# EDGAR Filing Document

**Accession Number:** 0000809981
**File Stem:** 0000940400-26-020676
**Filing Date:** 2026-5
**Character Count:** 68191
**Document Hash:** dc421c11c8d2ed45f49cca6cd3733a01
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020676.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020676

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SIT U S GOVERNMENT SECURITIES FUND INC
- **CENTRAL INDEX KEY:** 0000809981

**ORGANIZATION NAME:**
- **EIN:** 411570831
- **STATE OF INCORPORATION:** MN
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04995
- **FILM NUMBER:** 261008143

**BUSINESS ADDRESS:**
- **STREET 1:** 3300 IDS CTR 80 S 8TH ST
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402
- **BUSINESS PHONE:** 6123323223

**MAIL ADDRESS:**
- **STREET 1:** 3300 IDS CENTER, 80 SOUTH EIGHTH  ST
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-4130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SIT NEW BEGINNING U S GOVERNMENT SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEW BEGINNING U S GOVERNMENT SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19870601

## Series and Classes Contracts Data

### SIT U S GOVERNMENT SECURITIES FUND INC (Series ID: S000011654)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000032004 | Sit U.S. Government Securities Fund - Class S | SNGVX           |
| C000217198 | Sit U.S. Government Securities Fund - Class Y | SNGYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SIT U S GOVERNMENT SECURITIES FUND INC

- **b. Investment Company Act file number:** 811-04995

- **c. CIK number of Registrant:** 0000809981

- **d. LEI of Registrant:** 254900MGQV5RVCBUFN27

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 80 S. Eighth Street

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402

  - **Telephone number:** 612-332-3223

**Item A.2. Information about the Series.**

- **a. Name of Series:** Sit U S Government Securities Fund Inc

- **b. EDGAR series identifier (if any):** S000011654

- **c. LEI of Series:** 254900MGQV5RVCBUFN27

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $197846438.83

**Total Liabilities:** $1265132.94

**Net Assets:** $196581305.89

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 63.94456000 | **1-Year:** 8393.40537000 | **5-Year:** 64640.27279000 | **10-Year:** 18531.51292000 | **30-Year:** 107.81610000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032004 | 0.21%                | 1.57%                | -1.66%               |
| Class ID C000217198 | 0.23%                | 1.50%                | -1.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-62922.53               | $-185400.15                                |
| Month 2  | $-60624.82               | $2420093.38                                |
| Month 3  | $-67509.55               | $-4055990.49                               |

