N-MFP3 0000822977 XXXXXXXX 2026-08-31 Goldman Sachs Trust 0000822977 S2FHCT8U6D2VORP0J605 Goldman Sachs Central Government Fund 984500U485FD112BFD72 S000102982 1 N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman Sachs & Co. LLC 0000734700 084-01100 N Y 0000822977 Goldman Sachs Government Fund Series II 033-17619 S000102983 N Government N N 41 119 5701099700.58 9124950843.77 0.5609 0.8978 2026-08-03 5575896448.10 9029116887.56 0.5538 0.8967 2026-08-04 5863441132.10 9279107406.78 0.5682 0.8992 2026-08-05 5565584674.62 8981257070.19 0.5554 0.8962 2026-08-06 5489481062.35 8905171820.58 0.5518 0.8952 2026-08-07 5174566451.39 8734806939.09 0.5326 0.8990 2026-08-10 5350445135.03 8892508589.85 0.5419 0.9006 2026-08-11 5426004152.69 8781004152.69 0.5558 0.8995 2026-08-12 5384397101.98 8739397101.98 0.5539 0.8991 2026-08-13 6481841940.55 9221841940.55 0.6351 0.9036 2026-08-14 6214090304.14 8980599092.21 0.6237 0.9013 2026-08-17 5745821255.65 8526581732.65 0.6042 0.8966 2026-08-18 5990540023.52 8790540023.52 0.6129 0.8994 2026-08-19 6152757176.71 9042757176.71 0.6136 0.9018 2026-08-20 6011502374.27 8911502374.27 0.6074 0.9004 2026-08-21 6164491824.17 9064491824.17 0.6133 0.9019 2026-08-24 6137380470.77 9140439133.42 0.6060 0.9025 2026-08-25 6342124473.12 9399124473.12 0.6106 0.9049 2026-08-26 6335196027.41 9392196027.41 0.6103 0.9048 2026-08-27 6127120530.30 9184120530.30 0.6022 0.9026 2026-08-28 5911890928.88 8968890928.88 0.5951 0.9028 2026-08-31 54561526.67 9784891222.37 9785405159.65 95304460.49 150908193.11 9784362953.69 9784599455.7500 Y 1.0000 0.0376 2026-08-03 0.0376 2026-08-04 0.0376 2026-08-05 0.0376 2026-08-06 0.0376 2026-08-07 0.0375 2026-08-10 0.0375 2026-08-11 0.0375 2026-08-12 0.0375 2026-08-13 0.0374 2026-08-14 0.0374 2026-08-17 0.0375 2026-08-18 0.0375 2026-08-19 0.0374 2026-08-20 0.0375 2026-08-21 0.0375 2026-08-24 0.0375 2026-08-25 0.0375 2026-08-26 0.0376 2026-08-27 0.0376 2026-08-28 0.0377 2026-08-31 1.0000 2026-08-03 1.0000 2026-08-04 1.0000 2026-08-05 1.0000 2026-08-06 1.0000 2026-08-07 1.0000 2026-08-10 1.0000 2026-08-11 1.0000 2026-08-12 1.0000 2026-08-13 1.0000 2026-08-14 1.0000 2026-08-17 1.0000 2026-08-18 1.0001 2026-08-19 1.0000 2026-08-20 1.0000 2026-08-21 1.0000 2026-08-24 1.0000 2026-08-25 1.0000 2026-08-26 1.0000 2026-08-27 0.9999 2026-08-28 0.9999 2026-08-31 Y N Institutional Shares C000273514 1.00 9784362953.69 9784599455.7500 1.0000 2026-08-03 1.0000 2026-08-04 1.0000 2026-08-05 1.0000 2026-08-06 1.0000 2026-08-07 1.0000 2026-08-10 1.0000 2026-08-11 1.0000 2026-08-12 1.0000 2026-08-13 1.0000 2026-08-14 1.0000 2026-08-17 1.0000 2026-08-18 1.0001 2026-08-19 1.0000 2026-08-20 1.0000 2026-08-21 1.0000 2026-08-24 1.0000 2026-08-25 1.0000 2026-08-26 1.0000 2026-08-27 0.9999 2026-08-28 0.9999 2026-08-31 618974018.75 475817285.32 2026-08-03 487274166.92 397932141.66 2026-08-04 319183339.18 203780656.40 2026-08-05 145861146.63 147574357.23 2026-08-06 137001911.78 207532605.05 2026-08-07 273634153.17 698930801.85 2026-08-10 259060620.87 121641958.86 2026-08-11 81992169.46 222644857.72 2026-08-12 216712649.00 165484645.29 2026-08-13 499913934.23 153339805.53 2026-08-14 97292912.05 247198694.06 2026-08-17 84203461.45 262798989.03 2026-08-18 216512160.43 87031216.29 2026-08-19 441884065.11 181943381.55 2026-08-20 134125451.85 157353115.01 2026-08-21 169954178.95 149838871.42 2026-08-24 188912575.40 180582098.34 2026-08-25 310521036.00 37141249.42 2026-08-26 158632940.56 188870252.33 2026-08-27 393076435.02 362714226.22 2026-08-28 284187457.44 643189664.87 2026-08-31 5518910784.25 5293340873.45 0.0376 2026-08-03 0.0376 2026-08-04 0.0376 2026-08-05 0.0376 2026-08-06 0.0375 2026-08-07 0.0375 2026-08-10 0.0374 2026-08-11 0.0374 2026-08-12 0.0374 2026-08-13 0.0374 2026-08-14 0.0374 2026-08-17 0.0374 2026-08-18 0.0374 2026-08-19 0.0374 2026-08-20 0.0374 2026-08-21 0.0375 2026-08-24 0.0375 2026-08-25 0.0375 2026-08-26 0.0375 2026-08-27 0.0375 2026-08-28 0.0376 2026-08-31 Y 64244.00 Registered investment company 0.0959 0.00 Depository institution or other banking institution 0.3382 0.00 Registered investment company 0.0645 0.00 Registered investment company 0.1621 0.00 N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.719999% 3130BAKF3 2549001DPIFGXC1TOL40 US3130BAKF37 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+ 2026-09-01 2027-10-29 2027-10-29 N N N 0.0375 49992060.50 49992060.50 0.0051 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130BATP2 2549001DPIFGXC1TOL40 US3130BATP28 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+ 2026-09-01 2028-05-26 2028-05-26 N N N 0.0375 6209995.34 6209995.34 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.690000% 3130BATU1 2549001DPIFGXC1TOL40 US3130BATU13 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+ 2026-09-01 2027-05-27 2027-05-27 N N N 0.0372 889913.81 889913.81 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.750001% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 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+ 2026-09-01 2028-06-15 2028-06-15 N N N 0.0377 9203922.19 9203922.19 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.674999% 3130BB6B6 2549001DPIFGXC1TOL40 US3130BB6B62 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+ 2026-09-01 2026-09-16 2026-09-16 N N N 0.0368 199998672.00 199998672.00 0.0204 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.750001% 3130BBL78 2549001DPIFGXC1TOL40 US3130BBL786 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+ 2026-09-01 2028-01-18 2028-01-18 N N N 0.0375 79999201.60 79999201.60 0.0082 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-22 2027-03-22 2027-03-22 N N N 0.0390 686561.85 686561.85 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384DT3 2549001DPIFGXC1TOL40 US313384DT31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0390 595990.33 595990.33 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385M94 2549001DPIFGXC1TOL40 US313385M942 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 32206975.47 32206975.47 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.890002% 3133ERW49 254900C5LP6DN9OP9V83 US3133ERW498 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+ 2026-09-01 2028-01-28 2028-01-28 N N N 0.0374 2868507.44 2868507.44 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.899999% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 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+ 2026-09-01 2027-11-12 2027-11-12 N N N 0.0377 100991308.30 100991308.30 0.0103 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 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+ 2026-09-01 2027-12-01 2027-12-01 N N N 0.0374 86988396.81 86988396.81 0.0089 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.899999% 3133ETEE3 254900C5LP6DN9OP9V83 US3133ETEE39 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+ 2026-09-01 2028-04-21 2028-04-21 N N N 0.0390 25063793.75 25063793.75 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999% 3133EWMV9 254900C5LP6DN9OP9V83 US3133EWMV90 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+ 2026-09-01 2027-10-28 2027-10-28 N N N 0.0372 44993028.15 44993028.15 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 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+ 2026-09-01 2028-02-11 2028-02-11 N N N 0.0375 5065688.61 5065688.61 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 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+ 2026-09-01 2028-05-15 2028-05-15 N N N 0.0378 3048955.86 3048955.86 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWQH6 254900C5LP6DN9OP9V83 US3133EWQH60 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+ 2026-09-01 2027-10-22 2027-10-22 N N N 0.0376 9142700.76 9142700.76 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133EWQT0 254900C5LP6DN9OP9V83 US3133EWQT09 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+ 2026-09-01 2027-06-22 2027-06-22 N N N 0.0371 3195969.09 3195969.09 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000% 3133EWQW3 254900C5LP6DN9OP9V83 US3133EWQW38 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+ 2026-09-01 2027-05-21 2027-05-21 N N N 0.0372 1152887.65 1152887.65 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000% 3133EWSL5 254900C5LP6DN9OP9V83 US3133EWSL54 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+ 2026-09-01 2028-02-09 2028-02-09 N N N 0.0377 967683.30 967683.30 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000% 3133EWSV3 254900C5LP6DN9OP9V83 US3133EWSV37 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+ 2026-09-01 2028-05-10 2028-05-10 N N N 0.0375 968933.58 968933.58 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 3133EWTD2 254900C5LP6DN9OP9V83 US3133EWTD20 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+ 2026-09-01 2028-06-16 2028-06-16 N N N 0.0382 2518316.80 2518316.80 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 3133EWTS9 254900C5LP6DN9OP9V83 US3133EWTS98 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+ 2026-09-01 2028-05-18 2028-05-18 N N N 0.0377 11593094.25 11593094.25 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000% 3133EWTT7 254900C5LP6DN9OP9V83 US3133EWTT71 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+ 2026-09-01 2026-10-22 2026-10-22 N N N 0.0370 104810242.22 104810242.22 0.0107 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133EWVK3 254900C5LP6DN9OP9V83 US3133EWVK35 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+ 2026-09-01 2028-02-10 2028-02-10 N N N 0.0376 65000492.70 65000492.70 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133EWVZ0 254900C5LP6DN9OP9V83 US3133EWVZ04 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+ 2026-09-01 2028-01-14 2028-01-14 N N N 0.0376 24999776.50 24999776.50 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.830609% 3133EWXA3 254900C5LP6DN9OP9V83 US3133EWXA35 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+ 2026-09-01 2028-07-28 2028-07-28 N N N 0.0383 64998491.35 64998491.35 0.0066 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 0000310522 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+ 2026-09-01 2028-05-08 2028-05-08 N N N 0.0374 9001408.68 9001408.68 0.0009 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 0000310522 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+ 2026-09-01 2028-06-08 2028-06-08 N N N 0.0378 3161562.57 3161562.57 0.0003 N N N N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-27 2026-11-27 2026-11-27 N N N 0.0383 18033172.69 18033172.69 0.0018 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0392 21574381.18 21574381.18 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-18 2027-02-18 2027-02-18 N N N 0.0397 3762311.02 3762311.02 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-24 2026-09-24 2026-09-24 N N N 0.0371 249417015.00 249417015.00 0.0255 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-08 2026-10-08 2026-10-08 N N N 0.0378 43891016.38 43891016.38 0.0045 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-05 2026-11-05 2026-11-05 N N N 0.0381 61777908.73 61777908.73 0.0063 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-12 2026-11-12 2026-11-12 N N N 0.0382 50198479.22 50198479.22 0.0051 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-19 2026-11-19 2026-11-19 N N N 0.0383 52691074.20 52691074.20 0.0054 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-03 2026-12-03 2026-12-03 N N N 0.0381 13415687.16 13415687.16 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-08 2026-09-08 2026-09-08 N N N 0.0367 33767829.30 33767829.30 0.0035 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0367 249648702.50 249648702.50 0.0255 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0392 51897794.69 51897794.69 0.0053 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-13 2026-10-13 2026-10-13 N N N 0.0377 21200975.78 21200975.78 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VR5 254900HROIFWPRGM1V77 US912797VR56 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-05 2027-08-05 2027-08-05 N N N 0.0414 33426222.86 33426222.86 0.0034 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-01-07 2027-01-07 2027-01-07 N N N 0.0391 257236271.17 257236271.17 0.0263 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-01-14 2027-01-14 2027-01-14 N N N 0.0392 94569948.24 94569948.24 0.0097 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-04 