# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-040385
**Filing Date:** 2026-2
**Character Count:** 385450
**Document Hash:** f24a9cf4a8c075aa3633db082f1bb72a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040385.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040385

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605356

**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):** 2026-01-30

**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:** 45 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $5481409073.23

- **Amortized Cost of Portfolio Securities:** $5480440903.43

- **Cash:** $1344351.22

- **Total Other Assets:** $10495105.72

- **Total Liabilities:** $19818901.49

- **Net Assets of Series:** $5472085277.45

- **Number of Shares Outstanding (Series):** 5472051694.6100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $4281426436.44            | $4925375163.11             | 72.6300%                  | 83.5500%                   |
| 2026-01-05 | $4413755522.45            | $4965708988.28             | 74.6500%                  | 83.9800%                   |
| 2026-01-06 | $4142956332.29            | $4869912883.12             | 71.2200%                  | 83.7200%                   |
| 2026-01-07 | $4218205678.11            | $4995165313.94             | 70.8900%                  | 83.9500%                   |
| 2026-01-08 | $4112259881.04            | $5009222601.88             | 68.9500%                  | 83.9800%                   |
| 2026-01-09 | $4022919178.05            | $4896891153.88             | 68.5000%                  | 83.3800%                   |
| 2026-01-12 | $4158120039.08            | $4832095099.92             | 71.3500%                  | 82.9100%                   |
| 2026-01-13 | $4080301772.29            | $4754279918.13             | 70.9600%                  | 82.6800%                   |
| 2026-01-14 | $4080170126.89            | $4734151357.72             | 71.2100%                  | 82.6200%                   |
| 2026-01-15 | $4025008949.34            | $4686993265.18             | 70.8300%                  | 82.4800%                   |
| 2026-01-16 | $3924778331.37            | $4616769860.54             | 70.1600%                  | 82.5300%                   |
| 2026-01-20 | $4298128222.56            | $4990121555.06             | 72.1500%                  | 83.7700%                   |
| 2026-01-21 | $4356940222.42            | $5048934295.75             | 72.4300%                  | 83.9300%                   |
| 2026-01-22 | $4327005312.98            | $5019000127.14             | 72.2300%                  | 83.7800%                   |
| 2026-01-23 | $4069249146.04            | $4780934082.70             | 71.5300%                  | 84.0400%                   |
| 2026-01-26 | $4034634978.92            | $4748325858.09             | 71.4500%                  | 84.0900%                   |
| 2026-01-27 | $3789603227.86            | $4703300049.53             | 67.6500%                  | 83.9600%                   |
| 2026-01-28 | $3936108411.54            | $4649811175.70             | 70.9400%                  | 83.8000%                   |
| 2026-01-29 | $3700262322.82            | $4606971029.49             | 67.2200%                  | 83.6900%                   |
| 2026-01-30 | $3698395573.79            | $4593114683.79             | 67.3400%                  | 83.6300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7900%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7600%             |
| 2026-01-15 | 3.7600%             |
| 2026-01-16 | 3.7600%             |
| 2026-01-20 | 3.7600%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Class P Shares

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $5184379857.79

- **Number of Shares Outstanding:** 5184348124.3100

- **Expense Reimbursement/Waiver:** 601623.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $29098785.93              | $22077064.16            |
| 2026-01-05 | $8803.82                  | $19254080.71            |
| 2026-01-06 | $57224.31                 | $63620968.85            |
| 2026-01-07 | $17020245.07              | $4893445.38             |
| 2026-01-08 | $32638.38                 | $16449392.92            |
| 2026-01-09 | $44615323.51              | $220654.45              |
| 2026-01-12 | $6507.72                  | $83413634.38            |
| 2026-01-13 | $481999.81                | $32979833.05            |
| 2026-01-14 | $2931246.29               | $11859071.11            |
| 2026-01-15 | $721104.76                | $48428479.03            |
| 2026-01-16 | $450667.49                | $76146049.05            |
| 2026-01-20 | $337494631.37             | $2781541.87             |
| 2026-01-21 | $58841737.98              | $46312.21               |
| 2026-01-22 | $1819988.51               | $72261635.40            |
| 2026-01-23 | $9175422.87               | $304833751.73           |
| 2026-01-26 | $5422408.48               | $123291336.91           |
| 2026-01-27 | $18185080.53              | $450.00                 |
| 2026-01-28 | $6623417.40               | $55729528.20            |
| 2026-01-29 | $38576817.48              | $560258.04              |
| 2026-01-30 | $5057759.57               | $18503961.99            |

**Total Gross Subscriptions (Month):** $576621811.28

**Total Gross Redemptions (Month):** $957351449.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8300%           |
| 2026-01-05 | 2.8200%           |
| 2026-01-06 | 2.8200%           |
| 2026-01-07 | 2.8000%           |
| 2026-01-08 | 2.7800%           |
| 2026-01-09 | 2.7700%           |
| 2026-01-12 | 2.7500%           |
| 2026-01-13 | 2.7400%           |
| 2026-01-14 | 2.7400%           |
| 2026-01-15 | 2.7400%           |
| 2026-01-16 | 2.7500%           |
| 2026-01-20 | 2.7400%           |
| 2026-01-21 | 2.7400%           |
| 2026-01-22 | 2.7400%           |
| 2026-01-23 | 2.7400%           |
| 2026-01-26 | 2.7300%           |
| 2026-01-27 | 2.7400%           |
| 2026-01-28 | 2.7400%           |
| 2026-01-29 | 2.7400%           |
| 2026-01-30 | 2.7400%           |

**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:** $284770010.94

- **Number of Shares Outstanding:** 284768175.3700

- **Expense Reimbursement/Waiver:** 27854.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1925180.86               | $686977.75              |
| 2026-01-05 | $329374.11                | $490331.72              |
| 2026-01-06 | $1489663.85               | $441405.01              |
| 2026-01-07 | $649979.29                | $607129.74              |
| 2026-01-08 | $3361645.93               | $821195.01              |
| 2026-01-09 | $794605.90                | $636758.35              |
| 2026-01-12 | $919188.13                | $1194684.60             |
| 2026-01-13 | $2454537.76               | $979094.89              |
| 2026-01-14 | $1563469.10               | $1289352.76             |
| 2026-01-15 | $2253467.24               | $2136758.76             |
| 2026-01-16 | $709166.73                | $17965131.05            |
| 2026-01-20 | $261345.98                | $605319.10              |
| 2026-01-21 | $1938784.64               | $2372424.62             |
| 2026-01-22 | $160929.40                | $549729.26              |
| 2026-01-23 | $1179005.59               | $433827.42              |
| 2026-01-26 | $1431583.60               | $1360896.97             |
| 2026-01-27 | $243404.02                | $4212986.81             |
| 2026-01-28 | $807579.14                | $511011.90              |
| 2026-01-29 | $918843.66                | $255115.37              |
| 2026-01-30 | $295379.64                | $1108069.71             |

**Total Gross Subscriptions (Month):** $23687134.57

**Total Gross Redemptions (Month):** $38658200.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9700%           |
| 2026-01-05 | 2.9700%           |
| 2026-01-06 | 2.9600%           |
| 2026-01-07 | 2.9400%           |
| 2026-01-08 | 2.9200%           |
| 2026-01-09 | 2.9100%           |
| 2026-01-12 | 2.8900%           |
| 2026-01-13 | 2.8900%           |
| 2026-01-14 | 2.8800%           |
| 2026-01-15 | 2.8900%           |
| 2026-01-16 | 2.8900%           |
| 2026-01-20 | 2.8800%           |
| 2026-01-21 | 2.8800%           |
| 2026-01-22 | 2.8800%           |
| 2026-01-23 | 2.8800%           |
| 2026-01-26 | 2.8800%           |
| 2026-01-27 | 2.8800%           |
| 2026-01-28 | 2.8800%           |
| 2026-01-29 | 2.8800%           |
| 2026-01-30 | 2.8800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 20.6600%         | 0.0000%              |
| Broker-dealer |  | 33.1200%         | 0.0000%              |
| Broker-dealer |  | 20.5700%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1741105.17

- **Number of Shares Outstanding:** 1741096.3600

- **Expense Reimbursement/Waiver:** 47.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4095.68                  | $1727.67                |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $31449.93               |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $71636.24               |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $9510.30                |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $4095.68

**Total Gross Redemptions (Month):** $114324.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.5800%           |
| 2026-01-05 | 2.5700%           |
| 2026-01-06 | 2.5600%           |
| 2026-01-07 | 2.5500%           |
| 2026-01-08 | 2.5300%           |
| 2026-01-09 | 2.5200%           |
| 2026-01-12 | 2.4900%           |
| 2026-01-13 | 2.4900%           |
| 2026-01-14 | 2.4900%           |
| 2026-01-15 | 2.4900%           |
| 2026-01-16 | 2.4900%           |
| 2026-01-20 | 2.4900%           |
| 2026-01-21 | 2.4900%           |
| 2026-01-22 | 2.4800%           |
| 2026-01-23 | 2.4800%           |
| 2026-01-26 | 2.4800%           |
| 2026-01-27 | 2.4800%           |
| 2026-01-28 | 2.4800%           |
| 2026-01-29 | 2.4800%           |
| 2026-01-30 | 2.4800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.9200%         | 0.0000%              |
| Broker-dealer |  | 15.6000%         | 0.0000%              |
| Broker-dealer |  | 42.0700%         | 0.0000%              |
| Broker-dealer |  | 6.3700%          | 0.0000%              |

### Class: Class F Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1194303.55

- **Number of Shares Outstanding:** 1194298.5700

- **Expense Reimbursement/Waiver:** 112.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1816.55                  | $33.17                  |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $1700.00                |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1816.55

