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F1+ 2026-06-01 2028-01-31 2028-01-31 N N N 0.0372 15003139.50 15003139.50 0.0029 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.736062% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2028-04-30 2028-04-30 N N N 0.0374 90368429.39 90368429.39 0.0176 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR1077FD G5GSEF7VJP5I7OUK5573 0000312070 TPR1077FD90518852BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 219952.00 66851.00 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0.00 0.00 1588000.00 561834.00 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0.00 0.00 48122615.00 18232215.00 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 25648000.00 21101353.00 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 777920.00 704426.00 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 19859000.00 19948558.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 3238200.00 3068821.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 23500.00 23079.00 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 31000.00 20974.00 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 12935000.00 12794966.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 75000000.00 75000000.00 0.0146 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR10795F MBNUM2BPBDO7JBLYG310 0000315030 TPR10795F90518851CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 130992500.00 131300252.00 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 500.00 494.00 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 1358200.00 1397510.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 75276900.00 71274245.00 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 100.00 94.00 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 100.00 98.00 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 26600.00 27395.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-02 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 199872020.00 199872020.00 0.0390 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR107C5F MBNUM2BPBDO7JBLYG310 0000315030 TPR107C5F9051885CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACX21 2053-08-20 5.000000 0.00 52487.00 35183.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACTU4 2053-09-20 6.000000 0.00 1589248.00 1100649.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACT67 2053-09-20 6.000000 0.00 1000000.00 903655.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACSR2 2053-09-20 6.500000 0.00 500000.00 293750.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACSD3 2053-08-20 5.500000 0.00 1000.00 764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FMST9 2053-09-20 6.000000 0.00 628447.00 377118.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FMP54 2053-09-20 6.000000 0.00 1031834.00 1035166.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FH7F3 2053-09-20 6.000000 0.00 141447.00 112856.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FFZT6 2053-09-20 7.000000 0.00 2086210.00 957369.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FFZP4 2053-09-20 7.000000 0.00 4141178.00 1825582.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FFZN9 2053-09-20 7.000000 0.00 1764548.00 724946.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FFXX9 2053-09-20 6.500000 0.00 3944281.00 3162296.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FFXV3 2053-09-20 6.000000 0.00 1600000.00 1248422.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FE2R9 2053-09-20 6.500000 0.00 3793287.00 3042686.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618F44B4 2053-09-20 7.000000 0.00 532951.00 200989.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618F3AQ6 2053-09-20 7.000000 0.00 1056454.00 336797.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618BVYZ2 2053-09-20 7.000000 0.00 180949.00 65663.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618BE4X8 2053-09-20 7.000000 0.00 1781970.00 744202.00 Agency Mortgage-Backed Securities GNII SF MA9360 M 549300M8ZYFG0OCMTT87 36179YMH4 2053-12-20 4.500000 0.00 769944.00 673455.00 Agency Mortgage-Backed Securities GNII SF MA9244 M 549300M8ZYFG0OCMTT87 36179YHV9 2053-10-20 7.000000 0.00 92738547.00 25390547.00 Agency Mortgage-Backed Securities GNII SF MA9243 M 549300M8ZYFG0OCMTT87 36179YHU1 2053-10-20 6.500000 0.00 16644683.00 6367419.00 Agency Mortgage-Backed Securities GNII SF MA9241 M 549300M8ZYFG0OCMTT87 36179YHS6 2053-10-20 5.500000 0.00 1021587.00 705984.00 Agency Mortgage-Backed Securities GNII SF MA9240 M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5.000000 0.00 217000.00 182655.00 Agency Mortgage-Backed Securities GNII SF MA9239 M 549300M8ZYFG0OCMTT87 36179YHQ0 2053-10-20 4.500000 0.00 72516.00 61212.00 Agency Mortgage-Backed Securities GNII SF MA9237 M 549300M8ZYFG0OCMTT87 36179YHN7 2053-10-20 3.500000 0.00 17545195.00 11944730.00 Agency Mortgage-Backed Securities GNII SF MA9173 M 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 128856483.00 49045768.00 Agency Mortgage-Backed Securities GNII SF MA9171 M 549300M8ZYFG0OCMTT87 36179YFL3 2053-09-20 5.500000 0.00 138337136.00 91662826.00 Agency Mortgage-Backed Securities GNII SF MA9107 M 549300M8ZYFG0OCMTT87 36179YDL5 2053-08-20 6.000000 0.00 3518198.00 1797310.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-09 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 199827360.00 199827360.00 0.0390 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR107E05 1VUV7VQFKUOQSJ21A208 0001330437 TPR107E059051885CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 19455800.00 19416396.00 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 59052400.00 59999732.00 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 59037200.00 59999656.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 10217800.00 10499470.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 200.00 204.00 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 40354200.00 41249704.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 38170900.00 36149063.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 60725000.00 59998923.00 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 39705800.00 38863523.