2027-02-04 2027-02-04 N N N 0.0395 359352349.19 359352349.19 0.0367 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 2621074.31 2621074.31 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-01 2026-12-01 2026-12-01 N N N 0.0382 6578804.34 6578804.34 0.0007 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-11 2027-02-11 2027-02-11 N N N 0.0397 53741530.43 53741530.43 0.0055 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-25 2027-02-25 2027-02-25 N N N 0.0399 216210120.90 216210120.90 0.0221 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WD5 254900HROIFWPRGM1V77 US912797WD51 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-04 2027-03-04 2027-03-04 N N N 0.0402 50836653.59 50836653.59 0.0052 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 5394932.07 5394932.07 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 91282CAH4 254900HROIFWPRGM1V77 US91282CAH43 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0423 88393926.56 88393926.56 0.0090 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0410 10418561.85 10418561.85 0.0011 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0414 2519873.10 2519873.10 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 91282CFH9 254900HROIFWPRGM1V77 US91282CFH97 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0423 88441360.16 88441360.16 0.0090 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-15 2027-05-15 2027-05-15 N N N 0.0413 7886343.36 7886343.36 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.375000% 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-09-15 2027-09-15 2027-09-15 N N N 0.0420 21770943.63 21770943.63 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 3701679.92 3701679.92 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.910608% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-01 2027-04-30 2027-04-30 N N N 0.0376 55049990.60 55049990.60 0.0056 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0410 94844308.33 94844308.33 0.0097 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0414 12107863.87 12107863.87 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0417 19416289.89 19416289.89 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.625000% 91282CNV9 254900HROIFWPRGM1V77 US91282CNV99 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0422 138149663.43 138149663.43 0.0141 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.500000% 91282CPB1 254900HROIFWPRGM1V77 US91282CPB18 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-09-30 2027-09-30 2027-09-30 N N N 0.0424 52803905.74 52803905.74 0.0054 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.849610% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-01 2028-01-31 2028-01-31 N N N 0.0378 158700428.49 158700428.49 0.0162 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.955147% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-01 2028-04-30 2028-04-30 N N N 0.0381 358828702.32 358828702.32 0.0367 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.800606% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-01 2028-07-31 2028-07-31 N N N 0.0381 172300599.60 172300599.60 0.0176 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.650000% TPR10795F MBNUM2BPBDO7JBLYG310 0000315030 TPR10795F90518855CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 0.00 0.00 221142400.00 135192560.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 0.00 0.00 2427300.00 2244193.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 0.00 0.00 71868800.00 66563292.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-11-02 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 199999940.00 199999940.00 0.0204 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.650000% TPR107C5F MBNUM2BPBDO7JBLYG310 0000315030 TPR107C5F90518856CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 0.00 0.00 202991400.00 204000002.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-11-09 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 199999800.00 199999800.00 0.0204 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR107E05 1VUV7VQFKUOQSJ21A208 0001330437 TPR107E0590518854CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 3745000.00 2421892.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 5065000.00 2136868.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0.00 0.00 3089900.00 1045746.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 0.00 0.00 100.00 79.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.00 0.00 6000600.00 5832975.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 0.00 0.00 213000.00 133125.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.00 0.00 24310800.00 16904464.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 0.00 0.00 68207800.00 59464957.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 0.00 0.00 4999500.00 4782015.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 0.00 0.00 1305800.00 1282869.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 0.00 0.00 100.00 98.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 0.00 0.00 1587600.00 1440350.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.00 0.00 55091800.00 59585788.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 0.00 0.00 59962000.00 59987470.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 0.00 0.00 59390800.00 59999911.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 0.00 0.00 2888000.00 2812123.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 0.00 0.00 60107000.00 59997141.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 0.00 0.00 59698000.00 59885256.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 0.00 0.00 10229200.00 10208460.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 20000.00 19215.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 66778.00 59217.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-11-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 399999720.00 399999720.00 0.0409 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR10A54E 1VUV7VQFKUOQSJ21A208 0001330437 TPR10A54E90518853CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 9277500.00 8994815.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 741800.00 254762.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0.00 0.00 4930000.00 1386898.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0.00 0.00 38055300.00 8639010.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.00 0.00 2651100.00 2577042.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 0.00 0.00 12078400.00 8915409.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 0.00 0.00 294000.00 266732.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.00 0.00 13100.00 12657.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 0.00 0.00 579300.00 497329.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 0.00 0.00 100.00 91.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 0.00 0.00 9157900.00 8826860.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 0.00 0.00 270000.00 267811.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 0.00 0.00 800.00 803.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 0.00 0.00 1600.00 1608.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 0.00 0.00 2581600.00 2593537.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 0.00 0.00 9123800.00 8973820.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 11281978.00 8990721.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0.00 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0.00 0.00 67.00 65.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 64.00 57.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-12-29 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 59999976.00 59999976.00 0.0061 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.669998% TPR10B711 MBNUM2BPBDO7JBLYG310 0000315030 TPR10B7119051885CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 0.00 0.00 500968000.00 494199187.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 62217971.00 15800814.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-09-21 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 499999500.00 499999500.00 0.0511 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR10B800 1VUV7VQFKUOQSJ21A208 0001330437 TPR10B80090518855CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 2100.00 2094.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 477600.00 476830.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 200.00 199.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 61996100.00 60107079.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 100.00 65.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0.00 0.00 6539700.00 3295734.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 100.00 42.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 1798700.00 617742.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 100.00 30.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 0.00 0.00 5214300.00 10547295.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.00 0.00 7211900.00 5014780.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912821QH1 2034-08-15 0.00 0.00 111900.00 77230.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.00 0.00 38304000.00 36475206.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.00 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.00 0.00 52313600.00 63749903.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 0.00 0.00 23782000.00 23440276.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 0.00 0.00 3999900.00 4072988.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 0.00 0.00 6810800.00 6743577.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 0.00 0.00 134600.00 146279.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 0.00 0.00 62989100.00 61595718.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 0.00 0.00 63821200.00 63589010.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 0.00 0.00 7412000.00 7496212.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 0.00 0.00 40000000.00 38686153.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 0.00 0.00 1164000.00 1133418.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 0.00 0.00 19860900.00 19575505.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 24785026.00 24591257.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0.00 0.00 410.00 208.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 5068570.00 2065016.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 16.00 6.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 495.00 138.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2027-01-15 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 424999532.50 424999532.50 0.0434 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR10BDEB ZBUT11V806EZRVTWT807 0000782124 TPR10BDEB90518855JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DT6U9 2053-10-01 0.00 0.00 200000.00 161156.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WQYD9 2041-08-01 0.00 0.00 1139346.00 1174351.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WQZM8 2041-08-01 0.00 0.00 1156884.00 1194750.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGLM4 2054-06-01 0.00 0.00 6474670.00 2600759.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASLE6 2055-02-01 0.00 0.00 239588.00 163561.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BE3G1 2055-07-01 0.00 0.00 1053350.00 1114367.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVQL7 2055-10-01 0.00 0.00 1463674.00 1486182.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWR42 2055-12-01 0.00 0.00 2633736.00 2675472.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTT9 2061-09-01 0.00 0.00 1100000.00 647306.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWA64 2036-09-01 0.00 0.00 2620000.00 1133379.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9V67 2048-10-01 0.00 0.00 9914432.00 1026839.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNJE3 2037-02-01 0.00 0.00 624316.00 295277.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQRR8 2037-10-01 0.00 0.00 321961.00 160020.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS6B2 2053-09-01 0.00 0.00 3557176.00 1633742.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTJK6 2053-11-01 0.00 0.00 13207008.00 9142116.