**Total Gross Redemptions (Month):** $1733.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9700%           |
| 2026-01-05 | 2.9700%           |
| 2026-01-06 | 2.9600%           |
| 2026-01-07 | 2.9400%           |
| 2026-01-08 | 2.9200%           |
| 2026-01-09 | 2.9100%           |
| 2026-01-12 | 2.8900%           |
| 2026-01-13 | 2.8900%           |
| 2026-01-14 | 2.8800%           |
| 2026-01-15 | 2.8900%           |
| 2026-01-16 | 2.8900%           |
| 2026-01-20 | 2.8800%           |
| 2026-01-21 | 2.8800%           |
| 2026-01-22 | 2.8800%           |
| 2026-01-23 | 2.8800%           |
| 2026-01-26 | 2.8800%           |
| 2026-01-27 | 2.8800%           |
| 2026-01-28 | 2.8800%           |
| 2026-01-29 | 2.8800%           |
| 2026-01-30 | 2.8800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 25.4600%         | 0.0000%              |
| Broker-dealer   |  | 25.6400%         | 0.0000%              |
| Broker-dealer   |  | 30.9900%         | 0.0000%              |
| Retail investor |  | 9.2200%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $1762049.91        | $1856929.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $24171.25          | $24582.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $14813743.20       | $15353816.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $948.21            | $981.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ1555 | 2055-09-01      | 5.0000%  |  | $2248777.01        | $2269550.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $4279225.42        | $4111550.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $2899337.51        | $2925596.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $3573165.32        | $3616892.92        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $1000.00           | $1034.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $5692786.05        | $4858410.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $34364.11          | $30604.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $175614.57         | $180846.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1025 | 2055-05-01      | 6.0000%  |  | $130657.59         | $136670.23         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $1080.00           | $1117.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $14646679.54       | $15095857.41       | Agency Mortgage-Backed Securities  |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $14872.29          | $15158.33          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $88400.00          | $88287.31          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $16600.00          | $16950.53          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $1500.00           | $1513.42           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $431200.00         | $429359.21         | U.S. Treasuries (including strips) |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $3390.48           | $3518.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $4091930.17        | $3964103.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $1951272.65        | $1995965.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $144515.42         | $148144.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $22402.11          | $23062.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $1679180.32        | $1654919.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $23408.68          | $22714.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $403429.97         | $397853.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $1104532.30        | $1087312.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $35547.69          | $34117.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $587867.13         | $562212.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $1514547.15        | $1491103.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $4777420.33        | $4861177.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $406145.99         | $410240.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $2415570.36        | $2387827.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $153.38            | $154.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $2529786.99        | $2366867.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $1006194.85        | $1023757.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $890316.60         | $916553.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $83745.81          | $86390.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $747633.42         | $666946.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $498684.04         | $497270.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $269289.50         | $269995.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $15983.37          | $16173.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $820051.56         | $776644.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $93074.24          | $93835.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $1448061.50        | $1388976.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $2622434.82        | $2677631.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $249295.58         | $249775.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $1800371.32        | $1723495.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $740.23            | $706.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $64643.22          | $67152.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $1762938.49        | $1607346.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $99.84             | $97.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $938336.68         | $835676.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $13415.45          | $13176.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $1061996.45        | $1081239.59        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $934363.60         | $966700.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $252661.99         | $244408.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $1292628.33        | $1303199.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $599852.43         | $571880.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2984252.14        | $2703928.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $2895069.78        | $2971240.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $952281.81         | $862826.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $548.48            | $541.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $35039.78          | $32814.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $259312.01         | $270483.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $283326.22         | $287035.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $5280024.19        | $5472520.96        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3270 | 2035-03-01      | 4.6500%  |  | $1715839.40        | $1740343.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $2878676.74        | $2978744.03        | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $445720.00         | $445151.80         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $9840.00           | $10047.79          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $20.00             | $20.71             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $20.00             | $20.41             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $9600.00           | $9653.98           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $243360.00         | $242321.10         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $1474640.00        | $1494020.68        | U.S. Treasuries (including strips) |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $15532298.57       | $16331017.69       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $43476.55          | $44215.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  |  | $1935.07           | $2012.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $3829916.89        | $4016124.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $597941.86         | $590919.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $7219142.91        | $7434197.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $664211.17         | $688008.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $643682.20         | $654922.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $2361335.58        | $2349441.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $207965.85         | $205599.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $268494.16         | $260385.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $1970479.62        | $1786883.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $80833.25          | $70447.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $172.17            | $168.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $542039.93         | $534750.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $1159.96           | $1124.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $213431.91         | $202959.75         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1241997.40        | $1266140.45        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $759846.40         | $786262.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $170701.79         | $172514.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $170462.72         | $172259.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $1198905.85        | $1245171.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $1581739.45        | $1594998.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $68976.50          | $68474.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $1098188.99        | $1105167.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $1355906.41        | $1408232.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $1284616.74        | $1072579.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $56.22             | $56.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $412.95            | $415.14            | Agency Mortgage-Backed Securities  |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF AK1020 C     | 2044-10-20      | 3.5000%  |  | $82406.08          | $76383.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  |  | $360234.59         | $345945.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL1779 X     | 2052-03-15      | 4.0000%  |  | $322386.99         | $309509.32         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  |  | $424309.57         | $422569.90         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4792 X     | 2047-11-15      | 3.5000%  |  | $14277.37          | $13379.40          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  |  | $126156.12         | $126734.80         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC2040 X     | 2047-08-15      | 4.5000%  |  | $79.51             | $79.10             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  |  | $46308.23          | $46798.77          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687836 X     | 2038-08-15      | 6.0000%  |  | $15515.72          | $16513.44          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677235 X     | 2040-06-15      | 4.5000%  |  | $398034.06         | $401421.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671536 X     | 2037-09-15      | 6.5000%  |  | $56240.78          | $59354.00          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658133 X     | 2036-10-15      | 6.5000%  |  | $7254.87           | $7670.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788360 C     | 2055-12-20      | 5.0000%  |  | $57492546.20       | $57894291.35       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553170 X     | 2033-04-15      | 6.0000%  |  | $219.26            | $222.55            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738261 X     | 2041-05-15      | 4.5000%  |  | $453960.46         | $454323.63         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738002 X     | 2041-02-15      | 4.0000%  |  | $81535.61          | $79121.52          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 731686 X     | 2040-11-15      | 4.5000%  |  | $264286.33         | $265613.31         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  |  | $23487.42          | $24076.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003171 M     | 2031-12-20      | 5.5000%  |  | $13613.66          | $14010.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002198 M     | 2026-04-20      | 6.0000%  |  | $13.26             | $13.64             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3841 X     | 2047-03-15      | 5.0000%  |  | $45316.46          | $46236.15          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  |  | $89185.07          | $88160.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7024 M     | 2035-12-20      | 2.5000%  |  | $147731.82         | $139214.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $23432.02          | $23414.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  |  | $141550.54         | $133480.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  |  | $65.90             | $67.50             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4128 M     | 2046-12-20      | 4.0000%  |  | $451823.02         | $437775.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3805 M     | 2046-07-20      | 4.5000%  |  | $77122.86          | $77446.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  |  | $771304.41         | $709913.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1447 M     | 2043-11-20      | 3.0000%  |  | $53266.27          | $49416.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $36254.72          | $38442.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  |  | $322131.35         | $306469.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5980 X     | 2045-12-15      | 4.5000%  |  | $43279.73          | $43247.92          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 775131 X     | 2041-09-15      | 4.0000%  |  | $807436.04         | $788906.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  |  | $122723.59         | $130150.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  |  | $95181.19          | $100929.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL630993 | 2031-09-01      | 7.5000%  |  | $64465.00          | $66506.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $579751.18         | $596413.55         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  |  | $45918.43          | $48177.18          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  |  | $11759.40          | $12480.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9157 C     | 2055-12-20      | 6.5000%  |  | $1011.15           | $1077.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8235 C     | 2055-12-20      | 6.0000%  |  | $4150060.33        | $4327456.04        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5889 C     | 2065-10-20      | 7.0000%  |  | $769300.63         | $803040.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6378 C     | 2056-01-20      | 5.0000%  |  | $8999000.00        | $9062386.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2905 C     | 2055-12-20      | 6.5000%  |  | $1002.12           | $1039.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM5680 C     | 2055-11-20      | 6.0000%  |  | $1110217.67        | $1140886.69        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  |  | $745885.41         | $795921.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2058 C     | 2054-12-20      | 5.0000%  |  | $25247.03          | $25173.75          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD2266       | 2060-03-15      | 5.6900%  |  | $545004.80         | $571654.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AM4381 C     | 2045-05-20      | 3.5000%  |  | $215041.57         | $197070.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7606 C     | 2050-05-20      | 3.5000%  |  | $508201.59         | $473260.92         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  |  | $41.26             | $41.52             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  |  | $538829.01         | $524538.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3378 M     | 2046-01-20      | 4.5000%  |  | $48670.51          | $48874.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  |  | $3497.29           | $3498.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 654432 X     | 2036-09-15      | 6.5000%  |  | $49878.42          | $52552.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656323 X     | 2036-11-15      | 6.0000%  |  | $17198.09          | $18030.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  |  | $348864.53         | $336304.78         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  |  | $161.90            | $162.85            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1226 M     | 2043-08-20      | 4.5000%  |  | $15893.54          | $15973.24          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  |  | $51914.45          | $54248.24          | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  |  | $7731.10           | $8207.08           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782579 X     | 2039-02-15      | 5.5000%  |  | $30244.06          | $31548.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  |  | $405681.46         | $394943.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $92972.99          | $92959.23          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB2257 X     | 2047-08-15      | 4.5000%  |  | $297594.45         | $293847.44         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  |  | $10058.40          | $10402.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $480278.80         | $468122.57         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 743173 X     | 2040-12-15      | 4.5000%  |  | $120527.89         | $120576.22         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  |  | $25988.40          | $22770.77          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5347 C     | 2065-11-20      | 5.5000%  |  | $10557280.28       | $10727216.14       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ5977       | 2060-09-15      | 5.3100%  |  | $745661.42         | $764332.40         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5455 C     | 2065-12-20      | 5.5000%  |  | $3254948.40        | $3307341.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $2626401.35        | $2671156.69        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF6555       | 2067-09-15      | 5.8300%  |  | $1008.00           | $1057.38           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY9779       | 2060-05-15      | 5.6800%  |  | $543824.07         | $570188.42         | Agency Mortgage-Backed Securities |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $209700000.00
- **C.18.a - Value (excl. sponsor support):** $209700000.00
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.7200%  |  | $13106250.00       | $13143074.20       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $54146112.75       | $46474150.03       | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $53473.50          | $60328.44          | Agency Debentures and Agency Strips |
| FHLB FHDN 03/27/26        | 2026-03-27      | 0.0000%  |  | $25699783.50       | $25553294.73       | Agency Debentures and Agency Strips |
| FHLB FHDN 07/31/26        | 2026-07-31      | 0.0000%  |  | $52425000.00       | $51484128.53       | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $7339500.00        | $7383342.50        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $5242500.00        | $5291120.69        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $23591250.00       | $23808593.57       | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $7863750.00        | $8021924.96        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $7863750.00        | $8088556.26        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $2065545.00        | $1543897.92        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $21724920.00       | $21978564.48       | Agency Debentures and Agency Strips |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $0.37              | $0.34              | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $27.80             | $22.83             | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  |  | $0.05              | $0.05              | U.S. Treasuries (including strips)  |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $10401.89          | $10549.31          | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $1185327.92        | $1117672.72        | U.S. Treasuries (including strips)  |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $104.85            | $108.64            | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $104.85            | $85.71             | U.S. Treasuries (including strips)  |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF 662521 X     | 2037-08-15      | 6.0000%  |  | $269.06            | $281.67            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  |  | $43178.58          | $44805.26          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668585 X     | 2037-08-15      | 6.0000%  |  | $4334.79           | $4528.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  |  | $10771.30          | $11331.78          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662122 X     | 2037-02-15      | 6.0000%  |  | $1878.90           | $1962.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 661591 X     | 2037-01-15      | 6.5000%  |  | $5167.54           | $5460.55           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 659615 X     | 2036-09-15      | 6.0000%  |  | $10603.85          | $11048.53          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658121 X     | 2036-10-15      | 6.0000%  |  | $2604.81           | $2765.46           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783655 X     | 2040-05-15      | 6.5000%  |  | $110959.11         | $119167.43         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  |  | $7860.77           | $7924.86           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780914 X     | 2028-11-15      | 6.0000%  |  | $1.09              | $1.12              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  |  | $0.60              | $0.62              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780896 X     | 2028-11-15      | 7.0000%  |  | $0.61              | $0.63              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738145 X     | 2041-04-15      | 4.5000%  |  | $81924.90          | $81070.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732485 X     | 2040-02-15      | 6.0000%  |  | $6138.84           | $6370.41           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 730133 X     | 2040-05-15      | 5.0000%  |  | $9996.50           | $10238.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2894 M     | 2045-06-20      | 4.5000%  |  | $49884.58          | $50147.57          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700899 X     | 2038-11-15      | 6.0000%  |  | $2212.69           | $2299.72           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700926 X     | 2038-11-15      | 5.5000%  |  | $43664.70          | $45177.70          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697594 X     | 2038-11-15      | 6.5000%  |  | $4326.00           | $4544.78           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648165 X     | 2038-11-15      | 6.0000%  |  | $5924.46           | $6211.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  |  | $106300.95         | $103531.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6286 M     | 2049-11-20      | 4.5000%  |  | $960.48            | $962.90            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 678279 X     | 2038-12-15      | 6.0000%  |  | $2836.45           | $3008.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704142 X     | 2038-12-15      | 6.5000%  |  | $674.96            | $710.27            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782495 X     | 2038-12-15      | 5.5000%  |  | $2609.15           | $2748.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782510 X     | 2038-12-15      | 6.5000%  |  | $3875.91           | $4162.59           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  |  | $14567.97          | $15449.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706016 X     | 2039-01-15      | 6.0000%  |  | $2536.70           | $2648.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 439084 X     | 2039-02-15      | 6.0000%  |  | $9273.35           | $9616.74           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004370 M     | 2039-02-20      | 5.5000%  |  | $34934.99          | $36398.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704415 X     | 2039-03-15      | 6.5000%  |  | $1786.24           | $1895.99           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  |  | $6779.65           | $6981.26           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $64420.98          | $66349.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9523 C     | 2048-04-20      | 4.0000%  |  | $42517.83          | $40654.37          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782745 X     | 2038-11-15      | 6.0000%  |  | $11580.04          | $12304.69          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723240 X     | 2039-10-15      | 5.0000%  |  | $11201.04          | $11583.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8044 M     | 2052-05-20      | 3.5000%  |  | $469228.89         | $437526.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782836 X     | 2039-01-15      | 5.5000%  |  | $3118.23           | $3263.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726155 X     | 2040-02-15      | 4.5000%  |  | $34638.45          | $34869.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004661 M     | 2040-03-20      | 6.5000%  |  | $14543.93          | $15717.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724406 X     | 2039-11-15      | 4.5000%  |  | $7870.45           | $7882.41           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL3131 X     | 2045-02-15      | 4.0000%  |  | $378644.06         | $368793.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $5852.48           | $5460.71           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726300 X     | 2039-09-15      | 4.0000%  |  | $98836.77          | $95184.48          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  |  | $19022.41          | $19672.56          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 461028 X     | 2027-11-15      | 7.0000%  |  | $49.50             | $49.95             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 458926 X     | 2028-09-15      | 7.0000%  |  | $20.33             | $20.70             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417276 X     | 2026-02-15      | 7.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005177 M     | 2041-09-20      | 5.5000%  |  | $41849.79          | $43602.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005175 M     | 2041-09-20      | 4.5000%  |  | $342034.13         | $344960.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $31672.82          | $31772.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M     | 2041-03-20      | 4.5000%  |  | $38743.06          | $39086.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004771 M     | 2040-08-20      | 4.5000%  |  | $44928.13          | $45253.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2755 M     | 2045-04-20      | 4.0000%  |  | $62570.09          | $60911.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  |  | $272383.84         | $243046.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1523 M     | 2043-12-20      | 4.5000%  |  | $21413.49          | $21542.91          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  |  | $11405.81          | $11237.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4125 M     | 2046-12-20      | 2.5000%  |  | $301075.08         | $267057.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $452684.37         | $456579.72         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  |  | $5127.03           | $5443.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9534 C     | 2048-04-20      | 4.0000%  |  | $13155.63          | $12587.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002589 M     | 2028-05-20      | 6.0000%  |  | $15.57             | $16.02             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002909 M     | 2030-04-20      | 8.0000%  |  | $14.56             | $15.08             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570503 X     | 2031-12-15      | 6.5000%  |  | $36.62             | $37.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 582021 X     | 2032-08-15      | 6.5000%  |  | $18649.11          | $19405.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $27668.96          | $28888.