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 29885000.00 28588126.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 36435900.00 34432017.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 26406900.00 18801552.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1500.00 964.00 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 70.00 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0.00 0.00 200.00 199.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 399634480.00 399634480.00 0.0780 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR108049 G5GSEF7VJP5I7OUK5573 0000312070 TPR10804990518853BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XSBA9 2045-07-01 3.500000 0.00 143513.00 19910.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3QN2 2055-08-01 6.500000 0.00 11289856.00 10585863.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA2A1 2037-03-01 2.000000 0.00 62503.00 35661.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36296YLY6 2040-06-15 5.000000 0.00 3754120.00 71870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FTU0 2041-05-20 6.000000 0.00 437352.00 11431.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618NYQK5 2056-01-20 6.500000 0.00 9999.00 10253.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6DB0 2056-03-20 5.500000 0.00 1000.00 1004.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N56K0 2056-01-20 6.000000 0.00 33198632.00 33550449.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N1L89 2056-02-20 5.000000 0.00 180254.00 179872.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MS5S5 2056-02-20 6.000000 0.00 5313990.00 5415931.00 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.500000 0.00 10295.00 6928.00 Agency Mortgage-Backed Securities GNII SF MA8879 M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 14834624.00 9977085.00 Agency Mortgage-Backed Securities GNII SF MA4965 M 549300M8ZYFG0OCMTT87 36179TQS7 2048-01-20 5.000000 0.00 54949.00 5068.00 Agency Mortgage-Backed Securities GNII SF MA4718 M 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3.000000 0.00 1686868.00 231316.00 Agency Mortgage-Backed Securities GNII SF MA5398 M 549300M8ZYFG0OCMTT87 36179T7K5 2048-08-20 4.000000 0.00 7150000.00 629245.00 Agency Mortgage-Backed Securities GNII SF MA4262 M 549300M8ZYFG0OCMTT87 36179SWX1 2047-02-20 3.500000 0.00 17548000.00 2008236.00 Agency Mortgage-Backed Securities GNII SF MA4068 M 549300M8ZYFG0OCMTT87 36179SQV2 2046-11-20 3.000000 0.00 40518438.00 5072027.00 Agency Mortgage-Backed Securities GNII SF MA3873 M 549300M8ZYFG0OCMTT87 36179SJS7 2046-08-20 3.000000 0.00 9434723.00 1083092.00 Agency Mortgage-Backed Securities GNII SF MA3737 M 549300M8ZYFG0OCMTT87 36179SEJ2 2046-06-20 4.000000 0.00 2683208.00 244588.00 Agency Mortgage-Backed Securities GNII SF MA3454 M 549300M8ZYFG0OCMTT87 36179RZT9 2046-02-20 3.500000 0.00 216307.00 19765.00 Agency Mortgage-Backed Securities GNII SF MA2827 M 549300M8ZYFG0OCMTT87 36179RD89 2045-05-20 4.000000 0.00 23573079.00 1925879.00 Agency Mortgage-Backed Securities GNII SF MA2825 M 549300M8ZYFG0OCMTT87 36179RD63 2045-05-20 3.000000 0.00 70925381.00 6203409.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-15 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 74996745.00 74996745.00 0.0146 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR10804C G5GSEF7VJP5I7OUK5573 0000312070 TPR10804C90518851BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/51 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 3885957.00 1078536.00 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 146.00 132.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 26445188.00 24203403.00 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 10233800.00 10435898.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-15 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 34998481.00 34998481.00 0.0068 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.610001% TPR108B92 G5GSEF7VJP5I7OUK5573 0000312070 TPR108B9290518855BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/51 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 889.00 247.00 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 11216715.00 4928187.00 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 6076700.00 6095230.00 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1966000.00 1976130.00 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 2000000.00 2011811.00 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 4697100.00 4789859.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 349148500.00 255835739.00 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 26890900.00 21632696.00 U.S. Treasuries (including strips) 3 5/8 TPRN 44 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0.00 0.00 999700.00 409740.00 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 8499300.00 8443222.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-30 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0361 299999970.00 299999970.00 0.0586 N N Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.620000% TPR108D47 549300H47WTHXPU08X20 0001232861 TPR108D479051885SSB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 25639300.00 25500000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 25000000.00 25000000.00 0.0049 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620000% TPR108D52 G5GSEF7VJP5I7OUK5573 0000312070 TPR108D5290518854BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMC60 2049-10-01 5.000000 0.00 1069.00 108.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADPG7 2048-10-01 3.000000 0.00 2000.00 220.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9ER0 2049-01-01 4.000000 0.00 2488.00 114.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XUD95 2046-04-01 3.500000 0.00 4810.00 468.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XB7G8 2031-06-01 2.500000 0.00 1428.00 171.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DGL0 2049-10-01 3.000000 0.00 1007.00 130.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417FL55 2028-02-01 2.500000 0.00 4144.00 111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LTWX2 2042-05-01 4.000000 0.00 19890374.00 3006492.