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUDF0 2054-03-01 0.00 0.00 8953744.00 6142676.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U14G7 2056-02-01 0.00 0.00 1559408.00 1586616.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U1GL3 2056-02-01 0.00 0.00 1069418.00 1043781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U34L2 2056-02-01 0.00 0.00 5474944.00 5220449.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6KJ2 2056-02-01 0.00 0.00 4830560.00 4886726.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8N30 2041-03-01 0.00 0.00 1501814.00 1446137.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8RT9 2056-04-01 0.00 0.00 1744914.00 1803305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAS89 2056-03-01 0.00 0.00 2630772.00 2671888.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UBVE0 2056-06-01 0.00 0.00 10584928.00 9986541.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UHC57 2056-04-01 0.00 0.00 1261740.00 1259588.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UHKK5 2056-06-01 0.00 0.00 1197174.00 1224071.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ULLN9 2056-07-01 0.00 0.00 3930950.00 3814618.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ULTS0 2056-07-01 0.00 0.00 3306840.00 3212825.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UMYM5 2056-07-01 0.00 0.00 1606572.00 1572416.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UNU47 2056-07-01 0.00 0.00 1397436.00 1357693.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVQ77 2056-08-01 0.00 0.00 3790496.00 3783671.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5FV1 2051-02-01 0.00 0.00 475000.00 366695.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6NS7 2056-06-01 0.00 0.00 51853696.00 48535000.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8QD2 2035-11-01 0.00 0.00 700000.00 272940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X92S3 2051-03-01 0.00 0.00 80000.00 36910.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAXL1 2041-04-01 0.00 0.00 4038760.00 2185424.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCMV7 2036-09-01 0.00 0.00 4405192.00 2028502.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDY26 2051-11-01 0.00 0.00 63000.00 34993.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFTF8 2052-02-01 0.00 0.00 200000.00 121140.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJLS0 2052-10-01 0.00 0.00 65000.00 45804.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLXE3 2043-06-01 0.00 0.00 400000.00 245073.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMQA7 2051-12-01 0.00 0.00 440000.00 290372.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRRN7 2037-05-01 0.00 0.00 318524.00 225378.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7XV5 2040-11-01 0.00 0.00 1238158.00 1239099.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 0.00 0.00 500000000.00 36691982.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTM4 2035-10-01 0.00 0.00 5000000.00 1689491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZ39 2036-06-01 0.00 0.00 7787416.00 3255843.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4U1 2044-02-01 0.00 0.00 1278126.00 862690.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EER7 2042-05-01 0.00 0.00 984000.00 617742.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 0.00 0.00 34000.00 22761.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP95 2043-02-01 0.00 0.00 1129228.00 193090.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FXZ5 2041-05-01 0.00 0.00 52941120.00 49206107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FZE0 2056-06-01 0.00 0.00 3057000.00 3091419.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2GZ7 2056-04-01 0.00 0.00 3937180.00 3707375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176RV25 2047-09-15 0.00 0.00 228383.00 114733.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TXY6 2048-05-20 0.00 0.00 33336436.00 2150696.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VVY3 2050-10-20 0.00 0.00 8603000.00 3029751.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VXA3 2035-08-20 0.00 0.00 147909.00 41151.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WDQ8 2051-04-20 0.00 0.00 57181312.00 27186194.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX76 2053-04-20 0.00 0.00 240000.00 109252.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YFP4 2053-09-20 0.00 0.00 988112.00 235128.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617A0C87 2045-07-15 0.00 0.00 350000.00 48106.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617G7Z65 2048-09-20 0.00 0.00 1793272.00 292421.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GBDH4 2054-01-20 0.00 0.00 5256720.00 4148616.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H9NR5 2054-05-20 0.00 0.00 1917252.00 1605925.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618J1RX3 2054-08-20 0.00 0.00 2132624.00 2053505.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618J6F80 2054-10-20 0.00 0.00 11239952.00 971940.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LP2G1 2055-08-20 0.00 0.00 5517880.00 5391445.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LP2K2 2055-08-20 0.00 0.00 2870888.00 2739034.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LXW55 2055-10-20 0.00 0.00 2071780.00 857023.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M0XZ9 2055-11-20 0.00 0.00 4873528.00 4842318.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MCEX9 2056-01-20 0.00 0.00 1771052.00 1848998.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MST67 2056-02-20 0.00 0.00 2704332.00 2629232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MVNQ2 2056-04-20 0.00 0.00 1379996.00 1434839.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VLE50 2056-08-20 0.00 0.00 1229502.00 1237940.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VLFA8 2056-08-20 0.00 0.00 1487634.00 1529295.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNHU8 2056-05-20 0.00 0.00 215833.00 224987.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0CV0 2056-06-20 0.00 0.00 1887572.00 1846696.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4EJ7 2056-08-20 0.00 0.00 3909036.00 3944371.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W8FH1 2056-08-20 0.00 0.00 6126392.00 6323527.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABB35 2051-07-20 0.00 0.00 400000.00 205832.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ADBY3 2054-02-20 0.00 0.00 100000.00 70640.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291QT46 2047-02-20 0.00 0.00 5454976.00 2204183.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-07 2026-09-28 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 299999880.00 299999880.00 0.0307 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR10C3B7 ZBUT11V806EZRVTWT807 0000782124 TPR10C3B790518853JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G2Y20 2056-08-01 0.00 0.00 1736700.00 1693885.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3W25 2053-11-01 0.00 0.00 4400000.00 2859127.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTJ48 2040-10-01 0.00 0.00 1026710.00 727868.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUQ88 2055-11-01 0.00 0.00 7541648.00 6830173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLN62 2053-06-01 0.00 0.00 1271594.00 816409.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPPV3 2052-07-01 0.00 0.00 700000.00 428993.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7AN0 2055-11-01 0.00 0.00 17306208.00 17827516.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGN54 2037-04-01 0.00 0.00 1177180.00 627281.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLH43 2052-08-01 0.00 0.00 140686.00 106888.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YWZ71 2054-05-01 0.00 0.00 3010228.00 2496314.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DU27 2042-11-01 0.00 0.00 15727984.00 2382383.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NH84 2043-07-20 0.00 0.00 3637248.00 483763.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QWC1 2044-11-20 0.00 0.00 405809.00 46820.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TLV5 2047-11-20 0.00 0.00 2380580.00 234037.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 0.00 0.00 153120768.00 106570832.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617FBQL4 2052-07-20 0.00 0.00 3505280.00 2812700.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617LRZ65 2050-04-20 0.00 0.00 1818368.00 266442.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617QYH81 2050-11-20 0.00 0.00 1074660.00 287377.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H2MF7 2054-04-20 0.00 0.00 6312800.00 5362488.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H9NQ7 2054-05-20 0.00 0.00 1179482.00 725182.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HAR98 2054-05-20 0.00 0.00 1008160.00 657688.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LUAZ9 2055-10-20 0.00 0.00 475621.00 489778.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MBNA1 2055-12-20 0.00 0.00 179702.00 186687.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A66 2054-11-20 0.00 0.00 5361928.00 2250501.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 0.00 0.00 130048256.00 98797859.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NSVA4 2055-07-20 0.00 0.00 500081.00 409969.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W7TK1 2056-08-20 0.00 0.00 1108260.00 1138957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297HN87 2039-05-15 0.00 0.00 649977.00 8337.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-07 2026-10-05 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 249999875.00 249999875.00 0.0256 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR10C981 ZBUT11V806EZRVTWT807 0000782124 TPR10C98190518852JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329LNM0 2032-04-01 0.00 0.00 1553644.00 332960.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6AR1 2036-08-01 0.00 0.00 1709138.00 742618.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6H29 2040-01-01 0.00 0.00 685441.00 496860.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2M6 2051-12-01 0.00 0.00 670000.00 364409.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS3S9 2054-04-01 0.00 0.00 10000.00 7260.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLF0 2050-10-01 0.00 0.00 5068000.00 2228443.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 0.00 0.00 319000.00 197360.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0HP0 2053-10-01 0.00 0.00 400000.00 299568.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BN5B5 2052-09-01 0.00 0.00 298918.00 223291.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EGH24 2036-12-19 0.00 0.00 2290000.00 1929089.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EJC23 2033-09-26 0.00 0.00 5271000.00 5063203.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EJPP8 2033-05-17 0.00 0.00 6445000.00 6085694.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EJSF7 2033-06-20 0.00 0.00 13000000.00 12499801.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133GGNQ2 2037-02-01 0.00 0.00 3362712.00 1474793.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPL22 2052-06-01 0.00 0.00 3835000.00 2448370.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPMZ8 2052-06-01 0.00 0.00 31186240.00 21241613.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRB86 2053-05-01 0.00 0.00 422631.00 283472.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134GSAT2 2037-12-28 0.00 0.00 8188000.00 6512219.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134GVVC9 2032-05-19 0.00 0.00 15000000.00 12680005.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 0.00 0.00 831000.00 473853.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389R7K6 2031-02-01 0.00 0.00 4100000.00 21986.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EHAH5 2040-05-01 0.00 0.00 144999936.00 2439878.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPBN3 2031-02-01 0.00 0.00 4059944.00 110044.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFT55 2030-10-01 0.00 0.00 365150.00 22892.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403HQ29 2033-11-01 0.00 0.00 633120.00 7536.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408DUQ5 2035-12-01 0.00 0.00 13068879.00 90590.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAC46 2055-05-01 0.00 0.00 448100.00 388870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSLR6 2055-10-01 0.00 0.00 38097.00 35561.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BV4Y3 2055-12-01 0.00 0.00 1490104.00 1349326.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9MS7 2028-10-01 0.00 0.00 3000000.00 49553.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JHSX2 2048-10-01 0.00 0.00 250000.00 21607.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JRSZ5 2049-06-01 0.00 0.00 362173.00 84001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KQLW9 2050-10-01 0.00 0.00 506000.00 143759.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KYLU6 2036-06-01 0.00 0.00 42889.00 23155.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LXBD6 2052-04-01 0.00 0.00 2419404.00 1803432.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MAXK5 2037-04-01 0.00 0.00 83712.00 45382.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSVJ1 2052-07-01 0.00 0.00 17485.00 14727.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQDM7 2053-09-01 0.00 0.00 517182.00 288909.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDUL6 2050-06-01 0.00 0.00 315000.00 132188.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEQ70 2050-08-01 0.00 0.00 81000.00 19636.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF4K2 2050-12-01 0.00 0.00 2000000.00 998255.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGJ99 2035-12-01 0.00 0.00 2205000.00 903142.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN7J5 2052-05-01 0.00 0.00 33393.00 20146.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNEM0 2052-02-01 0.00 0.00 5875000.00 3361962.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNJF0 2037-02-01 0.00 0.00 615756.00 316019.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRCW1 2053-01-01 0.00 0.00 480000.00 332220.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTGV5 2053-11-01 0.00 0.00 3253944.00 2476304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTKY4 2053-11-01 0.00 0.00 34360000.00 18823936.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUDW3 2044-03-01 0.00 0.00 1057308.00 759472.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6MM3 2056-03-01 0.00 0.00 2255916.00 2117031.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6SB1 2056-02-01 0.00 0.00 1893010.00 1779825.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8ZF0 2056-03-01 0.00 0.00 1590586.00 1654731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UF4L5 2056-06-01 0.00 0.00 1081788.00 979731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UG4A7 2056-07-01 0.00 0.00 1513986.00 1557608.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVTW9 2041-09-01 0.00 0.00 29152160.00 29165240.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVUA5 2041-08-01 0.00 0.00 4090128.00 4204238.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVUS6 2056-08-01 0.00 0.00 2632952.00 2562899.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVVJ5 2056-09-01 0.00 0.00 2880504.00 2878762.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5VT8 2056-03-01 0.00 0.00 24394656.00 22730800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8DF1 2035-10-01 0.00 0.00 36818.00 14351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBPK0 2036-05-01 0.00 0.00 570370.00 266509.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDQS8 2051-11-01 0.00 0.00 100000.00 52455.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHWU7 2052-07-01 0.00 0.00 185633.00 124177.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLXD5 2053-05-01 0.00 0.00 150000.00 111144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNNH3 2042-03-01 0.00 0.00 100000.00 66444.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7PL6 2040-10-01 0.00 0.00 2695356.00 2392836.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YXQW4 2054-02-01 0.00 0.00 756241.00 768392.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LLW0 2028-06-01 0.00 0.00 7500000.00 144569.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417Y2N6 2041-05-01 0.00 0.00 1164896.00 28754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417Y3V7 2041-07-01 0.00 0.00 1113878.00 32298.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4W1 2048-12-01 0.00 0.00 492494.00 33586.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CA87 2046-08-01 0.00 0.00 1390000.00 230436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 0.00 0.00 191000.00 22653.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZ56 2033-09-01 0.00 0.00 1575000.00 81282.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DEK4 2034-08-01 0.00 0.00 788000.00 81111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVU3 2031-01-01 0.00 0.00 375000.00 87707.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 0.00 0.00 2087356.00 1117856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEA1 2054-11-01 0.00 0.00 22000.00 18465.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FWL7 2056-05-01 0.00 0.00 783762.00 688698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MJP8 2037-08-01 0.00 0.00 1800000.00 45341.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418QZS5 2037-02-01 0.00 0.00 229197568.00 761236.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SSB5 2053-10-01 0.00 0.00 337000.00 337618.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXYA9 2056-07-01 0.00 0.00 11886032.00 10808203.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KBAZ3 2056-07-01 0.00 0.00 12804688.00 11746077.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KBNP1 2056-07-01 0.00 0.00 1251808.00 1274568.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VWQ9 2050-10-20 0.00 0.00 337697.00 121423.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0MN7 2056-08-20 0.00 0.00 2952140.00 2856947.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4VH2 2056-07-20 0.00 0.00 1047800.00 1024564.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-07 2026-10-13 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 210000000.00 210000000.00 0.0215 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10CDD2 G5GSEF7VJP5I7OUK5573 0000312070 TPR10CDD290518853BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HV8 2056-05-15 0.00 0.00 4431800.00 931312.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 0.00 0.00 68839000.00 66119180.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 0.00 0.00 45115200.00 45194822.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 0.00 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-09-17 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 110000000.00 110000000.00 0.0112 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.669998% TPR10CDF1 MBNUM2BPBDO7JBLYG310 0000315030 TPR10CDF190518853CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 0.00 0.00 13883200.00 13952181.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0.00 0.00 29436946.00 11547820.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2027-02-17 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 25000000.00 25000000.00 0.0026 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.669998% TPR10CF37 MBNUM2BPBDO7JBLYG310 0000315030 TPR10CF3790518854CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 1558600.00 447762.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 0.00 0.00 23619400.00 23456621.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 0.00 0.00 1597000.00 1595627.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2027-02-17 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 24999972.50 24999972.50 0.0026 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10D167 G5GSEF7VJP5I7OUK5573 0000312070 TPR10D16790518851BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVGG4 2046-09-01 0.00 0.00 1024.00 154.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4C55 2042-05-01 0.00 0.00 1024.00 99.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5JT3 2048-05-01 0.00 0.00 1024.00 76.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADVG0 2046-01-01 0.00 0.00 1008.00 250.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 0.00 0.00 1784296.00 283072.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 0.00 0.00 110379695.00 64702083.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WJQ2 2051-07-20 0.00 0.00 435035.00 220504.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2K9 2054-07-20 0.00 0.00 8026036.00 6825114.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NYP42 2056-01-20 0.00 0.00 12743.00 12523.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9QX3 2056-04-20 0.00 0.00 1925.00 1954.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VCDP7 2056-03-20 0.00 0.00 90859.00 90533.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292HR88 2035-10-15 0.00 0.00 25000.00 110.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-09-21 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 69999930.00 69999930.00 0.0072 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR10D252 ZBUT11V806EZRVTWT807 0000782124 TPR10D25290518851JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 0.00 0.00 3200.00 3478.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 49465593.00 45947600.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-07 2026-09-21 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 45000000.00 45000000.00 0.0046 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10D273 G5GSEF7VJP5I7OUK5573 0000312070 TPR10D27390518852BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EWEP1 2029-02-26 0.00 0.00 3705000.00 3655700.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HCYW3 2028-03-13 0.00 0.00 767000.00 776243.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQWH4 2052-11-01 0.00 0.00 233906.00 155924.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRHW6 2053-02-01 0.00 0.00 1000.00 681.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4KD8 2055-12-01 0.00 0.00 1441.00 1394.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176GU46 2041-03-15 0.00 0.00 68150.00 2890.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176N2C4 2041-11-15 0.00 0.00 150000.00 2530.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MA42 2042-04-20 0.00 0.00 181067.00 3172.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NH92 2043-07-20 0.00 0.00 28000.00 2872.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QBG5 2044-04-20 0.00 0.00 75000.00 4047.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179S5P8 2047-05-20 0.00 0.00 2143000.00 175186.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SLU9 2046-09-20 0.00 0.00 4091000.00 336002.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179T4P7 2048-07-20 0.00 0.00 316000.00 25380.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 0.00 0.00 167994.00 18748.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TQP3 2048-01-20 0.00 0.00 467000.00 49062.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TV69 2048-04-20 0.00 0.00 163998.00 11619.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UMM1 2049-02-20 0.00 0.00 6770210.00 438811.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VDN7 2050-01-20 0.00 0.00 99465.00 15894.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VKM1 2050-04-20 0.00 0.00 992000.00 177068.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 0.00 0.00 41243067.00 25727149.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 0.00 0.00 4000.00 2430.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W7L6 2052-06-20 0.00 0.00 382173.00 240360.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 0.00 0.00 28733110.00 18304922.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDC7 2052-08-20 0.00 0.00 132000.00 83055.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2K9 2054-07-20 0.00 0.00 1000.00 850.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617AEXN1 2047-04-15 0.00 0.00 230229.00 18455.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617ARHN0 2047-06-15 0.00 0.00 327344.00 3864.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BATS2 2047-08-15 0.00 0.00 1129442.00 31495.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617WABW9 2051-07-15 0.00 0.00 1000.00 281.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36181KFL9 2043-09-15 0.00 0.00 1490342.00 66850.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36189KWW8 2047-05-15 0.00 0.00 113171.00 4749.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MMXR9 2056-01-20 0.00 0.00 9289627.00 8533855.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 0.00 0.00 511956.00 252693.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HT7 2056-05-20 0.00 0.00 5010.00 4687.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6NA1 2056-07-20 0.00 0.00 3072.00 2989.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P50 2056-08-20 0.00 0.00 157337.00 153439.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9RV6 2056-04-20 0.00 0.00 10467223.00 10596271.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VHXT6 2056-06-20 0.00 0.00 1099690.00 1140726.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NNS6 2034-07-15 0.00 0.00 294470.00 3730.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E4K2 2039-04-20 0.00 0.00 288828.00 3284.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E6H7 2039-06-20 0.00 0.00 180319.00 2898.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EA33 2034-10-20 0.00 0.00 100000.00 1112.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FB70 2039-10-20 0.00 0.00 100000.00 1434.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FX84 2041-10-20 0.00 0.00 200000.00 8575.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AKYL4 2040-06-15 0.00 0.00 159759.00 4310.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ANDM9 2040-07-15 0.00 0.00 1000.00 23.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ASFA2 2041-05-15 0.00 0.00 5599029.00 424086.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211RSQ3 2035-03-15 0.00 0.00 84273.00 264.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2RT1 2045-12-20 0.00 0.00 1579220.00 160700.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2YL0 2036-06-15 0.00 0.00 192462.00 2282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KJQ2 2033-05-15 0.00 0.00 44956.00 444.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LA55 2038-11-15 0.00 0.00 338619.00 3647.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LLT1 2040-07-20 0.00 0.00 2014.00 48.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VL85 2036-12-15 0.00 0.00 25000.00 1191.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291NUN9 2036-01-15 0.00 0.00 95108.00 2915.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292BPC4 2035-07-15 0.00 0.00 215216.00 3834.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292CB86 2035-07-15 0.00 0.00 31320.00 551.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292EGH7 2036-05-15 0.00 0.00 93748.00 1683.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292LSP0 2036-03-15 0.00 0.00 116236.00 1372.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295E5E3 2038-02-15 0.00 0.00 254715.00 4917.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295K4T7 2038-11-15 0.00 0.00 650402.00 6860.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296HNJ4 2040-04-15 0.00 0.00 1897417.00 430514.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2026-09-21 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 69999930.00 69999930.00 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.669998% TPR10D362 MBNUM2BPBDO7JBLYG310 0000315030 TPR10D36290518852CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0.00 0.00 40560900.00 8834083.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 0.00 0.00 1370500.00 1365925.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2027-01-25 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 9999995.00 9999995.00 0.0010 N N Y N BNP PARIBAS BNP PARIBAS 3.890002% TPR10D5A4 R0MUWSFPU8MPRO8K5P83 0000310732 TPR10D5A49051885BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 0.00 0.00 49999800.00 43871848.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 0.00 0.00 45530400.00 42828166.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-07 2026-09-07 2027-02-26 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0389 84999974.50 84999974.50 0.0087 N N Y N BNP PARIBAS BNP PARIBAS 3.870000% TPR10D687 R0MUWSFPU8MPRO8K5P83 0000310732 TPR10D68790518851BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQTS5 2052-06-01 0.00 0.00 1023.00 683.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS2R2 2052-03-01 0.00 0.00 1000.00 708.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 0.00 0.00 1000.00 781.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 0.00 0.00 1000.00 578.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 0.00 0.00 1000.00 728.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 0.00 0.00 1024.00 846.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 0.00 0.00 1024.00 485.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BGGW2 2052-07-01 0.00 0.00 1000.00 446.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C4H23 2053-05-01 0.00 0.00 1000.00 1059.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLR66 2051-04-01 0.00 0.00 1000.00 570.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMJZ9 2051-08-01 0.00 0.00 1000.00 555.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY6U8 2046-01-01 0.00 0.00 1024.00 940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEME6 2054-12-01 0.00 0.00 1000.00 1005.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQKJ0 2054-09-01 0.00 0.00 1000.00 962.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 0.00 0.00 1000.00 736.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJGA9 2055-08-01 0.00 0.00 1000.00 1048.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJXL6 2055-07-01 0.00 0.00 1000.00 733.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKCT9 2055-08-01 0.00 0.00 1000.00 950.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 0.00 0.00 1000.00 924.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BLG22 2055-08-01 0.00 0.00 1008.00 928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BN2G2 2055-10-01 0.00 0.00 1000.00 941.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNYR3 2055-09-01 0.00 0.00 1000.00 939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLDQ2 2051-07-01 0.00 0.00 1000.00 603.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2DG3 2052-09-01 0.00 0.00 1000.00 732.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS6R0 2053-11-01 0.00 0.00 1000.00 887.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWK4 2052-04-01 0.00 0.00 1024.00 616.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQWQ4 2052-11-01 0.00 0.00 1024.00 689.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPL7 2053-12-01 0.00 0.00 1000.00 543.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 0.00 0.00 1000.00 915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U16L4 2056-01-01 0.00 0.00 1008.00 1002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3ZQ7 2056-01-01 0.00 0.00 1000.00 980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8TY6 2056-03-01 0.00 0.00 1000.00 968.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UASG1 2056-04-01 0.00 0.00 1000.00 995.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVPR4 2056-08-01 0.00 0.00 1000.00 1058.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UVV63 2056-09-01 0.00 0.00 1000.00 999.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W34A4 2055-01-01 0.00 0.00 1000.00 814.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W36X2 2055-11-01 0.00 0.00 1000.00 946.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W44G9 2054-12-01 0.00 0.00 1008.00 797.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W47B7 2053-07-01 0.00 0.00 1000.00 866.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W55U4 2055-09-01 0.00 0.00 1024.00 911.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7FW5 2048-08-01 0.00 0.00 1008.00 881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7MN7 2056-02-01 0.00 0.00 1008.00 980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCGD4 2051-07-01 0.00 0.00 1000.00 556.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDGW0 2051-10-01 0.00 0.00 1000.00 528.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGVW6 2052-04-01 0.00 0.00 1000.00 611.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 0.00 0.00 1000.00 642.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XM5L6 2053-11-01 0.00 0.00 1024.00 656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 0.00 0.00 1000.00 947.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 0.00 0.00 7090560.00 6973902.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9Q98 2056-08-01 0.00 0.00 1000.00 999.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 0.00 0.00 1000.00 89.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 0.00 0.00 1000.00 505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMH7 2055-07-01 0.00 0.00 1000.00 885.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 0.00 0.00 1000.00 775.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425WVN8 2055-01-01 0.00 0.00 1000.00 675.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426A2M9 2055-02-01 0.00 0.00 1000.00 979.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NNV8 2055-04-01 0.00 0.00 1000.00 981.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 0.00 0.00 1000.00 877.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MA92 2054-05-01 0.00 0.00 1000.00 820.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MK42 2052-01-01 0.00 0.00 1000.00 689.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 0.00 0.00 1024.00 746.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PFX7 2051-09-01 0.00 0.00 1024.00 776.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RCQ1 2055-12-01 0.00 0.00 1000.00 914.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSXE3 2054-09-01 0.00 0.00 1000.00 539.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 0.00 0.00 1000.00 973.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 0.00 0.00 1008.00 1003.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 0.00 0.00 1008.00 748.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 0.00 0.00 1000.00 927.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JSZQ1 2056-01-01 0.00 0.00 1008.00 999.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6WK3 2056-06-01 0.00 0.00 1000.00 1020.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WP93 2051-10-20 0.00 0.00 1024.00 551.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 0.00 0.00 1023.00 574.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 0.00 0.00 1024.00 694.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617MPDA3 2050-04-20 0.00 0.00 1000.00 649.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 0.00 0.00 1000.00 775.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N53Y3 2055-12-20 0.00 0.00 1000.00 962.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 0.00 0.00 1000.00 920.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 0.00 0.00 1000.00 912.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 0.00 0.00 1023.00 45.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 0.00 0.00 1000.00 414.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AB4K5 2052-08-20 0.00 0.00 1000.00 756.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 0.00 0.00 55039819.00 44266991.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 1100.00 1091.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 0.00 0.00 89000.00 87899.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 0.00 0.00 106000.00 105420.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-07 2026-09-07 2027-02-26 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0387 49999985.00 49999985.00 0.0051 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR10D6D5 1VUV7VQFKUOQSJ21A208 0001330437 TPR10D6D590518852CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 2540100.00 2526731.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0.00 0.00 9885000.00 3034240.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0.00 0.00 5025500.00 2252876.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 0.00 0.00 84700.00 67676.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 0.00 0.00 2605200.00 2340182.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 0.00 0.00 200.00 196.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 0.00 0.00 3300.00 3183.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 0.00 0.00 166400.00 180838.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 0.00 0.00 1669600.00 1663753.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 0.00 0.00 3285300.00 3269473.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 4134991.00 3295215.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 2188000.00 1765657.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0.00 0.00 2065592.00 1810477.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 443878.00 229593.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-07 2027-02-22 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 21999984.60 21999984.60 0.0022 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.680000% TPR10D99B G5GSEF7VJP5I7OUK5573 0000312070 TPR10D99B9051885BAR U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y The Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B4XD8 2040-02-10 0.00 0.00 15000000.00 14689890.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLJH2 2038-05-01 0.00 0.00 162920.00 497.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HCYW3 2028-03-13 0.00 0.00 13335000.00 13495691.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRHW6 2053-02-01 0.00 0.00 9569020.00 6521010.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2JM3 2056-04-01 0.00 0.00 29992645.00 29562996.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3QH4 2056-05-01 0.00 0.00 14995496.00 14750551.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RQ36 2045-10-20 0.00 0.00 1000.00 67.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617MJNZ1 2050-05-20 0.00 0.00 1009617.00 505968.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 0.00 0.00 80000000.00 53418063.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 0.00 0.00 44929904.00 31226115.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MJXD7 2056-01-20 0.00 0.00 19031926.00 18900957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MVBN2 2056-02-20 0.00 0.00 7986074.00 8075585.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 0.00 0.00 52000000.00 50167017.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 0.00 0.00 58000000.00 56155901.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NYP42 2056-01-20 0.00 0.00 2905820.00 2855560.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NYQM1 2056-01-20 0.00 0.00 8672063.00 8770948.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNVV0 2056-05-20 0.00 0.00 45876771.00 47489203.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0DY3 2066-07-20 0.00 0.00 56768705.00 58939811.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FMC7 2040-11-20 0.00 0.00 83360.00 3129.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEK39 2056-03-20 0.00 0.00 53288918.00 49456114.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEQ58 2056-05-20 0.00 0.00 51298744.00 49791243.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 500000000.00 500000000.00 0.0511 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.610000% TPR10D9A0 549300HN4UKV1E2R3U73 TPR10D9A090518852BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0.00 0.00 34887839.00 20400001.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0361 20000000.00 20000000.00 0.0020 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620000% TPR10D9B5 1VUV7VQFKUOQSJ21A208 0001330437 TPR10D9B590518851CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DA8 2037-05-15 0.00 0.00 286900.00 173854.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0.00 0.00 100.00 41.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 1132300.00 321157.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0.00 0.00 1814000.00 657974.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 0.00 0.00 100.00 47.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 0.00 0.00 100.00 62.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 0.00 0.00 2964500.00 2739486.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.00 0.00 265500.00 357542.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 0.00 0.00 160000.00 145160.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.00 0.00 3446900.00 2982533.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.00 0.00 82200.00 96813.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.00 0.00 235700.00 287226.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 0.00 0.00 400.00 405.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 0.00 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 0.00 0.00 4100.00 4089.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 83.00 63.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 82.00 56.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 5.00 4.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 124.00 78.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 24.00 16.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 3272463.00 2213791.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0.00 0.00 35.00 31.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 2643906.00 2344561.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0.00 0.00 5399967.00 2964619.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 346.00 85.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 6.00 3.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 145.00 76.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 151.00 79.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 4524990.00 2165022.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 9505358.00 2944979.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 423.00 122.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 0.00 0.00 64.00 14.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0362 20000000.00 20000000.00 0.0020 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.670000% TPR10D9BB M67H5PRC0NQKM73ZAS82 0000026617 TPR10D9BB9051885DAI U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y The Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BAWS2 2037-06-17 0.00 0.00 3900000.00 3871540.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EWAT7 2028-01-26 0.00 0.00 21765000.00 21841516.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HBMJ7 2027-04-23 0.00 0.00 2497000.00 2508009.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UKH22 2056-08-01 0.00 0.00 1365639.00 1360864.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RUE8 2055-09-01 0.00 0.00 26317875.00 23942711.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GS4M7 2054-10-01 0.00 0.00 3999976.00 2581881.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTMB9 2054-12-01 0.00 0.00 26497896.00 22848679.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 0.00 0.00 28596.00 26987.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 0.00 0.00 11895283.00 8207128.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6K63 2056-06-20 0.00 0.00 12977659.00 12602919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6M87 2056-07-20 0.00 0.00 40940.00 37180.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6NA1 2056-07-20 0.00 0.00 164558.00 160098.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P35 2056-08-20 0.00 0.00 1000000.00 909580.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P43 2056-08-20 0.00 0.00 1744433.00 1643219.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P50 2056-08-20 0.00 0.00 123050.00 120002.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P76 2056-08-20 0.00 0.00 64082.00 65407.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 0.00 0.00 6200.00 6044.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 100000000.00 100000000.00 0.0102 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 3.680000% TPR10D9BD 9J6MBOOO7BECTDTUZW19 0000058056 TPR10D9BD90518853DE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MTKZ9 2055-05-01 0.00 0.00 76907136.00 69069136.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHYP1 2046-09-01 0.00 0.00 136376160.00 31463602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 0.00 0.00 32168602.00 26997995.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5H72 2055-05-01 0.00 0.00 38514210.00 34208626.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5HZ0 2052-07-01 0.00 0.00 71064064.00 59696098.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6B76 2051-02-01 0.00 0.00 39490240.00 34764788.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7BJ8 2053-11-01 0.00 0.00 35958378.00 33261696.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 0.00 0.00 43950180.00 35088693.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7WF1 2055-09-01 0.00 0.00 55463120.00 53632642.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 0.00 0.00 82943785.00 54691140.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXWB9 2056-06-01 0.00 0.00 157672221.00 154825484.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 0.00 0.00 16069500.00 14100030.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 0.00 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 590000000.00 590000000.00 0.0603 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 3.680000% TPR10D9C0 9J6MBOOO7BECTDTUZW19 0000058056 TPR10D9C090518851DE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 0.00 0.00 9649200.00 9265574.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 0.00 0.00 219907800.00 164044105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 0.00 0.00 23076700.00 20490382.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 190000000.00 190000000.00 0.0194 N Y Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.670000% TPR10D9C3 ZBUT11V806EZRVTWT807 0000782124 TPR10D9C390518854JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 0.00 0.00 194103200.00 184724925.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 0.00 0.00 11950400.00 11944859.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 65031300.00 59051867.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 250000000.00 250000000.00 0.0256 N Y Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.670000% TPR10D9E9 549300H47WTHXPU08X20 0001232861 TPR10D9E99051885SSB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y 0 N/A 91282CKN0 2031-04-30 0.00 0.00 99871000.00 102000000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 100000000.00 100000000.00 0.0102 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.670000% TPR10D9F0 VYVVCKR63DVZZN70PB21 0001224385 TPR10D9F09051885WEL 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 3622AETX4 2040-05-15 0.00 0.00 47711024.00 47380001.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 46000000.00 46000000.00 0.0047 N Y Y N BNP PARIBAS Joint Account I 3.670000% TPR10D9F5 R0MUWSFPU8MPRO8K5P83 0000310732 TPR10D9F59051885BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 86.96 44.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0.00 0.00 32.61 14.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 10.87 4.57 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0.00 0.00 326097.83 133185.22 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0.00 0.00 14215380.43 5558526.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0.00 0.00 9076.09 3032.07 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 54.35 17.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0.00 0.00 1019271.74 278186.74 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0.00 0.00 245739.13 64313.37 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0.00 0.00 78923.91 20391.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0.00 0.00 1729891.30 441302.17 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0.00 0.00 4717391.30 1189169.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0.00 0.00 1856750.00 456229.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0.00 0.00 3478380.43 845055.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0.00 0.00 2005402.17 481661.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0.00 0.00 10.87 2.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0.00 0.00 870978.26 202156.63 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0.00 0.00 2284097.83 500628.59 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0.00 0.00 43913.04 9416.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0.00 0.00 3786836.96 804096.96 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 0.00 0.00 18525130.43 17133785.98 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.00 0.00 4529304.35 6213231.85 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.00 0.00 235413.04 285247.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.00 0.00 1915413.04 1841105.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.00 0.00 93443358.69 113871059.99 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 0.00 0.00 2163402.17 2036975.54 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 0.00 0.00 108.70 122.72 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 0.00 0.00 1134565.22 1148277.93 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 0.00 0.00 132608.70 132005.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 0.00 0.00 2173.91 2167.72 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 0.00 0.00 1010793.48 1035487.17 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 0.00 0.00 16669782.61 16624626.85 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 0.00 0.00 1912500.00 1909004.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 558064.67 402381.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 117803.15 78622.07 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0.00 0.00 9.35 5.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 6.74 5.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 44.57 43.70 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 7282.61 6613.04 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 4.89 4.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0.00 0.00 0.98 0.54 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 2752282.61 1466952.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 468158.48 114144.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 235.87 122.07 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 2113478.26 1011212.72 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 123841.85 56297.28 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0.00 0.00 5757.61 2235.98 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0.00 0.00 2717.39 993.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 4.02 1.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0.00 0.00 5869.57 2023.70 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0.00 0.00 1358695.65 461777.17 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 5869.57 1965.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0.00 0.00 5760.87 1877.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0.00 0.00 12.93 3.91 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0.00 0.00 90760.87 26944.67 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0.00 0.00 548369.57 156586.96 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0.00 0.00 402717.39 113508.26 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 3.91 1.09 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0.00 0.00 478831.52 129734.57 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 518478.26 136712.83 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 173913043.48 173913043.48 0.0178 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account I 3.670000% TPR10D9F5 1VUV7VQFKUOQSJ21A208 0001330437 TPR10D9F59051885CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0.00 0.00 21.74 10.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 0.00 0.00 21.74 15.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 0.00 0.00 108.70 101.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 0.00 0.00 39402.17 27259.35 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 0.00 0.00 21.74 10.98 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 0.00 0.00 3765010.87 2564538.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 0.00 0.00 435891.30 387038.80 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 0.00 0.00 21.74 21.09 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 0.00 0.00 1546456.52 1356923.59 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 0.00 0.00 820347.83 749015.98 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 0.00 0.00 2157543.48 2269343.15 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 0.00 0.00 2601445.65 2670641.96 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 0.00 0.00 7010.87 7371.30 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 0.00 0.00 67250.00 67043.26 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 0.00 0.00 30347.83 30253.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 0.00 0.00 10.87 10.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 0.00 0.00 180206.52 179638.80 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 0.00 0.00 2782.61 2734.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 0.00 0.00 374771.74 369685.98 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 43016.96 34314.89 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0.00 0.00 250325.22 197232.50 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0.00 0.00 8.80 6.85 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 2.07 1.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0.00 0.00 0.54 0.54 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834J66 2053-11-15 0.00 0.00 747228.80 173741.85 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 1.09 0.22 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 10869565.22 10869565.22 0.0011 N Y Y N THE BANK OF NOVA SCOTIA Joint Account I 3.660000% TPR10D9F5 L3I9ZG2KFGXZ61BMYR72 0000009631 TPR10D9F59051885THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 0.00 0.00 10.87 11.30 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 0.00 0.00 10.87 10.87 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 0.00 0.00 5012641.30 4942131.09 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QP6 2041-02-15 0.00 0.00 2173913.04 3079439.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 0.00 0.00 130.43 104.24 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 0.00 0.00 304.35 248.91 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 0.00 0.00 108.70 73.26 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 0.00 0.00 21.74 16.09 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 0.00 0.00 43.48 29.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 0.00 0.00 43.48 30.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 0.00 0.00 10.87 5.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 0.00 0.00 21.74 13.15 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 0.00 0.00 10.87 7.72 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 0.00 0.00 10.87 5.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 0.00 0.00 86.96 49.78 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 0.00 0.00 3206.52 2830.33 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 0.00 0.00 32.61 24.89 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 0.00 0.00 21.74 18.59 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 0.00 0.00 2502130.43 2273118.37 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 0.00 0.00 86.96 79.78 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 0.00 0.00 97.83 90.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 0.00 0.00 2765271.74 3120794.67 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 0.00 0.00 92184.78 95535.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 0.00 0.00 6177673.91 6189252.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 0.00 0.00 6804.35 6708.70 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 0.00 0.00 272576.09 266951.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 0.00 0.00 81608.70 81729.24 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 0.00 0.00 9205402.17 9055737.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 0.00 0.00 3212967.39 3187725.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 0.00 0.00 34426956.52 34225730.98 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 65217391.30 65217391.30 0.0067 N Y Y N BANK OF MONTREAL Joint Account III 3.670000% TPR10D9FA N.A. 0000927971 TPR10D9FA90518851BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 145694.35 145650.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 66201.65 65991.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 570817.57 563910.66 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 1270594.17 1251331.88 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 875433.91 854073.37 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0.00 0.00 201034.96 200544.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 353998.17 352362.68 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 880885.57 876155.31 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 173185.04 168436.40 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 105123.91 104329.20 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 852084.78 843751.36 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 143137.57 142919.92 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 1218803.48 1181398.38 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 115012.96 113717.87 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 446063.48 444426.50 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 72667.57 72238.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0.00 0.00 14727.91 14630.50 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 122704.43 118533.71 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 377283.91 371866.07 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0.00 0.00 349476.26 343647.01 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 197675.22 196226.30 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 119196.78 118144.28 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 32667.65 32328.93 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0.00 0.00 177432.26 175462.69 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797WG8 2026-12-22 0.00 0.00 514293.65 508183.79 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FE3 2028-08-15 0.00 0.00 12350422.17 12642538.18 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UX4 2046-08-15 0.00 0.00 32240901.91 31979823.56 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 52826086.96 52826086.96 0.0054 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 3.670000% TPR10D9FA N.A. 0000838440 TPR10D9FA9051885BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E45X5 2042-01-01 0.00 0.00 49373105.35 3054791.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERBC3 2046-08-01 0.00 0.00 12294457.37 3034995.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MBKH8 2042-09-01 0.00 0.00 29153971.07 3039732.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138NY2U8 2043-02-01 0.00 0.00 25224727.20 3105049.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WD3M1 2045-02-01 0.00 0.00 20009870.29 3084684.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE3U1 2045-07-01 0.00 0.00 16040652.93 3059355.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE5Y1 2045-07-01 0.00 0.00 16005006.52 3021097.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFB21 2045-07-01 0.00 0.00 21129334.10 3101790.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFBU9 2045-07-01 0.00 0.00 15406490.54 3097403.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFSX5 2045-10-01 0.00 0.00 21128179.95 3039265.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHFR8 2046-06-01 0.00 0.00 22063556.26 3035950.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHSY9 2046-08-01 0.00 0.00 11164849.47 3063745.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHWY4 2046-09-01 0.00 0.00 10564568.69 3016800.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJMB1 2046-12-01 0.00 0.00 4910854.62 902200.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLBJ1 2047-07-01 0.00 0.00 14986481.74 3123595.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WXWS2 2043-07-01 0.00 0.00 18961518.21 3060853.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YWJG3 2045-10-01 0.00 0.00 26353611.38 3010451.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9HR7 2048-07-01 0.00 0.00 2597023.62 170842.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417B6D4 2042-06-01 0.00 0.00 24258152.65 3019258.