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  |  | $71.61             | $71.10             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3737 M     | 2046-06-20      | 4.0000%  |  | $261420.78         | $254613.18         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650472 X     | 2035-12-15      | 6.0000%  |  | $1086.60           | $1131.54           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650714 X     | 2036-01-15      | 6.0000%  |  | $2738.10           | $2852.78           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648132 X     | 2036-07-15      | 6.0000%  |  | $631.11            | $654.65            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648972 X     | 2035-11-15      | 5.5000%  |  | $2799.04           | $2912.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646500 X     | 2036-05-15      | 6.0000%  |  | $1700.72           | $1770.30           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  |  | $732.47            | $765.24            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644019 X     | 2035-07-15      | 6.0000%  |  | $5298.30           | $5595.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 643399 X     | 2035-06-15      | 6.0000%  |  | $684.12            | $704.64            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004290 M     | 2038-11-20      | 5.5000%  |  | $5300.92           | $5523.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004268 M     | 2038-10-20      | 6.0000%  |  | $22102.65          | $23454.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $120643.53         | $129448.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004059 M     | 2037-12-20      | 5.5000%  |  | $5593.46           | $5827.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004052 M     | 2037-11-20      | 7.5000%  |  | $17372.73          | $17872.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  |  | $5861.82           | $6106.89           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  |  | $38290.97          | $40631.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  |  | $7938.77           | $8270.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $23004.45          | $23966.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003736 M     | 2035-07-20      | 5.5000%  |  | $10763.99          | $11213.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003284 M     | 2032-09-20      | 5.5000%  |  | $7145.44           | $7375.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  |  | $110.90            | $115.19            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002839 M     | 2029-11-20      | 7.5000%  |  | $13.27             | $13.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002279 M     | 2026-09-20      | 6.0000%  |  | $16.71             | $17.20             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002686 M     | 2028-12-20      | 5.5000%  |  | $20.10             | $20.51             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587345 X     | 2032-10-15      | 6.0000%  |  | $8196.83           | $8661.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570518 X     | 2032-01-15      | 6.0000%  |  | $86.96             | $89.76             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570442 X     | 2031-10-15      | 6.0000%  |  | $92.96             | $95.22             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704090 X     | 2038-12-15      | 6.0000%  |  | $12810.80          | $13391.11          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704005 X     | 2038-11-15      | 6.5000%  |  | $1235.54           | $1302.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 703495 X     | 2039-04-15      | 5.0000%  |  | $4102.72           | $4204.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702740 X     | 2038-12-15      | 6.0000%  |  | $4302.24           | $4499.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701694 X     | 2039-02-15      | 5.5000%  |  | $734.52            | $759.81            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700918 X     | 2038-11-15      | 5.5000%  |  | $11527.02          | $11999.59          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700916 X     | 2038-11-15      | 6.0000%  |  | $307.16            | $321.63            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700825 X     | 2038-10-15      | 6.0000%  |  | $2001.37           | $2133.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699495 X     | 2038-10-15      | 6.0000%  |  | $201.47            | $213.73            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699494 X     | 2038-10-15      | 6.0000%  |  | $247.94            | $260.34            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699137 X     | 2038-09-15      | 6.0000%  |  | $301.99            | $314.66            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  |  | $14688.24          | $15298.00          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699271 X     | 2038-09-15      | 6.5000%  |  | $1676.29           | $1769.08           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697656 X     | 2038-10-15      | 6.5000%  |  | $3872.70           | $4106.42           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697488 X     | 2038-09-15      | 6.0000%  |  | $166.87            | $176.46            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  |  | $8198.00           | $8584.60           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  |  | $23187.87          | $24369.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690922 X     | 2038-06-15      | 5.5000%  |  | $28902.13          | $30202.13          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 642005 X     | 2036-05-15      | 6.5000%  |  | $3930.50           | $4163.44           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 637259 X     | 2034-11-15      | 6.0000%  |  | $756.86            | $771.47            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633231 X     | 2034-08-15      | 6.5000%  |  | $4013.55           | $4097.34           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 632233 X     | 2038-03-15      | 6.0000%  |  | $1674.65           | $1749.61           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 631491 X     | 2034-06-15      | 5.5000%  |  | $32715.33          | $33340.04          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 630170 X     | 2034-07-15      | 6.0000%  |  | $2099.17           | $2182.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629113 X     | 2034-09-15      | 6.0000%  |  | $520.47            | $543.63            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705395 X     | 2039-01-15      | 6.0000%  |  | $14200.72          | $15065.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6091 M     | 2049-08-20      | 4.0000%  |  | $145502.21         | $139280.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9479 C     | 2048-03-20      | 4.0000%  |  | $32548.39          | $31121.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  |  | $12124.39          | $12453.02          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629123 X     | 2034-09-15      | 6.0000%  |  | $2396.47           | $2470.77           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644563 X     | 2035-07-15      | 6.0000%  |  | $556.39            | $581.25            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644935 X     | 2035-07-15      | 6.0000%  |  | $491.66            | $512.41            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 649511 X     | 2035-10-15      | 6.0000%  |  | $613.88            | $623.89            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651161 X     | 2035-12-15      | 6.0000%  |  | $444.97            | $451.52            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650724 X     | 2036-01-15      | 6.0000%  |  | $1353.83           | $1377.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633389 X     | 2036-01-15      | 6.0000%  |  | $2959.39           | $3139.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650739 X     | 2036-01-15      | 6.0000%  |  | $1848.20           | $1924.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652947 X     | 2036-02-15      | 6.0000%  |  | $24766.39          | $25778.89          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651754 X     | 2036-03-15      | 6.0000%  |  | $1457.35           | $1527.89           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617053 X     | 2036-04-15      | 6.0000%  |  | $1164.74           | $1225.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  |  | $5274.19           | $5496.95           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782090 X     | 2036-05-15      | 6.5000%  |  | $2785.76           | $2912.54           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656187 X     | 2036-07-15      | 6.0000%  |  | $77.56             | $82.09             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  |  | $20328.35          | $20549.79          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618700 X     | 2036-09-15      | 6.5000%  |  | $10638.17          | $11221.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618681 X     | 2036-10-15      | 6.5000%  |  | $14878.81          | $15653.50          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  |  | $9617.89           | $10083.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $573.70            | $602.38            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662443 X     | 2037-06-15      | 6.0000%  |  | $253.76            | $266.13            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  |  | $7095.98           | $7305.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662554 X     | 2037-08-15      | 6.5000%  |  | $15552.26          | $16328.98          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662560 X     | 2037-08-15      | 6.5000%  |  | $485.50            | $522.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671120 X     | 2037-08-15      | 6.0000%  |  | $278.59            | $294.02            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $3725.06           | $3867.40           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617740 X     | 2037-10-15      | 6.0000%  |  | $4827.10           | $5068.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0784 M     | 2043-02-20      | 4.0000%  |  | $25956.83          | $25284.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5138 M     | 2048-04-20      | 4.5000%  |  | $15975.96          | $15994.49          | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  |  | $18661.93          | $19735.63          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  |  | $55.40             | $56.53             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004076 M     | 2038-01-20      | 7.5000%  |  | $13811.98          | $14219.25          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675130 X     | 2038-02-15      | 5.5000%  |  | $5367.12           | $5624.29           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  |  | $4919.03           | $5139.08           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682306 X     | 2038-03-15      | 6.0000%  |  | $37162.61          | $38714.91          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682587 X     | 2038-04-15      | 5.5000%  |  | $9889.73           | $10268.88          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  |  | $8605.81           | $9129.37           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691199 X     | 2038-05-15      | 5.5000%  |  | $2143.52           | $2225.71           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  |  | $14785.31          | $15471.90          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691269 X     | 2038-07-15      | 6.0000%  |  | $10.93             | $11.04             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $10642.73          | $11180.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687928 X     | 2038-09-15      | 6.5000%  |  | $1341.09           | $1448.36           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689825 X     | 2038-08-15      | 6.0000%  |  | $10672.78          | $11069.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6819 M     | 2050-08-20      | 2.5000%  |  | $241489.60         | $210456.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  |  | $52997208.49       | $54139857.77       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673207 X     | 2038-10-15      | 6.0000%  |  | $119.65            | $126.92            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697650 X     | 2038-10-15      | 6.0000%  |  | $510.78            | $536.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004266 M     | 2038-10-20      | 5.5000%  |  | $6997.36           | $7290.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782415 X     | 2038-10-15      | 6.5000%  |  | $494.00            | $538.30            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698611 X     | 2038-11-15      | 6.0000%  |  | $1700.22           | $1770.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 623897 X     | 2034-08-15      | 6.0000%  |  | $47.81             | $49.09             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622603 X     | 2033-11-15      | 6.0000%  |  | $1825.71           | $1882.36           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622533 X     | 2033-10-15      | 6.0000%  |  | $2936.69           | $3004.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  |  | $1178.91           | $1206.47           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618751 X     | 2036-12-15      | 6.0000%  |  | $1193.45           | $1261.09           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618748 X     | 2036-12-15      | 6.0000%  |  | $130.65            | $134.60            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  |  | $310.90            | $330.86            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617704 X     | 2037-09-15      | 6.0000%  |  | $10205.43          | $10703.41          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617256 X     | 2036-10-15      | 6.5000%  |  | $6512.24           | $6911.64           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617098 X     | 2036-06-15      | 6.0000%  |  | $787.57            | $820.82            | Agency Mortgage-Backed Securities |
| GNMA GNMI JP 783424 X     | 2026-09-15      | 3.0000%  |  | $3960.59           | $3953.09           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782938 X     | 2040-03-15      | 5.5000%  |  | $20048.66          | $20978.73          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724600 X     | 2040-05-15      | 5.0000%  |  | $38608.05          | $39599.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  |  | $748301.55         | $774639.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  |  | $75884.69          | $71921.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4835 M     | 2047-11-20      | 2.5000%  |  | $334.89            | $297.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7260 M     | 2051-03-20      | 5.0000%  |  | $12085.68          | $12376.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  |  | $11233.34          | $11890.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  |  | $10152.55          | $10514.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $70900239.55       | $72943820.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783284 C     | 2040-06-20      | 5.5000%  |  | $22493.38          | $23326.77          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  |  | $12211.40          | $12777.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605630 X     | 2034-08-15      | 6.0000%  |  | $7118.96           | $7341.78           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  |  | $9350.36           | $9648.95           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598679 X     | 2033-05-15      | 5.5000%  |  | $13130.06          | $13428.78          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  |  | $9546.81           | $9843.72           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  |  | $23639.31          | $23475.61          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY5213 X     | 2047-02-15      | 4.5000%  |  | $228038.64         | $229415.31         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  |  | $7718.10           | $7896.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0001 C     | 2055-11-20      | 6.5000%  |  | $2013251.97        | $2110071.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $2679500.98        | $2550542.55        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7559 C     | 2065-11-20      | 6.0000%  |  | $1647834.44        | $1703729.53        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM8650 X     | 2045-05-15      | 4.0000%  |  | $348341.60         | $335796.50         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5455 C     | 2065-12-20      | 5.5000%  |  | $1007.48           | $1023.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3071 C     | 2055-07-20      | 6.5000%  |  | $2132987.79        | $2246518.44        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5306 X     | 2046-01-15      | 4.5000%  |  | $21954.99          | $21587.36          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AH8961 X     | 2044-09-15      | 4.0000%  |  | $13287.23          | $12941.34          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  |  | $77620.59          | $71803.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG7731 C     | 2048-04-20      | 4.5000%  |  | $146503.12         | $145414.60         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690847 X     | 2038-06-15      | 5.5000%  |  | $533.61            | $550.52            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  |  | $7622.57           | $7804.34           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689791 X     | 2038-08-15      | 6.0000%  |  | $391.51            | $409.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689576 X     | 2038-07-15      | 5.5000%  |  | $542.59            | $561.74            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688024 X     | 2038-10-15      | 6.0000%  |  | $168.40            | $179.23            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688022 X     | 2038-10-15      | 6.0000%  |  | $18387.62          | $19570.28          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687922 X     | 2038-09-15      | 6.0000%  |  | $2814.30           | $2929.47           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4784 X     | 2047-11-15      | 3.5000%  |  | $733854.41         | $692051.45         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687708 X     | 2038-07-15      | 5.0000%  |  | $34377.95          | $35552.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687179 X     | 2038-04-15      | 5.5000%  |  | $10386.96          | $10785.10          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685796 X     | 2038-05-15      | 6.5000%  |  | $4458.23           | $4690.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5298 C     | 2055-11-20      | 6.5000%  |  | $1013.86           | $1039.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9157 C     | 2055-12-20      | 6.5000%  |  | $1221196.00        | $1301037.93        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DH6644       | 2065-01-15      | 6.1600%  |  | $799861.00         | $844346.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  |  | $12397.75          | $12898.91          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682907 X     | 2040-11-15      | 6.0000%  |  | $1651.44           | $1720.06           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681624 X     | 2038-11-15      | 6.0000%  |  | $14127.19          | $14769.63          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680184 X     | 2038-03-15      | 5.5000%  |  | $11601.37          | $12033.93          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677101 X     | 2038-07-15      | 5.5000%  |  | $8040.17           | $8318.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676600 X     | 2037-11-15      | 6.0000%  |  | $133.35            | $140.08            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676554 X     | 2037-10-15      | 6.0000%  |  | $83.77             | $88.47             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676361 X     | 2037-10-15      | 7.0000%  |  | $1237.94           | $1265.15           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676797 X     | 2038-04-15      | 6.0000%  |  | $18507.68          | $19370.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783173 X     | 2039-12-15      | 6.0000%  |  | $14827.01          | $15754.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  |  | $14633.52          | $15549.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782858 X     | 2039-11-15      | 6.0000%  |  | $5167.92           | $5491.29           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782826 X     | 2039-11-15      | 5.5000%  |  | $2387.28           | $2498.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782728 X     | 2038-11-15      | 5.5000%  |  | $3699.57           | $3861.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783519 M     | 2041-10-20      | 4.0000%  |  | $246428.93         | $240210.35         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 709788 X     | 2039-09-15      | 5.5000%  |  | $8679.15           | $8955.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0933 M     | 2043-04-20      | 3.0000%  |  | $29628.97          | $27520.06          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782559 X     | 2039-01-15      | 6.5000%  |  | $7164.44           | $7694.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782474 X     | 2038-12-15      | 5.5000%  |  | $17559.25          | $18374.66          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782461 X     | 2032-03-15      | 7.5000%  |  | $3156.91           | $3309.46           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 770409 X     | 2041-06-15      | 4.5000%  |  | $7759.29           | $7804.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 782433 M     | 2038-10-20      | 6.0000%  |  | $8957.62           | $9490.45           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782379 X     | 2038-08-15      | 6.0000%  |  | $7456.40           | $7898.21           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0225 M     | 2042-07-20      | 6.0000%  |  | $23270.47          | $24620.24          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  |  | $9047.36           | $9460.46           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  |  | $18174.18          | $18800.81          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  |  | $19147.75          | $20083.32          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  |  | $2.96              | $3.14              | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  |  | $16758.19          | $17600.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658059 X     | 2036-08-15      | 6.5000%  |  | $1721.99           | $1839.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652226 X     | 2036-03-15      | 6.0000%  |  | $1390.91           | $1449.20           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651881 X     | 2036-09-15      | 6.0000%  |  | $227.45            | $241.28            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651850 X     | 2036-06-15      | 6.0000%  |  | $4748.40           | $4988.02           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651720 X     | 2036-02-15      | 6.0000%  |  | $2911.54           | $3088.27           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651278 X     | 2036-01-15      | 6.0000%  |  | $288.32            | $292.87            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651686 X     | 2036-01-15      | 6.0000%  |  | $1111.65           | $1167.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652219 X     | 2036-03-15      | 6.0000%  |  | $2723.71           | $2879.86           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652195 X     | 2036-02-15      | 6.0000%  |  | $2529.62           | $2635.63           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782131 X     | 2036-12-15      | 5.5000%  |  | $497.40            | $520.45            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782071 X     | 2033-05-15      | 7.0000%  |  | $604.96            | $628.42            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782088 X     | 2036-05-15      | 6.0000%  |  | $315.09            | $334.65            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  |  | $2051.85           | $2123.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782009 X     | 2035-09-15      | 6.0000%  |  | $577.77            | $601.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 781998 M     | 2035-11-20      | 5.5000%  |  | $3155.06           | $3267.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785994 X     | 2052-02-15      | 4.0000%  |  | $229385.11         | $219613.59         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784071 X     | 2041-06-15      | 6.0000%  |  | $8698.58           | $9236.44           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4716 X     | 2047-10-15      | 4.5000%  |  | $9242.30           | $9178.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  |  | $4994526.82        | $4526123.44        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  |  | $32205.92          | $32986.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  |  | $74647.27          | $71524.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7314 M     | 2051-04-20      | 3.5000%  |  | $136120.78         | $127215.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  |  | $101727.64         | $98039.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  |  | $386880.28         | $395522.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5765 M     | 2049-02-20      | 5.0000%  |  | $62.71             | $64.05             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5653 M     | 2048-12-20      | 5.0000%  |  | $183881.68         | $185041.19         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675513 X     | 2038-06-15      | 5.5000%  |  | $22872.24          | $23749.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5650 M     | 2048-12-20      | 3.5000%  |  | $122.68            | $115.38            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4722 M     | 2047-09-20      | 5.0000%  |  | $5963.95           | $6130.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4721 M     | 2047-09-20      | 4.5000%  |  | $585331.59         | $588056.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $745835.76         | $746433.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $29825.45          | $28849.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4380 M     | 2047-04-20      | 2.5000%  |  | $394493.97         | $351992.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3455 M     | 2046-02-20      | 4.0000%  |  | $77197.17          | $75081.14          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  |  | $10586.08          | $11241.29          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674446 X     | 2037-09-15      | 6.0000%  |  | $10588.06          | $11021.69          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672935 X     | 2038-08-15      | 5.5000%  |  | $1778.97           | $1856.36           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672676 X     | 2038-04-15      | 5.5000%  |  | $41959.56          | $43845.67          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672415 X     | 2037-12-15      | 6.0000%  |  | $12207.01          | $12949.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673234 X     | 2038-11-15      | 6.0000%  |  | $6832.81           | $7272.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  |  | $6822.69           | $7173.31           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671325 X     | 2037-07-15      | 6.0000%  |  | $213.46            | $223.13            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670109 X     | 2037-07-15      | 6.0000%  |  | $303.53            | $316.91            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669069 X     | 2037-06-15      | 6.5000%  |  | $3352.45           | $3527.10           | Agency Mortgage-Backed Securities |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $145444000.00
- **C.18.a - Value (excl. sponsor support):** $145444000.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $49160.07          | $45445.65          | U.S. Treasuries (including strips) |
| USTR 3 BOND 52     | 2052-08-15      | 3.0000%  |  | $50157236.06       | $36674151.05       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52 | 2052-05-15      | 2.8750%  |  | $75215007.12       | $53098478.92       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48     | 2048-02-15      | 3.0000%  |  | $14810271.63       | $11237066.29       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41 | 2041-02-15      | 4.7500%  |  | $10806586.16       | $11215483.42       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42     | 2042-05-15      | 3.0000%  |  | $15807435.70       | $12823376.63       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41 | 2041-02-15      | 1.8750%  |  | $32966530.97       | $23304132.48       | U.S. Treasuries (including strips) |