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6DB0 2056-03-20 5.500000 0.00 1007.00 1011.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5RF8 2055-07-20 5.500000 0.00 30943824.00 26143417.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5JD2 2055-03-20 5.500000 0.00 1063.00 751.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5C64 2054-12-20 5.500000 0.00 40749885.00 31011711.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MNES6 2056-03-20 5.500000 0.00 1241.00 1284.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MJXD7 2056-01-20 6.000000 0.00 2096.00 2116.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MJ3L2 2056-02-20 6.500000 0.00 17466778.00 17841059.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MJ3K4 2056-02-20 6.000000 0.00 26864839.00 27423259.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MAL72 2055-11-20 6.500000 0.00 28822025.00 29232646.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618L9GE7 2055-12-20 6.000000 0.00 32780702.00 32980812.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618L9G64 2055-12-20 6.500000 0.00 19206208.00 19677615.00 Agency Mortgage-Backed Securities GNII SF CJ7473 C 549300M8ZYFG0OCMTT87 3617XQJS4 2052-01-20 4.000000 0.00 11980.00 4113.00 Agency Mortgage-Backed Securities GNII SF MA7474 M 549300M8ZYFG0OCMTT87 36179WJT6 2051-07-20 3.500000 0.00 133716966.00 66106730.00 Agency Mortgage-Backed Securities GNII SF MA2825 M 549300M8ZYFG0OCMTT87 36179RD63 2045-05-20 3.000000 0.00 47372030.00 4143342.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 250000000.00 250000000.00 0.0488 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.570000% TPR108D56 549300HN4UKV1E2R3U73 TPR108D569051885BOF U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/54 254900HROIFWPRGM1V77 912834K56 2054-02-15 0.00 0.00 50717805.00 12189010.00 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 7687200.00 8210991.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0357 20000000.00 20000000.00 0.0039 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.560000% TPR108D64 1VUV7VQFKUOQSJ21A208 0001330437 TPR108D6490518851CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 703119.00 258796.00 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 81958.00 33893.00 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 1585614.00 728926.00 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 30000.00 14424.00 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 216.00 114.00 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 19.00 10.00 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0.00 0.00 124.00 73.00 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 3495090.00 3000000.00 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 4359223.00 3000000.00 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 3815260.00 3000000.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 115700.00 118889.00 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 800.00 818.00 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 1000.00 1027.00 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 3032500.00 2999990.00 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 817000.00 788887.00 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 900.00 1012.00 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 3222700.00 2999930.00 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 3145800.00 2999930.00 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 100.00 100.00 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 20600.00 20589.00 U.S. Treasuries (including strips) 4 1/2 TPRN F 33 254900HROIFWPRGM1V77 912821NP6 2033-11-15 0.00 0.00 22000.00 15969.00 U.S. Treasuries (including strips) 4 5/8 TPRN AU 26 254900HROIFWPRGM1V77 912821NN1 2026-11-15 0.00 0.00 110000.00 108123.00 U.S. Treasuries (including strips) 4 5/8 TPRN 46 254900HROIFWPRGM1V77 912803HT3 2046-02-15 0.00 0.00 900.00 331.00 U.S. Treasuries (including strips) 1 7/8 TPRN 41 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0.00 0.00 523500.00 256336.00 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0.00 0.00 45900.00 15359.00 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 39900.00 14459.00 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0.00 0.00 22200.00 22044.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0356 20000000.00 20000000.00 0.0039 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.620000% TPR108D66 M67H5PRC0NQKM73ZAS82 0000026617 TPR108D669051885DAI U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-05-01 5.000000 0.00 23466708.00 23057511.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 41821609.00 40910632.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 39722473.00 39062929.00 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0195 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 3.620000% TPR108D6A 9J6MBOOO7BECTDTUZW19 0000058056 TPR108D6A9051885DEU U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 101939500.00 102000037.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0195 N Y Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620000% TPR108D7D ZBUT11V806EZRVTWT807 0000782124 TPR108D7D9051885JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KFE0 2055-11-01 7.000000 0.00 1681780.00 1783932.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417EUN9 2043-02-01 2.500000 0.00 75000.00 15115.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412L2H2 2027-10-01 6.000000 0.00 5992263.00 5619.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQTF2 2052-11-01 6.000000 0.00 750000.00 567096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWYL5 2052-10-01 5.000000 0.00 2522472.00 1712450.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGS95 2055-08-01 6.000000 0.00 2136009.00 2206591.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAM37 2055-05-01 6.000000 0.00 1269324.00 1217817.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXVU8 2055-01-01 6.000000 0.00 5266056.00 5116828.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARJX9 2054-10-01 6.000000 0.00 8884496.00 7390146.