**Designated Index Information**

- **Index Name:** U.S. Government: Intermediate

- **Index Identifier:** I00046US-USD

### Schedule of Portfolio Investments

| Name                                                   | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                  | FNW 2003-W6 PT4                                 | CUSIP: 31393BX59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     19919 | PA      | $21445.56     | 0.01%             | 2042-10-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FNR 2020-84 GD                                  | CUSIP: 3136BC5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2876476 | PA      | $2878262.35   | 1.46%             | 2050-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8270                                       | CUSIP: 3132D6FK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2354249 | PA      | $2428755.02   | 1.24%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2010-60 JZ                                  | CUSIP: 31398RGF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    449685 | PA      | $463472.35    | 0.24%             | 2040-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2022-46 BV                                  | CUSIP: 3136BNGH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1432900 | PA      | $1440208.38   | 0.73%             | 2033-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2007-111 Z                                  | CUSIP: 31396X5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    359561 | PA      | $371076.51    | 0.19%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2001-T4 A1                                 | CUSIP: 31359SR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    970256 | PA      | $985886.19    | 0.50%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-130 HT                                 | CUSIP: 38382WKZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3809628 | PA      | $3889001.50   | 1.98%             | 2051-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 5415 DA                                     | CUSIP: 3137HCQ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    725892 | PA      | $727415.57    | 0.37%             | 2048-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 555425                                       | CUSIP: 31385XA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69278 | PA      | $69350.83     | 0.04%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2004-W8 1A4                                 | CUSIP: 31394ALH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1398961 | PA      | $1428010.19   | 0.73%             | 2044-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2024-20 CA                                  | CUSIP: 38384JXP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    553623 | PA      | $552750.87    | 0.28%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION               | GNR 2021-8 BQ                                   | CUSIP: 38382MSV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   2577720 | PA      | $2613661.35   | 1.33%             | 2051-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2018-36 AT                                  | CUSIP: 38380VQ87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    199714 | PA      | $204981.80    | 0.10%             | 2048-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2002-W12 AF5                                | CUSIP: 31392GSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    694743 | PA      | $700793.54    | 0.36%             | 2033-02-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FNR 2020-82 BA                                  | CUSIP: 3136BCZS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2819644 | PA      | $2748924.65   | 1.40%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2007-W3 1A3                                 | CUSIP: 31396VQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    239074 | PA      | $240754.62    | 0.12%             | 2037-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2010-123 PM                                 | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     38017 | PA      | $37881.25     | 0.02%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA5644                                       | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4024116 | PA      | $3885304.77   | 1.98%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 5627 DT                                     | CUSIP: 3137HQCN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4838576 | PA      | $4826700.10   | 2.46%             | 2053-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-56 A5                                    | CUSIP: 31393RGG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2042697 | PA      | $1930612.50   | 0.98%             | 2043-05-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHS 276 60                                      | CUSIP: 3128HX6A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761225 | PA      | $772760.80    | 0.39%             | 2042-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 387404                                       | CUSIP: 31377UKR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641170 | PA      | $639448.98    | 0.33%             | 2035-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2007-W9 AC                                  | CUSIP: 31396W6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    321121 | PA      | $321805.55    | 0.16%             | 2037-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Department of Veterans Affairs           | VENDE 2000-3 1A                                 | CUSIP: 911760PD2<br>LEI: 549300MGSV36CLTS9L88 | Long             | ABS-O            | USGA              | US        |    264492 | PA      | $269082.12    | 0.14%             | 2030-07-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 5252 BT                                     | CUSIP: 3137H8X97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2168638 | PA      | $2246370.90   | 1.14%             | 2052-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2004-W1 2A2                                 | CUSIP: 31393U4Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    709342 | PA      | $739105.86    | 0.38%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8494                                       | CUSIP: 36179XNK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1762911 | PA      | $1835495.33   | 0.93%             | 2052-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2019-10 DB                                  | CUSIP: 38381BLR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    652858 | PA      | $691161.28    | 0.35%             | 2049-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-54 2A                                    | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    731510 | PA      | $769210.15    | 0.39%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2018-160 DA                                 | CUSIP: 38381AG34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    777769 | PA      | $811986.70    | 0.41%             | 2048-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8504                                       | CUSIP: 3132DWNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2119453 | PA      | $2046343.24   | 1.04%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 5407 A                                      | CUSIP: 3137HCKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    518367 | PA      | $522593.24    | 0.27%             | 2050-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2024-69 HA                                  | CUSIP: 38384MHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    771616 | PA      | $773829.29    | 0.39%             | 2049-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 4863 H                                      | CUSIP: 3137FL2Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    815567 | PA      | $865865.85    | 0.44%             | 2049-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2002-26 A2                                  | CUSIP: 31392CR48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2037739 | PA      | $2124872.12   | 1.08%             | 2048-01-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-83 BQ                                  | CUSIP: 38382QQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2487397 | PA      | $2536477.76   | 1.29%             | 2051-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-27 NT                                  | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    113456 | PA      | $110785.93    | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-118 DC                                 | CUSIP: 38382U2H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5855142 | PA      | $5939429.88   | 3.02%             | 2051-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 787884                                       | CUSIP: 3622ADUH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1813383 | PA      | $1866354.64   | 0.95%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | 5-Year T-Note Options                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       164 | NC      | $120437.