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $10002075.10
- **C.18.a - Value (excl. sponsor support):** $10002075.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $9002230.56
- **C.18.a - Value (excl. sponsor support):** $9002230.56
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.795%, 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):** $15007771.80
- **C.18.a - Value (excl. sponsor support):** $15007771.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.725%, 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):** $18998067.13
- **C.18.a - Value (excl. sponsor support):** $18998067.13
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $11005734.85
- **C.18.a - Value (excl. sponsor support):** $11005734.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.675%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34999477.10
- **C.18.a - Value (excl. sponsor support):** $34999477.10
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 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):** $3000054.45
- **C.18.a - Value (excl. sponsor support):** $3000054.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24965139.25
- **C.18.a - Value (excl. sponsor support):** $24965139.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24984791.50
- **C.18.a - Value (excl. sponsor support):** $24984791.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.830%, 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):** $11998778.88
- **C.18.a - Value (excl. sponsor support):** $11998778.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15007533.60
- **C.18.a - Value (excl. sponsor support):** $15007533.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27002993.76
- **C.18.a - Value (excl. sponsor support):** $27002993.76
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19978837.40
- **C.18.a - Value (excl. sponsor support):** $19978837.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999242.60
- **C.18.a - Value (excl. sponsor support):** $19999242.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21997048.92
- **C.18.a - Value (excl. sponsor support):** $21997048.92
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $8003105.52
- **C.18.a - Value (excl. sponsor support):** $8003105.52
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11997621.24
- **C.18.a - Value (excl. sponsor support):** $11997621.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19991497.60
- **C.18.a - Value (excl. sponsor support):** $19991497.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9944155.60
- **C.18.a - Value (excl. sponsor support):** $9944155.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39776622.40
- **C.18.a - Value (excl. sponsor support):** $39776622.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999378.82
- **C.18.a - Value (excl. sponsor support):** $6999378.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $5004198.15
- **C.18.a - Value (excl. sponsor support):** $5004198.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1999756.96
- **C.18.a - Value (excl. sponsor support):** $1999756.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000110.70
- **C.18.a - Value (excl. sponsor support):** $10000110.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 32: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $5001932.55
- **C.18.a - Value (excl. sponsor support):** $5001932.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $2000651.08
- **C.18.a - Value (excl. sponsor support):** $2000651.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $8001923.84
- **C.18.a - Value (excl. sponsor support):** $8001923.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000406.15
- **C.18.a - Value (excl. sponsor support):** $5000406.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $10005480.70
- **C.18.a - Value (excl. sponsor support):** $10005480.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $8005019.20
- **C.18.a - Value (excl. sponsor support):** $8005019.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9000646.92
- **C.18.a - Value (excl. sponsor support):** $9000646.92
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6000031.02
- **C.18.a - Value (excl. sponsor support):** $6000031.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15001403.10
- **C.18.a - Value (excl. sponsor support):** $15001403.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000864.72
- **C.18.a - Value (excl. sponsor support):** $8000864.72
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $8000803.68
- **C.18.a - Value (excl. sponsor support):** $8000803.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7000977.62
- **C.18.a - Value (excl. sponsor support):** $7000977.62
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $7003059.49
- **C.18.a - Value (excl. sponsor support):** $7003059.49
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $3002028.30
- **C.18.a - Value (excl. sponsor support):** $3002028.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $4002025.00
- **C.18.a - Value (excl. sponsor support):** $4002025.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $18005295.24
- **C.18.a - Value (excl. sponsor support):** $18005295.24
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $9999077.70
- **C.18.a - Value (excl. sponsor support):** $9999077.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.695%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1999949.80
- **C.18.a - Value (excl. sponsor support):** $1999949.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $2999900.82
- **C.18.a - Value (excl. sponsor support):** $2999900.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $11999429.52
- **C.18.a - Value (excl. sponsor support):** $11999429.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $8999943.12
- **C.18.a - Value (excl. sponsor support):** $8999943.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.695%, 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):** $5999917.02
- **C.18.a - Value (excl. sponsor support):** $5999917.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $5999504.70
- **C.18.a - Value (excl. sponsor support):** $5999504.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $9998927.00
- **C.18.a - Value (excl. sponsor support):** $9998927.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $13000837.72
- **C.18.a - Value (excl. sponsor support):** $13000837.72
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $9997921.10
- **C.18.a - Value (excl. sponsor support):** $9997921.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $14999715.30
- **C.18.a - Value (excl. sponsor support):** $14999715.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $6001534.14
- **C.18.a - Value (excl. sponsor support):** $6001534.14
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $19997929.60
- **C.18.a - Value (excl. sponsor support):** $19997929.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $19992780.60
- **C.18.a - Value (excl. sponsor support):** $19992780.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $14998336.65
- **C.18.a - Value (excl. sponsor support):** $14998336.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $4999729.60
- **C.18.a - Value (excl. sponsor support):** $4999729.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13998540.50
- **C.18.a - Value (excl. sponsor support):** $13998540.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $9999962.10
- **C.18.a - Value (excl. sponsor support):** $9999962.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $7999402.64
- **C.18.a - Value (excl. sponsor support):** $7999402.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $9999965.00
- **C.18.a - Value (excl. sponsor support):** $9999965.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $4999981.90
- **C.18.a - Value (excl. sponsor support):** $4999981.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $3001539.21
- **C.18.a - Value (excl. sponsor support):** $3001539.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $12005030.76
- **C.18.a - Value (excl. sponsor support):** $12005030.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 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):** $8002043.04
- **C.18.a - Value (excl. sponsor support):** $8002043.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.780%, 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):** $19747349.95
- **C.18.a - Value (excl. sponsor support):** $19747349.95
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.750%, 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):** $27997069.80
- **C.18.a - Value (excl. sponsor support):** $27997069.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $20038032.20
- **C.18.a - Value (excl. sponsor support):** $20038032.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $17013746.88
- **C.18.a - Value (excl. sponsor support):** $17013746.88
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.745%, 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):** $14993865.00
- **C.18.a - Value (excl. sponsor support):** $14993865.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $15005124.60
- **C.18.a - Value (excl. sponsor support):** $15005124.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $13006089.33
- **C.18.a - Value (excl. sponsor support):** $13006089.33
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.910%, 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):** $15047628.00
- **C.18.a - Value (excl. sponsor support):** $15047628.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $10008478.30
- **C.18.a - Value (excl. sponsor support):** $10008478.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $10017822.90
- **C.18.a - Value (excl. sponsor support):** $10017822.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $21000000.00
- **C.18.a - Value (excl. sponsor support):** $21000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $7999937.20
- **C.18.a - Value (excl. sponsor support):** $7999937.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.670%, 3/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $1000.00           | $765.41            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $2000.00           | $1589.76           | Agency Debentures and Agency Strips       |
| GNMA GNRA 2017-6O FL      | 2067-02-20      | 5.6275%  |  | $245.09            | $247.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.5030%  |  | $1712546.53        | $1717125.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FL      | 2067-06-20      | 4.5274%  |  | $178.34            | $179.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-15O FH     | 2074-07-20      | 4.5030%  |  | $1148.64           | $1154.03           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $837.01            | $863.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $2965.55           | $3020.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $751.05            | $764.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $804.42            | $829.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $936.61            | $953.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $1238.40           | $1213.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $997.37            | $1050.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $1886.41           | $2021.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $860.46            | $894.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $1502.19           | $1490.50           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $2000.00           | $2043.72           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $1100.00           | $1129.31           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $3000.00           | $3057.86           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $2162.00           | $2097.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  |  | $1991.85           | $2079.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1367865.33        | $1433268.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  |  | $990.96            | $1021.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7178 | 2054-01-01      | 7.0000%  |  | $900.29            | $964.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $763.88            | $624.65            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3580%  |  | $26.57             | $26.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4680.24           | $4954.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $204.15            | $185.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $202.60            | $185.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $92013144.64       | $92493064.77       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $1400.00           | $1436.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $3992.07           | $4145.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1880.20           | $1869.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $996.36            | $1045.33           | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $201.01            | $176.04            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $900.00            | $901.17            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $3636800.00        | $3720993.53        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $100.00            | $102.00            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $100.00            | $100.05            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $4800.00           | $4834.03           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $5665800.00        | $5756680.68        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $300.00            | $283.80            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $900.00            | $862.66            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $600.00            | $594.00            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  |  | $128.42            | $127.69            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $11442700.00       | $11627325.48       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $41716000.00       | $41076666.03       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $105.66            | $96.55             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $300.00            | $302.78            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $20000.00          | $16349.01          | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $100.00            | $70.20             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $1100.00           | $777.59            | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $100.00            | $59.70             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $100.00            | $78.07             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $24998800.00       | $19564833.63       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $300.00            | $291.59            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $300.00            | $296.14            | U.S. Treasuries (including strips)        |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  |  | $400.00            | $398.99            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $100.00            | $93.95             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $100.00            | $61.85             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $5742235.15        | $5681421.70        | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $100.00            | $99.15             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $800.00            | $783.04            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $100.00            | $101.46            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $1759900.00        | $1466071.98        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $100.00            | $99.46             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $100.00            | $63.65             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  |  | $5824133.52        | $3102315.88        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $25744200.00       | $16388291.20       | U.S. Treasuries (including strips)        |

