85
- **C.18.a - Value (excl. sponsor support):** $54668166.85
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 110: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3873160.40
- **C.18.a - Value (excl. sponsor support):** $3873160.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11619481.20
- **C.18.a - Value (excl. sponsor support):** $11619481.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79463504.00
- **C.18.a - Value (excl. sponsor support):** $79463504.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52573085.00
- **C.18.a - Value (excl. sponsor support):** $52573085.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31695577.92
- **C.18.a - Value (excl. sponsor support):** $31695577.92
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 8/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49489291.50
- **C.18.a - Value (excl. sponsor support):** $49489291.50
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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,  2.375%, 5/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14784570.30
- **C.18.a - Value (excl. sponsor support):** $14784570.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  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):** $15737124.96
- **C.18.a - Value (excl. sponsor support):** $15737124.96
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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):** $9973828.10
- **C.18.a - Value (excl. sponsor support):** $9973828.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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):** $11908996.92
- **C.18.a - Value (excl. sponsor support):** $11908996.92
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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):** $15300195.39
- **C.18.a - Value (excl. sponsor support):** $15300195.39
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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):** $8854734.33
- **C.18.a - Value (excl. sponsor support):** $8854734.33
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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):** $28091492.24
- **C.18.a - Value (excl. sponsor support):** $28091492.24
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: 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):** $11516441.44
- **C.18.a - Value (excl. sponsor support):** $11516441.44
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: 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):** $14999765.70
- **C.18.a - Value (excl. sponsor support):** $14999765.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 125: 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):** $12987000.00
- **C.18.a - Value (excl. sponsor support):** $12987000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 126: 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):** $25022464.75
- **C.18.a - Value (excl. sponsor support):** $25022464.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 127: 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):** $25074414.00
- **C.18.a - Value (excl. sponsor support):** $25074414.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 128: 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):** $16044749.92
- **C.18.a - Value (excl. sponsor support):** $16044749.92
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: 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):** $60016596.60
- **C.18.a - Value (excl. sponsor support):** $60016596.60
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16015875.04
- **C.18.a - Value (excl. sponsor support):** $16015875.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $72079058.88
- **C.18.a - Value (excl. sponsor support):** $72079058.88
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15011132.85
- **C.18.a - Value (excl. sponsor support):** $15011132.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DR3954 C | 2056-04-20      | 6.0000%  |  | $1514035.00        | $1597381.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2432 C | 2056-04-20      | 5.5000%  |  | $1596681.00        | $1647964.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5109 C | 2056-04-20      | 5.5000%  |  | $1612730.00        | $1625761.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9379 C | 2055-04-20      | 5.5000%  |  | $1485435.97        | $1527330.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0005 C | 2055-03-20      | 7.0000%  |  | $1481243.79        | $1555221.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0750 M | 2055-11-20      | 7.5000%  |  | $1618823.83        | $1681151.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9267 C | 2056-03-20      | 6.5000%  |  | $1540600.50        | $1615644.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8594 C | 2056-03-20      | 6.0000%  |  | $1497013.51        | $1549111.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4625 C | 2056-04-20      | 6.5000%  |  | $1424703.00        | $1535349.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9074 C | 2056-04-20      | 6.0000%  |  | $1494475.00        | $1550104.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8094 C | 2056-03-20      | 5.5000%  |  | $1552339.93        | $1587246.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2317 C | 2056-04-20      | 5.5000%  |  | $475663.00         | $487559.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1234 C | 2055-10-20      | 5.5000%  |  | $1428847.51        | $1484570.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1227 C | 2055-10-20      | 5.5000%  |  | $1471905.12        | $1529307.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0085 C | 2055-10-20      | 5.5000%  |  | $276386.80         | $286151.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9722 C | 2055-11-20      | 5.5000%  |  | $1490362.65        | $1515216.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4375 C | 2055-09-20      | 7.0000%  |  | $1480166.04        | $1534593.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2507 C | 2055-06-20      | 5.5000%  |  | $1443869.21        | $1489844.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4209 C | 2055-02-20      | 7.0000%  |  | $1541421.72        | $1642401.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6420 C | 2048-03-20      | 4.0000%  |  | $1718410.68        | $1607195.