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2002-T4 A2                                 | CUSIP: 31392B6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    767505 | PA      | $796441.59    | 0.41%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 5083 BX                                     | CUSIP: 3137FFNG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4639910 | PA      | $4481507.25   | 2.28%             | 2050-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2003-W19 1A7                                | CUSIP: 31393UA60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1024809 | PA      | $1023595.76   | 0.52%             | 2033-11-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G80338                                       | CUSIP: 31335PLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42226 | PA      | $43095.28     | 0.02%             | 2031-02-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2015-42 MW                                  | CUSIP: 38379LAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    223410 | PA      | $237461.04    | 0.12%             | 2045-02-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G62132                                       | CUSIP: 31335CLM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837293 | PA      | $881220.39    | 0.45%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION               | GNR 2021-8 CW                                   | CUSIP: 38382MUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   2890036 | PA      | $2845981.25   | 1.45%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AD6929                                       | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161475 | PA      | $163185.20    | 0.08%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G60620                                       | CUSIP: 31335AVM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1785416 | PA      | $1879898.81   | 0.96%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2019-31 HP                                  | CUSIP: 38381RYN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    718302 | PA      | $738965.94    | 0.38%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 11/15/34                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1800562.50   | 0.92%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-57 1A2                                   | CUSIP: 31394JD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1734323 | PA      | $1820009.95   | 0.93%             | 2043-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                       | Fidelity Colchester Street Trust MNY MRKT FDS I | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   1929127 | NS      | $1929126.98   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 4520 HM                                     | CUSIP: 3137BLU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1252941 | PA      | $1361530.17   | 0.69%             | 2045-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL8173                                       | CUSIP: 3138ETCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314419 | PA      | $318168.34    | 0.16%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8374                                       | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107907 | PA      | $1146254.28   | 0.58%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2023-61 G                                   | CUSIP: 3136BQXC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    976622 | PA      | $982782.86    | 0.50%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-105 DT                                 | CUSIP: 38382TZP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3321108 | PA      | $3371189.67   | 1.71%             | 2051-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AD6996                                       | CUSIP: 31418UX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847560 | PA      | $856540.47    | 0.44%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 01/31/30                                 | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2329109.38   | 1.18%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BW0954                                       | CUSIP: 3140MSBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4099598 | PA      | $3973409.78   | 2.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FNR 2020-96 LY                                  | CUSIP: 3136BDJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    337514 | PA      | $336637.64    | 0.17%             | 2051-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2004-T3 1A3                                | CUSIP: 31393YU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    518555 | PA      | $530927.92    | 0.27%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.625 02/15/53                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2293025.38   | 1.17%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 CO9482                                       | CUSIP: 3617FMRB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559672 | PA      | $562412.17    | 0.29%             | 2062-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 4812 CZ                                     | CUSIP: 3137FGC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1066414 | PA      | $1005256.48   | 0.51%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG T30284                                       | CUSIP: 31286DJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39028 | PA      | $40404.83     | 0.02%             | 2037-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2011-39 ZA                                  | CUSIP: 31397SVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     64512 | PA      | $66657.34     | 0.03%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2024-4 ND                                   | CUSIP: 38384HT65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    344435 | PA      | $343650.04    | 0.17%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AC5445                                       | CUSIP: 31417SBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318172 | PA      | $321541.05    | 0.16%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-27 MT                                  | CUSIP: 38382NJP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3311001 | PA      | $3251484.18   | 1.65%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-137 MT                                 | CUSIP: 38382WXZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4136092 | PA      | $3987994.42   | 2.03%             | 2051-08-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-32 NC                                  | CUSIP: 38382NLX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2536735 | PA      | $2494187.41   | 1.27%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-55 1A2                                   | CUSIP: 31393NTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1120423 | PA      | $1184051.44   | 0.60%             | 2043-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2005-92 PB                                  | CUSIP: 38374MVH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    207473 | PA      | $211667.06    | 0.11%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2003-W2 1A2                                 | CUSIP: 31392JAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    553972 | PA      | $575592.25    | 0.29%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-86 WB                                  | CUSIP: 38382QQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1857707 | PA      | $1782402.52   | 0.91%             | 2051-05-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5341                                       | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195006 | PA      | $2070594.49   | 1.05%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-191 KT                                 | CUSIP: 38383CPF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1453291 | PA      | $1473685.39   | 0.75%             | 2051-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RB5121                                       | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201422 | PA      | $175733.78    | 0.09%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 5116 HT                                     | CUSIP: 3137H0K23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3806322 | PA      | $3851372.33   | 1.96%             | 2051-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG U90446                                       | CUSIP: 3132H3P72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283582 | PA      | $285722.75    | 0.15%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION               | GNR 2019-65 GT                                  | CUSIP: 38381VMS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    334310 | PA      | $342126.32    | 0.17%             | 2049-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-86 WA                                  | CUSIP: 38382QPX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1900272 | PA      | $1818096.41   | 0.92%             | 2051-05-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD2340                                       | CUSIP: 3132DPS58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889491 | PA      | $863578.51    | 0.44%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2004-T3 1A4                                | CUSIP: 31393YU86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    493382 | PA      | $500476.62    | 0.25%             | 2044-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2003-W13 AF5                                | CUSIP: 31393C7C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     52358 | PA      | $53050.36     | 0.03%             | 2033-10-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 5378 D                                      | CUSIP: 3137HBK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1387451 | PA      | $1399128.74   | 0.71%             | 2048-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-83 KN                                  | CUSIP: 38382QRJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    638673 | PA      | $655289.50    | 0.33%             | 2051-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-27 AW                                  | CUSIP: 38382NJZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6208433 | PA      | $6341596.06   | 3.23%             | 2051-02-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 11/15/35                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $976250.00    | 0.50%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2025-11 HT                                  | CUSIP: 3136BUZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1591258 | PA      | $1580012.72   | 0.80%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2004-W11 1A4                                | CUSIP: 31394AB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    303561 | PA      | $326434.22    | 0.17%             | 2044-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE TRUST 2004-W15                              | FNW 2004-W15 1A1                                | CUSIP: 31394BZ64<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-O            | USGSE             | US        |    313874 | PA      | $320207.72    | 0.16%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 5470 MA                                     | CUSIP: 3137HHCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1374389 | PA      | $1377543.25   | 0.70%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AI8485                                       | CUSIP: 3138ANNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147762 | PA      | $149327.50    | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-86 JB                                  | CUSIP: 38382QNX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1801917 | PA      | $1825159.37   | 0.93%             | 2051-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2024-116 MB                                 | CUSIP: 38384QFN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    291219 | PA      | $297531.77    | 0.15%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2018-115 DT                                 | CUSIP: 38380XX85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1661872 | PA      | $1696180.51   | 0.86%             | 2048-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2002-14 A2                                  | CUSIP: 31392CAW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    235202 | PA      | $247902.12    | 0.13%             | 2042-01-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2002-W6 2A1                                 | CUSIP: 31392DF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    936757 | PA      | $935778.92    | 0.48%             | 2042-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION               | GNR 2021-8 CY                                   | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    398653 | PA      | $393090.88    | 0.20%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2019-17 MA                                  | CUSIP: 3136B4DK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    524119 | PA      | $556374.96    | 0.28%             | 2049-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-104 DB                                 | CUSIP: 38382UFP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3683927 | PA      | $3722858.17   | 1.89%             | 2051-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2003-W3 2A5                                 | CUSIP: 31392JYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    322161 | PA      | $328580.47    | 0.17%             | 2042-06-25      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR ZT1547                                       | CUSIP: 3132ADWG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87248 | PA      | $87884.95     | 0.04%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2003-W2 1A1                                 | CUSIP: 31392JAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    844212 | PA      | $876229.80    | 0.45%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FNW 2002-W11 AV1                                | CUSIP: 31392EW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2608 | PA      | $2558.84      | 0.00%             | 2032-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 3012 EZ                                     | CUSIP: 31395WUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    258817 | PA      | $265038.91    | 0.13%             | 2035-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2005-74 ZN                                  | CUSIP: 31394FFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    396772 | PA      | $412795.84    | 0.21%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2019-31 UP                                  | CUSIP: 38381RZG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    406244 | PA      | $401341.51    | 0.20%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FNGT 2001-T5 A2                                 | CUSIP: 31359SX96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    526818 | PA      | $530564.50    | 0.27%             | 2041-06-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 4311                                         | CUSIP: 36202EYG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6842 | PA      | $6869.51      | 0.00%             | 2038-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-41 1A4                                   | CUSIP: 31392MEJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    224971 | PA      | $224598.67    | 0.11%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-103 DQ                                 | CUSIP: 38382TT53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2224228 | PA      | $2264190.12   | 1.15%             | 2051-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 5083 BT                                     | CUSIP: 3137FFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1439676 | PA      | $1412150.58   | 0.72%             | 2051-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-58 4A                                    | CUSIP: 31394JY50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    422080 | PA      | $435947.75    | 0.22%             | 2043-09-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FSPC T-59 1A1                                   | CUSIP: 31394PPQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    657938 | PA      | $669875.73    | 0.34%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN DA9397                                       | CUSIP: 3140YXNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706264 | PA      | $710314.35    | 0.36%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 787882                                       | CUSIP: 3622ADUF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1728388 | PA      | $1755949.57   | 0.89%             | 2062-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2002-W3 A4                                  | CUSIP: 31392CT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1595691 | PA      | $1617722.61   | 0.82%             | 2041-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2002-W4 A5                                  | CUSIP: 31392DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    410953 | PA      | $435162.43    | 0.22%             | 2042-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR QU8165                                       | CUSIP: 3133JMCA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544928 | PA      | $548052.67    | 0.28%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 4042 EB                                     | CUSIP: 3137APRB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    248181 | PA      | $263487.41    | 0.13%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8378                                       | CUSIP: 3132DWJX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1080299 | PA      | $1134596.77   | 0.58%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BV2610                                       | CUSIP: 3140MF3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427046 | PA      | $1396035.18   | 0.71%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-104 HT                                 | CUSIP: 38382UHV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1489942 | PA      | $1521526.00   | 0.77%             | 2051-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD1615                                       | CUSIP: 3132DNYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376930 | PA      | $382732.37    | 0.19%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-83 JQ                                  | CUSIP: 38382QRG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5669259 | PA      | $5765561.69   | 2.93%             | 2051-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2007-W8 1A5                                 | CUSIP: 31396XVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    674456 | PA      | $668575.16    | 0.34%             | 2037-09-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 3769 BP                                     | CUSIP: 3137A3YZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    589918 | PA      | $645734.82    | 0.33%             | 2040-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2004-T2 1A1                                | CUSIP: 31393X7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    892872 | PA      | $908614.44    | 0.46%             | 2043-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-105 D                                  | CUSIP: 38382TZQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    975004 | PA      | $990275.19    | 0.50%             | 2051-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHRR R013 ZA                                    | CUSIP: 31397HPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    748912 | PA      | $789488.27    | 0.40%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS7461                                       | CUSIP: 3140XPJF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950638 | PA      | $980719.94    | 0.50%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2000-16 ZG                                  | CUSIP: 31359X3X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     96309 | PA      | $101913.04    | 0.05%             | 2030-06-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION               | GNR 2020-183 AQ                                 | CUSIP: 38382LTE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   3086616 | PA      | $3135148.33   | 1.59%             | 2050-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-41 2A                                    | CUSIP: 31392MEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    886050 | PA      | $829752.15    | 0.42%             | 2032-07-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FSPC T-17 A5                                    | CUSIP: 3133TL4S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    153734 | PA      | $155427.07    | 0.08%             | 2029-07-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-130 CD                                 | CUSIP: 38382WKV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3900247 | PA      | $3910791.56   | 1.99%             | 2051-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2023-70 BA                                  | CUSIP: 3136BQG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    943982 | PA      | $949358.53    | 0.48%             | 2049-08-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FNGT 2003-T4 2A5                                | CUSIP: 31393AV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    188918 | PA      | $185689.46    | 0.09%             | 2033-09-26      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR 5407 AB                                     | CUSIP: 3137HCKY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    552925 | PA      | $557432.79    | 0.28%             | 2050-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2001-T1 A1                                 | CUSIP: 31358S4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    198580 | PA      | $199377.85    | 0.10%             | 2040-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 784339                                       | CUSIP: 3622A2ZC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220283 | PA      | $226703.28    | 0.12%             | 2040-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4733                                       | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4934198 | PA      | $4782832.04   | 2.43%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.375 05/15/34                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $606679.69    | 0.31%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNGT 2000-T6 A1                                 | CUSIP: 31358SR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    707513 | PA      | $708329.08    | 0.36%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2021-64 EQ                                  | CUSIP: 38382QJP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1386232 | PA      | $1419285.48   | 0.72%             | 2051-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G07291                                       | CUSIP: 3128M9NG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1034503 | PA      | $1093251.88   | 0.56%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2023-42 EY                                  | CUSIP: 3136BQMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1450000 | PA      | $1483091.18   | 0.75%             | 2053-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GNR 2019-23 A                                   | CUSIP: 38381RPL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    731948 | PA      | $773798.20    | 0.39%             | 2048-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 BN8191                                       | CUSIP: 3617KCC49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    384018 | PA      | $382715.63    | 0.19%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL6270                                       | CUSIP: 3138EN6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131517 | PA      | $127720.81    | 0.06%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHR 2226 PG                                     | CUSIP: 3133TNS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    279650 | PA      | $286432.23    | 0.15%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2003-W17 1A7                                | CUSIP: 31393UAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    260331 | PA      | $262337.95    | 0.13%             | 2033-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNW 2004-W1 2A1                                 | CUSIP: 31393U4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1485908 | PA      | $1520987.39   | 0.77%             | 2043-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2009-10 TD                                  | CUSIP: 31397NHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      6599 | PA      | $8019.99      | 0.00%             | 2039-03-25      | Variable      | 18.19%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** SIT U.S. GOVERNMENT SECURITIES FUND, INC.

**Signature:** Paul Rasmussen

**Name of Signer:** Paul Rasmussen

**Title:** VP, Treasurer & Chief Compliance Officer