### Security 85: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.680%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 07.000 CLDE6520 | 2055-09-01      | 7.0000%  |  | $1463544.11        | $1550989.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  |  | $148277.33         | $141095.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7983 | 2042-01-01      | 3.5000%  |  | $173089.15         | $165339.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAH0946 | 2040-12-01      | 4.0000%  |  | $165951.05         | $163861.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4662 | 2051-02-01      | 2.5000%  |  | $267777.41         | $232249.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQE7410 | 2052-07-01      | 6.0000%  |  | $712556.42         | $752159.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8830 | 2055-11-01      | 6.5000%  |  | $209097.69         | $221909.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB9087 | 2051-02-01      | 2.0000%  |  | $351328.32         | $292349.47         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U89009 G | 2032-09-01      | 3.5000%  |  | $153907.07         | $152033.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0877 | 2035-02-01      | 2.5000%  |  | $561527.49         | $541432.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8909 | 2055-11-01      | 6.5000%  |  | $358590.80         | $380172.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA4633 | 2042-06-01      | 3.5000%  |  | $709948.40         | $687254.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3660 | 2039-05-01      | 3.5000%  |  | $47527.17          | $45890.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $220730.05         | $211262.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2610 | 2036-05-01      | 3.0000%  |  | $149147.83         | $142833.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  |  | $39622.13          | $40065.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB3867 | 2041-11-01      | 3.5000%  |  | $15919.54          | $15306.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB3735 | 2041-10-01      | 3.0000%  |  | $88430.25          | $84079.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1661 | 2052-03-01      | 2.5000%  |  | $221669.67         | $193538.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS0907 | 2052-03-01      | 3.5000%  |  | $7440918.51        | $6968341.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF9340 | 2056-01-01      | 7.0000%  |  | $210337.78         | $222179.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8116 | 2054-03-01      | 4.5000%  |  | $141552.55         | $140130.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  |  | $9303900.14        | $9882222.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  |  | $93461.10          | $87573.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ4840 | 2050-10-01      | 3.0000%  |  | $128247.34         | $116317.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  |  | $16774611.75       | $16996720.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9381 | 2051-03-01      | 2.0000%  |  | $1132724.74        | $926626.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $13920.10          | $12601.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  |  | $450414.73         | $467192.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  |  | $1664027.74        | $1732712.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $57111.56          | $57579.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0129 | 2053-05-01      | 5.5000%  |  | $1101111.59        | $1137218.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  |  | $51295.35          | $50167.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $28311.01          | $26357.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6810 | 2055-10-01      | 6.5000%  |  | $105722.38         | $111485.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  |  | $4930.84           | $5160.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4313 | 2055-03-01      | 5.5000%  |  | $1523280.40        | $1569994.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3695 | 2055-11-01      | 5.0000%  |  | $4974.88           | $5000.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2597 | 2056-01-01      | 5.5000%  |  | $1040116.61        | $1063448.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI8000 | 2038-08-01      | 6.0000%  |  | $48135.56          | $50514.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  |  | $5738.86           | $5876.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3101 | 2052-03-01      | 2.0000%  |  | $212211.46         | $175829.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $293070.24         | $241327.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV4999 | 2052-03-01      | 4.0000%  |  | $1185416.50        | $1140660.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU0500 | 2051-10-01      | 3.0000%  |  | $479671.74         | $430411.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0920 | 2048-12-01      | 4.5000%  |  | $129598.07         | $129335.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  |  | $5643.20           | $5843.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6768 | 2056-01-01      | 6.0000%  |  | $1170600.00        | $1221779.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6529 | 2055-12-01      | 5.5000%  |  | $5443.34           | $5567.11           | Agency Mortgage-Backed Securities |

### Security 86: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 18.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLBU4890 | 2054-09-01      | 6.0000%  |  | $691386.24         | $725930.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $522.49            | $429.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  |  | $10161235.54       | $8744189.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  |  | $3522102.03        | $3534559.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  |  | $11021461.98       | $10062128.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4651 | 2055-11-01      | 5.5000%  |  | $926024.67         | $961767.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9209 | 2055-06-01      | 5.5000%  |  | $10285583.52       | $10510020.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7791 | 2055-05-01      | 5.0000%  |  | $2685873.07        | $2703583.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3557 | 2054-10-01      | 5.5000%  |  | $3015986.56        | $3079622.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1750 | 2054-10-01      | 5.5000%  |  | $3587470.97        | $3657349.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1552 | 2055-11-01      | 6.5000%  |  | $943.50            | $989.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $8447996.72        | $8652088.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  |  | $5154675.57        | $5475090.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  |  | $964.05            | $950.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  |  | $19046568.45       | $18861473.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  |  | $3867580.90        | $3993337.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  |  | $36993611.68       | $38401720.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  |  | $755.33            | $777.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  |  | $4115762.84        | $4331054.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  |  | $914.43            | $947.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9489 | 2054-11-01      | 5.5000%  |  | $16903064.57       | $17232311.86       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5456 | 2053-12-01      | 6.5000%  |  | $4299384.99        | $4559975.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  |  | $8005164.67        | $8484610.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $7112920.86        | $7538921.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8761 | 2053-03-01      | 6.0000%  |  | $6735193.79        | $6957410.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0861 | 2052-10-01      | 5.0000%  |  | $1579758.18        | $1593950.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  |  | $644.60            | $654.53            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $14286467.21       | $13519090.25       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  |  | $183.56            | $174.79            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  |  | $355227.23         | $349880.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $753.85            | $773.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $16676266.00       | $17654951.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3351 | 2053-06-01      | 5.0000%  |  | $473316.15         | $478288.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $19145849.03       | $16635270.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $24230503.80       | $25241427.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  |  | $10167691.48       | $10644295.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $10328957.57       | $10541163.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  |  | $756.27            | $749.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $1518793.74        | $1586445.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $814.60            | $805.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  |  | $780.84            | $812.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  |  | $14865681.98       | $15221708.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $9709198.37        | $9801103.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  |  | $14822867.54       | $14963177.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  |  | $35751867.27       | $37601502.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3918 | 2052-06-01      | 4.5000%  |  | $752.02            | $745.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $746.32            | $744.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  |  | $12681195.53       | $13196896.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  |  | $966.51            | $793.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  |  | $18167413.98       | $15076448.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $74290890.15       | $61027820.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $2393334.48        | $1989287.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $127249350.72      | $104505324.90      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $91692124.37       | $75427877.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $2207741.96        | $1832112.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  |  | $39247989.28       | $33816023.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  |  | $31039329.26       | $29272925.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $947.13            | $969.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  |  | $12155951.91       | $11575158.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  |  | $13052380.55       | $12846312.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  |  | $289.73            | $266.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  |  | $236.20            | $225.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR2629 | 2043-02-01      | 3.0000%  |  | $200.04            | $185.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $886.79            | $891.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $2538289.45        | $2423331.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  |  | $121.39            | $116.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7069 | 2045-02-01      | 3.5000%  |  | $9887938.69        | $9450688.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2276 | 2036-10-01      | 2.0000%  |  | $7818494.21        | $7246306.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $16723660.09       | $17251718.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  |  | $9149653.42        | $9479254.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  |  | $847.08            | $890.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  |  | $814.66            | $860.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  |  | $696.84            | $735.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7514 | 2053-11-01      | 6.0000%  |  | $749.66            | $790.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  |  | $295108.48         | $311895.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $857.44            | $877.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  |  | $809.07            | $837.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  |  | $738.20            | $777.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  |  | $152772.24         | $159381.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $778.76            | $817.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  |  | $872.93            | $871.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $340351.65         | $345323.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  |  | $62507.77          | $63233.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  |  | $13359079.13       | $11460004.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2043 | 2051-11-01      | 2.0000%  |  | $1066175.67        | $883731.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2050 | 2051-11-01      | 2.5000%  |  | $3491526.25        | $3019764.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  |  | $5163692.54        | $4636736.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  |  | $9184122.73        | $9580487.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9234 | 2051-02-01      | 3.0000%  |  | $3847044.17        | $3483320.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  |  | $10151392.59       | $9291282.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $676.63            | $561.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  |  | $3605292.14        | $2960897.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  |  | $3666335.02        | $3178649.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7297 | 2050-10-01      | 2.5000%  |  | $59505099.65       | $51446971.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  |  | $984172.48         | $1013098.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  |  | $385186.30         | $399481.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  |  | $10211.09          | $10638.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0427 | 2052-11-01      | 5.5000%  |  | $10368389.32       | $10616718.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  |  | $3888986.55        | $3970304.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  |  | $708061.01         | $735551.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $633.18            | $523.48            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  |  | $277.16            | $264.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4855 | 2052-10-01      | 6.0000%  |  | $7529037.21        | $7812349.85        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V84321 G | 2048-06-01      | 3.5000%  |  | $3620354.81        | $3422094.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $7798803.84        | $6403247.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  |  | $754.98            | $776.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  |  | $2912.31           | $3035.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  |  | $16565592.16       | $17507947.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  |  | $3744060.59        | $3750406.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $5731009.48        | $4989536.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  |  | $4154938.43        | $4206600.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  |  | $80746.54          | $84566.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $6816999.25        | $7036489.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  |  | $659.26            | $541.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $15320445.62       | $15869305.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5139 | 2054-04-01      | 6.5000%  |  | $1447621.24        | $1508234.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $4456470.94        | $4558615.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  |  | $2510243.67        | $2622826.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  |  | $950.84            | $989.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $675.30            | $560.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $887.77            | $914.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  |  | $869.31            | $898.88            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q23585 G | 2043-12-01      | 4.5000%  |  | $133.91            | $135.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  |  | $1714.58           | $1800.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  |  | $673.45            | $560.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $518.25            | $540.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6917 | 2053-08-01      | 5.5000%  |  | $967.97            | $987.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $4811306.34        | $4916387.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  |  | $590.40            | $485.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  |  | $3269212.59        | $3228641.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7037 | 2050-09-01      | 2.5000%  |  | $3822327.16        | $3304722.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $720.99            | $752.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  |  | $30442406.02       | $32137259.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  |  | $7830452.38        | $8213967.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  |  | $844.57            | $856.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  |  | $10420528.39       | $10790981.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  |  | $660.11            | $548.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0550 | 2054-06-01      | 5.0000%  |  | $2743616.38        | $2763528.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $16059798.41       | $16552281.06       | Agency Mortgage-Backed Securities |