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $1580344.95        | $1583344.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  |  | $1772429.67        | $1584688.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AY6491 C | 2047-03-20      | 4.0000%  |  | $1746195.08        | $1633169.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR1535 C | 2049-11-20      | 4.0000%  |  | $1651173.30        | $1564016.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1188 C | 2056-04-20      | 6.0000%  |  | $1488895.00        | $1544321.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7543 C | 2055-12-20      | 7.0000%  |  | $1486139.73        | $1554133.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7219 C | 2054-02-20      | 8.0000%  |  | $1398444.71        | $1483137.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1599 C | 2055-12-20      | 6.0000%  |  | $1501565.29        | $1586588.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR8454 C | 2056-04-20      | 6.5000%  |  | $1563729.00        | $1678680.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2183 C | 2056-02-20      | 4.5000%  |  | $1735914.36        | $1662217.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR4831 C | 2056-04-20      | 4.5000%  |  | $1705008.00        | $1637970.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7618 C | 2055-08-20      | 7.0000%  |  | $1413658.36        | $1506274.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7331 C | 2056-04-20      | 5.5000%  |  | $1547081.00        | $1575009.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3617 C | 2056-04-20      | 5.0000%  |  | $1580471.00        | $1580295.22        | Agency Mortgage-Backed Securities |

### Security 134: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/8/2026
- **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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0876 M | 2056-01-20      | 7.5000%  |  | $1309950.62        | $1360646.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8116 C | 2056-03-20      | 5.5000%  |  | $1383691.21        | $1407401.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7332 C | 2056-04-20      | 5.5000%  |  | $1433151.00        | $1459024.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ3802 C | 2056-04-20      | 5.5000%  |  | $1343728.00        | $1378258.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2287 C | 2056-03-20      | 6.0000%  |  | $1315529.69        | $1364503.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0313 C | 2056-03-20      | 5.5000%  |  | $1429460.56        | $1462391.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7786 C | 2056-01-20      | 5.0000%  |  | $1347565.74        | $1354033.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3302 C | 2056-01-20      | 7.5000%  |  | $1287065.71        | $1393657.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5575 C | 2055-12-20      | 5.5000%  |  | $1310893.71        | $1362016.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4429 C | 2055-11-20      | 5.5000%  |  | $1336144.70        | $1363249.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0085 C | 2055-10-20      | 5.5000%  |  | $1153639.25        | $1194395.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8867 C | 2055-02-20      | 7.0000%  |  | $1272747.18        | $1352470.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5332 C | 2055-09-20      | 6.0000%  |  | $1285977.27        | $1358792.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2964 C | 2051-04-20      | 3.5000%  |  | $711849.70         | $653856.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6814 C | 2048-02-20      | 4.0000%  |  | $1569634.97        | $1468046.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $1368319.39        | $1424108.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7680 C | 2049-11-20      | 3.5000%  |  | $1470757.04        | $1350995.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3301 C | 2056-01-20      | 7.5000%  |  | $1352807.59        | $1464843.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3842 C | 2055-10-20      | 5.5000%  |  | $1371450.31        | $1424933.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2453 C | 2056-04-20      | 5.5000%  |  | $1365139.00        | $1375883.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1494 C | 2055-05-20      | 7.0000%  |  | $1360905.71        | $1442238.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0326 C | 2056-03-20      | 5.5000%  |  | $1333629.06        | $1357705.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0555 C | 2055-10-20      | 6.5000%  |  | $1380507.18        | $1463579.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3555 C | 2055-11-20      | 6.0000%  |  | $1370553.56        | $1455036.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR8270 C | 2056-04-20      | 6.0000%  |  | $1373980.00        | $1425128.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3571 C | 2056-04-20      | 6.0000%  |  | $1342286.00        | $1388999.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5153 C | 2056-03-20      | 5.5000%  |  | $1339983.91        | $1374621.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9607 C | 2056-04-20      | 6.0000%  |  | $1427135.00        | $1480259.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3568 C | 2056-04-20      | 5.0000%  |  | $1462000.00        | $1445685.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1167 C | 2056-04-20      | 5.0000%  |  | $1388000.00        | $1372511.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1066 C | 2056-04-20      | 5.0000%  |  | $1404634.00        | $1404477.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7334 C | 2055-12-20      | 7.0000%  |  | $1376061.59        | $1440670.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5024 C | 2055-12-20      | 5.5000%  |  | $1424003.90        | $1472654.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3222 C | 2056-04-20      | 5.0000%  |  | $1380999.00        | $1365583.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3194 C | 2056-04-20      | 5.5000%  |  | $1422107.00        | $1447776.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1172 C | 2056-04-20      | 5.5000%  |  | $1329938.00        | $1381600.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1593 C | 2055-04-20      | 7.0000%  |  | $1371196.08        | $1453142.72        | Agency Mortgage-Backed Securities |

