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P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-10-16 2026-10-16 N N N 0.0375 150007515.00 150007515.00 0.0053 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.735000% 3130B6BF2 2549001DPIFGXC1TOL40 US3130B6BF27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-11-06 2026-11-06 N N N 0.0372 164702424.48 164702424.48 0.0058 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.745000% 3130B6SD9 2549001DPIFGXC1TOL40 US3130B6SD95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-12-08 2026-12-08 N N N 0.0372 100002322.00 100002322.00 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.745000% 3130B8HV7 2549001DPIFGXC1TOL40 US3130B8HV78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2027-05-10 2027-05-10 N N N 0.0374 100017138.00 100017138.00 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.690000% 3130BAMG9 2549001DPIFGXC1TOL40 US3130BAMG91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2027-02-04 2027-02-04 N N N 0.0368 150000114.00 150000114.00 0.0053 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.715000% 3130BAY92 2549001DPIFGXC1TOL40 US3130BAY922 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2027-09-07 2027-09-07 N N N 0.0371 243396314.92 243396314.92 0.0086 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.715000% 3130BB5K7 2549001DPIFGXC1TOL40 US3130BB5K70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2027-06-15 2027-06-15 N N N 0.0371 99998293.00 99998293.00 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.750000% 3130BB7B5 2549001DPIFGXC1TOL40 US3130BB7B53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2027-12-17 2027-12-17 N N N 0.0375 145998556.06 145998556.06 0.0052 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.695000% 3130BBFY6 2549001DPIFGXC1TOL40 US3130BBFY63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services NR 2027-01-11 2027-01-11 2027-01-11 N N N 0.0371 23018360.21 23018360.21 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-07 2026-08-07 N N N 0.0370 72660470.11 72660470.11 0.0026 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133ER4Z1 254900C5LP6DN9OP9V83 US3133ER4Z11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-02-26 2027-02-26 N N N 0.0370 44999249.40 44999249.40 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-03-11 2027-03-11 N N N 0.0374 109976966.00 109976966.00 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.900000% 3133ERC66 254900C5LP6DN9OP9V83 US3133ERC664 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-11-19 2027-11-19 N N N 0.0373 19541997.93 19541997.93 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ERC74 254900C5LP6DN9OP9V83 US3133ERC748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-09-21 2026-09-21 N N N 0.0371 2330154.62 2330154.62 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-09-08 2026-09-08 N N N 0.0371 4230193.27 4230193.27 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-26 2026-08-26 N N N 0.0370 3147203.39 3147203.39 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-10-09 2026-10-09 N N N 0.0371 2500306.18 2500306.18 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ERX55 254900C5LP6DN9OP9V83 US3133ERX553 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-11-24 2026-11-24 N N N 0.0376 59673799.95 59673799.95 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-10-15 2026-10-15 N N N 0.0372 88010606.64 88010606.64 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-28 2026-08-28 N N N 0.0374 7000316.68 7000316.68 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ET7J0 254900C5LP6DN9OP9V83 US3133ET7J06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-07-08 2027-07-08 N N N 0.0374 249995402.50 249995402.50 0.0089 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-09-17 2026-09-17 N N N 0.0368 70012749.10 70012749.10 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000% 3133ETAN7 254900C5LP6DN9OP9V83 US3133ETAN73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-11-24 2026-11-24 N N N 0.0371 122340558.25 122340558.25 0.0043 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-04-01 2027-04-01 N N N 0.0371 8400706.27 8400706.27 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-17 2026-08-17 N N N 0.0371 30000145.20 30000145.20 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-12 2026-08-12 N N N 0.0368 69999847.40 69999847.40 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETJB4 254900C5LP6DN9OP9V83 US3133ETJB45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-05-27 2027-05-27 N N N 0.0372 149677404.55 149677404.55 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ETKJ5 254900C5LP6DN9OP9V83 US3133ETKJ51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-06-09 2027-06-09 N N N 0.0375 25003684.75 25003684.75 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETKP1 254900C5LP6DN9OP9V83 US3133ETKP12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-06-09 2027-06-09 N N N 0.0371 100035639.00 100035639.00 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLC9 254900C5LP6DN9OP9V83 US3133ETLC99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-01-11 2027-01-11 N N N 0.0367 199992428.00 199992428.00 0.0071 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETLJ4 254900C5LP6DN9OP9V83 US3133ETLJ43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-18 2026-08-18 N N N 0.0367 80000127.20 80000127.20 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLU9 254900C5LP6DN9OP9V83 US3133ETLU97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-12-18 2026-12-18 N N N 0.0372 33195510.70 33195510.70 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETMF1 254900C5LP6DN9OP9V83 US3133ETMF12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-03-23 2027-03-23 N N N 0.0370 115975225.88 115975225.88 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-09-04 2026-09-04 N N N 0.0369 9999836.10 9999836.10 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000% 3133ETSH1 254900C5LP6DN9OP9V83 US3133ETSH14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-12-08 2026-12-08 N N N 0.0372 165022669.35 165022669.35 0.0059 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETSZ1 254900C5LP6DN9OP9V83 US3133ETSZ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-10-13 2026-10-13 N N N 0.0371 44999124.75 44999124.75 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-11-12 2027-11-12 N N N 0.0373 2900884.47 2900884.47 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-09-18 2026-09-18 N N N 0.0370 64998956.10 64998956.10 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETUB1 254900C5LP6DN9OP9V83 US3133ETUB16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-08-20 2027-08-20 N N N 0.0373 125007360.00 125007360.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ETUH8 254900C5LP6DN9OP9V83 US3133ETUH85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-02-19 2027-02-19 N N N 0.0373 55001900.25 55001900.25 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-12-22 2026-12-22 N N N 0.0372 130002242.50 130002242.50 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETVG9 254900C5LP6DN9OP9V83 US3133ETVG93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-08-27 2027-08-27 N N N 0.0373 95005355.15 95005355.15 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ETVR5 254900C5LP6DN9OP9V83 US3133ETVR58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-12-02 2026-12-02 N N N 0.0372 154989103.50 154989103.50 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-09-04 2026-09-04 N N N 0.0369 69998809.30 69998809.30 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETWY9 254900C5LP6DN9OP9V83 US3133ETWY90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-09-08 2026-09-08 N N N 0.0369 12999919.66 12999919.66 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ETXD4 254900C5LP6DN9OP9V83 US3133ETXD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-01-12 2027-01-12 N N N 0.0374 65007396.35 65007396.35 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWFK1 254900C5LP6DN9OP9V83 US3133EWFK19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-06-03 2027-06-03 N N N 0.0370 34999446.30 34999446.30 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2028-01-11 2028-01-11 N N N 0.0372 34984138.00 34984138.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWHR4 254900C5LP6DN9OP9V83 US3133EWHR44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2027-03-19 2027-03-19 N N N 0.0370 89998059.60 89998059.60 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-06-23 2027-06-23 N N N 0.0370 99276863.10 99276863.10 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWJH4 254900C5LP6DN9OP9V83 US3133EWJH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-11-26 2027-11-26 N N N 0.0374 129997778.30 129997778.30 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-07-16 2027-07-16 N N N 0.0370 103998700.00 103998700.00 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133EWNT3 254900C5LP6DN9OP9V83 US3133EWNT36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2028-05-08 2028-05-08 N N N 0.0377 19999904.60 19999904.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-11-22 2027-11-22 N N N 0.0375 60000232.20 60000232.20 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133EWUS7 254900C5LP6DN9OP9V83 US3133EWUS79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-09-01 2027-09-01 N N N 0.0373 100000554.00 100000554.00 0.0035 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-10-16 2026-10-16 N N N 0.0372 75032643.53 75032643.53 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-05-05 2027-05-05 N N N 0.0370 159869628.59 159869628.59 0.0057 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.775000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-04-23 2027-04-23 N N N 0.0376 153057475.98 153057475.98 0.0054 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-09-22 2027-09-22 N N N 0.0379 125081391.25 125081391.25 0.0044 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2027-10-06 2027-10-06 N N N 0.0379 227781367.61 227781367.61 0.0081 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.730000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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3140KVPQ7 2051-01-01 2.500000 0.00 7500000.00 4054972.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAPQ5 2034-04-01 3.500000 0.00 48000.00 7272.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU2K4 2046-03-01 3.500000 0.00 2430000.00 264253.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B5B22 2055-04-01 5.500000 0.00 1033870.00 1029514.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AW2W8 2054-12-01 5.500000 0.00 1123521.00 877435.