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8984704.23
- **C.18.a - Value (excl. sponsor support):** $8984704.23
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59727304.80
- **C.18.a - Value (excl. sponsor support):** $59727304.80
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61718214.96
- **C.18.a - Value (excl. sponsor support):** $61718214.96
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63534746.88
- **C.18.a - Value (excl. sponsor support):** $63534746.88
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $24750200.25
- **C.18.a - Value (excl. sponsor support):** $24750200.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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):** $5940048.06
- **C.18.a - Value (excl. sponsor support):** $5940048.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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):** $57420464.58
- **C.18.a - Value (excl. sponsor support):** $57420464.58
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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):** $57420464.58
- **C.18.a - Value (excl. sponsor support):** $57420464.58
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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):** $29620524.90
- **C.18.a - Value (excl. sponsor support):** $29620524.90
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: 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):** $57106262.92
- **C.18.a - Value (excl. sponsor support):** $57106262.92
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.725%, 3/5/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61807025.62
- **C.18.a - Value (excl. sponsor support):** $61807025.62
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $60572416.52
- **C.18.a - Value (excl. sponsor support):** $60572416.52
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21884956.50
- **C.18.a - Value (excl. sponsor support):** $21884956.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.785%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39996002.40
- **C.18.a - Value (excl. sponsor support):** $39996002.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29802673.80
- **C.18.a - Value (excl. sponsor support):** $29802673.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.810%, 2/17/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61906612.50
- **C.18.a - Value (excl. sponsor support):** $61906612.50
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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? 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,  3.470%, 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):** $28181530.68
- **C.18.a - Value (excl. sponsor support):** $28181530.68
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 104: 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):** $55391284.44
- **C.18.a - Value (excl. sponsor support):** $55391284.44
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35869446.00
- **C.18.a - Value (excl. sponsor support):** $35869446.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 3/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59697041.40
- **C.18.a - Value (excl. sponsor support):** $59697041.40
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: 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):** $19389975.00
- **C.18.a - Value (excl. sponsor support):** $19389975.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 108: 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):** $28048812.18
- **C.18.a - Value (excl. sponsor support):** $28048812.18
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: 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):** $82535949.72
- **C.18.a - Value (excl. sponsor support):** $82535949.72
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 110: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15681562.56
- **C.18.a - Value (excl. sponsor support):** $15681562.56
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7945000.00
- **C.18.a - Value (excl. sponsor support):** $7945000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9905234.40
- **C.18.a - Value (excl. sponsor support):** $9905234.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11824031.28
- **C.18.a - Value (excl. sponsor support):** $11824031.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15217149.18
- **C.18.a - Value (excl. sponsor support):** $15217149.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8815078.08
- **C.18.a - Value (excl. sponsor support):** $8815078.08
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28165210.92
- **C.18.a - Value (excl. sponsor support):** $28165210.92
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.858%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.763%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30006949.50
- **C.18.a - Value (excl. sponsor support):** $30006949.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: 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):** $11544023.38
- **C.18.a - Value (excl. sponsor support):** $11544023.38
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: 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):** $15009843.75
- **C.18.a - Value (excl. sponsor support):** $15009843.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 121: 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):** $12991062.50
- **C.18.a - Value (excl. sponsor support):** $12991062.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 122: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.818%, 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):** $25026314.25
- **C.18.a - Value (excl. sponsor support):** $25026314.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: 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):** $25130546.75
- **C.18.a - Value (excl. sponsor support):** $25130546.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 124: 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):** $16088500.00
- **C.18.a - Value (excl. sponsor support):** $16088500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 125: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.711%, 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):** $60022968.60
- **C.18.a - Value (excl. sponsor support):** $60022968.60
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.773%, 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):** $72101118.96
- **C.18.a - Value (excl. sponsor support):** $72101118.96
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 2/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FHLMC REMIC SERIES K- | 2032-12-25      | 3.8200%  |  | $145000.00         | $141392.72         | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2032-07-25      | 3.5000%  |  | $430000.00         | $413220.30         | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2028-11-25      | 2.0500%  |  | $163000.00         | $155627.74         | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  |  | $13359416.00       | $11969080.04       | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2028-11-25      | 3.8590%  |  | $25195032.00       | $25257859.31       | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2028-02-25      | 3.7290%  |  | $465342.43         | $465725.83         | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2027-12-25      | 3.4440%  |  | $1400000.00        | $1394306.67        | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $1250610.16        | $1241352.28        | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2029-01-25      | 3.6900%  |  | $44202000.00       | $44051249.08       | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 2.1080%  |  | $23480000.00       | $21493171.97       | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2030-05-28      | 1.3500%  |  | $20525000.00       | $18461488.34       | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2030-08-25      | 1.4060%  |  | $280000.00         | $250324.09         | Agency Mortgage-Backed Securities |
| FMAC FHLMC REMIC SERIES K- | 2030-09-25      | 1.5660%  |  | $90000000.00       | $80831205.00       | Agency Mortgage-Backed Securities |

### Security 128: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $28199750.90       | $26230327.27       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $13271998.78       | $11881963.37       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $7855155.70        | $7470590.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $168473720.00      | $160823524.98      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $818800.08         | $650504.00         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $654387.90         | $618988.42         | Agency Mortgage-Backed Securities         |

### Security 129: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 DO4368 C | 2065-10-20      | 6.5000%  |  | $15787410.40       | $16492414.75       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5299 C | 2065-11-20      | 6.5000%  |  | $16321220.80       | $17020652.20       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ5819   | 2061-01-15      | 4.7300%  |  | $18800000.00       | $18521050.83       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0386   | 2061-01-15      | 5.0000%  |  | $16413200.00       | $16645558.03       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4369 C | 2065-11-20      | 6.5000%  |  | $1630027.67        | $1702821.62        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0385   | 2061-01-15      | 5.0000%  |  | $16481600.00       | $16714926.35       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3718 C | 2065-10-20      | 6.5000%  |  | $14574914.72       | $15225802.88       | Agency Mortgage-Backed Securities |

### Security 130: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 2/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DI9460 C | 2055-04-20      | 6.5000%  |  | $2265565.81        | $2413269.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5912 C | 2055-11-20      | 6.5000%  |  | $2282941.65        | $2395143.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2308 C | 2055-11-20      | 6.0000%  |  | $2228933.97        | $2374847.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6569 C | 2055-10-20      | 6.5000%  |  | $2005908.21        | $2128371.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2563 C | 2055-11-20      | 6.0000%  |  | $1578496.89        | $1667087.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2667 C | 2055-01-20      | 5.0000%  |  | $2379514.45        | $2400872.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2835 C | 2051-04-20      | 3.5000%  |  | $2568111.39        | $2366253.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1207 C | 2056-01-20      | 7.0000%  |  | $2226855.00        | $2369691.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0068 C | 2055-10-20      | 6.5000%  |  | $2242861.94        | $2353092.12        | Agency Mortgage-Backed Securities |

### Security 131: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF AY6491 C | 2047-03-20      | 4.0000%  |  | $1759062.04        | $1674397.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2085 C | 2055-10-20      | 6.0000%  |  | $1490174.48        | $1554660.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1703 C | 2055-11-20      | 5.0000%  |  | $1655943.94        | $1675536.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0005 C | 2055-03-20      | 7.0000%  |  | $1486312.01        | $1558571.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0480 M | 2055-07-20      | 3.0000%  |  | $1786832.50        | $1619650.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0754 C | 2056-01-20      | 6.0000%  |  | $1547322.00        | $1605976.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0750 C | 2056-01-20      | 6.0000%  |  | $1496146.00        | $1552857.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0595 C | 2056-01-20      | 6.0000%  |  | $1211834.00        | $1257771.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7730 C | 2056-01-20      | 5.5000%  |  | $1530912.00        | $1586507.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3289 C | 2056-01-20      | 7.0000%  |  | $1539030.00        | $1623045.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5787 C | 2054-11-20      | 6.5000%  |  | $1565686.68        | $1652607.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5135 C | 2055-11-20      | 6.5000%  |  | $1471222.80        | $1543530.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7311 M | 2051-04-20      | 2.0000%  |  | $1860775.44        | $1552835.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6420 C | 2048-03-20      | 4.0000%  |  | $1730666.53        | $1647340.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $1828291.43        | $1591589.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7366 M | 2051-05-20      | 2.0000%  |  | $1853780.84        | $1546945.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3291 C | 2056-01-20      | 7.0000%  |  | $1585347.00        | $1671889.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1599 C | 2055-12-20      | 6.0000%  |  | $1505867.80        | $1583896.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0753 C | 2056-01-20      | 6.0000%  |  | $1574382.00        | $1634062.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9866 C | 2056-01-20      | 6.0000%  |  | $1590988.00        | $1664767.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1120 C | 2056-01-20      | 6.0000%  |  | $1545648.00        | $1586241.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1982 C | 2056-01-20      | 5.5000%  |  | $1402384.00        | $1445475.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3377 C | 2055-09-20      | 6.5000%  |  | $1539977.71        | $1640844.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2854 C | 2056-01-20      | 6.5000%  |  | $1504755.00        | $1579615.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1371 C | 2056-01-20      | 6.5000%  |  | $1552789.00        | $1611556.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0365 C | 2056-01-20      | 7.0000%  |  | $1599012.00        | $1675797.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8716 C | 2056-01-20      | 6.0000%  |  | $1588926.00        | $1649157.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1236 C | 2055-10-20      | 6.0000%  |  | $1558168.93        | $1621943.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM5780 C | 2055-10-20      | 5.5000%  |  | $1626073.16        | $1662621.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3573 C | 2055-08-20      | 5.5000%  |  | $1618959.11        | $1669675.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4209 C | 2055-02-20      | 7.0000%  |  | $1545459.23        | $1619670.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR1535 C | 2049-11-20      | 4.0000%  |  | $1661510.51        | $1620928.48        | Agency Mortgage-Backed Securities |

### Security 132: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.780%, 2/3/2026
- **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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $400.00            | $193.25            | U.S. Treasuries (including strips) |
| USTR 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  |  | $182.69            | $205.20            | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $25502045.14       | $25662757.33       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $100.00            | $73.12             | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 3.8577%  |  | $100.00            | $100.98            | U.S. Treasuries (including strips) |

