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3142JRZQ3 2056-01-01 5.000000 0.00 1008.00 995.82 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JU6X3 2056-02-01 5.500000 0.00 1002.00 951.50 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 56681984.00 25128302.85 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6.000000 0.00 11177200.00 5973363.85 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618F26D2 2053-09-20 7.000000 0.00 123282.00 97638.16 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618JWLM5 2055-01-20 6.500000 0.00 130450.00 136923.38 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5VN6 2047-07-20 4.000000 0.00 2054.00 1895.33 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 200.00 199.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 200.00 197.51 U.S. Treasuries (including strips) USTR 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0.00 100.00 99.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 200.00 200.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 200.00 200.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 400.00 400.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 70.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 100.00 74.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 400.00 294.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 72.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 100.00 62.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 1157900.00 742842.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 58.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 300.00 216.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 400.00 194.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 6278700.00 3966034.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 594000.00 328575.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 300.00 188.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 56.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 80.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 80.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 100.00 87.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 94.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 200.00 200.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 89.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 200.00 178.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100.00 98.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 7030900.00 6698228.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 100.00 98.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 200.00 205.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 500.00 499.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 99.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1000.00 965.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 99.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 579700.00 749168.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 100.00 94.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 100.00 99.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 18585800.00 17474421.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 1000.00 990.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 400.00 395.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 67700.00 67586.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 200.00 198.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 100.00 107.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 92.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 200.00 202.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 200.00 200.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 2200.00 2216.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100.00 100.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 100.00 100.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 100.00 106.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 200.00 207.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 1169000.00 1207398.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 200.00 202.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 100.00 100.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 1000.00 1070.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 100.00 101.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1000.00 1008.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 100.00 100.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 100.00 102.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 2900.00 2956.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 300.00 307.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 102.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 200.00 207.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 103.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 200.00 205.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625000 0.00 400.00 406.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 100.00 101.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 200.00 202.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 300.00 303.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 200.00 201.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 99.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 100.00 100.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.848246 0.00 100.00 100.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 200.00 202.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 102.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 900.00 916.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 100.00 101.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 100.00 101.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 200.00 202.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 2200.00 2252.