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AESH3 2054-06-01 7.000000 0.00 112356.00 84047.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31401CZ55 2033-04-01 5.500000 0.00 34000.00 4121.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAPT8 2043-12-01 4.500000 0.00 675000.00 32988.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 2044-06-01 4.500000 0.00 11000.00 1093.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ4P0 2039-06-01 5.000000 0.00 2766460.00 85646.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FZK6 2056-07-01 5.500000 0.00 130827060.00 130686202.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 2042-02-01 2.000000 0.00 5450000.00 3174526.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 2052-03-01 2.500000 0.00 100000.00 61116.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWX8 2038-05-01 4.000000 0.00 25838.00 2588.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4.000000 0.00 406397.00 27373.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LA75 2037-01-01 6.000000 0.00 362448.00 4668.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GBA0 2035-12-01 6.000000 0.00 125000.00 1122.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKP95 2042-12-01 3.500000 0.00 300000.00 206865.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJXL2 2051-08-01 2.000000 0.00 85000.00 51898.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJVE0 2037-03-01 2.000000 0.00 2000.00 1038.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGYH6 2037-04-01 2.500000 0.00 699569.00 334425.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7AV1 2050-01-01 4.500000 0.00 10000.00 1177.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1FM0 2040-03-01 5.500000 0.00 200048.00 143521.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0PY5 2052-09-01 3.500000 0.00 163000.00 128942.26 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 250000000.00 250000000.00 0.0089 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.690000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10618565 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 3614000.00 3741991.01 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 2056-04-01 5.375000 0.00 50000.00 49210.58 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 495000.00 544603.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBE76 2028-07-13 4.350000 0.00 25000.00 25002.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBDU6 2041-07-16 5.720000 0.00 27625000.00 27438347.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9WU0 2031-03-26 4.450000 0.00 160805000.00 161519036.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9QH6 2031-03-11 4.000000 0.00 3710000.00 3689923.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B82Y7 2027-10-08 3.830000 0.00 500000.00 501309.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7V68 2027-09-29 3.830000 0.00 50000000.00 50177211.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7V43 2027-09-21 3.830000 0.00 3000000.00 3013226.67 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059EU28 2027-06-15 0.00 0.00 275000.00 264874.50 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059ENN0 2028-01-15 0.00 0.00 2065000.00 1936115.09 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5A8 2028-03-15 0.00 0.00 1000000.00 930988.00 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FE7 2030-08-01 3.875000 0.00 8000.00 8008.90 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FC1 2055-02-01 5.250000 0.00 1156000.00 1121666.80 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 2065-09-15 4.250000 0.00 50000.00 39582.28 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APY8 2033-02-01 3.000000 0.00 11217.00 987.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y6Q5 2031-10-01 4.000000 0.00 35988.00 1255.98 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-07 2026-08-07 2026-08-07 N N N 0.0369 250000000.00 250000000.00 0.0089 N N Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 3.700000% N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LMRP10705025 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRRR6 2053-03-01 5.000000 0.00 121784576.00 87148932.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QR5L3 2053-05-01 5.000000 0.00 60000000.00 43610368.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQKH7 2052-10-01 5.000000 0.00 45068480.00 33955733.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NY4D0 2035-07-01 4.855000 0.00 1000.00 1003.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXD83 2035-01-01 4.435000 0.00 39253900.00 37695811.87 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NVTG2 2034-07-01 4.680000 0.00 11711000.00 11638040.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0WP6 2052-09-01 4.500000 0.00 1128.00 842.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0VW2 2052-08-01 5.000000 0.00 2274570.00 1860069.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKVN0 2033-06-01 4.400000 0.00 15100000.00 14359945.46 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LF5L4 2034-04-01 3.020000 0.00 3399990.00 2883555.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HURD0 2037-08-01 3.180000 0.00 17841900.00 13569348.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXP5 2048-09-01 4.500000 0.00 1024.00 255.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXG63 2057-09-01 4.000000 0.00 103828863.00 33262892.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XDB82 2043-12-01 4.000000 0.00 1024.00 166.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X7KF9 2043-09-01 4.500000 0.00 1024.00 139.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WSNU8 2043-05-01 3.500000 0.00 1008.00 114.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EAKX4 2042-03-01 3.500000 0.00 1056.00 130.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRFL3 2053-06-01 6.000000 0.00 1000.00 689.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHWX0 2050-04-01 4.000000 0.00 1000.00 150.96 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUS40 2053-02-01 5.000000 0.00 1190.00 965.02 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0R38 2053-10-01 6.500000 0.00 1024.00 692.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0FD9 2053-08-01 5.500000 0.00 5299990.00 3703963.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQHX7 2053-05-01 5.500000 0.00 1024.00 745.10 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y2WB0 2048-08-01 4.000000 0.00 1000.00 311.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y2RD2 2048-08-01 4.000000 0.00 16300000.00 2691006.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 312937BV6 2039-11-01 5.500000 0.00 1007.00 51.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202TGR1 2030-10-15 6.500000 0.00 25000.00 1077.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRE63 2054-03-01 5.000000 0.00 20954912.00 16192386.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426YE44 2055-09-01 5.000000 0.00 1024.00 973.04 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426UH64 2055-06-01 6.000000 0.00 1000.00 818.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GW35 2055-04-01 6.000000 0.00 1024.00 810.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418Q5Y5 2035-11-01 5.500000 0.00 1008.00 113.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 25548544.00 23966681.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7NV6 2055-10-01 5.500000 0.00 1000.00 959.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJAC7 2052-08-01 4.500000 0.00 1152.00 705.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7WL9 2050-09-01 2.000000 0.00 53000000.00 23855348.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVKK9 2044-10-01 6.000000 0.00 1000.00 721.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUHB5 2054-04-01 5.500000 0.00 1024.00 815.33 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSHC8 2053-06-01 5.500000 0.00 1000.00 720.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS4Q1 2053-09-01 6.000000 0.00 26912096.00 21261739.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRWE9 2053-04-01 4.500000 0.00 52120128.00 36329110.87 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 100.00 101.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 100.00 110.76 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 800.00 878.63 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-17 2026-09-17 2026-09-17 N N N 0.0370 400000000.00 400000000.00 0.0142 N N N Y CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10706115 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 9164700.00 9311222.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 500.00 491.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 100.00 109.83 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 300.00 324.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1100.00 1036.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 95523000.00 90868211.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 400.00 345.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 100.00 97.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 82000.00 80365.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 98.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 67400.00 62728.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 100.00 128.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1000.00 893.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 25015000.00 22787951.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 780600.00 662529.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 100.00 84.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 1000.00 995.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 97.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 76800.00 77712.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 74999900.00 78036164.78 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 100.00 81.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 59.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 882400.00 595908.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 3000.00 2953.16 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 1165800.00 1161339.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 431500.00 430976.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.37 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-17 2026-09-17 2026-09-17 N N N 0.0366 200000000.00 200000000.00 0.0071 N N N N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 3.650000% N/A SUVUFHICNZMP2WKHG940 0000803012 LMRP10707275 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G7DW3 2056-07-25 5.500000 0.00 20108577.00 19026159.11 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6JE9 2056-04-25 5.000000 0.00 7258012.00 6795986.31 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6HL5 2037-06-25 5.000000 0.00 3112988.00 3061332.35 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6HF8 2056-04-25 5.000000 0.00 266334.00 197345.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MRX8 2052-02-20 3.000000 0.00 343218615.00 193303599.44 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G7GZ3 2056-05-25 5.000000 0.00 6570362.00 6217498.52 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G7GV2 2056-07-25 5.000000 0.00 9324809.00 8687781.56 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6HE1 2056-02-25 5.000000 0.00 1361249.00 1260307.85 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5YP9 2056-05-25 6.000000 0.00 14714556.00 13492257.57 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5YL8 2056-05-25 4.750000 0.00 61728.00 42010.13 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5YK0 2056-05-25 4.750000 0.00 389534.00 335944.38 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BYC59 2056-02-25 4.500000 0.00 1059851.00 881359.37 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY7J5 2056-02-25 4.500000 0.00 13667530.00 13020326.39 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY7E6 2055-11-25 4.500000 0.00 11109952.00 10320271.06 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY6N7 2035-02-25 4.500000 0.00 1196470.00 1071948.42 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY6K3 2055-11-25 4.500000 0.00 6499404.00 5190415.89 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY6J6 2055-11-25 4.500000 0.00 780644.00 636182.71 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXZJ6 2055-08-25 4.500000 0.00 1000715.00 723334.71 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXZA5 2055-09-25 4.500000 0.00 708910.00 581656.40 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY6Q0 2056-04-25 4.500000 0.00 136000.00 91179.57 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXYR9 2055-09-25 4.500000 0.00 316500.00 258961.88 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVTS7 2051-08-25 5.000000 0.00 23036994.00 17084382.66 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVQX9 2052-03-25 5.250000 0.00 27516000.00 12719759.01 Agency Collateralized Mortgage Obligation Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 300000000.00 300000000.00 0.0106 N Y Y N SOCIETE GENERALE, NEW YORK BRANCH SOCIETE GENERALE, NEW YORK BRANCH 3.650000% N/A 254900J6B390XMPVLV82 LMRP10707285 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 215582100.00 212540658.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 259673200.00 227273602.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 73997500.00 61323176.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 153777600.00 110862563.17 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 600000000.00 600000000.00 0.0213 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 3.650000% N/A OXTKY6Q8X53C9ILVV871 0000072267 LMRP10707295 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPWK1 2052-05-01 2.500000 0.00 20800.00 14439.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPFN4 2053-09-01 5.500000 0.00 93700.00 68733.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNJK1 2052-08-01 3.500000 0.00 1581000.00 1157609.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4VB3 2055-02-01 6.000000 0.00 2363000.00 1752608.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B33Z3 2055-03-01 6.500000 0.00 1153500.00 829606.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AUKM4 2054-10-01 6.000000 0.00 1465100.00 1179263.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQ7H9 2054-10-01 6.000000 0.00 2313700.00 1816088.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANVU0 2054-09-01 6.500000 0.00 1166600.00 1113835.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AHM41 2054-08-01 6.000000 0.00 1065400.00 836936.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LM6G3 2028-04-01 3.545000 0.00 3000000.00 2820049.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9GV7 2054-04-01 5.000000 0.00 1399900.00 998984.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMHF6 2053-08-01 4.500000 0.00 857900.00 665158.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLLJ5 2053-05-01 5.000000 0.00 1000000.00 819101.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W43V7 2055-09-01 7.000000 0.00 8427200.00 6765135.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3LY3 2055-09-01 5.500000 0.00 1093900.00 1026799.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0YS8 2054-11-01 6.500000 0.00 39237300.00 38218543.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ULBV2 2056-06-01 5.000000 0.00 19517600.00 19132800.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UL4X6 2056-07-01 5.000000 0.00 23478600.00 22881883.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UHZV5 2056-06-01 4.500000 0.00 101700.00 96495.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W4JR4 2056-07-01 5.000000 0.00 19300.00 18809.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY4R7 2045-02-01 4.500000 0.00 2730800.00 2233360.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPQL5 2052-07-01 3.500000 0.00 10009300.00 7117208.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.500000 0.00 852900.00 523683.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0BQ3 2054-10-01 6.000000 0.00 122000.00 96132.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CVKY9 2054-09-01 5.500000 0.00 3744208.00 3624121.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 2634800.00 1829989.70 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 17064.00 11851.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2JW7 2056-04-20 4.500000 0.00 452300.00 424116.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M2B48 2055-10-20 5.000000 0.00 1260000.00 1224411.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KYFU8 2061-05-15 5.030000 0.00 27086900.00 26649214.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HC5M9 2054-04-20 5.000000 0.00 1049500.00 997293.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJTN3 2062-10-20 5.500000 0.00 211200.00 206216.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K5J87 2056-05-01 4.500000 0.00 2839600.00 2701883.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K4TB2 2056-05-01 5.000000 0.00 14697300.00 14328814.11 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K4QV1 2056-05-01 5.000000 0.00 7184300.00 6736427.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UFDJ0 2056-06-01 4.500000 0.00 2868700.00 2733271.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UADQ5 2056-04-01 5.500000 0.00 14930600.00 14716127.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UA5V3 2056-05-01 5.000000 0.00 2838200.00 2751553.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U6YS7 2056-03-01 5.000000 0.00 4143500.00 4007148.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U65J9 2056-02-01 4.500000 0.00 2948100.00 2791263.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U62A1 2056-02-01 5.000000 0.00 3506700.00 3402423.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U5CR5 2056-02-01 5.000000 0.00 1845100.00 1789186.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U4Z69 2056-02-01 4.500000 0.00 1175100.00 1112295.57 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.500000 0.00 6187600.00 4412717.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 259200.00 184175.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 320700.00 223117.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTLF5 2052-07-01 3.000000 0.00 4925000.00 3592049.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSVV1 2052-12-01 4.000000 0.00 14026100.00 10281235.97 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSA28 2053-07-01 5.000000 0.00 44600.00 30203.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQX68 2053-07-01 5.000000 0.00 10372000.00 7808759.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQE1 2052-12-01 3.500000 0.00 1916800.00 1349583.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K1KN1 2056-04-01 5.000000 0.00 2647600.00 2596339.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JXHS6 2056-03-01 5.000000 0.00 4931400.00 4791278.10 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JVGT9 2056-01-01 4.500000 0.00 18700.00 17585.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JUJW1 2056-01-01 5.000000 0.00 11100.00 10742.88 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JTF32 2055-12-01 5.000000 0.00 1316900.00 1289192.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCDK3 2041-07-01 3.500000 0.00 17100.00 16223.23 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCAT7 2040-08-01 5.000000 0.00 24900.00 18215.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6DR1 2056-04-01 5.500000 0.00 131000.00 124510.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U4KE8 2056-02-01 5.000000 0.00 1713600.00 1664522.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U46C8 2056-02-01 5.000000 0.00 1450000.00 1406373.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U43A5 2056-03-01 5.500000 0.00 950000.00 893888.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U0SX6 2056-01-01 5.000000 0.00 3086400.00 2957858.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVSB1 2054-11-01 6.000000 0.00 2075100.00 2014010.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUNU6 2054-04-01 6.000000 0.00 2633500.00 2609004.78 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUGP5 2054-04-01 5.500000 0.00 2037700.00 1472803.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSS44 2053-08-01 5.500000 0.00 4000000.00 3212536.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACX21 2053-08-20 5.000000 0.00 100000.00 65830.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WC6F6 2056-07-20 4.500000 0.00 1243600.00 1165121.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXYH4 2056-04-01 5.000000 0.00 20700.00 20011.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXTC1 2056-06-01 5.000000 0.00 23041200.00 22176628.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWMD8 2056-01-01 6.500000 0.00 11765400.00 11329848.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GUUB7 2055-05-01 6.500000 0.00 3125600.00 2524001.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427TL53 2056-06-01 5.000000 0.00 34321300.00 33395766.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4F40 2061-05-15 4.457000 0.00 29407800.00 27910794.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2JR9 2061-03-15 4.860000 0.00 30600500.00 30198285.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NTFJ1 2061-05-15 4.930000 0.00 3546000.00 3463315.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 13600.00 13166.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 2970900.00 2790987.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2Q58 2056-03-20 5.000000 0.00 13900.00 13577.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNX65 2052-09-01 4.500000 0.00 5560000.00 4237949.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTA1 2052-08-01 4.500000 0.00 51583300.00 33315983.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427SK80 2054-10-01 5.000000 0.00 332000.00 317034.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427S6D5 2054-05-01 2.500000 0.00 77192800.00 63376928.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427S2T4 2053-09-01 5.500000 0.00 16308200.00 15867534.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSPY1 2053-07-01 5.000000 0.00 1150000.00 850055.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSPR6 2053-07-01 5.000000 0.00 1331000.00 1050303.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSNM9 2053-07-01 5.500000 0.00 10508900.00 7586817.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSHE4 2053-06-01 5.500000 0.00 50000000.00 36687691.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRKE2 2053-02-01 5.500000 0.00 869900.00 624657.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.500000 0.00 125400.00 89669.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAG2 2052-05-01 3.500000 0.00 1050000.00 744724.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2WK0 2031-05-01 4.030000 0.00 3086400.00 3013805.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PJY1 2055-08-01 5.500000 0.00 34592600.00 33467935.41 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NS91 2054-12-01 5.500000 0.00 14001400.00 11345286.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426WAF7 2055-07-01 5.500000 0.00 53200.00 52591.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FE78 2055-03-01 6.000000 0.00 13641800.00 9937747.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426DYH9 2055-03-01 5.500000 0.00 25800.00 24685.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31425USA4 2054-12-01 5.000000 0.00 1979800.00 1595227.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FYP6 2056-07-01 4.500000 0.00 29841792.00 28266597.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FW29 2046-05-01 5.000000 0.00 5343600.00 5175882.07 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRDM5 2053-08-01 6.500000 0.00 3141900.00 2382552.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRAR7 2054-03-01 6.000000 0.00 3140900.00 2961844.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NPLN8 2053-08-01 5.500000 0.00 10552900.00 8390218.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGS27 2053-05-01 6.000000 0.00 1083700.00 1056638.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQB40 2052-06-01 4.000000 0.00 4630000.00 2956594.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MLSP6 2055-05-01 6.000000 0.00 1312400.00 1257371.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MLSC5 2053-08-01 5.000000 0.00 1586600.00 1503303.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MES31 2055-03-01 5.500000 0.00 124100.00 116601.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVY0 2056-04-01 5.500000 0.00 340800.00 328709.80 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVY0 2056-04-01 5.500000 0.00 32008.00 30872.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 31000.00 29080.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 3747400.00 3557218.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FTA5 2056-01-01 5.000000 0.00 18700.00 17493.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.500000 0.00 319400.00 219444.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5.000000 0.00 769800.00 584618.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.500000 0.00 1731000.00 1261702.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXXM9 2062-09-01 4.000000 0.00 600000.00 416166.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 12120524.00 9875508.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BVWZ9 2055-11-01 5.000000 0.00 3808100.00 3716177.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BULY6 2055-12-01 5.000000 0.00 8953000.00 8709887.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BT4C6 2055-11-01 5.500000 0.00 1301900.00 1285811.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BR5V7 2055-10-01 6.000000 0.00 341000.00 329876.07 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BR5N5 2055-09-01 6.500000 0.00 4003000.00 3756137.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B6RV9 2055-03-01 6.500000 0.00 5046800.00 4049196.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.500000 0.00 31998.00 23322.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMQ0 2053-01-01 4.000000 0.00 2210000.00 1577775.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXSB8 2054-03-01 5.000000 0.00 49900.00 35845.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y8GY6 2056-01-01 5.000000 0.00 1810700.00 1769141.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6C73 2055-01-01 5.000000 0.00 2197400.00 2124443.20 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 700000000.00 700000000.00 0.0248 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 3.640000% N/A 7TK5RJIZDFROZCA6XF66 0001513005 LMRP10707305 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 87529700.00 84768750.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 17106800.00 17262272.27 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0035 N Y Y N FIXED INCOME CLEARING CORP - NORTHERN TRUST FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.640000% N/A 549300H47WTHXPU08X20 LMRP10707315 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 38130900.00 51000000.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 40000000.00 39009507.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 37000000.00 35288746.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 50000000.00 50048151.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 50000000.00 50048151.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 50000000.00 50048151.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 42715100.00 42756235.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 27793000.00 27738620.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 20000000.00 20199998.24 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-16 2.158108 0.00 17000000.00 18062498.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 4600000.00 4693437.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 25000000.00 25343747.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-07-02 4.250000 0.00 23000000.00 23053591.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 14359300.00 14251604.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-04-02 2.375000 0.00 34315900.00 32957559.52 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 475000000.00 475000000.00 0.0168 N Y Y N JP MORGAN SECURITIES, LLC JP MORGAN SECURITIES, LLC 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 LMRP10707325 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0.00 0.00 3700.00 3621.84 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 200.00 330.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 3200.00 3189.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 62563200.00 62220103.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 193776000.00 192850138.27 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 250000000.00 250000000.00 0.0089 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.650000% N/A NQQ6HPCNCCU6TUTQYE16 LMRP10707335 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 549300M8ZYFG0OCMTT87 3618WBM78 2066-06-20 6.500000 0.00 39146558.00 40815558.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VRC91 2056-07-20 5.500000 0.00 3167073.00 3250900.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGFR2 2056-05-20 6.000000 0.00 3392520.00 3480273.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V0HY0 2056-01-20 5.500000 0.00 2638721.00 2701893.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TS8 2055-08-20 7.500000 0.00 6495712.00 3347657.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1VG0 2056-03-20 5.000000 0.00 3465417.00 3372235.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYCK1 2056-07-20 6.000000 0.00 1228117.00 1264399.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MUPR0 2056-04-20 4.500000 0.00 3496361.00 3271051.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMSW4 2054-03-15 5.710000 0.00 48866641.00 48987504.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WBM60 2066-06-20 6.500000 0.00 37517548.00 39117096.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M7NS1 2055-11-20 5.500000 0.00 3230841.00 3303751.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M6UL0 2055-10-20 6.000000 0.00 3379287.00 3477570.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LKPE2 2055-08-20 7.000000 0.00 14726230.00 3384798.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HGKZ4 2051-03-15 6.740000 0.00 29396859.00 30930071.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGSE6 2048-04-20 4.000000 0.00 8075492.00 3245223.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YVA9 2054-04-20 7.500000 0.00 16098408.00 3247139.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YTB0 2054-01-20 8.000000 0.00 11736554.00 3345481.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 5350000.00 3457392.82 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 200000000.00 200000000.00 0.0071 N Y Y N FIXED INCOME CLEARING CORP - NORTHERN TRUST FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.500000% N/A 549300H47WTHXPU08X20 LMRP10707645 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 13906600.00 13917224.35 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 50000000.00 66874980.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 15856300.00 21207795.09 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0350 100000000.00 100000000.00 0.0035 N Y Y N JP MORGAN SECURITIES, LLC JP MORGAN SECURITIES, LLC 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 LMRP10708025 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 6400.00 6394.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 71368000.00 71411814.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 2000.00 1971.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 1600.00 1557.53 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 70000000.00 70000000.00 0.0025 N Y Y N FIXED INCOME CLEARING CORP / BNY FIXED INCOME CLEARING CORP / BNY 3.640000% N/A 549300H47WTHXPU08X20 LMRP10708035 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 47094600.00 48068447.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 192650000.00 191753920.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 233450400.00 192105521.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 177961500.00 118872164.57 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 540000000.00 540000000.00 0.0192 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.650000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10708045 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6CL5 2055-12-01 4.500000 0.00 1000.00 921.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6A45 2055-07-01 5.000000 0.00 5490325.00 4942651.64 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWGP8 2055-12-01 5.000000 0.00 21509.00 20474.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PYS7 2055-09-01 6.000000 0.00 1088.00 991.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7RT7 2055-11-01 6.000000 0.00 36427502.00 35788539.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3G94 2055-06-01 6.500000 0.00 4117.00 3546.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1WZ2 2055-04-01 5.500000 0.00 1000.00 872.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U75A6 2056-03-01 5.000000 0.00 5910000.00 5768049.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBKJ1 2031-02-01 1.480000 0.00 1000000.00 873991.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WWX72 2030-09-01 3.100000 0.00 3974998.00 3218974.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVM36 2055-04-01 6.000000 0.00 14242116.00 12287583.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J1QT8 2030-10-01 1.330000 0.00 2283000.00 1978490.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HVYK4 2031-09-01 2.305000 0.00 2000000.00 1781386.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXX80 2062-12-01 3.500000 0.00 1407105.00 951403.04 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYW2 2052-09-01 4.500000 0.00 43988000.00 28887798.56 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLJM2 2050-07-01 2.500000 0.00 22877050.00 7559734.11 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1LS7 2053-04-01 4.500000 0.00 769757.00 524900.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKVE6 2052-09-01 4.500000 0.00 596524.00 406979.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGY42 2028-12-01 4.650000 0.00 1500000.00 1504204.50 Agency Mortgage-Backed Securities TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 25089300.00 25065397.08 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 68135000.00 71863078.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 67.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 848800.00 632017.75 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 200000000.00 200000000.00 0.0071 N Y Y N BNP PARIBAS BNP PARIBAS 3.650000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 LMRP10708055 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4C63 2029-06-25 2.650000 0.00 1000.00 387.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.921400 0.00 1023.00 263.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.731400 0.00 1024.00 364.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.621400 0.00 1023.00 488.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.621400 0.00 1008.00 456.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.521400 0.00 1056.00 675.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.801400 0.00 1000.00 567.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 1024.00 1028.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 1023.00 763.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 4.871400 0.00 1026.00 363.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VMJ4 2053-01-20 4.531400 0.00 1000.00 601.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US43 2052-10-20 4.721400 0.00 1000.00 678.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.521400 0.00 1006.00 576.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.733000 0.00 1066.00 558.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QNE7 2051-12-20 2.500000 0.00 2024.00 1409.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SFG3 2056-05-20 4.721400 0.00 1027.00 1020.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.871400 0.00 1024.00 846.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NMP6 2056-03-20 4.621400 0.00 3648.00 3496.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NG99 2056-03-20 4.821400 0.00 1000.00 869.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 1000.00 860.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.721400 0.00 1000.00 958.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.621400 0.00 1000.00 956.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.421400 0.00 1000.00 900.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.421400 0.00 1024.00 643.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3V1 2055-05-20 5.371400 0.00 1004.00 603.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.941400 0.00 1000.00 836.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.271400 0.00 1008.00 530.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C2R8 2055-02-20 4.731400 0.00 1000.00 811.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRD5 2054-10-20 4.671400 0.00 1000.00 596.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.221400 0.00 1000.00 516.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.621400 0.00 1155.00 840.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.731400 0.00 1244.00 889.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.721400 0.00 1024.00 513.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.721400 0.00 1000.00 658.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.871400 0.00 1000.00 567.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.921400 0.00 1010.00 422.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1006.00 108.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 188117510.00 20139482.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSS5 2048-02-20 5.000000 0.00 401224.00 37011.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 3.500000 0.00 1000.00 106.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5.000000 0.00 1317902.00 1272579.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 35495232.00 33253996.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXWB9 2056-06-01 5.500000 0.00 5704967.00 5646479.80 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXW37 2051-05-01 4.500000 0.00 1000.00 956.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 1000.00 1000.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 32679260.00 32027854.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 898535.00 799426.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H06V4 2054-04-20 7.500000 0.00 1417650.00 1249036.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYBJ2 2054-03-20 5.000000 0.00 1000.00 949.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 1000.00 673.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 2254.00 1498.49 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT70 2051-04-01 2.500000 0.00 1032.00 621.53 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XGZG6 2041-07-01 4.500000 0.00 14759130.00 335456.13 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31288RM70 2056-08-01 5.176000 0.00 46439672.00 46629486.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXJH1 2056-05-01 5.500000 0.00 1000.00 994.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427SZW1 2052-07-01 2.500000 0.00 250560.00 205652.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-08-01 7.000000 0.00 25432064.00 17655914.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 1000.00 857.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.500000 0.00 195000.00 131802.19 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6.000000 0.00 1186310.00 598611.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.500000 0.00 29723400.00 20230823.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 3047.00 2441.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1024.00 789.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 902.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 1008.00 160.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2NY0 2036-04-01 4.460000 0.00 7096.00 6880.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1XD7 2036-01-01 4.200000 0.00 48835960.00 46627109.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.280000 0.00 207542.00 199335.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 36542695.00 36148307.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0L83 2035-09-01 4.420000 0.00 1070.00 1039.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 2251715.00 2258970.78 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8ZT8 2053-04-01 6.500000 0.00 590346.00 361536.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W46Y8 2055-09-01 5.500000 0.00 1000.00 967.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3VQ9 2055-08-01 6.500000 0.00 49060096.00 34107044.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 25509368.00 20077918.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UKRX3 2056-07-01 6.000000 0.00 1016.00 1044.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 423814.00 412867.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5.000000 0.00 3620576.00 3053824.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT6X2 2054-02-01 6.000000 0.00 1045776.00 869591.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSG96 2053-06-01 5.500000 0.00 14265412.00 10336626.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 6576.00 6899.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPK8 2056-03-20 6.500000 0.00 1000.00 1057.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 14373.00 15364.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 1000.00 1078.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LLBD7 2055-08-20 7.000000 0.00 1000.00 1050.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1000.00 1074.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 1778784.00 1718824.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 393846.00 410630.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 7603991.00 6465249.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1040.00 842.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1000.00 700.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 2000.00 1159.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 6664510.00 3546085.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 2254102.00 1603683.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSWC2 2054-04-01 6.000000 0.00 2500000.00 1745028.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.500000 0.00 1008.00 762.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNW9 2052-02-01 3.000000 0.00 1000.00 610.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 1008.00 834.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNVW0 2052-10-01 6.000000 0.00 5997.00 5927.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 1000.00 959.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 1000.00 389.80 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 2029.00 968.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 1000.00 646.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY85 2052-02-20 2.000000 0.00 2048.00 1191.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 1024.00 587.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 2048.00 1166.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 55614300.00 31593890.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 19051840.00 8834650.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 17229032.00 11305217.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1024.00 665.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT5E4 2056-05-20 6.500000 0.00 230195.00 248299.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 14767971.00 13873648.07 Agency 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Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMH80 2051-11-01 2.000000 0.00 439000.00 249150.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 1000.00 922.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1080346.00 917548.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 923078.00 875371.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GV7A2 2054-05-20 7.500000 0.00 1000.00 1075.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 1201.00 983.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1000.00 848.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.500000 0.00 67000.00 47953.46 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 1000.00 949.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 36788229.00 32520280.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 1000.00 927.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 1000.00 668.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4.000000 0.00 1024.00 693.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.500000 0.00 1000.00 706.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 410.69 Agency 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0.00 21333520.00 6427904.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BWYR3 2055-12-01 5.500000 0.00 1815108.00 1821407.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BWPA0 2056-01-01 4.500000 0.00 4002672.00 3774722.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 731997.00 668692.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6.000000 0.00 1000.00 926.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 2043.00 327.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 1000.00 478.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 10754848.00 9352203.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 3096.00 2123.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 5024912.00 3577378.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 1024.00 699.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 1000.00 426.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 1008.00 586.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 5108.00 3618.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 2024.00 1730.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1000.00 982.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 17153652.00 16499614.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1000.00 933.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 40695732.00 39033758.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 1001.00 1081.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 38604.00 41708.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1290.00 896.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6.000000 0.00 1000.00 402.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7E53 2055-09-01 6.500000 0.00 9529816.00 8533214.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 762.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6.000000 0.00 256000.00 183877.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 1216.00 875.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4.000000 0.00 1010.00 695.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFN23 2052-01-01 3.000000 0.00 1000.00 568.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 1000.00 550.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 1005.00 491.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MZ7 2050-11-01 2.500000 0.00 1000.00 460.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 2222.00 2008.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1024.00 960.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 1024.00 958.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6Q21 2052-02-01 2.500000 0.00 3345671.00 2760854.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 197824.00 206662.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPT63 2056-02-20 6.500000 0.00 1439808.00 1498174.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPBY1 2056-03-20 6.500000 0.00 158982.00 167050.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML43 2056-02-20 6.500000 0.00 312215.00 328214.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 3000.00 3137.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVL5 2056-02-20 6.500000 0.00 266169.00 278552.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVK7 2056-02-20 6.500000 0.00 98029.00 102594.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVJ0 2056-02-20 6.500000 0.00 367247.00 384865.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6.000000 0.00 1000.00 738.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWN47 2054-12-01 6.500000 0.00 1000.00 818.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWKE8 2055-01-01 6.500000 0.00 4501320.00 2187544.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APUW2 2054-10-01 5.500000 0.00 1040.00 779.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANZ44 2054-09-01 7.000000 0.00 1031720.00 723676.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJVA3 2054-07-01 6.000000 0.00 1062.00 803.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ABFG5 2054-09-01 5.500000 0.00 7055.00 6929.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W62P6 2056-05-01 5.000000 0.00 1021.00 991.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 1910008.00 1885601.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 1000.00 772.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 2140.00 92.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 986209.00 429681.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 2000.00 1382.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1391.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 15411599.00 10493217.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 5184903.00 3464701.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 1000.00 668.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 1008.00 675.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1572410.00 1021295.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 29468265.00 18722422.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 1008.00 591.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 2000.00 534.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 1040.00 229.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 7050152.00 762126.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 945991.00 78555.16 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 50800.00 49278.54 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 600000000.00 600000000.00 0.0213 N Y Y N BANK OF AMERICA SECURITIES, INC. BANK OF AMERICA SECURITIES, INC. 3.650000% N/A 549300RHSE13N47D3B98 0001675365 LMRP10708065 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 549300M8ZYFG0OCMTT87 38385KUV0 2055-12-20 4.571400 0.00 1650000.00 1617047.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385K4K3 2055-11-20 5.500000 0.00 100000000.00 89573169.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UJU4 2054-07-20 4.821400 0.00 15779800.00 11184773.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 4.621400 0.00 121282000.00 37759116.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MCH9 2052-02-20 3.000000 0.00 117231000.00 67716163.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SX36 2042-09-16 4.500000 0.00 8513600.00 8299361.88 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HPPB3 2050-01-25 4.750000 0.00 42195500.00 35897618.07 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5JL5 2055-06-25 4.750000 0.00 15889952.00 7453978.99 Agency Collateralized Mortgage Obligation Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BKF64 2031-10-25 1.669000 0.00 860000.00 527115.37 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4LJ6 2042-01-25 3.500000 0.00 1699690.00 2314356.18 Agency Collateralized Mortgage Obligation FREMF Mortgage Trust N/A 302975BE6 2053-03-25 3.530000 0.00 149995.00 142190.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AB2U5 2052-08-20 4.500000 0.00 1000.00 628.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVM3 2050-12-20 2.000000 0.00 1000.00 485.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTW87 2056-06-20 5.500000 0.00 1036.00 1046.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHG32 2056-06-20 6.000000 0.00 1000.00 1039.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TH2 2046-12-20 3.000000 0.00 1000.00 810.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56D6 2055-12-20 3.000000 0.00 1000.00 866.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVH55 2056-02-20 7.000000 0.00 1003.00 1072.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MKBM8 2056-01-20 6.500000 0.00 2000.00 2158.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.500000 0.00 1001.00 1049.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LS2K6 2065-08-20 7.000000 0.00 2000.00 1692.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JNR31 2068-08-15 5.040000 0.00 1345.00 1319.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YV76 2039-05-20 5.500000 0.00 1000.00 616.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUH3 2050-11-01 2.500000 0.00 1000.00 402.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKV0 2052-03-01 3.500000 0.00 1000.00 574.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2RR4 2055-07-01 5.500000 0.00 1000.00 917.40 Agency Mortgage-Backed Securities Y Fitch, Inc. 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NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 20476000.00 20476000.00 0.0007 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.650000% N/A K5HU16E3LMSVCCJJJ255 LMRP10709055 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CVEU4 2054-09-01 6.500000 0.00 10000.00 4780.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 1597000.00 1513428.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.500000 0.00 8377570.00 7815679.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6C84 2056-02-01 5.000000 0.00 41183552.00 38707673.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6BL6 2055-08-01 6.500000 0.00 12000.00 7603.54 Agency Mortgage-Backed Securities Freddie Mac 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Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUL47 2052-07-01 3.500000 0.00 6000.00 4817.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DU7C5 2054-12-01 5.000000 0.00 12000.00 10197.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DU3A3 2054-07-01 6.000000 0.00 10773808.00 7539607.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTX62 2050-09-01 3.000000 0.00 2698940.00 1959193.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTMA5 2052-07-01 3.500000 0.00 1592060.00 1237923.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTKC3 2054-06-01 6.000000 0.00 50000.00 39383.58 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 575000000.00 575000000.00 0.0204 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 3.650000% N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LMRP10709065 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBMX3 2049-08-01 4.000000 0.00 233265664.00 60324778.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYAN1 2035-04-01 4.695000 0.00 18643000.00 18515267.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NY4D0 2035-07-01 4.855000 0.00 1000.00 1003.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGE32 2034-05-01 3.540000 0.00 13957000.00 12448247.23 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXP5 2048-09-01 4.500000 0.00 1000.00 249.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31407RZV9 2035-09-01 6.000000 0.00 28023456.00 276068.80 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XDB82 2043-12-01 4.000000 0.00 2300384.00 375019.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LXQQ5 2042-06-01 4.000000 0.00 18191900.00 2272218.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EAKX4 2042-03-01 3.500000 0.00 1024.00 126.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRFL3 2053-06-01 6.000000 0.00 1000.00 689.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHWX0 2050-04-01 4.000000 0.00 1000.00 150.96 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BQQH2 2052-11-01 5.500000 0.00 8347264.00 6148959.92 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y3JK1 2048-10-01 4.500000 0.00 1010.00 511.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XJN63 2033-12-01 4.470000 0.00 20189000.00 19807528.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31329JKT3 2042-06-01 4.000000 0.00 1000.00 54.19 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y2WB0 2048-08-01 4.000000 0.00 1000.00 311.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 312942AQ8 2040-08-01 5.000000 0.00 1008.00 43.54 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 312937BV6 2039-11-01 5.500000 0.00 1008.00 51.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9FE5 2043-08-01 3.500000 0.00 32500000.00 4774397.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K4TV8 2056-05-01 5.000000 0.00 4033000.00 3915527.14 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWRQ1 2056-03-01 6.000000 0.00 1012.00 1046.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTE93 2054-11-01 5.000000 0.00 1024.00 848.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142FEDJ6 2034-04-01 4.500000 0.00 1000.00 982.88 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426YDF0 2055-08-01 6.000000 0.00 1000.00 897.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426XSS8 2055-08-01 6.000000 0.00 1000.00 918.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GW35 2055-04-01 6.000000 0.00 1024.00 810.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418Q5Y5 2035-11-01 5.500000 0.00 1024.00 115.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBM8 2052-05-01 4.000000 0.00 1280.00 812.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0LJ2 2054-12-01 6.500000 0.00 27582400.00 18555743.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVKK9 2044-10-01 6.000000 0.00 1000.00 721.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAF1 2054-08-01 6.000000 0.00 133063424.00 108580514.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPBJ5 2052-05-01 4.500000 0.00 42222976.00 26284650.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCN2 2051-10-01 3.000000 0.00 35491008.00 23710733.39 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 300000000.00 300000000.00 0.0106 N Y Y N FIXED INCOME CLEARING CORP / STATE STREET FIXED INCOME CLEARING CORP / STATE STREET 3.640000% N/A 549300H47WTHXPU08X20 LMRP10709085 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 156904400.00 157746217.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 135000000.00 134015625.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 389873400.00 411581106.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 345000000.00 345323441.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 73000000.00 73333633.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 60581200.00 61200001.22 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1160000000.00 1160000000.00 0.0411 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.650000% N/A 1VUV7VQFKUOQSJ21A208 0001330437 LMRP10709095 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 549300M8ZYFG0OCMTT87 38385KUX6 2055-12-20 4.621400 0.00 433535.00 408243.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 4.521400 0.00 2390141.00 1040082.52 Agency Collateralized Mortgage Obligation Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BKX80 2031-10-25 1.669000 0.00 1090.00 940.71 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADND7 2043-04-25 3.000000 0.00 1765.00 861.42 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWBM4 2053-03-01 5.000000 0.00 355362.00 271994.49 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWE64 2048-01-01 4.000000 0.00 1000.00 122.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNU92 2052-07-01 4.500000 0.00 1000.00 717.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W5WR6 2056-07-20 5.500000 0.00 1007.00 1021.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NA1 2056-07-20 5.000000 0.00 1008.00 986.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.500000 0.00 21058472.00 17933891.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LLD86 2055-09-20 6.500000 0.00 1000.00 1046.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FL2X0 2053-09-20 7.000000 0.00 1024.00 850.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F25C5 2053-08-20 7.000000 0.00 1000.00 540.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F24Z5 2053-08-20 7.000000 0.00 1000.00 851.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YB2R6 2052-02-15 4.000000 0.00 1000.00 355.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 1000.00 646.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.500000 0.00 1000.00 441.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7D39 2055-09-01 5.500000 0.00 1152.00 984.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2T92 2055-07-01 6.000000 0.00 827776.00 667983.97 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 5830400.00 5815355.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 23512500.00 23795512.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 8296500.00 8331072.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 83158300.00 83358725.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 20263200.00 19457326.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 144659500.00 139169506.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 8352000.00 5780894.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 500.00 475.62 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 300000000.00 300000000.00 0.0106 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.650000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10710315 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXYR7 2038-07-01 2.000000 0.00 1931631.00 1546429.66 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXCM2 2038-09-01 5.000000 0.00 31000.00 17852.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWVS0 2037-03-01 3.000000 0.00 3677670.00 1753370.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWR71 2036-04-01 1.500000 0.00 58002.00 21863.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADP69 2033-11-01 3.500000 0.00 1310000.00 97728.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A8T82 2029-03-01 4.000000 0.00 69819.00 1989.80 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WPWS0 2041-03-01 4.500000 0.00 1787176.00 1715669.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WPHD0 2041-01-01 5.000000 0.00 1511544.00 1373873.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNQC7 2040-08-01 4.500000 0.00 317652.00 291060.83 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNNC0 2040-08-01 5.500000 0.00 3531791.00 2515510.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNN55 2040-08-01 5.500000 0.00 9980139.00 6721826.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNCB4 2040-05-01 5.500000 0.00 1103073.00 690637.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WMVH2 2040-03-01 6.000000 0.00 1463303.00 1224248.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WM2S0 2040-04-01 6.000000 0.00 1010337.00 715288.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WCXK5 2054-05-01 6.000000 0.00 866764.00 553011.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WBQF6 2054-05-01 6.500000 0.00 7339649.00 5087028.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W6YQ4 2054-03-01 7.000000 0.00 3377146.00 1984303.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W43W0 2056-08-01 6.500000 0.00 6093064.00 6358646.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HY4 2047-12-01 3.500000 0.00 34155000.00 4003771.79 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5D69 2045-08-01 3.000000 0.00 540000.00 74343.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31329JBG1 2034-02-01 5.000000 0.00 60000.00 660.86 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142KAXW7 2056-07-01 4.000000 0.00 2187967.00 2017059.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K9R56 2056-07-01 7.000000 0.00 9750000.00 10317562.13 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWP0 2042-04-01 2.500000 0.00 150025000.00 92534380.96 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY4T3 2045-02-01 5.500000 0.00 935286.00 610300.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GAVR4 2035-11-01 2.000000 0.00 500000.00 192059.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CV2S2 2054-10-01 6.000000 0.00 127000.00 127550.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6WD7 2053-07-01 6.000000 0.00 100000.00 52977.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BQ3S3 2052-11-01 5.500000 0.00 2176270.00 2035407.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKPJ2 2052-08-01 4.500000 0.00 1490911.00 960317.04 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9V68 2052-04-01 3.000000 0.00 13898982.00 8462691.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K7MA4 2056-06-01 5.000000 0.00 3166983.00 3101271.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K4RR9 2056-05-01 5.000000 0.00 3323610.00 3086376.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K3QZ4 2056-05-01 6.500000 0.00 1810747.00 1886042.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K2PM6 2056-04-01 4.000000 0.00 501410.00 460371.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JYQL9 2056-04-01 6.500000 0.00 1563441.00 1522486.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWJ23 2056-02-01 6.000000 0.00 1643499.00 1240938.03 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JRWP8 2056-01-01 6.000000 0.00 53286997.00 52434458.15 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQV22 2055-12-01 6.000000 0.00 2731239.00 2780611.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AUFB9 2051-10-01 3.000000 0.00 14343049.00 7912251.92 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ACNQ7 2050-11-01 2.500000 0.00 100000.00 43946.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABNR7 2050-11-01 2.500000 0.00 25000.00 11308.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0VQ2 2053-10-01 6.500000 0.00 185000.00 103866.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPE7 2055-04-01 4.000000 0.00 103448357.00 89783233.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKV4 2054-03-01 5.500000 0.00 237038000.00 160786239.03 Agency Mortgage-Backed Securities Freddie Mac 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3142GWJR1 2056-01-01 4.500000 0.00 47196804.00 43694977.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVDV0 2055-08-01 4.500000 0.00 72385.00 67428.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427TZQ2 2052-07-01 3.000000 0.00 40471818.00 35346669.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427RMK3 2053-02-01 3.000000 0.00 208000.00 172751.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QV82 2054-02-01 6.000000 0.00 176999.00 144858.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QQB1 2053-03-01 5.500000 0.00 71855036.00 64811886.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQDX1 2053-04-01 5.500000 0.00 42173251.00 32183101.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPER5 2052-12-01 5.000000 0.00 275000.00 185855.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNA86 2052-03-01 2.500000 0.00 740000.00 452845.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM7F6 2052-01-01 2.000000 0.00 804000.00 444686.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NW47 2053-01-01 5.500000 0.00 30000.00 25962.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427HMG4 2055-11-01 6.000000 0.00 1000493.00 991612.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426Y4E3 2055-08-01 5.000000 0.00 1551516.00 1438858.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UZG3 2054-12-01 6.000000 0.00 100000.00 76410.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6JM3 2040-02-01 6.000000 0.00 818554.00 446263.62 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6FW5 2039-02-01 5.000000 0.00 890458.00 451043.00 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 850000000.00 850000000.00 0.0301 N Y Y N JP MORGAN SECURITIES, LLC JP MORGAN SECURITIES, LLC 3.650000% N/A ZBUT11V806EZRVTWT807 0000782124 LMRP10710325 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 31419GEF7 2037-11-01 5.500000 0.00 3708532.00 53558.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ETY5 2040-10-01 6.510000 0.00 10080560.00 82512.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GC35 2035-05-01 5.686000 0.00 6047000.00 66033.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q3ES1 2031-07-01 4.880000 0.00 2250000.00 2246698.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2WC8 2031-04-01 4.212000 0.00 26076720.00 26083760.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q17B0 2033-09-01 4.230000 0.00 3000000.00 2907813.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q06W7 2033-01-01 4.420000 0.00 34300000.00 33745140.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYQ20 2030-06-01 4.430000 0.00 9322000.00 9291989.38 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYGH8 2032-05-01 4.390000 0.00 71422000.00 70424044.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXYY3 2032-04-01 4.340000 0.00 18130000.00 17860799.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXPN7 2032-08-01 4.480000 0.00 41380000.00 40879688.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LEY35 2034-02-01 1.950000 0.00 6000000.00 4950246.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LDXM6 2041-10-01 2.310000 0.00 2530000.00 1810905.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBBQ5 2028-02-01 1.000000 0.00 21000000.00 17476986.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HWAW2 2026-12-01 2.530000 0.00 1584998.00 1499723.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HWAV4 2029-12-01 2.640000 0.00 750710.00 710304.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BKVP6 2055-12-01 7.500000 0.00 200000.00 200595.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DRA9 2035-05-01 4.615000 0.00 36514816.00 515413.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNH38 2033-05-01 3.680000 0.00 19776000.00 18623626.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31388XVV3 2033-08-01 3.982000 0.00 330228224.00 1440580.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31375F3X4 2035-11-01 4.064000 0.00 275156966.00 260511.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133LWAW2 2050-12-01 1.500000 0.00 45872.00 20147.36 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQHP3 2054-07-01 6.000000 0.00 23706.00 20327.62 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BDS2 2041-06-01 5.500000 0.00 3000000.00 367447.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XHTA2 2030-12-01 3.000000 0.00 32506304.00 30580630.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XFJL3 2032-09-01 3.850000 0.00 80431000.00 76885145.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUHF3 2045-11-01 3.500000 0.00 1694152.00 786020.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CYA34 2041-02-01 5.000000 0.00 21870.00 20542.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJM56 2039-12-01 4.000000 0.00 7050000.00 162378.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142KA5S7 2056-07-01 6.000000 0.00 20095.00 20580.03 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6EV1 2056-07-01 6.000000 0.00 152296704.00 155242122.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427SGN2 2055-07-01 6.500000 0.00 21487.00 20401.36 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 505000000.00 505000000.00 0.0179 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.640000% N/A 1VUV7VQFKUOQSJ21A208 0001330437 LMRP10710335 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 11315600.00 11151307.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 24622100.00 24759819.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 44577500.00 44678616.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 8122000.00 7481071.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 900.00 828.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 400.00 345.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 100.00 50.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 263600.00 183505.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 13228000.00 13744460.23 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0035 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.640000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10710345 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 92300.00 91157.91 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 203100.00 199055.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 300.00 299.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 29573200.00 29544340.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 15899900.00 15925027.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 53388400.00 56309602.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 9131800.00 9020264.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 206000.00 191507.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 100.00 61.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 70700.00 52643.33 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 1764000.00 3783665.78 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 245900.00 237766.86 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 1987800.00 1980194.68 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 115000000.00 115000000.00 0.0041 N Y Y N Master Portfolio Trust 2026-08-07 /s/Christopher Berarducci Christopher Berarducci Principal Financial Officer