### Security 135: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/19/2026
- **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: 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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII ET DQ4909 C | 2066-02-20      | 6.5000%  |  | $5736562.84        | $6033413.40        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5684   | 2061-04-15      | 4.1500%  |  | $6635500.00        | $6230967.11        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP8249 C | 2066-02-20      | 6.0000%  |  | $5172878.83        | $5327875.52        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP6041 C | 2066-02-20      | 6.5000%  |  | $5747678.90        | $6055513.72        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DR0518 C | 2066-02-20      | 6.5000%  |  | $5225134.00        | $5504977.08        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5678   | 2061-04-15      | 5.0300%  |  | $5760000.00        | $5720918.08        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5686   | 2061-05-15      | 5.4400%  |  | $6400000.00        | $6575553.42        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5682   | 2061-04-15      | 5.0300%  |  | $6133333.00        | $6091717.99        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ0007 C | 2066-02-20      | 7.0000%  |  | $5078454.47        | $5326114.90        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN6797 C | 2066-01-20      | 6.5000%  |  | $2467900.20        | $2600076.27        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3712 C | 2065-11-20      | 7.0000%  |  | $6631122.35        | $6930669.30        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4462 C | 2065-12-20      | 7.0000%  |  | $4956727.87        | $5198452.07        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM9068   | 2061-04-15      | 5.6300%  |  | $6595000.00        | $6849120.37        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM8575 C | 2065-09-20      | 7.0000%  |  | $3485676.90        | $3655659.03        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7475 C | 2065-09-20      | 7.0000%  |  | $5656502.12        | $5912022.66        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD5363 C | 2064-08-20      | 7.0000%  |  | $4979589.43        | $5204511.95        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DP8394   | 2067-07-15      | 5.1400%  |  | $6258700.00        | $6216313.30        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI7892 C | 2065-04-20      | 6.5000%  |  | $6419340.37        | $6763154.53        | Agency Mortgage-Backed Securities |

### Security 136: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 04/15/27 | 2027-04-15      | 0.0000%  |  | $2851100.00        | $2751197.46        | U.S. Treasuries (including strips) |
| USTR BILL 07/07/26 | 2026-07-07      | 0.0000%  |  | $2365500.00        | $2349414.60        | U.S. Treasuries (including strips) |

### Security 137: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  |  | $20624400.00       | $20539931.31       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  |  | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $877.37            | $853.29            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $100.00            | $91.57             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $100.00            | $89.40             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $6888800.00        | $5050921.06        | U.S. Treasuries (including strips) |

### Security 138: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $50880000.00       | $51231341.86       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $500.00            | $498.95            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $800.00            | $787.06            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $100.00            | $55.28             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $100.00            | $74.10             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $207.03            | $212.92            | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  |  | $1000.00           | $1000.36           | U.S. Treasuries (including strips) |

### Security 139: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $78165000.00
- **C.18.a - Value (excl. sponsor support):** $78165000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5663NT 05/25/56  | 2056-05-25      | 4.5000%  |  | $110.35            | $107.04            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54  | 2054-11-25      | 4.5852%  |  | $1956042.80        | $1969846.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5206CA 02/25/47  | 2047-02-25      | 3.0000%  |  | $471761.15         | $436004.80         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC019FA R26F019  | 2056-04-25      | 4.7452%  |  | $1304549.38        | $1303769.32        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R25F005  | 2055-02-25      | 4.9252%  |  | $664961.80         | $669895.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-046 FL      | 2056-03-20      | 5.0301%  |  | $4165909.17        | $4167447.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FW      | 2056-02-20      | 4.7401%  |  | $3879.27           | $3837.82           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-038 FJ      | 2056-02-20      | 4.4401%  |  | $1395932.48        | $1395966.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-208 FE      | 2055-12-20      | 5.1401%  |  | $87649.04          | $87888.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.7901%  |  | $5038904.15        | $5086696.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ      | 2054-12-20      | 4.7401%  |  | $11808.34          | $11863.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF      | 2054-12-20      | 4.8401%  |  | $3110338.47        | $3131340.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.6601%  |  | $4737039.81        | $4742437.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 4.7501%  |  | $3431919.25        | $3453113.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9401%  |  | $106.22            | $107.19            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $479128.00         | $482219.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1401%  |  | $25.62             | $25.99             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0401%  |  | $25.56             | $25.86             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.6901%  |  | $677938.32         | $682043.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.7901%  |  | $1417709.54        | $1425449.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6401%  |  | $66.41             | $66.54             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $74.72             | $62.20             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-107 DB      | 2051-06-20      | 1.7500%  |  | $996727.10         | $808226.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7111%  |  | $112094.62         | $107775.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.7401%  |  | $4411360.82        | $4452389.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE      | 2055-08-20      | 4.7901%  |  | $260611.04         | $263467.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 4.9901%  |  | $1137030.17        | $1149688.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-106 YF      | 2042-09-20      | 4.4800%  |  | $2.57              | $2.52              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.6401%  |  | $996185.32         | $997297.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $210975.65         | $210449.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF      | 2054-10-20      | 4.6901%  |  | $971773.40         | $976016.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.4401%  |  | $5751131.62        | $5826696.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 4.7901%  |  | $186407.67         | $188194.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $96558.79          | $98291.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-103 MF      | 2052-06-20      | 4.5000%  |  | $1129.26           | $1064.43           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6401%  |  | $26823.87          | $26615.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 4.7901%  |  | $3168731.99        | $3199125.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55  | 2055-11-25      | 4.6452%  |  | $2300258.17        | $2311403.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.6401%  |  | $6860251.29        | $6786585.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.6401%  |  | $28898.03          | $28626.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6401%  |  | $52785.98          | $52890.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.8901%  |  | $731819.63         | $739276.41         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.500 CLSL4851  | 2055-12-01      | 6.5000%  |  | $564116.90         | $593695.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1586  | 2053-05-01      | 6.0000%  |  | $1608407.82        | $1660413.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8645  | 2055-03-01      | 6.5000%  |  | $961622.81         | $1024075.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979  | 2053-04-01      | 5.5000%  |  | $8122713.91        | $8225625.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2541  | 2031-02-01      | 2.5000%  |  | $85132.70          | $82407.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $53044.29          | $56977.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5395  | 2050-02-01      | 3.0000%  |  | $694612.08         | $635132.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0794  | 2056-02-01      | 5.0000%  |  | $208430.12         | $207751.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9198  | 2056-02-01      | 5.5000%  |  | $773048.62         | $785708.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6304  | 2053-05-01      | 4.5000%  |  | $58864.28          | $57258.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $76324.51          | $76591.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3497  | 2048-11-01      | 4.5000%  |  | $55295.18          | $54469.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307  | 2043-01-01      | 3.0000%  |  | $26.37             | $25.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8982  | 2055-09-01      | 6.5000%  |  | $23915.18          | $25167.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3998  | 2054-10-01      | 6.5000%  |  | $37.83             | $39.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $5358.29           | $5671.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9582  | 2047-05-01      | 4.0000%  |  | $2278.26           | $2188.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1448  | 2036-06-01      | 6.5000%  |  | $12767.21          | $13303.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8553  | 2053-02-01      | 6.0000%  |  | $446.18            | $464.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7191  | 2052-04-01      | 3.5000%  |  | $61162.51          | $56016.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4674  | 2054-09-01      | 6.5000%  |  | $187232.39         | $198771.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE6378  | 2052-07-01      | 5.5000%  |  | $24332.02          | $24912.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8814  | 2050-04-01      | 2.5000%  |  | $905909.17         | $761786.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349  | 2053-08-01      | 5.5000%  |  | $966063.12         | $977760.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $2360.26           | $1903.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8023  | 2049-11-01      | 2.5000%  |  | $22.26             | $18.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0102  | 2056-03-01      | 5.0000%  |  | $91.88             | $90.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1723  | 2054-06-01      | 6.5000%  |  | $645895.60         | $684250.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLDA6398  | 2054-01-01      | 8.0000%  |  | $58905.39          | $64231.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $119134.16         | $104863.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6650  | 2054-10-01      | 4.5000%  |  | $4749.29           | $4594.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3943  | 2049-08-01      | 4.0000%  |  | $2351.42           | $2247.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9308  | 2052-09-01      | 5.0000%  |  | $159945.09         | $159089.