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200.00 206.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 300.00 302.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 100.00 100.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 400.00 401.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1200.00 1195.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 100.00 99.28 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 3894600.00 4058841.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1051900.00 1064392.32 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 300.00 303.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 200.00 202.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 100.00 101.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 200.00 203.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 556300.00 565756.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 200.00 202.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 100.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 3205600.00 3232037.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 200.00 201.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 5705400.00 5772044.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 200.00 200.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 200.00 201.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 2504400.00 2504116.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 200.00 200.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.833246 0.00 100.00 100.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 6389700.00 6317327.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 100.00 100.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 100.00 100.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 200.00 200.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 198400.00 199574.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 200.00 199.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 100.00 99.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 255300.00 252027.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 719700.00 705095.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 100.00 99.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 100.00 100.04 U.S. Treasuries (including strips) Y Fitch, Inc. F-1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 156000000.00 156000000.00 0.0114 N Y Y N CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6500 20260501 CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6500 20260501 3.650000% 1729911L5 N/A N/A 1729911L5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 94.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 35900.00 33727.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 565706400.00 626379084.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 600.00 605.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 1718000.00 1718859.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 88430800.00 87656919.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 257500.00 250792.12 U.S. Treasuries (including strips) Y Fitch, Inc. F-1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 702000000.00 702000000.00 0.0512 N Y Y N CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260507 CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260507 3.640000% 1729911M3 N/A N/A 1729911M3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA 549300M8ZYFG0OCMTT87 3618BJM82 2065-08-15 5.000000 0.00 15347365.00 15399119.17 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618GDUY4 2066-03-15 5.740000 0.00 20985525.00 22066738.89 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618JVN86 2061-02-15 5.230000 0.00 10000000.00 10078157.29 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618K2KF5 2061-04-15 5.330000 0.00 12000000.00 12230419.33 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618KLNZ6 2061-04-15 5.170000 0.00 21185000.00 21307761.19 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618KSUC4 2060-09-15 6.500000 0.00 9192175.00 9948245.96 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618M5Q52 2061-02-15 4.990000 0.00 19801000.00 19674933.87 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V2JV0 2061-04-15 5.100000 0.00 5203289.00 5194996.69 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V3JY2 2061-03-15 5.060000 0.00 13416871.00 13355865.98 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V4F65 2061-05-15 5.200000 0.00 11434800.00 11585246.40 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V4F81 2061-04-15 5.040000 0.00 11520000.00 11450373.12 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V4FQ1 2061-04-15 4.250000 0.00 7178001.00 6828142.44 Agency Mortgage-Backed Securities Y Fitch, Inc. F-1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-07 2026-05-07 2026-05-07 N N N 0.0364 156000000.00 156000000.00 0.0114 N N Y N CITIGROUP GLBL MKT INC TREASURY REPO 3.7600 20270413 CITIGROUP GLBL MKT INC TREASURY REPO 3.7600 20270413 3.760000% 1729952J0 MBNUM2BPBDO7JBLYG310 N/A 1729952J0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 100.00 98.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 13800.00 13435.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 708800.00 686047.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0.00 0.00 100.00 98.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 200.00 196.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 200.00 194.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 35123600.00 34999964.93 U.S. Treasuries (including strips) Y Fitch, Inc. F-1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-04-13 2027-04-13 2027-04-13 N N N 0.0376 35000000.00 35000000.00 0.0026 N N N N CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810 CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810 3.650000% 1729958S4 MBNUM2BPBDO7JBLYG310 N/A 1729958S4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 100.00 98.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 7700.00 7496.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 392200.00 379610.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 1153000.00 1112598.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 100.00 98.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 200.00 194.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 75264900.00 74999967.55 U.S. Treasuries (including strips) Y Fitch, Inc. F-1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-10 2026-08-10 2026-08-10 N N N 0.0365 75000000.00 75000000.00 0.0055 N N N N CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618 CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618 3.670000% 1729958X3 MBNUM2BPBDO7JBLYG310 N/A 1729958X3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 100.00 98.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 27600.00 26871.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 1417600.00 1372095.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0.00 0.00 100.00 98.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 500.00 491.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 500.00 486.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 70247200.00 69999929.86 U.S. Treasuries (including strips) Y Fitch, Inc. F-1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-18 2026-06-18 2026-06-18 N N N 0.0367 70000000.00 70000000.00 0.0051 N N N N CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624 CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624 3.690000% 1729959D6 MBNUM2BPBDO7JBLYG310 N/A 1729959D6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 100.00 98.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 29600.00 28818.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 1518800.00 1470046.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 600.00 590.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 500.00 486.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 75264900.00 74999967.55 U.S. Treasuries (including strips) Y Fitch, Inc. F-1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-24 2026-06-24 2026-06-24 N N N 0.0369 75000000.00 75000000.00 0.0055 N N N N CREDIT AGRICOLE MORTGAGE REPO 3.6500 20260501 CREDIT AGRICOLE MORTGAGE REPO 3.6500 20260501 3.650000% 2258984A0 N/A N/A 2258984A0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp N FMAC S6XOOCT0IEG5ABCC6L87 3133KLAZ0 2051-02-01 1.500000 0.00 46634400.00 24333654.64 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133USJN2 2050-11-01 2.500000 0.00 18861536.00 12517797.18 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140N4QV2 2052-12-01 4.500000 0.00 7327000.00 5355704.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QU6G6 2054-08-01 5.000000 0.00 2273832.00 2037012.32 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426Y3Y0 2055-09-01 5.500000 0.00 40608.00 39616.86 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MS85 2055-03-01 5.500000 0.00 1280.00 1184.26 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618LLD86 2055-09-20 6.500000 0.00 41958400.00 44502592.98 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5PK9 2055-06-20 6.000000 0.00 144371712.00 104125037.67 Agency Mortgage-Backed Securities Y Fitch, Inc. F-1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 189130000.00 189130000.00 0.0138 N Y Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.500000% 3130AVBC5 2549001DPIFGXC1TOL40 US3130AVBC52 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-12 2027-03-12 2027-03-12 N N N 0.0373 19115047.97 19115047.97 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.800000% 3130B7TP9 2549001DPIFGXC1TOL40 US3130B7TP99 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-09-22 2027-09-22 N N N 0.0363 35015143.01 35015143.01 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B7V43 2549001DPIFGXC1TOL40 US3130B7V436 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-09-21 2027-09-21 N N N 0.0363 50027962.98 50027962.98 0.0037 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B7WA8 2549001DPIFGXC1TOL40 US3130B7WA83 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-10-01 2027-10-01 N N N 0.0363 75040888.62 75040888.62 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B7YG3 2549001DPIFGXC1TOL40 US3130B7YG36 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-10-05 2027-10-05 N N N 0.0363 30018599.65 30018599.65 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B7ZX5 2549001DPIFGXC1TOL40 US3130B7ZX59 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-10-07 2027-10-07 N N N 0.0363 30016282.88 30016282.88 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B84H2 2549001DPIFGXC1TOL40 US3130B84H22 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-10-15 2027-10-15 N N N 0.0363 30018219.88 30018219.88 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.805000% 3130B8CQ3 2549001DPIFGXC1TOL40 US3130B8CQ39 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-10-22 2027-10-22 N N N 0.0363 30015492.20 30015492.20 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.805000% 3130B8EE8 2549001DPIFGXC1TOL40 US3130B8EE80 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-10-28 2027-10-28 N N N 0.0363 75044077.64 75044077.64 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.720000% 3130B8WK4 2549001DPIFGXC1TOL40 US3130B8WK49 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-06-08 2027-01-08 2027-01-08 N N N 0.0385 74824510.95 74824510.95 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.745000% 3130BAG68 2549001DPIFGXC1TOL40 US3130BAG689 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2028-04-21 2028-04-21 N N N 0.0363 69936417.02 69936417.02 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.745000% 