### Security 133: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $93000000.00
- **C.18.a - Value (excl. sponsor support):** $93000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-188 FA      | 2055-11-20      | 4.9530%  |  | $1867618.91        | $1882137.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.7030%  |  | $31020.41          | $30944.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8530%  |  | $5801398.65        | $5862064.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.7230%  |  | $5382424.92        | $5392161.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.7030%  |  | $1134962.68        | $1139088.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7630%  |  | $241.60            | $243.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.0030%  |  | $125.88            | $127.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $102791.24         | $105553.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.2030%  |  | $30.68             | $31.10             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.1030%  |  | $30.47             | $30.84             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.7030%  |  | $77.45             | $77.72             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 YF      | 2051-11-20      | 3.0000%  |  | $13276308.14       | $11473920.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $75.01             | $63.06             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7246%  |  | $122060.45         | $118705.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $229438.81         | $230496.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-143 AF      | 2049-11-20      | 4.2398%  |  | $285666.14         | $281295.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 4.8530%  |  | $4625291.32        | $4675175.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5615AE 03/25/53  | 2053-03-25      | 4.7500%  |  | $85044.18          | $85339.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.6030%  |  | $113.29            | $113.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $510042.74         | $517778.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FA      | 2051-05-20      | 3.0000%  |  | $445679.85         | $385183.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.8030%  |  | $4833523.36        | $4881134.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.5030%  |  | $8433357.64        | $8564383.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.7030%  |  | $10622.58          | $10601.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9473%  |  | $365690.96         | $368842.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.7074%  |  | $7363407.16        | $7455947.49        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLRA8889  | 2053-04-01      | 6.0000%  |  | $333.86            | $353.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6513  | 2053-06-01      | 5.0000%  |  | $72.55             | $74.15             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $1506.18           | $1565.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8386  | 2054-07-01      | 6.0000%  |  | $192.20            | $197.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4834  | 2053-02-01      | 6.5000%  |  | $183.88            | $192.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $67204.86          | $72781.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6461  | 2053-06-01      | 5.5000%  |  | $15072.92          | $15407.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $142.10            | $127.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $124.54            | $107.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3943  | 2049-08-01      | 4.0000%  |  | $64.30             | $62.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $3.46              | $3.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  |  | $45791.31          | $41568.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $73.76             | $69.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1505  | 2052-08-01      | 4.5000%  |  | $71.91             | $71.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $5.36              | $5.57              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848158 G         | 2036-02-01      | 6.3920%  |  | $23477.88          | $24223.05          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AD0390  | 2038-09-01      | 6.6300%  |  | $25292.10          | $26170.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $78.70             | $85.79             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $695005.45         | $560807.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5395  | 2053-01-01      | 5.5000%  |  | $1971937.50        | $2013154.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $889945.11         | $793810.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004617 M      | 2040-01-20      | 4.5000%  |  | $325.36            | $328.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M      | 2048-09-20      | 4.0000%  |  | $9.35              | $9.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $89.62             | $91.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CC3547 C      | 2041-09-20      | 4.5000%  |  | $137.81            | $136.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7752  | 2050-11-01      | 3.0000%  |  | $184.10            | $167.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3174 M      | 2045-10-20      | 4.0000%  |  | $53.44             | $52.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3181  | 2037-11-01      | 3.5000%  |  | $13.13             | $12.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004746 M      | 2040-07-20      | 4.5000%  |  | $13.88             | $14.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0879  | 2050-12-01      | 4.0000%  |  | $97.46             | $95.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9959  | 2052-06-01      | 4.0000%  |  | $511491.18         | $493414.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3605  | 2053-08-01      | 5.5000%  |  | $243.01            | $250.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $84.74             | $74.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5877  | 2054-07-01      | 5.5000%  |  | $85.05             | $88.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS4266  | 2043-03-01      | 5.0000%  |  | $51140.74          | $52645.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $226.76            | $194.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4951  | 2053-06-01      | 5.0000%  |  | $1256259.82        | $1278024.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164  | 2053-10-01      | 5.0000%  |  | $134.07            | $135.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M      | 2040-10-20      | 4.5000%  |  | $12.88             | $12.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3737  | 2034-08-01      | 2.5000%  |  | $24.57             | $23.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809  | 2036-07-01      | 2.5000%  |  | $186067.05         | $177069.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  |  | $389436.42         | $391483.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $264.42            | $275.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $144605.77         | $129022.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $249.77            | $259.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9644  | 2046-11-01      | 3.0000%  |  | $64922.58          | $59625.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  |  | $286.14            | $304.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8602  | 2054-07-01      | 6.5000%  |  | $255021.11         | $265163.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD2538 C      | 2065-04-20      | 7.0000%  |  | $199.27            | $208.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5598  | 2045-01-01      | 5.5000%  |  | $73.69             | $75.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  |  | $89.72             | $88.66             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1157  | 2028-11-01      | 1.8000%  |  | $97.89             | $92.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS6597 C      | 2050-04-20      | 4.0000%  |  | $32.46             | $31.02             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1H1350 G         | 2036-10-01      | 6.2180%  |  | $0.99              | $1.03              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB905190  | 2036-11-01      | 6.3100%  |  | $491.34            | $509.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5353  | 2050-03-01      | 3.5000%  |  | $439878.19         | $411514.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4120  | 2050-09-01      | 2.5000%  |  | $46.38             | $39.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  |  | $244.35            | $235.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6339 M      | 2049-12-20      | 3.5000%  |  | $26.73             | $24.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3876  | 2047-06-01      | 4.0000%  |  | $85981.35          | $83560.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6378  | 2054-09-01      | 6.0000%  |  | $172.59            | $180.40            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1766 G         | 2037-07-01      | 6.2750%  |  | $2884.09           | $2992.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7871 M      | 2052-02-20      | 2.5000%  |  | $151.22            | $128.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA4645 M      | 2047-08-20      | 4.5000%  |  | $60.40             | $59.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $93.81             | $98.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  |  | $68.50             | $61.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3847  | 2053-05-01      | 7.0000%  |  | $94.52             | $103.21            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849020 G         | 2037-01-01      | 6.1240%  |  | $5968.63           | $6156.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $6032.24           | $6185.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0859 C      | 2064-09-20      | 7.0000%  |  | $30.91             | $32.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA2627  | 2046-05-01      | 4.0000%  |  | $18371.80          | $17576.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8222  | 2054-10-01      | 6.0000%  |  | $195.86            | $200.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK0366  | 2040-08-01      | 3.0000%  |  | $112.17            | $104.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTQK0209  | 2040-02-01      | 3.5000%  |  | $41.37             | $39.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4696  | 2054-09-01      | 7.0000%  |  | $68.22             | $72.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4695  | 2054-09-01      | 7.0000%  |  | $84.31             | $89.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3545  | 2054-09-01      | 6.5000%  |  | $338.21            | $358.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $433.95            | $447.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1762  | 2054-07-01      | 6.0000%  |  | $384.40            | $395.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5505  | 2053-11-01      | 6.5000%  |  | $94.96             | $99.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $260.79            | $272.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $73.50             | $79.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717  | 2053-10-01      | 5.5000%  |  | $90.87             | $94.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG8937  | 2053-08-01      | 6.5000%  |  | $222.18            | $234.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7509  | 2053-08-01      | 5.0000%  |  | $257.50            | $260.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $72.96             | $67.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7643 M      | 2051-10-20      | 4.5000%  |  | $177.90            | $175.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7468 M      | 2051-06-20      | 4.5000%  |  | $328.96            | $320.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1915  | 2049-02-01      | 3.0000%  |  | $92.58             | $84.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9409  | 2056-01-01      | 6.5000%  |  | $20293.38          | $21192.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317  | 2054-10-01      | 5.0000%  |  | $8172.96           | $8227.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6524  | 2053-06-01      | 5.5000%  |  | $75.68             | $78.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6747  | 2051-11-01      | 3.0000%  |  | $127.03            | $113.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7191  | 2052-04-01      | 3.5000%  |  | $143.85            | $134.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5077  | 2051-05-01      | 2.5000%  |  | $130.02            | $113.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  |  | $286.32            | $249.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7308 M      | 2051-04-20      | 4.5000%  |  | $40.59             | $40.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7251 M      | 2051-03-20      | 4.5000%  |  | $61.56             | $59.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6990 M      | 2050-11-20      | 4.5000%  |  | $100.07            | $98.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6649 M      | 2050-05-20      | 4.5000%  |  | $89.19             | $87.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6402 M      | 2050-01-20      | 4.5000%  |  | $14.80             | $14.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6332 M      | 2049-12-20      | 4.5000%  |  | $86.01             | $85.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7131 M      | 2051-01-20      | 4.5000%  |  | $320.44            | $312.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $28597.00          | $29655.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5139  | 2052-11-01      | 5.5000%  |  | $157.39            | $160.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4852  | 2052-10-01      | 4.5000%  |  | $387331.91         | $382883.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4759  | 2037-09-01      | 5.0000%  |  | $77875.40          | $79508.97          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $8712.73           | $8661.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $157418.20         | $137347.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4756  | 2037-09-01      | 5.0000%  |  | $63082.95          | $64635.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $38883.64          | $38584.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3922  | 2052-06-01      | 5.0000%  |  | $2064739.78        | $2086394.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3583  | 2052-05-01      | 3.0000%  |  | $1253928.08        | $1120368.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $144.86            | $118.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $128755.23         | $134809.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $1.65              | $1.79              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS888521  | 2034-03-01      | 6.1730%  |  | $21426.57          | $22184.59          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888490  | 2035-05-01      | 6.3990%  |  | $578.22            | $594.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1055  | 2055-09-01      | 6.5000%  |  | $96.28             | $101.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1007  | 2055-09-01      | 5.5000%  |  | $2459.16           | $2541.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $86.76             | $90.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0012  | 2051-08-01      | 3.0000%  |  | $70.25             | $63.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8817  | 2052-05-01      | 3.0000%  |  | $4645.25           | $4193.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5628  | 2053-09-01      | 5.5000%  |  | $77.26             | $80.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $157319.95         | $162705.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4967  | 2052-10-01      | 4.0000%  |  | $402489.51         | $388140.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4842  | 2053-06-01      | 5.5000%  |  | $45306.38          | $46792.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $76.70             | $68.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2040  | 2052-02-01      | 2.0000%  |  | $2945250.99        | $2412973.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1535  | 2052-04-01      | 3.0000%  |  | $288.17            | $259.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4495  | 2051-02-01      | 2.0000%  |  | $161502.38         | $132553.25         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7725  | 2049-11-01      | 6.4080%  |  | $415058.58         | $436517.93         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $271.88            | $269.51            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6916  | 2050-12-01      | 2.1680%  |  | $35101.29          | $32965.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $9018.40           | $9550.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1262  | 2052-04-01      | 3.5000%  |  | $139.17            | $130.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9617  | 2048-10-01      | 4.0000%  |  | $113.71            | $111.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM1474  | 2037-09-01      | 6.2560%  |  | $51416.07          | $53256.20          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ0420  | 2047-09-01      | 6.3080%  |  | $7438.37           | $7760.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3700  | 2055-11-01      | 5.5000%  |  | $115.28            | $117.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  |  | $128159.56         | $130752.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0715  | 2055-09-01      | 6.5000%  |  | $40603.72          | $42556.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9490  | 2055-09-01      | 6.0000%  |  | $97.64             | $102.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8016  | 2055-09-01      | 6.5000%  |  | $152549.23         | $160211.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3703  | 2055-08-01      | 6.0000%  |  | $9006.32           | $9369.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $619.24            | $644.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD9495  | 2040-07-01      | 5.5000%  |  | $478.35            | $491.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  |  | $127091.28         | $132251.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M      | 2047-11-20      | 3.5000%  |  | $36.58             | $34.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5923  | 2055-04-01      | 5.5000%  |  | $388.24            | $398.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1800  | 2055-02-01      | 6.0000%  |  | $78497.05          | $81539.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6090 M      | 2049-08-20      | 3.5000%  |  | $98.43             | $92.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA9006  | 2051-01-01      | 4.5000%  |  | $24648.00          | $24780.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  |  | $103054.27         | $112362.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2440  | 2053-05-01      | 6.0000%  |  | $222.12            | $233.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $77.95             | $82.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG1305  | 2053-04-01      | 7.0000%  |  | $105686.23         | $114842.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9202  | 2053-03-01      | 5.5000%  |  | $73.09             | $75.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2957  | 2052-11-01      | 4.5000%  |  | $71.04             | $70.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $93.60             | $96.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $245.20            | $258.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $202.80            | $204.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQE8892  | 2052-08-01      | 6.0000%  |  | $67.55             | $71.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0258  | 2052-04-01      | 3.5000%  |  | $325.25            | $306.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA5321 M      | 2048-07-20      | 4.5000%  |  | $11.69             | $11.56             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA4216 M      | 2047-01-20      | 5.5000%  |  | $2.26              | $2.32              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA3959 M      | 2046-09-20      | 5.3750%  |  | $5.30              | $5.43              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3674 M      | 2046-05-20      | 5.5000%  |  | $3364.49           | $3446.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3377 M      | 2046-01-20      | 4.0000%  |  | $33.92             | $32.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3598 M      | 2046-04-20      | 4.0000%  |  | $17.92             | $17.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M      | 2046-04-20      | 3.5000%  |  | $10.73             | $10.14             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 5.3750%  |  | $542.54            | $546.54            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $1.47              | $1.52              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA4119  | 2056-01-01      | 7.0000%  |  | $98.09             | $105.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA4112  | 2056-01-01      | 7.0000%  |  | $195.99            | $208.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1290  | 2055-10-01      | 5.5000%  |  | $195.56            | $199.36            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WSWS4041  | 2040-08-01      | 4.9000%  |  | $472482.99         | $475091.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  |  | $94.53             | $99.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3394  | 2051-11-01      | 2.0000%  |  | $96.39             | $79.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2147  | 2055-08-01      | 5.5000%  |  | $95.11             | $97.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7057  | 2050-09-01      | 3.5000%  |  | $50.09             | $47.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2479  | 2048-10-01      | 4.5000%  |  | $1872329.24        | $1877693.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $124084.61         | $133420.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9877  | 2053-11-01      | 6.5000%  |  | $96895.89          | $103356.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY5975  | 2053-06-01      | 7.0000%  |  | $92742.50          | $100124.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6464  | 2054-02-01      | 5.0000%  |  | $332785.17         | $335041.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6419  | 2054-01-01      | 5.5000%  |  | $155703.20         | $158736.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  |  | $43841.46          | $46971.14          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843998  | 2035-11-01      | 5.9630%  |  | $39434.03          | $40434.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $1262.71           | $1368.24           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844789  | 2035-11-01      | 5.8990%  |  | $5.44              | $5.56              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.2130%  |  | $12719.06          | $13159.71          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WZ841851  | 2045-08-01      | 6.0430%  |  | $22666.11          | $23633.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL788359  | 2033-10-01      | 6.5000%  |  | $15534.10          | $16142.85          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB671133  | 2033-02-01      | 6.1630%  |  | $4236.26           | $4303.55           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD670845  | 2032-12-01      | 5.9000%  |  | $551.25            | $567.41            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2075  | 2043-06-01      | 6.2430%  |  | $6042.93           | $6311.60           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6433  | 2047-09-01      | 3.4200%  |  | $88.26             | $75.95             | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 786837 M      | 2049-08-20      | 5.0480%  |  | $6771.77           | $6836.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726316 X      | 2039-09-15      | 5.0000%  |  | $12.27             | $12.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005115 M      | 2041-07-20      | 4.5000%  |  | $227.02            | $228.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M      | 2041-06-20      | 4.5000%  |  | $23.39             | $23.46             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004751 M      | 2038-12-20      | 7.0000%  |  | $21.96             | $22.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $397.54            | $401.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004678 M      | 2040-04-20      | 4.5000%  |  | $132.63            | $133.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $441.16            | $445.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004519 M      | 2039-08-20      | 4.5000%  |  | $27.45             | $27.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004468 M      | 2039-06-20      | 4.5000%  |  | $465.62            | $466.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003388 M      | 2033-05-20      | 4.5000%  |  | $244.91            | $245.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002725 M      | 2028-12-20      | 4.5000%  |  | $109.19            | $107.57            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M      | 2055-10-20      | 4.5000%  |  | $352430.00         | $355077.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3023  | 2053-06-01      | 5.5000%  |  | $92.82             | $94.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $80026.63          | $87813.13          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX4175  | 2052-12-01      | 5.7770%  |  | $206185.80         | $212275.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9710  | 2053-05-01      | 3.0000%  |  | $14536.85          | $12947.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV7822  | 2052-06-01      | 4.5000%  |  | $98375.50          | $97411.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  |  | $71077.04          | $73231.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT7347  | 2051-09-01      | 2.0000%  |  | $69.54             | $56.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT6809  | 2051-10-01      | 2.0000%  |  | $15136.50          | $12401.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $272824.54         | $244983.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0417  | 2051-06-01      | 2.5000%  |  | $30212.82          | $25980.73          | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.590 MLBS2947  | 2051-09-01      | 2.5900%  |  | $180506.10         | $134586.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD3200  | 2051-12-01      | 3.0000%  |  | $64.80             | $57.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8814  | 2050-04-01      | 2.5000%  |  | $447.44            | $382.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $55.48             | $49.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $59.90             | $57.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $77.52             | $78.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $153.89            | $125.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $113258.97         | $119572.49         | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787723 M      | 2048-05-20      | 5.3170%  |  | $119822.08         | $121835.52         | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787466 M      | 2049-08-20      | 5.4360%  |  | $13656.23          | $13946.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  |  | $89.10             | $96.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB1905  | 2054-08-01      | 7.5000%  |  | $482.07            | $525.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6465  | 2054-03-01      | 5.5000%  |  | $155.16            | $159.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  |  | $86880.65          | $92277.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501  | 2053-05-01      | 6.5000%  |  | $302.51            | $323.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2493  | 2053-03-01      | 6.0000%  |  | $83.42             | $88.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $86.87             | $90.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641  | 2052-09-01      | 4.5000%  |  | $219.56            | $218.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1518  | 2052-08-01      | 4.5000%  |  | $157.06            | $156.07            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B3805 G         | 2045-02-01      | 6.5520%  |  | $2351.00           | $2453.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $106022.37         | $107693.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $12.47             | $12.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3241  | 2047-05-01      | 4.5000%  |  | $69.83             | $70.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $11975.41          | $11805.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  |  | $18081.98          | $18815.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5175  | 2043-10-01      | 5.5000%  |  | $64.29             | $65.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $99.02             | $103.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026  | 2053-04-01      | 3.5000%  |  | $82.86             | $77.14             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2082  | 2038-12-01      | 6.7270%  |  | $83216.35          | $87297.13          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1805  | 2037-08-01      | 5.8290%  |  | $6.36              | $6.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $16859.07          | $17214.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI7784  | 2041-07-01      | 4.5000%  |  | $2.97              | $2.99              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1750%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS580720  | 2031-12-01      | 5.9380%  |  | $3282.79           | $3375.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $12.31             | $12.53             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.4280%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462361  | 2037-07-01      | 6.4170%  |  | $4452.67           | $4512.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $380.13            | $373.77            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MB0887 M      | 2056-01-20      | 3.5000%  |  | $110.62            | $109.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M      | 2055-06-20      | 6.0000%  |  | $474.18            | $487.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $2402116.41        | $2442951.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  |  | $516.48            | $500.16            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9691  | 2042-06-01      | 6.4130%  |  | $120436.08         | $126179.06         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL4980  | 2044-02-01      | 6.5830%  |  | $1002.58           | $1045.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8155  | 2051-07-01      | 2.0000%  |  | $72.41             | $59.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122  | 2051-01-01      | 2.5000%  |  | $92.25             | $79.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504  | 2049-08-01      | 3.5000%  |  | $94.51             | $89.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9876  | 2055-12-01      | 5.5000%  |  | $95.56             | $98.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  |  | $164.50            | $172.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8023  | 2049-11-01      | 2.5000%  |  | $24.01             | $20.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2032  | 2054-07-01      | 6.0000%  |  | $87.15             | $89.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7409  | 2055-11-01      | 6.5000%  |  | $195.44            | $205.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3410  | 2055-09-01      | 6.5000%  |  | $266752.08         | $277878.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1934  | 2055-08-01      | 6.5000%  |  | $166.98            | $174.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0053  | 2055-04-01      | 6.5000%  |  | $97.12             | $103.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0810  | 2055-04-01      | 6.5000%  |  | $248728.79         | $261089.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6819  | 2055-03-01      | 6.5000%  |  | $92.88             | $97.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX4033  | 2055-01-01      | 5.5000%  |  | $288654.24         | $294583.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD4850  | 2035-05-01      | 7.0000%  |  | $4413.15           | $4636.56           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LAAD0082  | 2035-10-01      | 6.1290%  |  | $5406.17           | $5575.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5944  | 2056-01-01      | 5.0000%  |  | $104.43            | $104.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4749  | 2053-11-01      | 6.5000%  |  | $63.61             | $66.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  |  | $116.75            | $125.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331  | 2054-03-01      | 6.0000%  |  | $233.18            | $243.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520  | 2042-01-01      | 2.0000%  |  | $69.92             | $61.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $68.45             | $56.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4268  | 2041-02-01      | 2.0000%  |  | $21179.72          | $18656.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4096  | 2050-08-01      | 2.5000%  |  | $42.11             | $36.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $26.62             | $26.72             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.3320%  |  | $15775.65          | $16477.04          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8910 G         | 2041-11-01      | 6.2500%  |  | $4946.62           | $5185.84           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1145 G         | 2039-05-01      | 6.6920%  |  | $689.87            | $715.59            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4310%  |  | $16532.78          | $17045.04          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.3850%  |  | $5.66              | $5.86              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2143 G         | 2037-08-01      | 6.5360%  |  | $53197.49          | $55358.75          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0248 G         | 2036-10-01      | 6.6820%  |  | $1642.52           | $1668.10           | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $16590.49          | $17447.77          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.4010%  |  | $3.57              | $3.60              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841662 G         | 2038-08-01      | 6.3730%  |  | $12026.41          | $12612.59          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841607 G         | 2053-08-01      | 4.7500%  |  | $1011.28           | $1019.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465  | 2051-11-01      | 2.0000%  |  | $514259.19         | $420364.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $69.60             | $59.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  |  | $72.85             | $59.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $127.54            | $126.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA3140  | 2047-09-01      | 4.0000%  |  | $12.79             | $12.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1106  | 2032-07-01      | 3.0000%  |  | $14.63             | $14.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445  | 2039-11-01      | 5.0000%  |  | $31782.22          | $32738.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA3030  | 2039-04-01      | 6.0000%  |  | $2755.81           | $2864.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0283 C      | 2055-07-20      | 6.5000%  |  | $194.92            | $205.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $7.03              | $7.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934  | 2043-02-01      | 5.0000%  |  | $389.55            | $394.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2079 C      | 2055-11-20      | 6.5000%  |  | $390.67            | $409.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  |  | $2841.16           | $2965.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7130 C      | 2055-01-20      | 6.5000%  |  | $96.69             | $102.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH4103 C      | 2065-03-20      | 7.0000%  |  | $292.98            | $305.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG7338 C      | 2065-03-20      | 6.5000%  |  | $81.21             | $85.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8141 C      | 2054-03-20      | 5.0000%  |  | $94.91             | $96.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2499 C      | 2054-03-20      | 5.5000%  |  | $79.38             | $81.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ0414 C      | 2065-04-20      | 7.0000%  |  | $39.22             | $40.94             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0300 X      | 2053-05-15      | 7.0000%  |  | $85.72             | $90.46             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0257 X      | 2053-07-15      | 7.0000%  |  | $95.30             | $100.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9963 M      | 2054-10-20      | 4.5000%  |  | $447846.50         | $440349.55         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 783132 G         | 2035-05-01      | 6.3610%  |  | $1874.60           | $1943.95           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840633 G         | 2045-05-01      | 6.2840%  |  | $7.96              | $8.30              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 780193 G         | 2033-01-01      | 6.0180%  |  | $3781.10           | $3885.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8476  | 2054-06-01      | 6.5000%  |  | $289.13            | $309.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5120  | 2032-10-01      | 3.5000%  |  | $83.85             | $83.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5010  | 2039-07-01      | 2.5000%  |  | $5050.82           | $4632.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8364  | 2053-04-01      | 4.5000%  |  | $78.20             | $77.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $148.54            | $147.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL3468 C      | 2038-11-20      | 6.5000%  |  | $353.78            | $377.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL3463 C      | 2041-12-20      | 4.0000%  |  | $465.24            | $445.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG0777 C      | 2046-07-20      | 4.0000%  |  | $268.03            | $257.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1395 C      | 2038-08-20      | 6.0000%  |  | $38042.75          | $40009.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1392 C      | 2049-02-20      | 5.0000%  |  | $100.58            | $101.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ3399 C      | 2053-07-20      | 7.5000%  |  | $54.14             | $58.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2767  | 2052-01-01      | 2.0000%  |  | $184548.28         | $151025.29         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA2466 M      | 2044-12-20      | 4.7500%  |  | $2.21              | $2.27              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB4292 C      | 2051-03-20      | 4.0000%  |  | $141.01            | $134.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL933409  | 2038-03-01      | 5.0000%  |  | $2178.34           | $2230.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CL932846  | 2040-12-01      | 3.0000%  |  | $32.51             | $30.24             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD904443  | 2036-07-01      | 6.2130%  |  | $61634.49          | $63758.81          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841598 G         | 2051-11-01      | 1.9450%  |  | $7555.95           | $6915.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4758  | 2037-09-01      | 5.0000%  |  | $77881.78          | $79704.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4721  | 2053-06-01      | 7.0000%  |  | $95615.76          | $104631.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI1521 C      | 2052-04-20      | 4.0000%  |  | $78.19             | $76.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $4.17              | $4.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4072  | 2040-07-01      | 2.5000%  |  | $32745.18          | $29872.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $205217.57         | $200060.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6090 M      | 2049-08-20      | 3.5000%  |  | $11725.60          | $10976.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $67.52             | $55.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7668  | 2052-07-01      | 4.0000%  |  | $155.07            | $149.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7675  | 2052-07-01      | 4.5000%  |  | $145.37            | $144.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB3985  | 2037-06-01      | 4.5000%  |  | $14536.69          | $14780.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005258 M      | 2041-12-20      | 3.5000%  |  | $28.87             | $27.46             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.2710%  |  | $11494.79          | $12026.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG0709  | 2053-04-01      | 7.0000%  |  | $27.34             | $29.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7402  | 2052-05-01      | 3.5000%  |  | $73.05             | $68.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1317  | 2052-10-01      | 5.5000%  |  | $67.69             | $70.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3378 M      | 2046-01-20      | 4.5000%  |  | $703.04            | $705.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  |  | $283434.62         | $271022.86         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G         | 2051-08-01      | 1.8520%  |  | $154548.53         | $148986.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1759  | 2054-07-01      | 6.0000%  |  | $159.23            | $166.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $189.29            | $200.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5103  | 2032-06-01      | 3.5000%  |  | $46.22             | $45.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5913  | 2054-04-01      | 5.5000%  |  | $82.87             | $84.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $129.02            | $128.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714  | 2046-10-01      | 3.0000%  |  | $10968.77          | $10027.61          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8317  | 2045-03-01      | 6.2510%  |  | $27970.17          | $29321.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6575  | 2051-09-01      | 2.5000%  |  | $66989.35          | $57595.36          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843997  | 2035-11-01      | 5.8590%  |  | $3070.61           | $3143.96           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844237  | 2035-11-01      | 5.6200%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $65.65             | $63.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6813 M      | 2050-08-20      | 4.5000%  |  | $222.55            | $217.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $255.34            | $258.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7407  | 2052-05-01      | 4.0000%  |  | $143.17            | $138.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE4961 C      | 2050-01-20      | 5.0000%  |  | $369.83            | $372.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3676 C      | 2049-07-20      | 5.5000%  |  | $179.60            | $183.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CC3456 C      | 2040-06-20      | 5.0000%  |  | $36.18             | $36.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ3902 C      | 2050-11-20      | 4.0000%  |  | $68.22             | $65.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5018 C      | 2050-03-20      | 4.0000%  |  | $14.16             | $13.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $136.24            | $140.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8488 M      | 2052-12-20      | 4.0000%  |  | $116.29            | $111.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M      | 2052-11-20      | 4.0000%  |  | $234.74            | $224.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M      | 2052-10-20      | 5.0000%  |  | $142.79            | $144.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1727  | 2049-09-01      | 5.0000%  |  | $135902.97         | $139021.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3378  | 2052-04-01      | 3.5000%  |  | $2505982.60        | $2358674.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9849  | 2055-03-01      | 7.0000%  |  | $156339.90         | $166835.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  |  | $179861.12         | $188895.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4622  | 2056-02-01      | 5.0000%  |  | $97.89             | $98.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4724  | 2055-02-01      | 7.0000%  |  | $26868.26          | $28609.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4289  | 2055-01-01      | 6.5000%  |  | $546389.74         | $576840.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  |  | $180.46            | $156.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3675  | 2055-11-01      | 6.0000%  |  | $6003320.75        | $6176896.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6115 C      | 2055-11-20      | 7.5000%  |  | $97.74             | $105.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5282  | 2055-06-01      | 6.0000%  |  | $590083.86         | $608057.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2766  | 2055-04-01      | 6.0000%  |  | $120568.48         | $124221.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0724  | 2055-08-01      | 6.5000%  |  | $252148.36         | $264928.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4491  | 2056-01-01      | 5.5000%  |  | $97.99             | $100.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3229  | 2055-07-01      | 6.0000%  |  | $53767.88          | $55937.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8136 C      | 2055-08-20      | 7.0000%  |  | $196.57            | $206.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $71131.02          | $72516.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $93.49             | $87.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CP1433 C      | 2065-02-20      | 6.5000%  |  | $97.46             | $101.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1793  | 2055-10-01      | 6.0000%  |  | $100042.65         | $103103.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1980  | 2055-11-01      | 6.5000%  |  | $35931.22          | $37793.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3282 C      | 2055-11-20      | 6.0000%  |  | $195.38            | $202.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $448984.28         | $485469.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7883 C      | 2055-08-20      | 6.0000%  |  | $95.71             | $99.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3156 C      | 2055-03-20      | 6.0000%  |  | $77.87             | $80.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3886  | 2056-01-01      | 5.5000%  |  | $100.24            | $102.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1017 C      | 2055-07-20      | 6.0000%  |  | $90337.28          | $94526.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4758 C      | 2055-08-20      | 6.0000%  |  | $305.78            | $318.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5971  | 2056-02-01      | 5.0000%  |  | $2659680.96        | $2673553.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $324017.01         | $339770.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0714  | 2055-04-01      | 6.5000%  |  | $145360.48         | $153225.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3760  | 2055-12-01      | 6.0000%  |  | $97.89             | $102.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0752  | 2055-07-01      | 6.5000%  |  | $523364.38         | $565894.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2078 C      | 2055-11-20      | 6.0000%  |  | $195.06            | $201.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $792.83            | $757.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7630 C      | 2053-12-20      | 8.0000%  |  | $14.41             | $15.66             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1041 G         | 2038-04-01      | 7.0550%  |  | $4670.78           | $4915.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8277  | 2054-01-01      | 7.5000%  |  | $94.11             | $102.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5033 C      | 2050-03-20      | 5.0000%  |  | $146.24            | $147.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $84.94             | $72.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4301  | 2042-04-01      | 4.5000%  |  | $161840.85         | $163312.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $77.18             | $78.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918  | 2053-02-01      | 5.0000%  |  | $88331.29          | $89094.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  |  | $72.62             | $68.65             | Agency Mortgage-Backed Securities         |

### Security 134: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 02/10/26    | 2026-02-10      | 0.0000%  |  | $2865800.00        | $2862610.36        | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26    | 2026-03-26      | 0.0000%  |  | $16447900.00       | $16356943.11       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $61999500.00       | $62558755.70       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $4833000.00        | $4921686.62        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $26100.00          | $26521.12          | U.S. Treasuries (including strips) |

### Security 135: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $143684000.00
- **C.18.a - Value (excl. sponsor support):** $143684000.00
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 03.500 FGPC G08757 G | 2047-04-01      | 3.5000%  |  | $1036.66           | $982.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM4045 | 2035-09-01      | 3.0000%  |  | $177031.34         | $171266.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  |  | $4872935.75        | $4536632.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS6183 | 2037-08-01      | 1.5000%  |  | $332826.85         | $301370.83         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550648 X     | 2035-09-15      | 5.0000%  |  | $8563.22           | $8777.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $543712.76         | $519767.35         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08710 G | 2046-06-01      | 3.0000%  |  | $3410.53           | $3122.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3310 M     | 2045-12-20      | 3.5000%  |  | $17.16             | $16.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS6496 | 2050-10-01      | 4.5000%  |  | $213555.99         | $213347.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  |  | $422608.22         | $393442.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  |  | $96984.94          | $92168.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1853 | 2046-05-01      | 3.5000%  |  | $709347.82         | $672501.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  |  | $61966.51          | $63908.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1225 | 2052-05-01      | 3.5000%  |  | $142554.70         | $133245.23         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1718 X     | 2043-02-15      | 3.0000%  |  | $20.34             | $18.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $1869891.08        | $1740841.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW7713 | 2052-09-01      | 4.0000%  |  | $83104.74          | $79963.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9106 M     | 2053-08-20      | 5.5000%  |  | $26212.38          | $26879.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS0729 | 2052-02-01      | 3.5000%  |  | $260.69            | $242.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  |  | $699214.95         | $674506.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK3044 | 2050-09-01      | 2.5000%  |  | $45840.42          | $39505.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  |  | $123249.92         | $128957.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5040 | 2051-04-01      | 2.0000%  |  | $748686.07         | $613853.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $1193930.37        | $1111531.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  |  | $1966673.37        | $2005378.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBW0208 | 2037-05-01      | 2.5000%  |  | $3852.83           | $3649.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $268730.47         | $250184.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDG0087 | 2041-01-01      | 6.0000%  |  | $171264.94         | $178325.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.990 MLAM5731 | 2044-06-01      | 3.9900%  |  | $245215.31         | $227531.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $1176867.22        | $1100449.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  |  | $1938.62           | $1958.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBT7205 | 2051-08-01      | 3.0000%  |  | $1417658.59        | $1272567.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC6921 | 2051-09-01      | 2.5000%  |  | $56296.32          | $48045.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6114 | 2052-08-01      | 3.5000%  |  | $1335785.56        | $1245711.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3735 | 2029-08-01      | 3.0000%  |  | $18067.18          | $17751.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD1946 | 2051-12-01      | 3.5000%  |  | $7756.13           | $7317.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0789 | 2048-10-01      | 4.0000%  |  | $502062.81         | $487755.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711221 X     | 2040-03-15      | 4.5000%  |  | $16.62             | $16.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU1408 | 2052-01-01      | 3.5000%  |  | $644229.03         | $603165.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE3344 | 2052-06-01      | 3.5000%  |  | $836503.26         | $778772.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9483 M     | 2054-02-20      | 3.0000%  |  | $14986.06          | $13667.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9664 M     | 2054-05-20      | 3.5000%  |  | $43390.78          | $40235.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9253 | 2052-03-01      | 3.5000%  |  | $41869.88          | $38980.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8819 | 2052-05-01      | 3.5000%  |  | $2584275.43        | $2405922.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF1655 | 2052-09-01      | 4.0000%  |  | $4594.20           | $4429.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  |  | $1310091.93        | $1219676.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0865 | 2052-03-01      | 3.5000%  |  | $162805.13         | $152091.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD7325 | 2052-01-01      | 3.5000%  |  | $58736.46          | $54682.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQD6700 | 2052-02-01      | 1.5000%  |  | $52816.76          | $41051.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC5830 | 2051-08-01      | 2.5000%  |  | $22261.70          | $19352.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $21609.37          | $17983.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB5936 | 2050-12-01      | 2.0000%  |  | $76023.83          | $62443.78          | Agency Mortgage-Backed Securities |
| FMAC FKPC 05.840 WAWA0348 | 2034-05-01      | 5.8400%  |  | $452410.74         | $480510.18         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48309 G | 2047-05-01      | 4.0000%  |  | $204044.65         | $199197.41         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q42203 G | 2046-08-01      | 3.5000%  |  | $2914.49           | $2776.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  |  | $32025.65          | $33549.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD4711 | 2052-11-01      | 4.5000%  |  | $473724.39         | $468477.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD2963 | 2051-09-01      | 2.5000%  |  | $75936.05          | $64807.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1164 | 2052-03-01      | 3.5000%  |  | $1024026.96        | $953354.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9627 | 2046-02-01      | 3.5000%  |  | $3611.17           | $3454.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9844 | 2046-07-01      | 3.5000%  |  | $8250.21           | $7829.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1262 | 2055-10-01      | 6.5000%  |  | $506793.67         | $535444.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $473488.85         | $486334.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS9476 | 2053-06-01      | 4.0000%  |  | $2524197.36        | $2434409.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $40367.73          | $41261.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $4025.85           | $3748.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5949 | 2041-01-01      | 4.0000%  |  | $1517073.62        | $1504212.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5927 | 2040-11-01      | 6.5000%  |  | $266992.79         | $279864.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF5422 | 2053-01-01      | 4.0000%  |  | $168732.18         | $162451.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7630 | 2055-05-01      | 5.5000%  |  | $253544.41         | $258843.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5181 | 2055-12-01      | 5.5000%  |  | $257208.38         | $267293.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0742 M     | 2055-11-20      | 3.5000%  |  | $243812.33         | $224660.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8909 | 2055-11-01      | 6.5000%  |  | $228994.17         | $242776.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5933 | 2055-11-01      | 7.5000%  |  | $193953.82         | $206837.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7622 C     | 2055-12-20      | 5.5000%  |  | $318.95            | $328.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6401 | 2055-11-01      | 5.5000%  |  | $220830.32         | $229354.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7776 | 2055-07-01      | 6.5000%  |  | $228072.40         | $241195.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4016 | 2040-08-01      | 4.0000%  |  | $90923.17          | $90152.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6576 | 2055-12-01      | 5.5000%  |  | $499983.28         | $517604.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0108 | 2055-11-01      | 6.0000%  |  | $599546.06         | $630045.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  |  | $23781.67          | $23444.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  |  | $11571170.41       | $10772591.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $9519560.13        | $9704987.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  |  | $105836.19         | $109246.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $14860.48          | $15180.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $1256856.90        | $1267593.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  |  | $587684.14         | $592883.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4649 | 2052-05-01      | 4.5000%  |  | $44782.60          | $44277.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $258855.23         | $230892.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $916.84            | $825.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $11634.05          | $11547.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $33091.15          | $29734.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLTA2579 | 2055-12-01      | 3.5000%  |  | $239500.46         | $222971.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7349 C     | 2055-11-20      | 6.0000%  |  | $159.36            | $163.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0975 | 2054-10-01      | 5.0000%  |  | $5132160.20        | $5161530.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ8960 | 2055-10-01      | 5.0000%  |  | $234020.37         | $237208.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7773 C     | 2055-11-20      | 6.5000%  |  | $159.39            | $170.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $20190.55          | $19906.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9005 C     | 2055-10-20      | 5.5000%  |  | $109193.31         | $112105.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ9195 | 2055-10-01      | 4.5000%  |  | $185850.24         | $184184.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9727 | 2056-01-01      | 6.5000%  |  | $160638.71         | $169776.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3650 | 2036-04-01      | 2.5000%  |  | $6090.82           | $5917.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  |  | $39558.05          | $38052.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $307830.42         | $316638.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9879 | 2051-12-01      | 3.5000%  |  | $86442.09          | $80583.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  |  | $1732.06           | $1641.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  |  | $271993.98         | $259468.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $421360.92         | $381439.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4219 | 2055-12-01      | 3.5000%  |  | $1594642.07        | $1484588.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2870 | 2055-08-01      | 6.5000%  |  | $377346.09         | $399452.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2586 | 2055-08-01      | 5.0000%  |  | $3306229.35        | $3334652.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0748 | 2052-04-01      | 3.5000%  |  | $473608.06         | $443850.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  |  | $1504240.96        | $1438485.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0479 | 2055-01-01      | 5.5000%  |  | $76875.09          | $78885.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB9594 | 2043-06-01      | 4.0000%  |  | $1732.19           | $1705.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9177 | 2043-04-01      | 3.5000%  |  | $11671.46          | $11124.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  |  | $2440.58           | $2464.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL932391 | 2040-01-01      | 4.5000%  |  | $725.80            | $733.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1428 | 2055-11-01      | 5.0000%  |  | $2076249.26        | $2113803.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5318 | 2048-03-01      | 3.5000%  |  | $8595.39           | $8104.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLZJ4164 | 2030-04-01      | 7.5000%  |  | $59.26             | $60.49             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J19035 G | 2027-05-01      | 3.5000%  |  | $1531.06           | $1526.39           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  |  | $48.06             | $47.60             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08816 G | 2048-06-01      | 3.5000%  |  | $185.17            | $174.69            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G07480 G | 2039-05-01      | 6.0000%  |  | $5061.02           | $5372.65           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A60874 G | 2037-06-01      | 5.5000%  |  | $234.33            | $245.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  |  | $1136.84           | $1039.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI5366 | 2041-04-01      | 4.5000%  |  | $8204.03           | $8276.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4687 | 2055-07-01      | 5.0000%  |  | $530202.23         | $533794.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0868 M     | 2056-01-20      | 3.5000%  |  | $159.65            | $147.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2428 | 2055-12-01      | 6.0000%  |  | $384386.42         | $396113.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0016 | 2040-08-01      | 4.5000%  |  | $106655.86         | $107226.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2927 | 2053-10-01      | 4.5000%  |  | $247976.81         | $245282.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ7792 | 2055-11-01      | 5.0000%  |  | $398971.42         | $406802.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0543 | 2052-06-01      | 2.5000%  |  | $75315.67          | $65667.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $216517.03         | $213449.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5162 | 2050-02-01      | 3.5000%  |  | $973396.53         | $906689.12         | Agency Mortgage-Backed Securities |
| GNMA GNII JP 784390 M     | 2032-10-20      | 3.5000%  |  | $17287.17          | $17066.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1270 | 2052-03-01      | 3.5000%  |  | $240959.83         | $224393.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB0830 | 2037-11-01      | 4.0000%  |  | $260401.07         | $259302.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $2465468.91        | $2513492.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $1263813.80        | $1208281.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG0557 | 2056-01-01      | 5.0000%  |  | $758872.47         | $763839.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9618 | 2046-03-01      | 3.5000%  |  | $63175.15          | $60277.90          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784541 X     | 2046-06-15      | 4.5000%  |  | $24892.20          | $25176.09          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5669       | 2061-01-15      | 5.6500%  |  | $159.65            | $166.73            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5242 C     | 2056-01-20      | 6.5000%  |  | $366187.93         | $384185.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG0553 | 2055-12-01      | 4.5000%  |  | $164068.29         | $162115.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLDF9980 | 2056-01-01      | 3.5000%  |  | $201194.64         | $187309.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9737 | 2055-11-01      | 5.5000%  |  | $191150.17         | $196662.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9536 | 2056-01-01      | 5.0000%  |  | $319297.78         | $321129.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9393 | 2056-01-01      | 6.0000%  |  | $561315.91         | $580963.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  |  | $891271.74         | $883691.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  |  | $3441.13           | $3319.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $1101594.39        | $1025568.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3127 | 2052-03-01      | 3.5000%  |  | $4968975.57        | $4661194.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $11795.96          | $9735.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $22296.41          | $19938.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD6787 | 2053-05-01      | 4.0000%  |  | $6439332.20        | $6220216.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH7795 | 2041-03-01      | 4.5000%  |  | $2819.79           | $2844.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL609661 | 2031-11-01      | 7.5000%  |  | $58.06             | $60.72             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3681 | 2035-09-01      | 2.0000%  |  | $172203.99         | $159828.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  |  | $2176446.97        | $2203290.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQG1221 | 2053-04-01      | 4.0000%  |  | $290646.44         | $279064.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  |  | $2818427.92        | $2572505.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5497 | 2050-04-01      | 3.5000%  |  | $145333.94         | $136990.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  |  | $812.98            | $761.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBW5579 | 2052-07-01      | 3.5000%  |  | $159998.21         | $148956.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBW2132 | 2052-05-01      | 3.5000%  |  | $3950.78           | $3678.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0490 | 2052-06-01      | 4.0000%  |  | $39804.77          | $38356.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV7702 | 2052-04-01      | 2.5000%  |  | $55645.92          | $47488.44          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5398 C     | 2065-12-20      | 6.5000%  |  | $838156.67         | $875585.48         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI1822 C     | 2065-03-20      | 6.5000%  |  | $77052.32          | $80493.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0022 M     | 2054-11-20      | 3.5000%  |  | $40686.03          | $37509.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5863 C     | 2055-12-20      | 5.0000%  |  | $617045.26         | $621315.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0815 C     | 2056-01-20      | 6.5000%  |  | $255469.19         | $268025.02         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5167 C     | 2065-10-20      | 6.0000%  |  | $52372.28          | $54158.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8634 C     | 2055-10-20      | 6.0000%  |  | $76433.11          | $79604.57          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6755       | 2060-12-15      | 5.2500%  |  | $159.52            | $162.75            | Agency Mortgage-Backed Securities |
| GNMA GNII ET CY1387 C     | 2063-04-20      | 5.0000%  |  | $157.10            | $157.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB1022 C     | 2051-02-20      | 2.0000%  |  | $214.01            | $174.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  |  | $1038890.12        | $904394.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7710 M     | 2051-11-20      | 5.0000%  |  | $836.95            | $850.06            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 770392 X     | 2026-06-15      | 3.5000%  |  | $1213.92           | $1214.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6770 M     | 2050-07-20      | 5.0000%  |  | $169.42            | $173.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  |  | $38131.83          | $35078.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  |  | $30.53             | $28.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5619 | 2056-01-01      | 5.0000%  |  | $743016.15         | $746891.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5491 | 2055-12-01      | 5.5000%  |  | $409258.01         | $417814.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7239 | 2052-05-01      | 3.5000%  |  | $6717660.84        | $6254044.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6553 | 2056-01-01      | 5.5000%  |  | $413884.00         | $430112.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6407 | 2055-11-01      | 6.0000%  |  | $430268.82         | $455522.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6727 | 2051-12-01      | 2.5000%  |  | $285276.26         | $243988.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9155 | 2050-12-01      | 2.0000%  |  | $2438690.27        | $1990949.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5106 | 2048-12-01      | 4.5000%  |  | $3245860.47        | $3251362.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE5067 | 2046-11-01      | 3.5000%  |  | $35436.11          | $33720.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7158 | 2055-12-01      | 5.0000%  |  | $859181.04         | $868903.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4978 | 2055-11-01      | 6.0000%  |  | $204664.87         | $214338.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC9953 | 2054-12-01      | 4.0000%  |  | $308004.87         | $295596.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  |  | $1551297.10        | $1483442.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL9750 | 2044-03-01      | 4.0000%  |  | $7197.20           | $7102.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9575 | 2046-08-01      | 4.5000%  |  | $123408.92         | $124151.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL8060 | 2031-02-01      | 3.0000%  |  | $31762.52          | $31266.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL0719 | 2039-10-01      | 6.0000%  |  | $30946.51          | $32777.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK0706 | 2027-02-01      | 3.5000%  |  | $98.04             | $97.79             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5409 | 2056-02-01      | 5.0000%  |  | $3428313.01        | $3446194.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5173 | 2056-02-01      | 5.5000%  |  | $210270.36         | $217552.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5124 | 2056-02-01      | 5.0000%  |  | $3289993.21        | $3307153.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4944 | 2056-01-01      | 6.0000%  |  | $189740.47         | $198594.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA3416 | 2056-01-01      | 6.5000%  |  | $186681.61         | $196610.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA1421 | 2055-10-01      | 6.0000%  |  | $398416.40         | $418324.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1296 | 2055-10-01      | 5.5000%  |  | $686202.33         | $712688.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA0126 | 2055-11-01      | 4.5000%  |  | $408893.91         | $404154.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  |  | $249635.70         | $259492.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5654 | 2056-01-01      | 4.5000%  |  | $388448.74         | $387787.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5450 | 2055-12-01      | 5.0000%  |  | $2057602.61        | $2094820.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  |  | $1974925.47        | $2074128.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2744 | 2054-11-01      | 5.5000%  |  | $29551.32          | $30382.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1419 | 2054-05-01      | 5.5000%  |  | $280932.37         | $286747.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  |  | $1138735.53        | $1177122.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4088 | 2055-11-01      | 5.5000%  |  | $3425579.82        | $3541082.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3459 | 2050-11-01      | 6.0000%  |  | $264216.23         | $272605.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3088 | 2050-07-01      | 4.0000%  |  | $1387898.07        | $1357510.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ8985 | 2055-10-01      | 6.0000%  |  | $407913.40         | $428910.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI3528 | 2041-05-01      | 4.5000%  |  | $10732.44          | $10641.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH9873 | 2041-04-01      | 4.5000%  |  | $1336.77           | $1348.93           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  |  | $24.67             | $24.85             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4254 | 2052-06-01      | 3.5000%  |  | $25924.98          | $24162.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $203109.10         | $204168.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8422 | 2054-04-01      | 6.5000%  |  | $396788.55         | $412455.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $96390.00          | $97163.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8356 | 2053-07-01      | 3.0000%  |  | $268356.55         | $239010.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $5230.93           | $5288.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $3529794.55        | $3032064.88        | Agency Mortgage-Backed Securities |

### Security 136: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE T 32 | 2032-12-31      | 3.8750%  |  | $2850000.00        | $2836437.78        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48       | 2048-02-15      | 1.0000%  |  | $203048233.44      | $150210254.08      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.780%, 3/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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 GNPL PN DK6747       | 2060-10-15      | 5.1500%  |  | $61518.07          | $62266.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $9521704.44        | $9999999.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  |  | $190623.99         | $196078.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4000 | 2055-06-01      | 5.0000%  |  | $3774.10           | $3844.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY6113 | 2055-06-01      | 5.0000%  |  | $990.91            | $1000.52           | Agency Mortgage-Backed Securities |

### Security 138: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $67234000.00
- **C.18.a - Value (excl. sponsor support):** $67234000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 3.7100%  |  | $1930.82           | $1943.37           | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  |  | $4792.58           | $4878.24           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DQ 26/08   | 2026-08-28      | 3.7700%  |  | $861974.36         | $868426.24         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 3.8000%  |  | $3103.11           | $3132.82           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 3.7650%  |  | $5689.03           | $5715.09           | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $1341335.54        | $1356416.92        | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 26 G7429   | 2026-10-09      | 4.0000%  |  | $9481.72           | $9618.48           | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $7068.19           | $7271.38           | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $31548.26          | $31758.46          | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 26 CE      | 2026-06-12      | 4.7500%  |  | $11205.67          | $11320.23          | Agency Debentures and Agency Strips |
| FHLB 1.375 FHOR 22-26 NZ  | 2026-08-26      | 1.3750%  |  | $65682.45          | $65191.53          | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 5521 | 2026-08-20      | 1.1000%  |  | $7930.16           | $7857.28           | Agency Debentures and Agency Strips |
| FHLB 0.79 FHOR 21-26 5411 | 2026-02-25      | 0.7900%  |  | $8964.53           | $8976.02           | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  |  | $482705.64         | $470251.57         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR DK 26/06   | 2026-06-18      | 3.7600%  |  | $3827.17           | $3844.55           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8100%  |  | $135295.50         | $136126.62         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.0600%  |  | $2762489.90        | $2776844.11        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 3.9000%  |  | $912348.14         | $924121.23         | Agency Debentures and Agency Strips |
| FHLB 1.625 FHLB 27 2U     | 2027-03-12      | 1.6250%  |  | $415644.04         | $409538.29         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 3.7200%  |  | $27583.18          | $27621.06          | Agency Debentures and Agency Strips |
| GNMA GNCL CL DD4688       | 2067-02-15      | 5.3500%  |  | $20866.47          | $20977.74          | Agency Mortgage-Backed Securities   |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $27852.12          | $28409.85          | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $35272742.41       | $35481477.15       | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $2161.83           | $2184.82           | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $5788454.34        | $5866267.64        | U.S. Treasuries (including strips)  |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $7113808.87        | $7103240.39        | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $44.82             | $44.47             | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $13411165.98       | $12854768.42       | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $115904.52         | $111426.31         | U.S. Treasuries (including strips)  |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $3.45              | $3.41              | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

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

**Date:** 2026-02-06

**By:** Stephen Van Meter

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

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