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2211  | 2053-01-01      | 5.5000%  |  | $1659579.16        | $1697551.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4194  | 2030-11-01      | 5.3200%  |  | $330270.28         | $342208.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3656  | 2050-08-01      | 3.5000%  |  | $1595578.41        | $1482514.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS4266  | 2043-03-01      | 5.0000%  |  | $45293.87          | $45861.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7447  | 2054-08-01      | 6.5000%  |  | $782198.62         | $830055.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $1484363.54        | $1475706.40        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB1080 M      | 2056-04-20      | 4.0000%  |  | $183.92            | $180.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2375  | 2055-07-01      | 6.0000%  |  | $651.66            | $670.60            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8366  | 2048-10-01      | 5.6010%  |  | $73.49             | $74.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4263  | 2056-02-01      | 5.0000%  |  | $18837.98          | $18724.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4353  | 2053-04-01      | 6.5000%  |  | $42366.64          | $45447.80          | Agency Mortgage-Backed Securities         |
| USTR TRFR BF 07/31/26      | 2026-07-31      | 3.8252%  |  | $82.76             | $82.79             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41             | 2041-11-15      | 2.0000%  |  | $9.20              | $6.39              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31       | 2031-09-30      | 3.6250%  |  | $73.57             | $72.05             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 31       | 2031-04-15      | 1.2500%  |  | $514880.68         | $511869.81         | U.S. Treasuries (including strips)        |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $8184.43           | $8157.65           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014A2 R17M014  | 2027-11-25      | 2.8690%  |  | $15285.88          | $15005.13          | Agency Mortgage-Backed Securities         |

### Security 140: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  |  | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $823400.00         | $829362.19         | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $26541989.19       | $26713274.35       | U.S. Treasuries (including strips) |

### Security 141: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.650%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $32451000.00
- **C.18.a - Value (excl. sponsor support):** $32451000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CTRB5286 | 2044-04-01      | 5.5000%  |  | $5959.28           | $6123.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA2464 | 2050-04-01      | 2.5000%  |  | $6047.05           | $5144.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ3283 | 2054-08-01      | 5.0000%  |  | $22294.57          | $22289.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  |  | $263413.62         | $201367.95         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q26813 G | 2044-06-01      | 4.0000%  |  | $92420.91          | $89030.56          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80972 G | 2044-02-01      | 4.5000%  |  | $39056.98          | $38559.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $30802.91          | $31086.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5696 | 2054-06-01      | 6.5000%  |  | $196.45            | $209.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $1013.73           | $982.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2322 | 2052-09-01      | 4.5000%  |  | $46961.78          | $45461.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  |  | $6769.34           | $6837.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  |  | $420.86            | $419.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8136 | 2037-01-01      | 1.5000%  |  | $98659.81          | $88447.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8591 | 2030-12-01      | 3.0000%  |  | $2795.51           | $2732.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZS8910 | 2029-05-01      | 5.0000%  |  | $3378.34           | $3401.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK4685 | 2027-11-01      | 2.5000%  |  | $5929.62           | $5870.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7778 C     | 2056-04-20      | 5.5000%  |  | $42444.33          | $43210.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4094 C     | 2056-03-20      | 6.5000%  |  | $65703.59          | $69657.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9632 C     | 2056-04-20      | 5.5000%  |  | $33103.85          | $33701.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6141 C     | 2056-03-20      | 5.0000%  |  | $109255.52         | $109243.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6163 C     | 2056-02-20      | 5.5000%  |  | $47262.81          | $48116.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2427 C     | 2056-04-20      | 5.5000%  |  | $96950.18          | $99233.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2252 C     | 2056-03-20      | 5.0000%  |  | $30279.18          | $30275.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8977 C     | 2056-02-20      | 6.0000%  |  | $27985.21          | $29026.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0968 C     | 2056-01-20      | 5.0000%  |  | $52234.72          | $52228.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9601 M     | 2054-04-20      | 3.5000%  |  | $3355.04           | $3056.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M     | 2054-07-20      | 5.5000%  |  | $3887749.59        | $3946690.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  |  | $23946.70          | $20548.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1765 M     | 2044-03-20      | 6.0000%  |  | $126.04            | $132.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7184 | 2056-03-01      | 5.0000%  |  | $65468.43          | $65186.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3780 | 2056-01-01      | 5.0000%  |  | $83151.75          | $83151.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA2916 | 2056-01-01      | 7.0000%  |  | $6073.58           | $6504.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1433 | 2055-12-01      | 4.5000%  |  | $11715.56          | $11305.54          | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC J31975 G | 2030-06-01      | 2.0000%  |  | $6231.75           | $5992.89           | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC J31851 G | 2030-06-01      | 2.0000%  |  | $1043.49           | $1001.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4824 | 2055-09-01      | 6.0000%  |  | $1177227.92        | $1207584.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0854 | 2054-01-01      | 6.5000%  |  | $87621.56          | $91635.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2521 | 2055-01-01      | 6.5000%  |  | $166315.60         | $176030.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3387 | 2055-01-01      | 6.0000%  |  | $3762.58           | $3859.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5995 | 2056-03-01      | 4.0000%  |  | $8094.79           | $7613.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $70351.91          | $67955.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4550 | 2052-02-01      | 3.5000%  |  | $8405.37           | $7721.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $2043.94           | $2005.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0145 | 2055-02-01      | 6.5000%  |  | $2544997.87        | $2652402.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  |  | $72734.20          | $64571.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS2528 | 2051-01-01      | 1.5000%  |  | $539309.24         | $412667.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2619 | 2052-08-01      | 5.0000%  |  | $18699.21          | $18568.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $1782.16           | $1565.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  |  | $253.70            | $236.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM2548 | 2035-03-01      | 2.5000%  |  | $1279.32           | $1207.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA5196 | 2055-11-01      | 6.5000%  |  | $290578.96         | $307998.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4900 | 2052-06-01      | 3.5000%  |  | $240388.90         | $220776.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4530 | 2056-02-01      | 5.0000%  |  | $7125.51           | $7126.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4301 | 2052-08-01      | 4.5000%  |  | $793127.59         | $769304.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8682 | 2033-01-01      | 3.0000%  |  | $13393.80          | $12983.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $87479.17          | $76834.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  |  | $146106.73         | $129499.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2411 | 2054-09-01      | 6.5000%  |  | $7152.72           | $7482.55           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552179 X     | 2031-10-15      | 7.0000%  |  | $30.32             | $31.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $6.99              | $6.95              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 591894 X     | 2033-02-15      | 5.5000%  |  | $1300.39           | $1308.29           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587575 X     | 2033-04-15      | 5.5000%  |  | $2137.04           | $2150.21           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 592569 X     | 2033-04-15      | 5.5000%  |  | $122.93            | $123.68            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 604289 X     | 2033-05-15      | 6.0000%  |  | $5118.99           | $5227.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN6599 | 2049-05-01      | 4.0000%  |  | $421555.01         | $402193.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6576 C     | 2056-02-20      | 6.0000%  |  | $17580.61          | $18311.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5330 | 2055-12-01      | 6.5000%  |  | $6431.44           | $6785.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTB1330 | 2056-04-01      | 4.5000%  |  | $149392.05         | $144833.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $346008.50         | $292440.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  |  | $993.94            | $967.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1023 C     | 2056-02-20      | 6.0000%  |  | $150006.12         | $155589.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1994 | 2056-02-01      | 5.0000%  |  | $17794.30          | $17599.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  |  | $306329.93         | $322392.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5455 | 2055-09-01      | 6.0000%  |  | $663290.19         | $680358.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9395 | 2056-05-01      | 6.0000%  |  | $49531.67          | $51723.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4896 | 2054-02-01      | 6.0000%  |  | $271219.20         | $279989.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3520 | 2055-10-01      | 5.5000%  |  | $388841.21         | $392722.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8350 | 2039-12-01      | 5.0000%  |  | $2382.59           | $2408.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1486 | 2056-02-01      | 5.5000%  |  | $360873.37         | $370170.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2342 C     | 2056-04-20      | 5.5000%  |  | $56806.54          | $58078.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7448 | 2053-11-01      | 6.5000%  |  | $4353.84           | $4570.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  |  | $25355.80          | $25611.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS9521 | 2050-07-01      | 3.5000%  |  | $60730.00          | $55806.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM8856 | 2049-02-01      | 4.5000%  |  | $86685.22          | $85235.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6517 | 2055-11-01      | 6.0000%  |  | $47106.29          | $49304.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  |  | $120868.54         | $106618.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2214 | 2055-07-01      | 6.0000%  |  | $33201.17          | $34750.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0815 M     | 2055-12-20      | 6.0000%  |  | $3929982.36        | $4029109.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4917 | 2048-04-01      | 3.5000%  |  | $271971.75         | $252757.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5421 C     | 2056-04-20      | 5.0000%  |  | $68022.56          | $68015.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6704 | 2056-04-01      | 5.5000%  |  | $66672.24          | $67776.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7357 C     | 2056-04-20      | 3.5000%  |  | $93783.82          | $84044.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9767 | 2056-01-01      | 5.0000%  |  | $45374.67          | $45394.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  |  | $186697.49         | $190138.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $844237.53         | $852000.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9834 C     | 2056-02-20      | 6.0000%  |  | $45529.79          | $47114.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4486 | 2056-01-01      | 6.5000%  |  | $11323.03          | $11887.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZK4283 | 2027-07-01      | 3.5000%  |  | $408.33            | $406.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  |  | $683526.07         | $630921.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5992 | 2055-12-01      | 6.5000%  |  | $5969.20           | $6224.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7254 | 2054-11-01      | 5.0000%  |  | $1237214.96        | $1234150.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3530 | 2055-11-01      | 5.0000%  |  | $2062369.00        | $2049303.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG5044 | 2056-03-01      | 5.0000%  |  | $9464.43           | $9360.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4592 | 2056-04-01      | 5.5000%  |  | $121001.66         | $122344.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF8461 | 2056-01-01      | 6.5000%  |  | $4906.58           | $5116.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8914 | 2056-01-01      | 5.0000%  |  | $45768.86          | $45729.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  |  | $3768.36           | $3944.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6508 | 2053-06-01      | 4.5000%  |  | $32917.43          | $32001.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3445 | 2049-04-01      | 3.5000%  |  | $16622.88          | $15361.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV7971 | 2037-08-01      | 3.5000%  |  | $26653.47          | $25651.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0352 | 2048-12-01      | 5.0000%  |  | $101038.58         | $102270.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM1662 | 2031-04-01      | 3.5000%  |  | $4078.90           | $4025.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ0686 | 2048-04-01      | 4.0000%  |  | $12052.06          | $11504.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF7699 | 2055-12-01      | 6.5000%  |  | $17897.25          | $18814.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF7177 | 2055-12-01      | 4.5000%  |  | $25101.76          | $24407.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF4489 | 2055-12-01      | 4.5000%  |  | $47001.38          | $45356.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788318 C     | 2055-11-20      | 6.5000%  |  | $7405506.85        | $7765141.30        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781328 X     | 2031-09-15      | 7.0000%  |  | $2.31              | $2.41              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 559751 X     | 2033-02-15      | 5.5000%  |  | $4473.64           | $4506.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 554055 X     | 2032-01-15      | 7.0000%  |  | $229.59            | $238.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553117 X     | 2033-03-15      | 5.5000%  |  | $28.43             | $28.64             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 589439 X     | 2032-07-15      | 7.0000%  |  | $123.89            | $126.72            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579137 X     | 2032-01-15      | 5.5000%  |  | $25.99             | $26.15             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 578260 X     | 2033-01-15      | 5.5000%  |  | $65.61             | $66.01             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603571 X     | 2033-04-15      | 5.5000%  |  | $2180.74           | $2219.60           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602216 X     | 2033-04-15      | 5.5000%  |  | $139.19            | $140.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3943 C     | 2056-04-20      | 5.5000%  |  | $29585.16          | $30273.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1855 C     | 2056-04-20      | 5.5000%  |  | $126482.74         | $129384.96         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5888 C     | 2065-11-20      | 6.5000%  |  | $62029.13          | $65721.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0263 M     | 2055-03-20      | 7.5000%  |  | $3603.98           | $3745.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2007 | 2044-03-01      | 4.0000%  |  | $46733.53          | $45109.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254379 | 2032-07-01      | 7.0000%  |  | $320.90            | $340.27            | Agency Mortgage-Backed Securities |

### Security 142: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $18581189.82       | $13191607.92       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $1281200.00        | $894666.70         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $69549200.00       | $69359946.37       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.8482%  |  | $10092200.00       | $10099668.23       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $4448900.00        | $4503871.57        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  |  | $60400.00          | $60762.91          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $55872400.00       | $54904788.81       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $100.00            | $64.11             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-05-07

**By:** Stephen Van Meter

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

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