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417CSL0 2042-08-01 0.00 0.00 22410059.05 3043559.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417CSZ9 2042-08-01 0.00 0.00 28059886.39 3039833.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GT71 2043-06-01 0.00 0.00 31799308.37 3102231.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418A5W4 2044-01-01 0.00 0.00 23212030.26 3065553.82 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 63391304.35 63391304.35 0.0065 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 3.670000% TPR10D9FA VYVVCKR63DVZZN70PB21 0001224385 TPR10D9FA9051885WEL 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 36179M5U0 2038-11-20 0.00 0.00 66929.81 2438.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MC73 2039-01-20 0.00 0.00 5493.91 234.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MCH1 2027-05-20 0.00 0.00 316956.52 1395.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MSC5 2027-11-20 0.00 0.00 316956.52 3391.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MX54 2043-01-20 0.00 0.00 571402.67 46844.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NAG3 2028-04-20 0.00 0.00 422608.70 7638.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NBB3 2043-04-20 0.00 0.00 109740.28 8834.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NGB8 2043-06-20 0.00 0.00 43965.88 1680.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Q3J8 2045-02-20 0.00 0.00 302165.22 19190.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QGC9 2044-06-20 0.00 0.00 560016.95 34186.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QRZ6 2044-10-20 0.00 0.00 10776.52 629.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RB57 2039-07-20 0.00 0.00 422608.70 44987.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RF95 2045-06-20 0.00 0.00 443739.13 34339.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SEP8 2039-09-20 0.00 0.00 14791.30 656.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SQ26 2046-11-20 0.00 0.00 26104.96 2979.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TF75 2032-09-20 0.00 0.00 84521.74 6830.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TH40 2032-10-20 0.00 0.00 23582.20 270.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TXT7 2048-05-20 0.00 0.00 4565755.10 648650.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U6T4 2049-11-20 0.00 0.00 670891.30 111176.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 0.00 0.00 362489753.99 21031206.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179USV5 2049-05-20 0.00 0.00 578443.33 48861.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UTS1 2034-06-20 0.00 0.00 75104.96 7405.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUL4 2049-06-20 0.00 0.00 1165136.40 110362.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179V4V9 2051-01-20 0.00 0.00 2721600.00 1086679.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VAM2 2034-12-20 0.00 0.00 9460.10 1235.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VDM9 2050-01-20 0.00 0.00 929739.13 166299.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VFT2 2050-02-20 0.00 0.00 4756097.85 620410.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VMG2 2050-05-20 0.00 0.00 993130.43 169659.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 0.00 0.00 8294.33 5190.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WBZ0 2051-03-20 0.00 0.00 181574.46 64543.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WVX3 2052-01-20 0.00 0.00 344426.09 193706.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5C6 2053-06-20 0.00 0.00 1781710.87 1072686.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XSB3 2038-10-20 0.00 0.00 636250.07 298341.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVW3 2053-03-20 0.00 0.00 48177.39 14551.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX84 2053-04-20 0.00 0.00 628623.88 209197.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y5L4 2054-08-20 0.00 0.00 2044889.37 1368942.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YLD4 2035-02-20 0.00 0.00 30426.14 14261.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YS39 2054-03-20 0.00 0.00 2598216.01 2150748.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BXW33 2037-11-20 0.00 0.00 447965.64 85926.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617JUFT3 2049-05-20 0.00 0.00 1429099.27 402005.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617LUDA3 2051-08-20 0.00 0.00 1825488.05 961341.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617WYCN6 2051-10-20 0.00 0.00 218315.43 32615.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617YAQT8 2042-01-20 0.00 0.00 220735.49 113340.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180D2Z9 2043-08-20 0.00 0.00 124239.56 10843.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36181CVM7 2049-02-20 0.00 0.00 227347.84 57949.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618FCDP5 2053-08-20 0.00 0.00 40147.83 37200.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618FPTX2 2053-12-20 0.00 0.00 793187.29 418676.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618FTQW9 2053-11-20 0.00 0.00 615453.28 598617.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618FTUM6 2053-12-20 0.00 0.00 242013.63 79858.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GRKB4 2054-03-20 0.00 0.00 460364.77 358936.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H1C94 2054-04-20 0.00 0.00 620967.48 382694.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H2AW3 2054-06-20 0.00 0.00 1732812.29 1058660.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HEUW5 2054-06-20 0.00 0.00 335393.67 258867.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HQAS9 2054-10-20 0.00 0.00 235337.05 139687.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HYZN6 2054-07-20 0.00 0.00 255923.37 84300.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L2U97 2055-06-20 0.00 0.00 247595.66 173912.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L9JT1 2055-07-20 0.00 0.00 362912.68 293481.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LRJX2 2055-11-20 0.00 0.00 362576.50 366100.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LWNB4 2055-10-20 0.00 0.00 368705.38 365992.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M0WU1 2055-11-20 0.00 0.00 500327.49 454108.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M9BN1 2056-01-20 0.00 0.00 473219.89 484085.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHFR0 2056-01-20 0.00 0.00 292993.34 247745.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHFT6 2056-01-20 0.00 0.00 301836.85 313995.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHHS6 2056-01-20 0.00 0.00 657927.57 622227.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHJX3 2056-01-20 0.00 0.00 58455.66 59852.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MLGW9 2056-08-20 0.00 0.00 290537.56 303011.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MUXS9 2056-04-20 0.00 0.00 2622969.05 2556553.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MX5J4 2056-07-20 0.00 0.00 2876228.30 2893776.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MYF93 2056-08-20 0.00 0.00 3119774.73 3050608.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 0.00 0.00 2113043.48 2009844.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 0.00 0.00 25628646.03 17682436.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KZ1 2055-04-20 0.00 0.00 6481517.45 2231804.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5NP0 2040-11-20 0.00 0.00 134827.18 119866.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 0.00 0.00 5750864.62 5278041.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HR1 2056-05-20 0.00 0.00 8238325.67 7210082.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V8SX3 2056-05-20 0.00 0.00 273604.48 275157.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9AY8 2056-05-20 0.00 0.00 456262.08 476056.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VAN47 2056-07-20 0.00 0.00 301257.67 303497.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VCTU9 2056-06-20 0.00 0.00 3268768.81 3291620.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VE2F7 2056-05-20 0.00 0.00 2513676.94 2443125.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VF2E7 2056-07-20 0.00 0.00 334851.89 339041.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VFA57 2056-04-20 0.00 0.00 226223.07 221819.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMWV1 2056-05-20 0.00 0.00 1152108.64 1124003.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VN6A4 2056-06-20 0.00 0.00 459496.31 450393.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQDM3 2056-05-20 0.00 0.00 318292.18 312188.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VRR53 2056-07-20 0.00 0.00 1520932.14 1537378.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTQH4 2056-06-20 0.00 0.00 2244508.80 2256650.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTQK7 2056-06-20 0.00 0.00 2121233.00 2135420.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VV5X7 2056-08-20 0.00 0.00 7078559.36 7142544.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VYY27 2056-08-20 0.00 0.00 216272.11 226535.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0BH2 2056-06-20 0.00 0.00 347712.50 339649.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0FV7 2056-07-20 0.00 0.00 371467.55 363206.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0HE3 2056-07-20 0.00 0.00 1836077.15 1849679.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0LS7 2056-08-20 0.00 0.00 805352.92 844409.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W1KD9 2056-06-20 0.00 0.00 375734.63 367426.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W26E1 2056-07-20 0.00 0.00 145080.30 146662.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W2XK7 2056-07-20 0.00 0.00 1852813.93 1866096.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W3RT3 2056-07-20 0.00 0.00 346781.50 349123.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W55B1 2056-08-20 0.00 0.00 7352165.74 7342176.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5EX3 2056-08-20 0.00 0.00 306701.71 311517.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5Z44 2056-07-20 0.00 0.00 3286062.38 3311458.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5Z77 2056-07-20 0.00 0.00 2039212.89 2052712.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WBJM9 2056-08-20 0.00 0.00 222720.49 225565.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WDLT7 2056-08-20 0.00 0.00 778767.67 775806.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WEWT3 2056-08-20 0.00 0.00 1451057.38 1489890.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WPGH2 2056-08-20 0.00 0.00 4848520.68 4987319.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EZH5 2039-01-20 0.00 0.00 31695.65 343.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AM3Z3 2041-05-20 0.00 0.00 338010.04 17707.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AR2K6 2036-07-20 0.00 0.00 10564.58 211.52 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 126782608.70 126782608.70 0.0130 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 3.630000% TPR10DA15 9J6MBOOO7BECTDTUZW19 0000058056 TPR10DA1590518852DE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 0.00 0.00 79796700.00 49373499.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 0.00 0.00 94440800.00 43407776.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 0.00 0.00 166428700.00 134678771.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0363 223000000.00 223000000.00 0.0228 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.680000% TPR10DA39 MBNUM2BPBDO7JBLYG310 0000315030 TPR10DA3990518851CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 0.00 0.00 9186800.00 7140023.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 7000000.00 7000000.00 0.0007 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.500000% TPR10DA41 549300HN4UKV1E2R3U73 TPR10DA4190518851BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 0.00 0.00 2044300.00 2040015.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0350 2000000.00 2000000.00 0.0002 N Y Y N Goldman Sachs Trust 2026-09-08 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer