N-MFP3 0000914036 XXXXXXXX 2026-09-30 Lincoln Variable Insurance Products Trust 0000914036 3EICVM5HD7FVBIM8WO57 LVIP Government Money Market Fund TWIP5Q9RAO2Q45HAQ210 S000002805 2 N N 033-70742 Lincoln Financial Investments Corporation 801-23411 BlackRock Advisors, LLC 801-47710 Ernst & Young Philadelphia PA The Lincoln National Life Insurance Company The Lincoln National Life Insurance Company N N Y Government N N 33 84 1417387411.42 1441058384.12 0.7487 0.7612 2026-09-01 1424133332.90 1443220395.40 0.7514 0.7615 2026-09-02 1426603760.18 1449491835.96 0.7525 0.7646 2026-09-03 1439021648.28 1455510786.25 0.7567 0.7654 2026-09-04 1440152693.90 1456645995.76 0.7568 0.7655 2026-09-08 1425778210.55 1442272520.23 0.7520 0.7607 2026-09-09 1436380402.47 1446975810.31 0.7556 0.7612 2026-09-10 1449525847.32 1453824136.87 0.7543 0.7566 2026-09-11 1456110994.86 1456110994.86 0.7569 0.7569 2026-09-14 1467370434.56 1467370434.56 0.7465 0.7465 2026-09-15 1458773864.45 1467503874.75 0.7394 0.7439 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0.0394 2026-09-30 9.9986 2026-09-01 9.9986 2026-09-02 9.9989 2026-09-03 9.9992 2026-09-04 9.9987 2026-09-08 9.9985 2026-09-09 9.9979 2026-09-10 9.9976 2026-09-11 9.9972 2026-09-14 9.9973 2026-09-15 9.9969 2026-09-16 9.9970 2026-09-17 9.9970 2026-09-18 9.9968 2026-09-21 9.9968 2026-09-22 9.9964 2026-09-23 9.9961 2026-09-24 9.9964 2026-09-25 9.9960 2026-09-28 9.9963 2026-09-29 9.9967 2026-09-30 N N Standard Class C000007706 1.00 727826594.67 72781635.5290 9.9986 2026-09-01 9.9987 2026-09-02 9.9989 2026-09-03 9.9992 2026-09-04 9.9987 2026-09-08 9.9985 2026-09-09 9.9979 2026-09-10 9.9976 2026-09-11 9.9972 2026-09-14 9.9973 2026-09-15 9.9969 2026-09-16 9.9970 2026-09-17 9.9970 2026-09-18 9.9968 2026-09-21 9.9968 2026-09-22 9.9964 2026-09-23 9.9961 2026-09-24 9.9965 2026-09-25 9.9960 2026-09-28 9.9964 2026-09-29 9.9967 2026-09-30 525574.31 1607754.46 2026-09-01 5147021.23 1531990.91 2026-09-02 4116341.30 2850405.55 2026-09-03 693637.07 768196.39 2026-09-04 128041.04 2256370.92 2026-09-08 2954014.74 1438871.82 2026-09-09 2520564.47 62253.08 2026-09-10 2467360.25 5420683.32 2026-09-11 7665852.35 84337.53 2026-09-14 2040108.52 2363858.20 2026-09-15 529410.13 370158.74 2026-09-16 453014.03 1121106.88 2026-09-17 696401.58 794883.32 2026-09-18 94281.53 2301411.31 2026-09-21 2477972.56 654234.38 2026-09-22 175222.67 1423776.59 2026-09-23 284127.70 405609.03 2026-09-24 270796.48 277186.30 2026-09-25 1874330.59 2194884.37 2026-09-28 2161860.28 7411011.74 2026-09-29 10110915.98 483182.90 2026-09-30 47386848.81 35822167.74 0.0335 2026-09-01 0.0335 2026-09-02 0.0336 2026-09-03 0.0336 2026-09-04 0.0336 2026-09-08 0.0336 2026-09-09 0.0335 2026-09-10 0.0335 2026-09-11 0.0334 2026-09-14 0.0334 2026-09-15 0.0334 2026-09-16 0.0336 2026-09-17 0.0338 2026-09-18 0.0347 2026-09-21 0.0349 2026-09-22 0.0352 2026-09-23 0.0353 2026-09-24 0.0354 2026-09-25 0.0356 2026-09-28 0.0357 2026-09-29 0.0357 2026-09-30 Y 7230.00 Insurance company 1.00 0.00 N Service Class C000007707 1.00 1237155741.24 123714048.5120 9.9986 2026-09-01 9.9986 2026-09-02 9.9989 2026-09-03 9.9992 2026-09-04 9.9987 2026-09-08 9.9985 2026-09-09 9.9979 2026-09-10 9.9976 2026-09-11 9.9972 2026-09-14 9.9972 2026-09-15 9.9969 2026-09-16 9.9970 2026-09-17 9.9970 2026-09-18 9.9968 2026-09-21 9.9968 2026-09-22 9.9964 2026-09-23 9.9961 2026-09-24 9.9964 2026-09-25 9.9960 2026-09-28 9.9963 2026-09-29 9.9967 2026-09-30 5361404.76 7990002.23 2026-09-01 2068246.19 1561731.00 2026-09-02 1664812.78 2598800.94 2026-09-03 6767895.71 697923.72 2026-09-04 8141295.72 335654.54 2026-09-08 4659301.04 12596273.71 2026-09-09 462887.03 948745.64 2026-09-10 13821648.15 359194.08 2026-09-11 9374730.26 1295080.83 2026-09-14 42753929.52 208675.25 2026-09-15 389194.21 9064202.21 2026-09-16 4600185.49 4003172.21 2026-09-17 9002739.45 13436989.07 2026-09-18 11303459.17 5124240.94 2026-09-21 3859275.86 3372725.32 2026-09-22 4551087.02 5138341.52 2026-09-23 2160580.00 5877951.30 2026-09-24 1448633.93 14837551.74 2026-09-25 4648096.04 5117190.06 2026-09-28 24073280.34 4622855.66 2026-09-29 4430167.61 1653146.51 2026-09-30 165542850.28 100840448.48 0.0310 2026-09-01 0.0310 2026-09-02 0.0311 2026-09-03 0.0311 2026-09-04 0.0311 2026-09-08 0.0311 2026-09-09 0.0311 2026-09-10 0.0310 2026-09-11 0.0309 2026-09-14 0.0309 2026-09-15 0.0309 2026-09-16 0.0311 2026-09-17 0.0314 2026-09-18 0.0322 2026-09-21 0.0324 2026-09-22 0.0327 2026-09-23 0.0328 2026-09-24 0.0329 2026-09-25 0.0331 2026-09-28 0.0332 2026-09-29 0.0332 2026-09-30 Y 12078.00 Insurance company 1.00 0.00 N Bank of Nova Scotia Bank of Nova Scotia 3.880000% N/A L3I9ZG2KFGXZ61BMYR72 0001041839 BYJE9CY85 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bill 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 404300.00 393767.98 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 600.00 595.28 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 899000.00 896392.90 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 8322700.00 8014427.19 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 14700.00 12387.27 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 6714000.00 3667518.93 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 1000.00 847.42 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 800.00 612.92 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 800.00 697.38 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 400.00 324.92 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1400.00 1169.97 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1464100.00 1295730.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1000.00 976.02 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 1297000.00 1651342.