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLC43 2047-07-01 4.500000 0.00 382957.00 45081.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N56G9 2056-01-20 4.500000 0.00 83031040.00 79330967.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618L4QU1 2052-07-20 6.500000 0.00 1270380.00 1326063.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618BNUW1 2053-05-20 6.000000 0.00 2235150.00 1874604.00 Agency Mortgage-Backed Securities GNII SF MA8844 M 549300M8ZYFG0OCMTT87 36179XZH2 2038-05-20 3.500000 0.00 615660.00 438764.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0195 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.610000% TPR108D80 VYVVCKR63DVZZN70PB21 0001224385 TPR108D8090518851WE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 7/8 NOTE BC 26 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 5.000000 0.00 24903000.00 25500003.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 25000000.00 25000000.00 0.0049 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.620000% TPR108D86 VYVVCKR63DVZZN70PB21 0001224385 TPR108D869051885WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AEJF4 2056-01-20 7.000000 0.00 50150504.00 40101376.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AEDB9 2051-12-20 4.500000 0.00 12605824.00 11782205.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACFY1 2052-03-20 3.000000 0.00 200000.00 132999.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AC6M7 2054-02-20 6.000000 0.00 300000.00 242554.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AC4M9 2054-01-20 6.000000 0.00 7700000.00 5527870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ABQF2 2052-03-20 2.000000 0.00 5000000.00 2532361.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AB4U3 2052-09-20 4.500000 0.00 100000.00 66975.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AAZY3 2051-03-20 2.000000 0.00 40000.00 20182.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AAYY4 2049-10-20 3.500000 0.00 61702.00 21872.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AARG1 2048-02-20 3.500000 0.00 45026418.00 10707409.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622AA5E0 2051-03-20 2.500000 0.00 2059000.00 964198.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 70000000.00 70000000.00 0.0137 N Y Y N BNP PARIBAS Joint Account I 3.610000% TPR108DA5 R0MUWSFPU8MPRO8K5P83 0000310732 TPR108DA59051885BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 149.55 54.97 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 61460.56 25416.92 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 5.70 4.59 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 7.76 7.13 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 4.28 4.12 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 20.44 20.12 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 68942.62 44471.01 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 1688568.18 1118676.48 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 1106.89 811.12 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 48887976.42 48645765.05 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 16726173.95 16423526.84 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 53236444.21 53571148.45 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 31487720.89 31840593.49 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 4256140.00 4391040.91 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 2068662.11 2029575.04 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 648132.21 641184.02 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 31.68 31.53 U.S. Treasuries (including strips) 4NOTE R 29 4 91282CFT3 2029-10-31 4.000000 0.00 1273784.47 1274624.11 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 126736.84 158033.40 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 253.47 73.67 U.S. Treasuries (including strips) 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0.00 0.00 506.95 149.39 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0.00 0.00 14558.89 5137.75 U.S. Treasuries (including strips) 3 3/4 TPRN 41 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0.00 0.00 37767.58 18014.22 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 2688943.89 1401109.22 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 158421052.64 158421052.64 0.0309 N Y Y N CREDIT AGRICOLE CIB Joint Account I 3.610000% TPR108DA5 N.A. TPR108DA59051885CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 43070.57 13906.68 U.S. Treasuries (including strips) TINT 02/15/47 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0.00 0.00 1043597.73 354231.53 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 1178.49 532.77 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 1079619.04 585924.38 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 1122265.51 962023.88 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 2381063.19 1762598.65 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 1296980.33 790257.92 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 31.68 31.84 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 316.84 316.05 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 15.84 16.00 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 126.74 125.63 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 31.68 31.68 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 7175206.32 7185568.95 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 47.53 47.68 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 7426414.58 7472225.04 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 110.89 112.48 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 339337.89 341092.41 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 405193.53 411895.21 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 32476.32 32201.46 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 1113430.68 1113088.49 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 47.53 47.68 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 3194053.58 3220531.92 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 31.68 30.89 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 158.42 160.64 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 31.68 31.37 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 183451.58 183196.52 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 31.68 31.84 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 63.37 61.15 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 72667.74 73676.40 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 237.63 267.41 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 15.84 16.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 15.84 15.68 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 737719.32 654233.01 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 321864.05 318733.02 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 6637081.68 8092417.79 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 15.84 22.02 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 15.84 19.80 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 1737213.58 2332797.37 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 162223.16 162115.75 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 31.68 31.21 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 978883.68 905234.37 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 158.42 152.40 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 3076505.16 2953509.11 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 1659159.53 1488396.36 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 31.68 30.42 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 6973536.32 6611666.99 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 15.84 14.10 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 31.68 19.01 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 327503.84 225399.57 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 324858.21 176879.48 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 25331.53 14754.39 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 15.84 11.72 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 15.84 15.37 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 1520.84 1065.06 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 51249.21 34961.94 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 31.68 11.41 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0.00 0.00 63.37 53.86 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 47526315.79 47526315.79 0.0093 N Y Y N Bank of Nova Scotia Joint Account I 3.610000% TPR108DA5 N.A. 0001041839 TPR108DA59051885THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 56387454.79 55937014.47 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 519779.47 540867.53 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 15.84 16.16 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 29925.74 31243.32 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 33284.26 33683.33 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 2828354.42 2861744.98 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 15.84 15.05 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 5527944.21 5259764.30 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 620218.42 538483.77 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 95.05 92.20 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 337040.79 319983.91 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 111195.74 89402.07 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 5512894.21 3415862.06 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 15.84 9.82 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 47.53 22.34 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 126.74 93.31 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 7066529.47 4972506.69 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 411.89 326.66 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 15.84 14.26 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 19566710.95 19478853.80 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 3559055.68 3502851.06 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 95052631.57 95052631.57 0.0186 N Y Y N BANK OF MONTREAL Joint Account III 3.620000% TPR108DA9 NQQ6HPCNCCU6TUTQYE16 0000927971 TPR108DA990518853BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427S3J5 2056-04-01 5.500000 0.00 3332317.50 3402275.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 4081994.62 3758328.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y84X1 2056-05-01 5.500000 0.00 459626.80 461395.96 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 7400000.00 7400000.00 0.0014 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 3.630000% TPR108DA9 B4TYDEB6GKMZO031MB27 0000838440 TPR108DA99051885BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CKV5 2047-04-01 3.000000 0.00 5222344.95 1109665.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ATU2 2043-06-01 3.500000 0.00 9002021.00 1086108.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DAH6 2042-09-01 3.000000 0.00 9232152.86 1120981.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417CU86 2042-08-01 3.000000 0.00 9241626.64 1087401.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417C4M4 2042-09-01 3.500000 0.00 10442844.07 1143970.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QB4N5 2049-10-01 3.000000 0.00 6519357.19 1131357.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KKVM3 2050-08-01 2.000000 0.00 2314974.52 1140941.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KGAP8 2050-08-01 2.000000 0.00 564797.90 276826.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJGM4 2046-11-01 3.000000 0.00 4830514.17 1131474.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE6K0 2045-07-01 3.500000 0.00 9342277.48 1115743.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETBU9 2046-02-01 3.500000 0.00 5043695.59 1088529.23 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 11100000.00 11100000.00 0.0022 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 3.620000% TPR108DA9 VYVVCKR63DVZZN70PB21 0001224385 TPR108DA99051885WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LP2V8 2036-03-01 4.500000 0.00 41661.89 38781.