3130BAGV3 2549001DPIFGXC1TOL40 US3130BAGV33 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2028-04-21 2028-04-21 N N N 0.0363 69937821.14 69937821.14 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.745000% 3130BAJ65 2549001DPIFGXC1TOL40 US3130BAJ659 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2028-04-28 2028-04-28 N N N 0.0363 49954554.57 49954554.57 0.0036 N N N N FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000% 313313ZW1 254900C5LP6DN9OP9V83 US313313ZW10 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-27 2026-07-27 2026-07-27 N N N 0.0360 19819153.94 19819153.94 0.0014 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000% 313385ZJ8 2549001DPIFGXC1TOL40 US313385ZJ85 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0360 148820212.82 148820212.82 0.0109 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133ERD32 254900C5LP6DN9OP9V83 US3133ERD324 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-11-20 2026-11-20 N N N 0.0363 30009027.11 30009027.11 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-11-27 2026-11-27 N N N 0.0363 15001153.45 15001153.45 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-11-25 2026-11-25 N N N 0.0363 13004446.74 13004446.74 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-12-02 2026-12-02 N N N 0.0363 25008919.71 25008919.71 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-07-10 2026-07-10 N N N 0.0366 75015073.73 75015073.73 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-11-23 2026-11-23 N N N 0.0363 15004748.15 15004748.15 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERNZ0 254900C5LP6DN9OP9V83 US3133ERNZ01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-08-12 2026-08-12 N N N 0.0371 48999027.90 48999027.90 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ERPQ8 254900C5LP6DN9OP9V83 US3133ERPQ83 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-11-13 2026-11-13 N N N 0.0368 18607010.86 18607010.86 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-09-03 2026-09-03 N N N 0.0363 20005394.28 20005394.28 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-10-09 2026-10-09 N N N 0.0363 20006504.77 20006504.77 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ERWZ0 254900C5LP6DN9OP9V83 US3133ERWZ00 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-07-09 2026-07-09 N N N 0.0363 35003620.25 35003620.25 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-10-23 2026-10-23 N N N 0.0363 20006823.70 20006823.70 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ERYK1 254900C5LP6DN9OP9V83 US3133ERYK13 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-10-21 2026-10-21 N N N 0.0363 30008530.92 30008530.92 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-04-16 2027-04-16 N N N 0.0363 75022656.60 75022656.60 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-08-17 2026-08-17 N N N 0.0363 90007652.43 90007652.43 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-04-23 2027-04-23 N N N 0.0363 29995460.78 29995460.78 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.822877% 3133ETR58 254900C5LP6DN9OP9V83 US3133ETR585 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-11-05 2027-11-05 N N N 0.0362 30127091.87 30127091.87 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.787877% 3133ETSA6 254900C5LP6DN9OP9V83 US3133ETSA60 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-07-30 2027-07-30 N N N 0.0362 50142631.81 50142631.81 0.0037 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.770000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2026-10-16 2026-10-16 N N N 0.0363 14003231.46 14003231.46 0.0010 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.770000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-01 2027-09-22 2027-09-22 N N N 0.0363 35006934.21 35006934.21 0.0026 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.710000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. 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3.000000 0.00 378000.00 145947.67 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 48.66 U.S. Treasuries (including strips) FNMA B1V7KEBTPIMZEU4LTD58 3140QRMQ3 2053-02-01 5.500000 0.00 455592.00 365847.33 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DVMR3 2054-02-01 5.500000 0.00 83669955.00 68103681.97 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6.000000 0.00 153387724.00 94232336.83 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWPB3 2055-03-01 7.000000 0.00 357576595.00 208185489.46 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132J65C4 2043-02-01 3.000000 0.00 811144.00 134981.47 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132WKPD4 2047-01-01 3.000000 0.00 900000.00 279208.38 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31335AWU8 2046-08-01 3.500000 0.00 1000.00 173.53 Agency Mortgage-Backed Securities FMAC 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1087670.00 1091314.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140B7RU9 2055-05-01 5.500000 0.00 635351.00 634381.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140B8A50 2055-05-01 5.500000 0.00 15810208.00 11531852.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140B9N96 2055-05-01 6.500000 0.00 8706090.00 7397593.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BA2G0 2055-08-01 5.500000 0.00 2000.00 2003.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BCTL6 2040-05-01 6.500000 0.00 999000.00 577336.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BEPK8 2055-07-01 6.000000 0.00 21486064.00 17777917.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BFN27 2055-08-01 6.000000 0.00 1758934.00 1807056.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BJM61 2055-07-01 7.000000 0.00 1636124.00 1729391.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BJZ75 2055-09-01 5.500000 0.00 7297864.00 6888785.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BKDM3 2055-09-01 6.000000 0.00 5750384.00 5223698.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BLNJ7 2055-08-01 6.000000 0.00 3889244.00 3962858.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BMG20 2055-09-01 6.000000 0.00 871725.00 891174.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BMRA0 2055-10-01 5.500000 0.00 1000.00 1012.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BNGX0 2055-10-01 5.500000 0.00 26549.00 26796.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BNYG7 2055-09-01 5.500000 0.00 56744.00 50215.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BTCC7 2056-03-01 6.000000 0.00 730700.00 757541.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BUSA1 2055-11-01 5.500000 0.00 3175096.00 3203349.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.500000 0.00 2000.00 1935.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BVRE2 2055-11-01 6.000000 0.00 1622832.00 1658057.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BXGC4 2056-01-01 4.500000 0.00 367598.00 353963.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BXS56 2055-12-01 5.500000 0.00 6061296.00 6137898.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BYT87 2055-12-01 4.500000 0.00 3618328.00 3481279.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140FX4P4 2064-06-01 2.500000 0.00 32715960.00 25462298.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140FXCQ3 2056-04-01 4.000000 0.00 1000.00 245.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140FXFV9 2057-01-01 3.500000 0.00 66006784.00 21485472.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140GWPE7 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FNMA B1V7KEBTPIMZEU4LTD58 3140U3R45 2056-02-01 4.500000 0.00 2512412.00 2425301.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U4V22 2056-02-01 4.500000 0.00 2555060.00 2459162.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U6ZY3 2056-03-01 4.500000 0.00 1331110.00 1294804.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U8VS6 2056-03-01 6.000000 0.00 3311844.00 3394178.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UD2Y4 2056-05-01 5.000000 0.00 4049104.00 4024440.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UD3E7 2056-05-01 5.500000 0.00 5469880.00 5564916.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 2383820.00 1992888.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W2M57 2040-06-01 5.500000 0.00 2500092.00 2074243.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W4A98 2054-04-01 5.500000 0.00 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Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0375 34026562.50 34026562.50 0.0025 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2027-05-31 2027-05-31 2027-05-31 N N N 0.0380 33784570.31 33784570.31 0.0025 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.750000% 91282CCF6 254900HROIFWPRGM1V77 US91282CCF68 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-05-31 2026-05-31 2026-05-31 N N N 0.0392 99738281.25 99738281.25 0.0073 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.875000% 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-06-30 2026-06-30 2026-06-30 N N N 0.0372 39809375.00 39809375.00 0.0029 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 3.625000% 91282CHB0 254900HROIFWPRGM1V77 US91282CHB00 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-05-15 2026-05-15 2026-05-15 N N N 0.0369 135984062.50 135984062.50 0.0099 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2027-02-15 2027-02-15 2027-02-15 N N N 0.0377 220627343.75 220627343.75 0.0161 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2027-04-15 2027-04-15 2027-04-15 N N N 0.0376 65444335.94 65444335.94 0.0048 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2027-05-15 2027-05-15 2027-05-15 N N N 0.0380 35247460.94 35247460.94 0.0026 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.625000% 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-06-30 2026-06-30 2026-06-30 N N N 0.0370 208300625.00 208300625.00 0.0152 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 3.825246% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-05-01 2026-07-31 2026-07-31 N N N 0.0364 170067403.81 170067403.81 0.0124 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 60098437.50 60098437.50 0.0044 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-08-31 2026-08-31 2026-08-31 N N N 0.0373 224973632.81 224973632.81 0.0164 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-12-31 2026-12-31 2026-12-31 N N N 0.0374 147978222.66 147978222.66 0.0108 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2027-01-31 2027-01-31 2027-01-31 N N N 0.0374 250703125.00 250703125.00 0.0183 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0376 275279296.88 275279296.88 0.0201 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 3.802246% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-05-01 2027-07-31 2027-07-31 N N N 0.0380 150154771.67 150154771.67 0.0110 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 3.833246% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 N/A U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 2026-05-01 2027-10-31 2027-10-31 N N N 0.0371 150248164.08 150248164.08 0.0110 N Y Y N WELLS FARGO SECURITIES MORTGAGE REPO 3.6400 20260507 WELLS FARGO SECURITIES MORTGAGE REPO 3.6400 20260507 3.640000% 9499843C0 N/A N/A 9499843C0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3.000000 0.00 446951542.00 276106942.08 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5ZM4 2055-11-20 6.000000 0.00 120719983.00 121693058.31 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2026-05-07 2026-05-07 2026-05-07 N N N 0.0364 390000000.00 390000000.00 0.0285 N N Y N T. ROWE PRICE GOVERNMENT MONEY FUND, INC. 2026-05-07 Alan S. Dupski Alan S. Dupski Treasurer & Vice President