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1040200.00 989989.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 401.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 25100.00 24592.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 76200.00 65371.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 656700.00 638427.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 100.00 96.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 13900.00 13318.87 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 4248000.00 4897123.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 900.00 856.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4168700.00 3894935.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 200.00 186.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 467100.00 463205.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 200.00 198.20 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 894800.00 1045728.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 3965300.00 3505981.46 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 42862100.00 48336456.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 700.00 674.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 100.00 95.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 4680100.00 4548097.39 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 853000.00 933804.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 5231700.00 5193578.35 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 100.00 101.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 600.00 596.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 431200.00 418544.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 4718000.00 4810125.28 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 7500000.00 8248409.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 100.00 97.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 77900.00 78929.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 800.00 787.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 100.00 101.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 718600.00 694400.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 31400.00 31161.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1438900.00 1422036.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1306900.00 1286525.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 132400.00 128097.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 100.00 99.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 914000.00 866644.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 363300.00 362280.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 97.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 233600.00 234526.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 25200.00 24977.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 800.00 800.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 117000.00 111254.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 1000.00 935.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 209000.00 204975.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 92400.00 88318.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 3220700.00 3131116.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 531500.00 527272.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 200.00 195.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 1205300.00 1194174.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 182100.00 181750.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 1257800.00 1240846.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 1548300.00 1532551.48 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 115000000.00 115000000.00 0.0585 N Y Y N BNP Paribas BNP Paribas 3.890000% N/A R0MUWSFPU8MPRO8K5P83 0001197610 BYJE9CY36 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FMACFEPC 05.500 CLTC1812 S6XOOCT0IEG5ABCC6L87 3130G03W2 2056-08-01 5.500000 0.00 1000.00 959.25 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HYBL4038 B1V7KEBTPIMZEU4LTD58 3140HVPY4 2034-09-01 2.980000 0.00 119347.00 101443.82 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HYBS4469 B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 1000.00 706.58 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HYBZ4860 B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 4371882.00 4128245.40 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HYBZ6682 B1V7KEBTPIMZEU4LTD58 3140Q2M88 2036-04-01 4.250000 0.00 1000.00 911.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1000.00 575.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QPCJ4 2047-05-01 3.500000 0.00 1024.00 599.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QTJV2 2053-11-01 5.500000 0.00 1024.00 759.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QVSN5 2054-11-01 6.500000 0.00 1024.00 883.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.500000 0.00 1008.00 891.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 1024.00 847.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 1024.00 962.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W5XW9 2056-03-01 5.500000 0.00 193937.00 181126.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W7FP0 2052-06-01 3.500000 0.00 1024.00 868.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W7FV7 2053-07-01 2.500000 0.00 1000.00 780.78 Agency Mortgage-Backed Securities FMACFEPC 06.000 CLSL3022 S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1008.00 925.96 Agency Mortgage-Backed Securities FMACFEPC 05.000 CLRJ6111 S6XOOCT0IEG5ABCC6L87 3142GWYH6 2056-02-01 5.000000 0.00 1000.00 896.07 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1452059.00 147551.07 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 12083858.00 944367.63 Agency Mortgage-Backed 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2052-06-20 2.500000 0.00 5819264.00 3083546.77 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 23272512.00 12629055.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 6626428.00 4251912.80 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 47935.00 32094.50 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 5333340.00 2628286.64 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617MTSW1 2050-03-20 5.000000 0.00 1002.00 115.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.500000 0.00 1000.00 564.00 Agency Mortgage-Backed Securities GNMA II SINGLE 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3618N5TN9 2055-06-20 5.500000 0.00 1001.00 801.53 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 10937340.00 9704204.83 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 116465.00 85220.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 10575010.00 9696438.94 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1024.00 942.24 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N6K71 2056-06-20 5.500000 0.00 36544.00 34831.14 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 158031.00 160509.04 Agency Mortgage-Backed Securities GNMA II 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549300M8ZYFG0OCMTT87 3618VQYK4 2056-07-20 5.500000 0.00 5671304.00 5571872.55 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618WMN40 2056-08-20 6.500000 0.00 300707.00 307025.22 Agency Mortgage-Backed Securities U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 78.97 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 115000000.00 115000000.00 0.0585 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.880000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYJE9CYN2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 105412700.00 107100078.74 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 105000000.00 105000000.00 0.0534 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.945000% 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. 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Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-04 2027-01-04 N N N 0.0394 1999941.64 1999941.64 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.910000% 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-23 2026-11-23 N N N 0.0393 4249960.26 4249960.26 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.895000% 3130B9R28 2549001DPIFGXC1TOL40 US3130B9R281 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-06 2026-10-06 N N N 0.0391 6399992.32 6399992.32 0.0033 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.905000% 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-03 2026-11-03 N N N 0.0392 4199966.57 4199966.57 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.847000% 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-04-09 2027-04-09 2027-04-09 N N N 0.0436 8677227.75 8677227.75 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.895000% 3130BAC39 2549001DPIFGXC1TOL40 US3130BAC399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-13 2026-10-13 N N N 0.0391 35354866.71 35354866.71 0.0180 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.910000% 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. 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Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-25 2027-02-25 N N N 0.0394 7919972.36 7919972.36 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BAWD5 2549001DPIFGXC1TOL40 US3130BAWD50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-28 2027-01-28 N N N 0.0394 4430010.63 4430010.63 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.910000% 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-30 2026-11-30 N N N 0.0393 2214982.06 2214982.06 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.905000% 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-29 2026-10-29 N N N 0.0392 4429965.22 4429965.22 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.900000% 3130BAZY6 2549001DPIFGXC1TOL40 US3130BAZY60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-07 2026-10-07 N N N 0.0392 4299986.76 4299986.76 0.0022 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.910000% 3130BB2K0 2549001DPIFGXC1TOL40 US3130BB2K08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-09 2026-12-09 N N N 0.0394 4279867.83 4279867.83 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.905000% 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-12 2026-11-12 N N N 0.0392 6344960.28 6344960.28 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.910000% 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-11 2026-12-11 N N N 0.0393 4229989.93 4229989.93 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-14 2026-12-14 N N N 0.0394 6054973.18 6054973.18 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.925000% 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-28 2026-12-28 N N N 0.0394 6300030.62 6300030.62 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.930000% 3130BBCD5 2549001DPIFGXC1TOL40 US3130BBCD53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-25 2027-01-25 N N N 0.0395 4230007.61 4230007.61 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.935000% 3130BBCE3 2549001DPIFGXC1TOL40 US3130BBCE37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-24 2027-02-24 N N N 0.0395 2115004.53 2115004.53 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BBKT1 2549001DPIFGXC1TOL40 US3130BBKT14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-22 2026-12-22 N N N 0.0393 4210068.75 4210068.75 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BBKV6 2549001DPIFGXC1TOL40 US3130BBKV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-21 2026-12-21 N N N 0.0393 4210068.70 4210068.70 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.915000% 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-17 2026-11-17 N N N 0.0392 4210024.33 4210024.33 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.000000% 3130BBLZ6 2549001DPIFGXC1TOL40 US3130BBLZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-07-24 2028-07-24 N N N 0.0402 4340116.06 4340116.06 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.925000% 3130BBMC6 2549001DPIFGXC1TOL40 US3130BBMC60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-29 2027-01-29 N N N 0.0394 4334972.73 4334972.73 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.910000% 3130BBQC2 2549001DPIFGXC1TOL40 US3130BBQC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-04 2026-11-04 N N N 0.0393 8599916.15 8599916.15 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.005000% 3130BBSE6 2549001DPIFGXC1TOL40 US3130BBSE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-08-11 2028-08-11 N N N 0.0402 1300030.13 1300030.13 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.980000% 3130BBST3 2549001DPIFGXC1TOL40 US3130BBST32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-02-10 2028-02-10 N N N 0.0401 1599739.89 1599739.89 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BBUC7 2549001DPIFGXC1TOL40 US3130BBUC78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-17 2027-02-17 N N N 0.0394 6599966.60 6599966.60 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BBV44 2549001DPIFGXC1TOL40 US3130BBV447 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-22 2027-02-22 N N N 0.0394 5064978.88 5064978.88 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.915000% 3130BBV85 2549001DPIFGXC1TOL40 US3130BBV850 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-21 2027-01-21 N N N 0.0393 6330023.74 6330023.74 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BBWF8 2549001DPIFGXC1TOL40 US3130BBWF81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-20 2027-01-20 N N N 0.0393 1705032.05 1705032.05 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.920000% 3130BBWG6 2549001DPIFGXC1TOL40 US3130BBWG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-25 2027-01-25 N N N 0.0393 4685022.96 4685022.96 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.925000% 3130BBWJ0 2549001DPIFGXC1TOL40 US3130BBWJ04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-19 2027-02-19 N N N 0.0393 6310267.67 6310267.67 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.925000% 3130BBWY7 2549001DPIFGXC1TOL40 US3130BBWY70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-25 2027-02-25 N N N 0.0394 6444963.20 6444963.20 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.905000% 3130BC3T8 2549001DPIFGXC1TOL40 US3130BC3T89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-14 2026-12-14 N N N 0.0391 13580283.01 13580283.01 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384LD9 2549001DPIFGXC1TOL40 US313384LD96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2027-09-01 2027-09-01 2027-09-01 N N N 0.0434 7580366.00 7580366.00 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2027-09-23 2027-09-23 2027-09-23 N N N 0.0434 861201.75 861201.75 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MC0 2549001DPIFGXC1TOL40 US313384MC05 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2027-09-24 2027-09-24 2027-09-24 N N N 0.0434 4099761.25 4099761.25 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. Agency Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-20 2026-11-20 2026-11-20 N N N 0.0392 23001551.48 23001551.48 0.0117 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 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+ 2026-11-27 2026-11-27 2026-11-27 N N N 0.0392 2543832.17 2543832.17 0.0013 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385V37 2549001DPIFGXC1TOL40 US313385V372 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+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0393 6880198.86 6880198.86 0.0035 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.960000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-03-11 2027-03-11 N N N 0.0394 10916691.17 10916691.17 0.0056 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.015000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-23 2026-12-23 N N N 0.0396 1200202.90 1200202.90 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.020000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-12-30 2026-12-30 N N N 0.0399 1100134.86 1100134.86 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.015000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-15 2026-10-15 N N N 0.0392 13600543.46 13600543.46 0.0069 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.418100% 3133ERXT3 254900C5LP6DN9OP9V83 US3133ERXT31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-06 2026-10-16 2026-10-16 N N N 0.0414 7400685.83 7400685.83 0.0038 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.925000% 3133ET4C8 254900C5LP6DN9OP9V83 US3133ET4C89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-03-15 2027-03-15 N N N 0.0396 2664786.72 2664786.72 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.920000% 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-16 2027-02-16 N N N 0.0399 15406918.77 15406918.77 0.0078 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.925000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-04-19 2027-04-19 N N N 0.0401 779720.28 779720.28 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.960000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-11-23 2027-11-23 N N N 0.0396 560094.57 560094.57 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.925000% 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-05-24 2027-05-24 N N N 0.0394 2374989.98 2374989.98 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.945000% 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-03-26 2027-03-26 N N N 0.0394 1710198.36 1710198.36 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.920000% 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-20 2026-10-20 N N N 0.0397 11589725.09 11589725.09 0.0059 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-10-22 2027-10-22 N N N 0.0397 963618.79 963618.79 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.955000% 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-02-01 2027-02-01 N N N 0.0396 4300162.63 4300162.63 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.945000% 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-03-05 2027-03-05 N N N 0.0400 18427185.92 18427185.92 0.0094 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.925000% 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-06 2026-11-06 N N N 0.0393 3410012.31 3410012.31 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.965000% 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-27 2027-01-27 N N N 0.0396 1653114.73 1653114.73 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.915000% 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-11-19 2026-11-19 N N N 0.0393 693995.33 693995.33 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.990000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-11-19 2027-11-19 N N N 0.0399 1840423.18 1840423.18 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.920000% 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-20 2027-01-20 N N N 0.0394 5109952.12 5109952.12 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.985000% 3133EWC40 254900C5LP6DN9OP9V83 US3133EWC409 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-06-08 2028-06-08 N N N 0.0400 5099995.10 5099995.10 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.970000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-02-09 2028-02-09 N N N 0.0394 1180756.04 1180756.04 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.965000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-03-16 2028-03-16 N N N 0.0398 2100102.52 2100102.52 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.965000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-03-24 2028-03-24 N N N 0.0400 10837858.12 10837858.12 0.0055 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.965000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-04-10 2028-04-10 N N N 0.0398 1260029.93 1260029.93 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.920000% 3133EWLG3 254900C5LP6DN9OP9V83 US3133EWLG33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-05-10 2027-05-10 N N N 0.0395 4409658.05 4409658.05 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.940000% 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2026-10-06 2026-10-06 2026-10-06 N N N 0.0382 19699597.84 19699597.84 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-20 2026-10-20 2026-10-20 N N N 0.0389 9321113.31 9321113.31 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt 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 0.0396 1893219.51 1893219.51 0.0010 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-07 2027-01-07 2027-01-07 N N N 0.0414 9603253.89 9603253.89 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-14 2027-01-14 2027-01-14 N N N 0.0415 18436088.48 18436088.48 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-04 2027-02-04 2027-02-04 N N N 0.0421 7589680.71 7589680.71 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-17 2026-11-17 2026-11-17 N N N 0.0402 27457933.97 27457933.97 0.0140 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-11 2027-02-11 2027-02-11 N N N 0.0423 8863442.28 8863442.28 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-15 2026-12-15 2026-12-15 N N N 0.0403 24397793.17 24397793.17 0.0124 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-29 2026-12-29 2026-12-29 N N N 0.0405 16041590.24 16041590.24 0.0082 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WL7 254900HROIFWPRGM1V77 US912797WL77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-25 2027-03-25 2027-03-25 N N N 0.0431 7798837.62 7798837.62 0.0040 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WR4 254900HROIFWPRGM1V77 US912797WR48 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-26 2027-01-26 2027-01-26 N N N 0.0420 9028443.53 9028443.53 0.0046 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0444 2046466.40 2046466.40 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0414 1194318.74 1194318.74 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0429 1883470.00 1883470.00 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0438 1664446.88 1664446.88 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0443 2312546.14 2312546.14 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.250000% 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0447 3964406.25 3964406.25 0.0020 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.125000% 91282CFH9 254900HROIFWPRGM1V77 US91282CFH97 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0458 3652102.35 3652102.35 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0418 1798920.70 1798920.70 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0424 6900107.78 6900107.78 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-06-15 2027-06-15 2027-06-15 N N N 0.0443 801025.00 801025.00 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.375000% 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-09-15 2027-09-15 2027-09-15 N N N 0.0459 13204338.91 13204338.91 0.0067 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-31 2026-10-31 2026-10-31 N N N 0.0424 864864.84 864864.84 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.358100% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2026-10-31 2026-10-31 N N N 0.0429 13829075.88 13829075.88 0.0070 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0413 12369256.09 12369256.09 0.0063 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0413 5811078.05 5811078.05 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-01-31 2027-01-31 2027-01-31 N N N 0.0426 2498632.80 2498632.80 0.0013 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.251100% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-01-31 2027-01-31 N N N 0.0412 46049614.74 46049614.74 0.0234 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0426 19887842.30 19887842.30 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0431 4490472.66 4490472.66 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0437 5201546.47 5201546.47 0.0026 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0444 3925440.47 3925440.47 0.0020 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0446 13008481.79 13008481.79 0.0066 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.625000% 91282CNV9 254900HROIFWPRGM1V77 US91282CNV99 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0456 11702396.54 11702396.54 0.0060 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 91282CPB1 254900HROIFWPRGM1V77 US91282CPB18 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-09-30 2027-09-30 2027-09-30 N N N 0.0461 5836805.45 5836805.45 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.343100% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2027-10-31 2027-10-31 N N N 0.0415 32885445.43 32885445.43 0.0167 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.252100% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-01 2028-01-31 2028-01-31 N N N 0.0416 4404936.80 4404936.80 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.256100% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-06 2028-04-30 2028-04-30 N N N 0.0417 10927726.23 10927726.23 0.0056 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.890000% N/A 7TK5RJIZDFROZCA6XF66 0000812291 BYJE9CZT8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 123383700.00 122400023.45 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 120000000.00 120000000.00 0.0611 N Y Y N Natixis SA Natixis SA 3.880000% N/A KX1WK48MPD4Y2NCUIZ63 0001503859 BYJE9CZZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 1031600.00 1020035.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 20481200.00 20576478.54 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 1400.00 1673.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 85.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 10760700.00 10461294.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 1200.00 1159.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 11507900.00 9747516.40 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 50045000.00 55487841.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 4482900.00 3755932.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 500.00 494.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 100.00 97.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 289700.00 289450.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 245000.00 228116.01 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 300.00 322.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 2463000.00 2466864.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 26900.00 27202.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 800.00 773.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 99.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 100.00 98.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 5187000.00 5006804.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 700.00 663.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 325600.00 328578.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 261800.00 246176.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 100.00 92.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 6011900.00 5734731.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 300.00 297.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 400.00 386.37 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0.00 0.00 131.25 33.76 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 912600.00 861946.14 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 82.15 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 63.52 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 100.00 62.04 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 64.39 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 303000.00 133747.46 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 1600.00 953.95 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 68.15 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 73.93 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 2000000.00 1939701.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 116000000.00 116000000.00 0.0590 N Y Y N Lincoln Variable Insurance Products Trust 2026-10-06 Hoffmayer, James Hoffmayer, James VP