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L8S97 2036-11-01 2.000000 0.00 14421.93 7469.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYVS5 2041-09-01 2.000000 0.00 7400.00 4220.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQDV5 2052-11-01 6.000000 0.00 2461.20 1540.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMEZ4 2051-07-01 3.000000 0.00 2109.00 1223.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KHWV4 2050-04-01 3.000000 0.00 222000.00 99704.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KH2L9 2050-05-01 3.000000 0.00 130240.00 47629.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KGF37 2049-07-01 4.500000 0.00 11100.00 1367.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133HML23 2036-03-01 4.500000 0.00 84295.14 82755.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BND83 2052-10-01 5.000000 0.00 48818.54 39211.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHZQ2 2052-08-01 4.500000 0.00 19840.58 13508.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBKR9 2052-05-01 3.500000 0.00 11433.00 7361.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0MP4 2053-09-01 6.000000 0.00 851000.00 719731.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 8584.00 7247.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHR7 2053-07-01 4.500000 0.00 2285075.93 1852461.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGD9 2053-02-01 3.500000 0.00 1184.00 918.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWER0 2052-09-01 4.000000 0.00 421732.14 312019.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDD2 2052-03-01 2.500000 0.00 11655.00 7350.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 3330.00 1834.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 61494.00 27631.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUJ57 2052-09-01 3.500000 0.00 579475.50 479945.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSTP7 2054-03-01 5.500000 0.00 55500.00 47030.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPAU2 2052-10-01 5.500000 0.00 37000.00 28553.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNC84 2049-06-01 3.500000 0.00 11470.00 7016.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM5P6 2052-01-01 2.500000 0.00 21836.66 14296.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6CS7 2037-09-01 2.500000 0.00 39654.49 21754.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CXSN3 2040-03-01 6.000000 0.00 22419.67 12927.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.500000 0.00 185.00 21.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADU30 2048-11-01 3.500000 0.00 481.00 121.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADAF5 2034-06-01 4.500000 0.00 66341.00 6617.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5JY2 2048-06-01 3.000000 0.00 3743.81 660.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A33R9 2039-09-01 5.000000 0.00 925.00 21.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XKE88 2042-09-01 3.500000 0.00 7030.00 689.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WMU61 2039-04-01 5.000000 0.00 11509.33 67.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K5YN7 2056-06-01 5.500000 0.00 186995.56 189652.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2RM4 2056-04-01 5.000000 0.00 64874.50 64018.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K1MJ8 2056-04-01 6.000000 0.00 86793.56 89800.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K1M90 2056-04-01 6.000000 0.00 79883.41 82416.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYPL0 2056-04-01 6.000000 0.00 72793.54 75074.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWSN7 2056-03-01 5.000000 0.00 90587.25 89823.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JPJJ1 2055-12-01 5.500000 0.00 525770.00 515199.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6BU6 2055-09-01 6.000000 0.00 58798.88 46648.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXMC8 2056-05-01 5.000000 0.00 6297444.10 6232132.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GUTX1 2055-05-01 6.000000 0.00 41995.00 34783.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTEJ1 2054-11-01 5.000000 0.00 37521.26 32548.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RBC3 2055-12-01 6.500000 0.00 2661290.86 2681401.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427Q2F8 2055-11-01 6.000000 0.00 2062068.76 2025864.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NLY3 2055-05-01 5.000000 0.00 1577298.90 1427665.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427M3J8 2052-06-01 4.000000 0.00 178427.47 144412.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JLH9 2055-10-01 6.000000 0.00 74991.78 59187.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JAD0 2055-11-01 5.500000 0.00 557590.00 494990.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DGQ8 2055-09-01 4.500000 0.00 48385.71 40601.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427B6D2 2055-09-01 6.000000 0.00 52123.75 53651.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WQD83 2041-05-01 4.000000 0.00 362381.11 352660.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WPKU8 2041-01-01 5.000000 0.00 148758.28 141092.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WPJ63 2041-01-01 6.000000 0.00 55271.41 35348.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WNP53 2040-08-01 6.000000 0.00 50044.35 50077.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMWR9 2040-04-01 5.500000 0.00 367162.54 202253.28 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 18500000.00 18500000.00 0.0036 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.610000% TPR108DB5 G5GSEF7VJP5I7OUK5573 0000312070 TPR108DB59051885BAR Other Instrument U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-07 2026-06-07 2026-06-30 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0361 100000000.00 100000000.00 0.0195 N N Y N Forward Settling Repurchase Agreement to be collateralized upon settlement. The response for Item C.7 is Y. The response for Item C.8 is N. Goldman Sachs Trust 2026-06-05 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer