N-MFP3 0001046292 XXXXXXXX 2026-09-30 Goldman Sachs Variable Insurance Trust 0001046292 H39OGLUI7D5CIH8CZ870 Goldman Sachs VIT - Government Money Market Fund 5493002O7C5F22B7X327 S000009354 2 N N 333-35883 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 0001844255 Milliman Money Market Fund 333-257356 S000073298 Y Government N N 36 119 1674837557.95 2937870627.14 0.4886 0.8571 2026-09-01 1691953525.57 2948022226.06 0.4921 0.8575 2026-09-02 1701761575.58 2958805640.77 0.4943 0.8594 2026-09-03 1672250721.32 2939518942.74 0.4908 0.8628 2026-09-04 1676979993.61 2939533665.34 0.4922 0.8628 2026-09-08 1703514360.68 2954622508.20 0.4978 0.8634 2026-09-09 1701042609.86 2946806042.65 0.4977 0.8622 2026-09-10 1741796527.49 2944574849.40 0.5095 0.8613 2026-09-11 1745692107.13 2947940725.50 0.5108 0.8626 2026-09-14 1810241079.12 2983714512.74 0.5237 0.8631 2026-09-15 1849720480.33 2983198952.51 0.5352 0.8632 2026-09-16 1860560152.00 3005026581.27 0.5355 0.8649 2026-09-17 1871494593.70 2999319912.43 0.5399 0.8653 2026-09-18 1836619845.36 2981622292.91 0.5326 0.8646 2026-09-21 1848369494.89 2993384031.24 0.5342 0.8652 2026-09-22 2005763060.95 3156587034.68 0.5632 0.8864 2026-09-23 2013906960.33 3157945674.29 0.5653 0.8864 2026-09-24 1916651838.46 3060726818.82 0.5558 0.8876 2026-09-25 1967852666.77 3098183735.95 0.5665 0.8920 2026-09-28 1875394233.77 3006385872.44 0.5553 0.8903 2026-09-29 1874375376.30 3004729897.97 0.5566 0.8923 2026-09-30 29433063.85 3317022304.64 3317853431.22 20000885.28 13491513.79 3353795866.56 3354194897.2000 Y 1.0000 0.0377 2026-09-01 0.0377 2026-09-02 0.0377 2026-09-03 0.0378 2026-09-04 0.0378 2026-09-08 0.0378 2026-09-09 0.0378 2026-09-10 0.0378 2026-09-11 0.0377 2026-09-14 0.0377 2026-09-15 0.0378 2026-09-16 0.0379 2026-09-17 0.0381 2026-09-18 0.0389 2026-09-21 0.0392 2026-09-22 0.0394 2026-09-23 0.0396 2026-09-24 0.0396 2026-09-25 0.0398 2026-09-28 0.0399 2026-09-29 0.0399 2026-09-30 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9996 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9996 2026-09-23 0.9996 2026-09-24 0.9996 2026-09-25 0.9995 2026-09-28 0.9996 2026-09-29 0.9996 2026-09-30 N N Service Shares C000025638 1.00 653294478.45 653372206.6500 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9996 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9996 2026-09-23 0.9996 2026-09-24 0.9996 2026-09-25 0.9995 2026-09-28 0.9996 2026-09-29 0.9996 2026-09-30 5205113.92 1007288.04 2026-09-01 38933.47 954819.62 2026-09-02 621760.67 297261.67 2026-09-03 223502.09 5558152.41 2026-09-04 970029.81 765994.21 2026-09-08 1049933.84 816180.62 2026-09-09 0.00 976318.74 2026-09-10 6394239.41 68823.79 2026-09-11 6763.00 749332.81 2026-09-14 47297.73 1649237.07 2026-09-15 682291.15 437920.59 2026-09-16 1670.38 516047.34 2026-09-17 731408.74 309875.40 2026-09-18 25846.90 1811967.01 2026-09-21 474477.86 308629.06 2026-09-22 467433.59 1183628.79 2026-09-23 1151025.26 830849.95 2026-09-24 6125.05 1703633.30 2026-09-25 91826.89 447320.06 2026-09-28 255425.29 705162.11 2026-09-29 13537.98 2092877.50 2026-09-30 18458643.03 23191320.09 0.0334 2026-09-01 0.0335 2026-09-02 0.0335 2026-09-03 0.0335 2026-09-04 0.0335 2026-09-08 0.0335 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 0.0335 2026-09-17 0.0338 2026-09-18 0.0346 2026-09-21 0.0348 2026-09-22 0.0351 2026-09-23 0.0352 2026-09-24 0.0353 2026-09-25 0.0355 2026-09-28 0.0355 2026-09-29 0.0356 2026-09-30 Y 7922.00 Insurance company 0.178 0.00 Insurance company 0.4497 0.00 Insurance company 0.2452 0.00 N Institutional Shares C000133599 1.00 2700501388.11 2700822690.5500 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9996 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9996 2026-09-23 0.9996 2026-09-24 0.9996 2026-09-25 0.9995 2026-09-28 0.9996 2026-09-29 0.9996 2026-09-30 15114982.57 1332679.78 2026-09-01 15744025.88 1265446.40 2026-09-02 2487271.16 18367251.84 2026-09-03 1718373.13 434117.24 2026-09-04 5643607.80 1459535.20 2026-09-08 1647712.67 1784982.24 2026-09-09 90673.93 3011031.74 2026-09-10 187559.73 1840866.74 2026-09-11 1400794.59 1498780.92 2026-09-14 24928564.07 1945903.41 2026-09-15 4985654.28 3183422.52 2026-09-16 20721161.48 6402891.40 2026-09-17 1920554.52 1276046.57 2026-09-18 1983348.16 876644.72 2026-09-21 71989.27 2923146.71 2026-09-22 9253881.53 926545.62 2026-09-23 16390016.37 4325752.72 2026-09-24 303378.54 22183394.97 2026-09-25 797467.12 6848833.80 2026-09-28 272107.03 62804737.08 2026-09-29 164859.49 1554020.58 2026-09-30 125827983.32 146246032.20 0.0359 2026-09-01 0.0360 2026-09-02 0.0360 2026-09-03 0.0360 2026-09-04 0.0360 2026-09-08 0.0360 2026-09-09 0.0360 2026-09-10 0.0360 2026-09-11 0.0359 2026-09-14 0.0359 2026-09-15 0.0359 2026-09-16 0.0360 2026-09-17 0.0363 2026-09-18 0.0371 2026-09-21 0.0373 2026-09-22 0.0376 2026-09-23 0.0377 2026-09-24 0.0378 2026-09-25 0.0380 2026-09-28 0.0380 2026-09-29 0.0381 2026-09-30 Y 33005.00 Broker-dealer 0.1276 0.00 Depository institution or other banking institution 0.1266 0.00 Insurance company 0.276 0.00 Insurance company 0.3211 0.00 N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 4.020001% 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 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+ 2026-10-01 2026-10-29 2026-10-29 N N N 0.0395 2970186.13 2970186.13 0.0009 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 4.015001% 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 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+ 2026-10-01 2027-01-06 2027-01-06 N N N 0.0395 9422063.07 9422063.07 0.0028 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.970001% 3130B57B8 2549001DPIFGXC1TOL40 US3130B57B88 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+ 2026-10-01 2027-02-19 2027-02-19 N N N 0.0396 6565675.14 6565675.14 0.0020 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.965000% 3130B5D70 2549001DPIFGXC1TOL40 US3130B5D701 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+ 2026-10-01 2027-02-26 2027-02-26 N N N 0.0396 3880338.26 3880338.26 0.0012 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.980002% 3130B5Y85 2549001DPIFGXC1TOL40 US3130B5Y855 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+ 2026-10-01 2026-10-21 2026-10-21 N N N 0.0397 3815023.42 3815023.42 0.0011 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.994999% 3130B5YZ5 2549001DPIFGXC1TOL40 US3130B5YZ50 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+ 2026-10-01 2027-01-25 2027-01-25 N N N 0.0396 2155352.95 2155352.95 0.0006 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.975001% 3130B6ZG4 2549001DPIFGXC1TOL40 US3130B6ZG44 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+ 2026-10-01 2027-04-09 2027-04-09 N N N 0.0396 4645837.12 4645837.12 0.0014 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.939998% 3130B9CZ1 2549001DPIFGXC1TOL40 US3130B9CZ11 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+ 2026-10-01 2027-07-30 2027-07-30 N N N 0.0396 3570007.43 3570007.43 0.0011 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.930001% 3130B9EU0 2549001DPIFGXC1TOL40 US3130B9EU06 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+ 2026-10-01 2027-05-06 2027-05-06 N N N 0.0395 3204991.73 3204991.73 0.0010 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.939998% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 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+ 2026-10-01 2027-08-20 2027-08-20 N N N 0.0398 629893.83 629893.83 0.0002 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.939998% 3130B9XB1 2549001DPIFGXC1TOL40 US3130B9XB14 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+ 2026-10-01 2027-10-20 2027-10-20 N N N 0.0397 1574840.14 1574840.14 0.0005 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.944999% 3130B9XC9 2549001DPIFGXC1TOL40 US3130B9XC96 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+ 2026-10-01 2027-11-19 2027-11-19 N N N 0.0398 1964711.60 1964711.60 0.0006 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.949999% 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+ 2026-10-01 2027-10-29 2027-10-29 N N N 0.0397 26999396.55 26999396.55 0.0081 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 3.920000% 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+ 2026-10-01 2027-05-27 2027-05-27 N N N 0.0395 699941.06 699941.06 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313313P77 254900C5LP6DN9OP9V83 US313313P772 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+ 2026-11-17 2026-11-17 2026-11-17 N N N 0.0392 2461069.22 2461069.22 0.0007 N N Y N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 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+ 2027-02-19 2027-02-19 2027-02-19 N N N 0.0406 7354455.46 7354455.46 0.0022 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 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+ 2027-03-01 2027-03-01 2027-03-01 N N N 0.0409 5891473.00 5891473.00 0.0018 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 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 0.0409 3010640.35 3010640.35 0.0009 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 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 0.0409 2611853.85 2611853.85 0.0008 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385J49 2549001DPIFGXC1TOL40 US313385J492 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+ 2026-10-05 2026-10-05 2026-10-05 N N N 0.0381 3711035.19 3711035.19 0.0011 N N Y N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385K47 2549001DPIFGXC1TOL40 US313385K474 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+ 2026-10-13 2026-10-13 2026-10-13 N N N 0.0381 33389997.75 33389997.75 0.0100 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385L20 2549001DPIFGXC1TOL40 US313385L209 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+ 2026-10-19 2026-10-19 2026-10-19 N N N 0.0381 706576.33 706576.33 0.0002 N N Y N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385M29 2549001DPIFGXC1TOL40 US313385M298 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+ 2026-10-27 2026-10-27 2026-10-27 N N N 0.0381 6459489.12 6459489.12 0.0019 N N Y N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385M45 2549001DPIFGXC1TOL40 US313385M454 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+ 2026-10-29 2026-10-29 2026-10-29 N N N 0.0381 52961950.34 52961950.34 0.0158 N N Y N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 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 0.0392 12280366.44 12280366.44 0.0037 N N Y N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385R81 2549001DPIFGXC1TOL40 US313385R818 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+ 2026-12-04 2026-12-04 2026-12-04 N N N 0.0393 5667497.00 5667497.00 0.0017 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385S31 2549001DPIFGXC1TOL40 US313385S311 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+ 2026-12-07 2026-12-07 2026-12-07 N N N 0.0393 9737177.13 9737177.13 0.0029 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 313385U46 2549001DPIFGXC1TOL40 US313385U465 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+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0393 8648992.85 8648992.85 0.0026 N N N N THE FEDERAL HOME LOAN BANKS THE FEDERAL HOME LOAN BANKS 0.000000% 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 34652443.28 34652443.28 0.0103 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.955000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 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+ 2026-10-01 2026-11-16 2026-11-16 N N N 0.0393 1804079.72 1804079.72 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.975001% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 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+ 2026-10-01 2027-02-12 2027-02-12 N N N 0.0400 618981.52 618981.52 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.970001% 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 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+ 2026-10-01 2027-02-24 2027-02-24 N N N 0.0395 1031150.95 1031150.95 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.965000% 3133ER5G2 254900C5LP6DN9OP9V83 US3133ER5G21 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+ 2026-10-01 2027-02-26 2027-02-26 N N N 0.0395 6250802.44 6250802.44 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.949999% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 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+ 2026-10-01 2026-12-07 2026-12-07 N N N 0.0394 2255083.44 2255083.44 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 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+ 2026-10-01 2027-03-11 2027-03-11 N N N 0.0394 2846440.96 2846440.96 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.015001% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 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+ 2026-10-01 2026-12-18 2026-12-18 N N N 0.0399 2012201.34 2012201.34 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.015001% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 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+ 2026-10-01 2027-01-08 2027-01-08 N N N 0.0396 2704540.37 2704540.37 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.119998% 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+ 2026-10-01 2028-01-28 2028-01-28 N N N 0.0398 2016097.76 2016097.76 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.129999% 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+ 2026-10-01 2027-11-12 2027-11-12 N N N 0.0399 1397505.34 1397505.34 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.994999% 3133ETER4 254900C5LP6DN9OP9V83 US3133ETER42 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+ 2026-10-01 2027-01-28 2027-01-28 N N N 0.0397 15397090.79 15397090.79 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.984998% 3133ETFM4 254900C5LP6DN9OP9V83 US3133ETFM46 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+ 2026-10-01 2027-02-01 2027-02-01 N N N 0.0396 5284737.91 5284737.91 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.984998% 3133ETFT9 254900C5LP6DN9OP9V83 US3133ETFT98 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+ 2026-10-01 2027-03-05 2027-03-05 N N N 0.0396 7501357.73 7501357.73 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.980002% 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 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+ 2026-10-01 2027-02-09 2027-02-09 N N N 0.0396 1285167.46 1285167.46 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.353149% 3133ETR58 254900C5LP6DN9OP9V83 US3133ETR585 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+ 2026-10-01 2027-11-05 2027-11-05 N N N 0.0429 2309181.89 2309181.89 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.915000% 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 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+ 2026-10-01 2026-11-19 2026-11-19 N N N 0.0393 965993.50 965993.50 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.955000% 3133ETX36 254900C5LP6DN9OP9V83 US3133ETX369 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+ 2026-10-01 2027-04-19 2027-04-19 N N N 0.0398 965989.52 965989.52 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.343148% 3133ETX93 254900C5LP6DN9OP9V83 US3133ETX930 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+ 2026-10-01 2027-11-24 2027-11-24 N N N 0.0434 905000.00 905000.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.965000% 3133EWAX8 254900C5LP6DN9OP9V83 US3133EWAX84 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+ 2026-10-01 2028-01-21 2028-01-21 N N N 0.0398 1547029.15 1547029.15 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.949999% 3133EWB41 254900C5LP6DN9OP9V83 US3133EWB419 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+ 2026-10-01 2027-10-04 2027-10-04 N N N 0.0397 961002.33 961002.33 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.000000% 3133EWBN9 254900C5LP6DN9OP9V83 US3133EWBN93 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+ 2026-10-01 2027-10-29 2027-10-29 N N N 0.0399 1138048.03 1138048.03 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.939998% 3133EWBP4 254900C5LP6DN9OP9V83 US3133EWBP42 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+ 2026-10-01 2027-07-28 2027-07-28 N N N 0.0396 589005.08 589005.08 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.965000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 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+ 2026-10-01 2028-01-03 2028-01-03 N N N 0.0401 1260566.38 1260566.38 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.944999% 3133EWCA6 254900C5LP6DN9OP9V83 US3133EWCA63 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+ 2026-10-01 2027-09-03 2027-09-03 N N N 0.0396 759001.75 759001.75 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.899999% 3133EWCB4 254900C5LP6DN9OP9V83 US3133EWCB47 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+ 2026-10-01 2026-11-04 2026-11-04 N N N 0.0392 254997.53 254997.53 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.920000% 3133EWCJ7 254900C5LP6DN9OP9V83 US3133EWCJ72 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+ 2026-10-01 2027-03-04 2027-03-04 N N N 0.0394 60999.81 60999.81 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001% 3133EWCK4 254900C5LP6DN9OP9V83 US3133EWCK46 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+ 2026-10-01 2027-05-06 2027-05-06 N N N 0.0396 528952.20 528952.20 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.955000% 3133EWCQ1 254900C5LP6DN9OP9V83 US3133EWCQ16 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+ 2026-10-01 2027-11-05 2027-11-05 N N N 0.0397 1134009.74 1134009.74 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001% 3133EWCW8 254900C5LP6DN9OP9V83 US3133EWCW83 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+ 2026-10-01 2027-06-11 2027-06-11 N N N 0.0395 1935006.70 1935006.70 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.935002% 3133EWDD9 254900C5LP6DN9OP9V83 US3133EWDD93 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+ 2026-10-01 2027-07-13 2027-07-13 N N N 0.0396 3479877.57 3479877.57 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.965000% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 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+ 2026-10-01 2028-01-18 2028-01-18 N N N 0.0398 1348026.85 1348026.85 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 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+ 2026-10-01 2027-05-20 2027-05-20 N N N 0.0402 2473888.50 2473888.50 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.955000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 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+ 2026-10-01 2028-01-11 2028-01-11 N N N 0.0400 242909.53 242909.53 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.258148% 3133EWHJ2 254900C5LP6DN9OP9V83 US3133EWHJ28 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+ 2026-10-01 2028-02-17 2028-02-17 N N N 0.0428 717979.98 717979.98 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.939998% 3133EWHU7 254900C5LP6DN9OP9V83 US3133EWHU72 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+ 2026-10-01 2027-10-19 2027-10-19 N N N 0.0396 2834048.49 2834048.49 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.935002% 3133EWNK2 254900C5LP6DN9OP9V83 US3133EWNK27 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+ 2026-10-01 2027-06-04 2027-06-04 N N N 0.0395 25000074.25 25000074.25 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.939998% 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+ 2026-10-01 2027-10-22 2027-10-22 N N N 0.0399 3504912.33 3504912.33 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.925001% 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+ 2026-10-01 2027-06-22 2027-06-22 N N N 0.0394 2433020.92 2433020.92 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.920000% 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+ 2026-10-01 2027-05-21 2027-05-21 N N N 0.0395 909926.55 909926.55 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.949999% 3133EWTE0 254900C5LP6DN9OP9V83 US3133EWTE03 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+ 2026-10-01 2027-10-12 2027-10-12 N N N 0.0397 1365029.33 1365029.33 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020001% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 0001026214 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+ 2026-10-01 2026-10-29 2026-10-29 N N N 0.0391 2350217.70 2350217.70 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.975001% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 0001026214 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+ 2026-10-01 2027-05-05 2027-05-05 N N N 0.0396 9180696.37 9180696.37 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.039999% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 0001026214 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+ 2026-10-01 2027-09-22 2027-09-22 N N N 0.0398 15975084.65 15975084.65 0.0048 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020001% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 0001026214 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+ 2026-10-01 2027-10-06 2027-10-06 N N N 0.0399 13982937.27 13982937.27 0.0042 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.960000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 0001026214 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+ 2026-10-01 2027-01-08 2027-01-08 N N N 0.0394 3960429.82 3960429.82 0.0012 N N N N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.230000% 6903533N5 254900QI8QTIK0FY6E92 US6903533N55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-10-07 2026-10-07 2030-03-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0423 1050000.00 1050000.00 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.230000% 690353M46 254900QI8QTIK0FY6E92 US690353M463 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-10-07 2026-10-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0423 955944.62 955944.62 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.230000% 690353Q67 254900QI8QTIK0FY6E92 US690353Q670 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-10-07 2026-10-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0423 1363654.98 1363654.98 0.0004 N N Y 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 0.0408 5042144.26 5042144.26 0.0015 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-18 2027-03-18 2027-03-18 N N N 0.0429 7008064.78 7008064.78 0.0021 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 0.0402 1948584.06 1948584.06 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-10 2026-12-10 2026-12-10 N N N 0.0405 5666257.43 5666257.43 0.0017 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 0.0445 11982646.43 11982646.43 0.0036 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 0.0422 90034893.75 90034893.75 0.0268 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 0.0400 46098.26 46098.26 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-24 2026-11-24 2026-11-24 N N N 0.0406 4827705.50 4827705.50 0.0014 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 0.0424 2498801.34 2498801.34 0.0007 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+ 2027-03-04 2027-03-04 2027-03-04 N N N 0.0427 41679245.66 41679245.66 0.0124 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WK9 254900HROIFWPRGM1V77 US912797WK94 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-11 2027-03-11 2027-03-11 N N N 0.0427 986529.18 986529.18 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WL7 254900HROIFWPRGM1V77 US912797WL77 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-25 2027-03-25 2027-03-25 N N N 0.0431 509765.73 509765.73 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WM5 254900HROIFWPRGM1V77 US912797WM50 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-04-01 2027-04-01 2027-04-01 N N N 0.0434 636650.67 636650.67 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0437 7750923.72 7750923.72 0.0023 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 0.0459 19034834.81 19034834.81 0.0057 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.375000% 91282CAL5 254900HROIFWPRGM1V77 US91282CAL54 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-09-30 2027-09-30 2027-09-30 N N N 0.0462 10631136.05 10631136.05 0.0032 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0428 886223.59 886223.59 0.0003 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 0.0439 3574032.00 3574032.00 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 0.0443 6615573.54 6615573.54 0.0020 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 0.0459 27490657.58 27490657.58 0.0082 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-15 2027-04-15 2027-04-15 N N N 0.0432 1449329.22 1449329.22 0.0004 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 0.0442 704715.06 704715.06 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-06-15 2027-06-15 2027-06-15 N N N 0.0443 4749377.35 4749377.35 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CLG4 254900HROIFWPRGM1V77 US91282CLG41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-15 2027-08-15 2027-08-15 N N N 0.0457 1741845.32 1741845.32 0.0005 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 0.0461 5367909.44 5367909.44 0.0016 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CLQ2 254900HROIFWPRGM1V77 US91282CLQ23 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-10-15 2027-10-15 2027-10-15 N N N 0.0462 13086904.84 13086904.84 0.0039 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.358149% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-01 2026-10-31 2026-10-31 N N N 0.0431 35520426.37 35520426.37 0.0106 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 0.0431 7486915.15 7486915.15 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.313149% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-01 2027-04-30 2027-04-30 N N N 0.0412 144369499.51 144369499.51 0.0430 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 0.0438 25552547.19 25552547.19 0.0076 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 0.0444 4434643.08 4434643.08 0.0013 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 0.0445 8647122.77 8647122.77 0.0026 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CNP2 254900HROIFWPRGM1V77 US91282CNP22 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-07-31 2027-07-31 2027-07-31 N N N 0.0455 1683462.08 1683462.08 0.0005 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 0.0457 38556041.56 38556041.56 0.0115 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 0.0462 58808151.06 58808151.06 0.0175 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.343148% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-01 2027-10-31 2027-10-31 N N N 0.0416 9383718.53 9383718.53 0.0028 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.252147% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-01 2028-01-31 2028-01-31 N N N 0.0417 72614791.80 72614791.80 0.0217 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.256147% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-01 2028-04-30 2028-04-30 N N N 0.0418 83011610.07 83011610.07 0.0248 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.203148% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-01 2028-07-31 2028-07-31 N N N 0.0419 147540421.28 147540421.28 0.0440 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.910000% TPR053BE7 NQQ6HPCNCCU6TUTQYE16 0000927971 TPR053BE7779162BAN 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 36176WZ95 2026-12-15 3.000000 0.00 1597470.00 950.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176XQB8 2027-05-15 3.000000 0.00 6500000.00 18901.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MAG5 2027-04-20 3.000000 0.00 1459628.00 3768.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MEK2 2027-06-20 2.500000 0.00 480000.00 2406.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MU24 2027-12-20 2.500000 0.00 240000.00 2414.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MU32 2027-12-20 3.000000 0.00 1000000.00 8664.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MZV5 2028-02-20 2.500000 0.00 295000.00 4184.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MZW3 2028-02-20 3.000000 0.00 770000.00 9089.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NAH1 2028-04-20 2.500000 0.00 620000.00 9496.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NCY2 2028-05-20 3.000000 0.00 2250000.00 28407.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NNC8 2043-09-20 4.500000 0.00 1400000.00 62711.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NSM1 2028-11-20 3.000000 0.00 750000.00 12675.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 400000.00 33466.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RAZ2 2030-04-20 3.000000 0.00 1000000.00 31764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RFD6 2030-06-20 3.000000 0.00 15000.00 585.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RHL6 2030-07-20 3.000000 0.00 980000.00 38514.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RHM4 2030-07-20 3.500000 0.00 650000.00 24782.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3.000000 0.00 242733.00 22555.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RJG5 2045-07-20 4.500000 0.00 80000.00 4750.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RM30 2030-09-20 3.000000 0.00 1130000.00 44427.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RVD8 2045-12-20 4.500000 0.00 25000.00 1681.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SLU9 2046-09-20 4.500000 0.00 600000.00 47149.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SQW0 2046-11-20 3.500000 0.00 1000000.00 105428.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SUX3 2047-01-20 4.500000 0.00 54000.00 4485.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYR2 2047-03-20 3.000000 0.00 308414.00 38457.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYT8 2047-03-20 4.000000 0.00 1080000.00 81559.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYU5 2047-03-20 4.500000 0.00 50000.00 3412.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179T4Q5 2048-07-20 4.500000 0.00 500000.00 30729.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TAJ4 2047-06-20 3.000000 0.00 310272.00 36015.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.500000 0.00 201000.00 15530.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TE35 2047-08-20 4.500000 0.00 192429.00 14176.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TEZ4 2047-08-20 3.500000 0.00 400000.00 42378.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TF75 2032-09-20 3.000000 0.00 150000.00 11734.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U4A7 2049-10-20 2.500000 0.00 500000.00 76833.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UCD2 2048-09-20 5.000000 0.00 1000000.00 66207.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 300000.00 23609.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 500000.00 50664.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179V7F1 2051-02-20 3.000000 0.00 33000.00 10418.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VDQ0 2050-01-20 4.000000 0.00 200000.00 23306.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VMF4 2050-05-20 4.000000 0.00 500000.00 86988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 143000.00 86107.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 32712.00 18073.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3.000000 0.00 65512.00 37789.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5G9 2052-05-20 5.000000 0.00 205650.00 114780.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3.000000 0.00 199590.00 114650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WBZ0 2051-03-20 3.000000 0.00 201320.00 67835.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3.000000 0.00 34000.00 14580.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 247787.00 120998.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTZ1 2051-12-20 3.000000 0.00 206000.00 108882.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WUV8 2037-01-20 1.500000 0.00 130000.00 59292.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X2F2 2053-05-20 3.000000 0.00 31455.00 18209.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X2N5 2053-05-20 6.500000 0.00 200000.00 59742.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5C6 2053-06-20 3.000000 0.00 47000.00 26804.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XBQ8 2052-07-20 2.500000 0.00 9000.00 4847.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDB9 2052-08-20 3.000000 0.00 54000.00 29494.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFF8 2052-09-20 3.500000 0.00 200000.00 123687.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 37000.00 20953.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNC6 2052-12-20 3.500000 0.00 50000.00 31964.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNH5 2052-12-20 6.000000 0.00 200000.00 80189.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XSF4 2038-06-20 6.000000 0.00 125541.00 67193.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XSG2 2038-11-20 6.500000 0.00 34742.00 20079.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XUW4 2038-05-20 6.000000 0.00 77208.00 31282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XW85 2038-04-20 5.500000 0.00 43396.00 15397.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 200000.00 114978.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX92 2053-04-20 7.000000 0.00 6000.00 1420.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2P8 2054-07-20 7.000000 0.00 8000.00 2303.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y5H3 2054-08-20 4.000000 0.00 20000.00 16138.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y5P5 2054-08-20 7.000000 0.00 151000.00 43736.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YCK8 2038-09-20 7.000000 0.00 63920.00 42334.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YCL6 2031-02-20 7.500000 0.00 84699.00 11328.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YCM4 2032-03-20 8.000000 0.00 44993.00 20768.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YDN1 2053-08-20 7.000000 0.00 156000.00 34154.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YEQ3 2031-07-20 8.000000 0.00 29137.00 19031.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 31000.00 10212.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YLL6 2038-12-20 7.000000 0.00 30548.00 13195.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YMH4 2053-12-20 4.500000 0.00 14000.00 11207.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YMP6 2053-12-20 7.500000 0.00 699149.00 98537.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YQQ0 2030-12-20 8.000000 0.00 38767.00 20670.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YRL0 2054-02-20 7.000000 0.00 25000.00 6901.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YRM8 2054-02-20 7.500000 0.00 590413.00 124872.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YTA2 2054-03-20 7.500000 0.00 219678.00 56607.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YVB7 2054-04-20 8.000000 0.00 193329.00 30155.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YY32 2054-06-20 8.000000 0.00 254321.00 51201.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617B5DY7 2047-09-20 3.500000 0.00 170000.00 26954.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180HBE7 2043-05-15 3.500000 0.00 1034564.00 69055.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BDKS3 2053-05-20 7.000000 0.00 1000000.00 58753.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BWLL5 2053-06-20 7.000000 0.00 300000.00 30306.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BWLP6 2053-06-20 7.000000 0.00 300000.00 29755.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BWLQ4 2053-06-20 7.000000 0.00 200000.00 8859.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JVAX5 2054-12-20 7.000000 0.00 350000.00 59919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A74 2054-11-20 7.000000 0.00 55000.00 16863.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A82 2054-11-20 7.500000 0.00 480163.00 106510.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5C98 2054-12-20 7.000000 0.00 34000.00 12243.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GS2 2055-02-20 7.000000 0.00 49000.00 15613.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5J75 2040-04-20 6.500000 0.00 35518.00 23536.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5J83 2033-10-20 7.000000 0.00 43016.00 35751.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KZ1 2055-04-20 7.000000 0.00 354544.00 114157.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5QS1 2029-11-20 8.000000 0.00 53185.00 40763.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RL5 2055-07-20 8.000000 0.00 435372.00 102252.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 60000.00 52344.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 77096.00 67797.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6BJ5 2056-02-20 7.000000 0.00 50909.00 44180.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6C70 2056-03-20 3.500000 0.00 120016.00 99256.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6CL9 2041-03-20 4.500000 0.00 141000.00 125824.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6LA3 2056-06-20 7.000000 0.00 42695.00 43391.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P84 2056-08-20 6.500000 0.00 28000.00 28257.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6RJ8 2041-09-20 5.500000 0.00 117300.00 116367.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6SE8 2056-09-20 7.000000 0.00 126249.00 130665.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V8G24 2056-05-20 6.000000 0.00 81007.00 80439.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VACH0 2056-05-20 6.000000 0.00 19001.00 18866.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VFMQ8 2056-06-20 6.000000 0.00 137490.00 136335.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJKS8 2056-05-20 6.000000 0.00 118102.00 117299.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VP2P0 2056-07-20 6.000000 0.00 114579.00 114065.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPV29 2056-05-20 6.000000 0.00 107701.00 107020.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPV37 2056-05-20 6.000000 0.00 86456.00 85900.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPWC6 2056-05-20 6.000000 0.00 92415.00 91830.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQCA0 2056-06-20 6.000000 0.00 92693.00 91907.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VSN89 2056-05-20 6.000000 0.00 105326.00 104548.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VUUE3 2056-06-20 6.000000 0.00 67276.00 66677.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WCJM7 2056-07-20 6.000000 0.00 131139.00 130811.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202C5E9 2028-09-20 7.000000 0.00 156000.00 70.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202CVD2 2027-04-20 7.000000 0.00 3227094.00 109.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.500000 0.00 3655000.00 2164.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DGC9 2030-03-20 7.000000 0.00 180000.00 317.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DM65 2031-05-20 7.000000 0.00 789506.00 904.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DNZ0 2031-07-20 7.000000 0.00 125000.00 186.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DQN4 2031-11-20 6.500000 0.00 900000.00 1315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DTF8 2032-06-20 6.500000 0.00 365000.00 777.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DTG6 2032-06-20 7.000000 0.00 100000.00 149.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DTS0 2032-07-20 6.500000 0.00 61000.00 141.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DZ38 2033-10-20 7.000000 0.00 45000.00 139.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E2E8 2039-02-20 7.000000 0.00 105000.00 2665.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202ERT8 2038-03-20 5.500000 0.00 9800000.00 118232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202F2H8 2027-01-20 3.000000 0.00 1000000.00 979.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202F3H7 2027-02-20 3.000000 0.00 1270000.00 1615.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202F4K9 2027-03-20 3.000000 0.00 1550000.00 3238.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FLP9 2040-10-20 4.500000 0.00 200000.00 7561.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FZ66 2041-12-20 3.000000 0.00 153000.00 10565.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAFK5 2045-09-15 5.500000 0.00 225000.00 55592.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AB4Z2 2052-09-20 5.000000 0.00 40000.00 26423.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABZ70 2052-03-20 2.500000 0.00 60000.00 31027.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ACCK4 2053-01-20 5.000000 0.00 40000.00 26260.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LT97 2041-03-15 4.500000 0.00 1350000.00 41512.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295T4V3 2049-01-20 5.000000 0.00 2226593.00 105158.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2027-01-04 Y BANK OF MONTREAL 1.0000 95 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0391 5999996.40 5999996.40 0.0018 N N Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.880001% TPR055BBD CYYGQCGNHMHPSMRL3R97 0000853784 TPR055BBD7791622HS 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 912803FJ7 2049-05-15 0.00 0.00 21932800.00 6010465.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 25549802.00 6230856.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-07 N N N 0.0388 12000000.00 12000000.00 0.0036 N N Y N HSBC BANK PLC HSBC BANK PLC 3.890002% TPR055C27 MP6I5ZYZBEU3UXPYFY54 0001140465 TPR055C277791621HS 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 912810TJ7 2052-08-15 3.000000 0.00 4800.00 3073.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 375900.00 339455.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 18056400.00 18019511.00 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 2026-10-07 2026-10-07 N N N 0.0389 18000000.00 18000000.00 0.0054 N N Y N CITIBANK, NATIONAL ASSOCIATION CITIBANK, NATIONAL ASSOCIATION 3.890002% TPR055D1A E57ODZWZ7FF32TWEFA76 TPR055D1A779162CIT 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 912810TU2 2043-08-15 4.375000 0.00 61600.00 53698.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 12398500.00 12186393.00 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 2026-10-07 2026-10-07 N N N 0.0389 12000000.00 12000000.00 0.0036 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.880001% TPR059E6F KB1H1DSPRFMYMCUFXT09 0000740906 TPR059E6F7791622WE 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 91282CDY4 2032-02-15 1.875000 0.00 19378500.00 16510361.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 71148700.00 70189695.00 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 2026-10-07 2026-10-07 N N N 0.0388 85000000.00 85000000.00 0.0253 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.880001% TPR05A146 KB1H1DSPRFMYMCUFXT09 0000740906 TPR05A1467791621WE 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 91282CQZ7 2029-07-15 4.125000 0.00 36187800.00 35700029.00 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 2026-10-07 2026-10-07 N N N 0.0388 35000000.00 35000000.00 0.0104 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.880001% TPR05BC41 VYVVCKR63DVZZN70PB21 0001224385 TPR05BC417791623WE 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 31427UQN6 2056-09-01 5.000000 0.00 49575015.00 46350001.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-07 N N N 0.0388 45000000.00 45000000.00 0.0134 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.560000% TPR103E86 MBNUM2BPBDO7JBLYG310 0000315030 TPR103E867791621CG 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 36179USS2 2049-05-20 3.000000 0.00 2532576.00 253785.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617G9FT3 2048-06-20 5.000000 0.00 14969.00 3273.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618A3W20 2052-10-20 5.000000 0.00 1068784.00 694279.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HNNR4 2054-06-20 7.000000 0.00 1230858.00 701030.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HSGJ9 2054-07-20 6.000000 0.00 27756.00 17970.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618K3JM0 2055-01-20 6.500000 0.00 1357674.00 1392284.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KVF75 2055-08-20 6.500000 0.00 78900.00 79693.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L0US9 2055-06-20 6.500000 0.00 119074.00 76375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MY4W4 2056-06-20 6.500000 0.00 1133162.00 1154570.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NTTR8 2055-05-20 7.000000 0.00 1358162.00 217650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAEU4 2048-05-15 4.000000 0.00 511137.00 35443.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AANA8 2048-09-20 3.500000 0.00 5880000.00 903545.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 6688000.00 6710104.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-10 2026-11-10 2026-11-10 N N N 0.0356 11993150.40 11993150.40 0.0036 N N N Y HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.890002% TPR104B1B CYYGQCGNHMHPSMRL3R97 0000853784 TPR104B1B7791623HS 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 3134A4NP5 2029-07-15 0.00 0.00 3386000.00 2929130.00 Agency Debentures and Agency Strips UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0.00 0.00 450300.00 184895.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 12807100.00 11796613.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912821FP5 2030-11-15 0.00 0.00 121000.00 98368.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912821TF2 2035-11-15 0.00 0.00 472000.00 292695.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-07 N N N 0.0389 15000000.00 15000000.00 0.0045 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620000% TPR104CE7 MBNUM2BPBDO7JBLYG310 0000315030 TPR104CE77791622CG 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 36176XFP9 2042-03-15 3.500000 0.00 535652.00 23318.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NDT2 2043-05-20 4.500000 0.00 1115752.00 36588.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RGC7 2045-06-20 5.000000 0.00 12000.00 800.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617H1CJ4 2048-05-20 4.500000 0.00 397221.00 17699.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200BN60 2032-09-15 5.750000 0.00 2574530.00 23787.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NE31 2034-02-15 5.500000 0.00 702000.00 6988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201BCT1 2031-12-15 6.000000 0.00 999909.00 18637.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201DAX0 2032-08-15 6.000000 0.00 1431862.00 6584.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36208YKB4 2028-08-15 7.500000 0.00 11963614.00 12378.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36209SNG2 2029-02-15 6.000000 0.00 1101080.00 4460.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AAT81 2039-09-15 5.000000 0.00 152999.00 2989.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620C4XA3 2040-10-15 3.500000 0.00 66819.00 3132.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210U2Y8 2029-05-15 6.000000 0.00 3152588.00 26604.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211WA24 2029-10-15 5.470000 0.00 1427118.00 15074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213C6Q8 2031-09-15 6.000000 0.00 524447.00 5910.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213FZ22 2042-01-15 3.500000 0.00 86900.00 4589.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225BYC6 2033-03-15 6.000000 0.00 5815472.00 21500.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36230RVV5 2040-11-15 3.500000 0.00 115982.00 5562.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LCQ7 2035-12-20 6.000000 0.00 60000.00 2660.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LKQ8 2035-11-15 6.000000 0.00 65840.00 2172.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LLD6 2040-07-15 5.000000 0.00 653822.00 22319.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LXP6 2040-09-15 5.000000 0.00 100000.00 4134.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295H5T3 2037-08-15 6.000000 0.00 2321980.00 8344.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 10553600.00 9923775.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-12-03 2026-12-03 2026-12-03 N N N 0.0362 9990994.00 9990994.00 0.0030 N N N Y HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.890002% TPR104CF1 CYYGQCGNHMHPSMRL3R97 0000853784 TPR104CF17791624HS 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 3128MJVL1 2044-12-01 4.000000 0.00 103871.00 6743.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ENQC6 2029-10-01 3.500000 0.00 427476.00 13547.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGSU2 2051-01-01 3.500000 0.00 1025000.00 468697.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEAK0 2051-12-01 2.000000 0.00 60000.00 31051.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGKT5 2052-04-01 3.500000 0.00 879000.00 484490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZ72 2053-03-01 3.000000 0.00 101401.00 67915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTA35 2050-08-01 2.000000 0.00 266820.00 158512.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y64R8 2055-08-01 5.000000 0.00 7053.00 5882.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411WFB8 2037-05-01 4.500000 0.00 1496998.00 77746.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414QA64 2038-02-01 6.000000 0.00 4999998.00 31528.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DA28 2029-03-01 4.000000 0.00 400000.00 18480.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DLV2 2050-02-01 3.500000 0.00 550000.00 64625.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.500000 0.00 5198936.00 1686530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPA2 2053-02-01 4.000000 0.00 49975.00 34533.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V84J0 2056-05-20 5.000000 0.00 1076946.00 1010896.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0.00 0.00 2146000.00 1791183.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 3014500.00 2699637.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 1027300.00 664975.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 18104700.00 15462337.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912821NH4 2026-10-15 0.00 0.00 765000.00 763849.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-07 N N N 0.0389 25000000.00 25000000.00 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.720000% TPR105580 MBNUM2BPBDO7JBLYG310 0000315030 TPR1055807791623CG 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 36178GJ21 2027-09-15 2.500000 0.00 1137923.00 6436.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3.000000 0.00 13079648.00 1630866.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36188SKQ8 2038-12-20 7.000000 0.00 136000.00 6007.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MJT26 2055-12-20 6.500000 0.00 2028700.00 1762236.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WLPY4 2056-09-20 6.000000 0.00 11876600.00 11832993.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202F4R4 2042-03-20 4.000000 0.00 50000.00 2202.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XGG3 2038-12-15 6.500000 0.00 11614640.00 35820.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297F5Z1 2040-01-15 4.500000 0.00 375000.00 23442.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-12-14 2026-12-14 2026-12-14 N N N 0.0372 15000000.00 15000000.00 0.0045 N N N Y CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.890002% TPR105B7D MBNUM2BPBDO7JBLYG310 0000315030 TPR105B7D7791628CG 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 36179M5L0 2043-03-20 3.000000 0.00 120000.00 11097.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ARQY0 2040-11-15 3.500000 0.00 155329.00 9963.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292AR83 2036-07-15 8.000000 0.00 50000.00 2857.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 16245600.00 15276084.00 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 2026-10-07 2026-11-13 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 0.0389 14999980.50 14999980.50 0.0045 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.880001% TPR105B80 MBNUM2BPBDO7JBLYG310 0000315030 TPR105B807791624CG 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 8661800.00 8641272.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 10200.00 8644.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1000.00 858.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 3578400.00 3585508.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 3800.00 3688.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-11-13 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 0.0388 11999984.40 11999984.40 0.0036 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.890002% TPR105C85 KB1H1DSPRFMYMCUFXT09 0000740906 TPR105C85779162WEL 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 91282CQZ7 2029-07-15 4.125000 0.00 25848500.00 25500091.00 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 2026-10-07 2026-10-07 N N N 0.0389 25000000.00 25000000.00 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.890002% TPR10682B MBNUM2BPBDO7JBLYG310 0000315030 TPR10682B7791629CG 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 36179QX48 2030-11-20 8.000000 0.00 104525.00 1960.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PG8 2055-06-20 4.500000 0.00 1000.00 865.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36194BAK1 2038-10-20 6.500000 0.00 65000.00 2973.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NY39 2034-08-15 6.000000 0.00 396596.00 5240.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200VB69 2031-12-15 6.000000 0.00 974104.00 3569.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200VZK2 2031-12-15 6.000000 0.00 2365152.00 11133.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EXW4 2038-11-20 7.000000 0.00 520000.00 7644.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EYP8 2038-12-20 7.000000 0.00 905000.00 14764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202UAG8 2033-05-15 6.000000 0.00 968782.00 9951.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ADB84 2039-11-15 4.500000 0.00 1000000.00 16240.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36212F3S1 2030-10-15 8.500000 0.00 4999582.00 5326.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213LNG1 2031-07-15 6.000000 0.00 483550.00 5425.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A26Q0 2048-04-20 3.500000 0.00 76496.00 21489.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KJ41 2035-07-20 6.500000 0.00 820000.00 17230.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LUH7 2040-06-20 5.500000 0.00 786630.00 9794.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290UDQ6 2037-07-15 6.000000 0.00 454000.00 5596.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296QY37 2039-05-15 5.000000 0.00 6000000.00 168868.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797WK9 2027-03-11 0.00 0.00 25672000.00 25191934.00 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 2026-10-07 2026-10-08 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 0.0389 24999975.00 24999975.00 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.890002% TPR106925 MBNUM2BPBDO7JBLYG310 0000315030 TPR106925779162ACG 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 31335PNP6 2039-02-25 7.000000 0.00 76537.00 6308.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617AKN65 2047-06-15 3.500000 0.00 2525600.00 718385.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617N4RB2 2050-06-20 5.500000 0.00 1443416.00 735110.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617YA6U7 2052-03-20 3.500000 0.00 1048182.00 788187.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BM2R5 2053-05-20 6.500000 0.00 3293036.00 451266.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HNGS0 2054-07-20 7.000000 0.00 443026.00 385340.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNF97 2056-06-20 6.000000 0.00 1941268.00 1982669.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4P48 2056-08-20 6.000000 0.00 483227.00 486773.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W9KK6 2056-09-20 5.500000 0.00 14536992.00 14297082.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WDEL2 2056-08-20 6.000000 0.00 2043664.00 2062234.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WDMN9 2056-07-20 5.000000 0.00 3358588.00 3144786.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36192S2V1 2046-05-15 3.500000 0.00 5749336.00 453960.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196EN86 2046-11-15 4.500000 0.00 122979.00 5042.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128203H8 2027-08-15 0.00 0.00 3226000.00 3100163.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 17556400.00 17282696.00 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 2026-10-07 2026-10-08 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 0.0389 44999955.00 44999955.00 0.0134 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.880001% TPR107221 1VUV7VQFKUOQSJ21A208 0001330437 TPR1072217791623CR 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 912821SB2 2035-05-15 0.00 0.00 128800.00 82125.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 579000.00 749885.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 820700.00 749970.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 113100.00 132294.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 781300.00 749806.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 100.00 97.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 747300.00 749925.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 386300.00 387285.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 776100.00 749954.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 751500.00 748734.00 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 2026-10-07 2026-10-22 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 0.0388 4999995.00 4999995.00 0.0015 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.890002% TPR108A67 VYVVCKR63DVZZN70PB21 0001224385 TPR108A677791624WE 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 3130G2RV4 2056-09-01 6.500000 0.00 1061912.00 1077270.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G36E3 2056-09-01 6.000000 0.00 1838939.00 1834912.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1QR8 2037-03-01 5.500000 0.00 155719.00 805.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWQG2 2035-11-01 3.000000 0.00 3000000.00 844074.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D54K5 2035-01-01 2.500000 0.00 2000000.00 299845.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSFU1 2053-05-01 5.000000 0.00 2536812.00 1877438.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DT6V7 2054-01-01 2.000000 0.00 30000.00 19543.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D2AJ6 2054-10-01 6.500000 0.00 265820.00 175326.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133USJV4 2050-09-01 2.000000 0.00 800000.00 456268.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMJQ6 2040-01-01 4.000000 0.00 680738.00 466624.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMKP6 2040-01-01 6.000000 0.00 1327010.00 981267.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMRP9 2040-02-01 6.000000 0.00 1307869.00 1071362.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WN6W5 2040-11-01 5.500000 0.00 1184111.00 888030.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WN7E4 2040-11-01 3.500000 0.00 1202934.00 886923.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427UQN6 2056-09-01 5.000000 0.00 19606895.00 18331403.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JRG92 2055-11-01 6.500000 0.00 1077158.00 1092467.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K15N8 2056-04-01 4.500000 0.00 667989.00 596443.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-07 N N N 0.0389 30000000.00 30000000.00 0.0089 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.880001% TPR10A550 1VUV7VQFKUOQSJ21A208 0001330437 TPR10A5507791622CR 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 912803FJ7 2049-05-15 0.00 0.00 1400.00 384.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 91.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 200.00 161.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 171100.00 109626.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 8527000.00 4937758.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 2241700.00 1118238.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 9153600.00 5211778.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 256.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 1200.00 869.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 172000.00 125894.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 5787300.00 5152691.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 200.00 176.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 5876300.00 5055788.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 700.00 659.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 9800.00 8658.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 2700.00 2465.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 99600.00 100556.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 3803200.00 3689606.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 126800.00 124166.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 332600.00 322789.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 76100.00 75450.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 3021000.00 2909233.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 310800.00 302266.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 4734300.00 4585999.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 103100.00 102313.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 2749700.00 2745071.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 39.00 9.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834F29 2052-11-15 0.00 0.00 166848.00 37044.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 5.00 2.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 21.00 4.00 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 2026-10-07 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 0.0388 35999985.60 35999985.60 0.0107 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.890002% TPR10BA87 MBNUM2BPBDO7JBLYG310 0000315030 TPR10BA877791627CG 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 912810ST6 2040-11-15 1.375000 0.00 16922900.00 10200011.00 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 2026-10-07 2026-10-23 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 0.0389 9999991.00 9999991.00 0.0030 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.899999% TPR10BA8B MBNUM2BPBDO7JBLYG310 0000315030 TPR10BA8B779162BCG 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 36179QPL9 2044-09-20 5.500000 0.00 1000000.00 50441.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VLM0 2035-05-20 4.000000 0.00 249529.00 39614.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NXBT4 2055-12-20 6.500000 0.00 1189016.00 1205671.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36198QTY4 2044-08-20 4.000000 0.00 33728.00 4473.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200RN40 2031-10-15 6.000000 0.00 231811.00 6950.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D3Y5 2034-02-20 5.500000 0.00 5944000.00 58014.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D5D9 2034-04-20 5.500000 0.00 160239.00 1705.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D5P2 2034-05-20 4.500000 0.00 421999.00 5130.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E6F1 2039-06-20 5.500000 0.00 894008.00 36359.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202ECC1 2035-01-20 6.500000 0.00 56195.00 698.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FDB9 2039-12-20 4.500000 0.00 134000.00 4304.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FKT2 2039-01-20 7.000000 0.00 60325.00 1620.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FTK2 2041-05-20 4.000000 0.00 382848.00 13718.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FYB6 2041-10-20 5.500000 0.00 175000.00 5096.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A8LU5 2039-08-15 5.000000 0.00 34650.00 805.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AFPL5 2040-01-15 4.500000 0.00 800000.00 20212.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210UY56 2029-03-15 6.000000 0.00 5155688.00 10591.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213F6B4 2031-10-15 6.000000 0.00 99263.00 2687.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LCM6 2038-09-15 6.000000 0.00 1451712.00 25066.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VHF4 2034-08-15 6.000000 0.00 6475895.00 31136.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291NUN9 2036-01-15 6.000000 0.00 76899.00 2267.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296JJY2 2039-04-15 5.000000 0.00 137000.00 1973.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296QH51 2039-02-15 5.000000 0.00 4950528.00 21319.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 11099400.00 10690151.00 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 2026-10-07 2026-10-23 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 0.0390 11999989.20 11999989.20 0.0036 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.880001% TPR10C980 ZBUT11V806EZRVTWT807 0000782124 TPR10C9807791623JP 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 3130G2XY1 2056-08-01 6.500000 0.00 20223.00 20614.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G63U3 2056-09-01 6.000000 0.00 20268.00 20041.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G6Y96 2056-10-01 6.500000 0.00 20243.00 20614.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XFUD0 2040-06-01 5.000000 0.00 8999999.00 121272.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329QG54 2049-04-01 4.000000 0.00 162970.00 20335.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4P7 2049-12-01 3.000000 0.00 136242.00 20457.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5.000000 0.00 27085.00 21364.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0K68 2053-10-01 6.000000 0.00 30696.00 20147.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0X72 2053-11-01 6.000000 0.00 30022.00 20616.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B47K5 2052-02-01 3.000000 0.00 33530.00 19768.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B4RR8 2052-02-01 3.000000 0.00 43148.00 20583.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EM5J7 2041-09-16 2.400000 0.00 16631000.00 10934639.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KG4D7 2049-11-01 3.000000 0.00 175004.00 41140.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W4EL2 2056-08-01 6.000000 0.00 20626.00 20475.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W73X6 2050-11-01 4.000000 0.00 30536288.00 27692175.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7AQ3 2056-03-01 6.500000 0.00 10281600.00 9933944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7V72 2055-02-01 5.500000 0.00 9029632.00 8704688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8TA5 2050-12-01 2.000000 0.00 10900000.00 5173469.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2.000000 0.00 9271104.00 3700690.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TYK6 2056-08-01 5.500000 0.00 43806.00 41217.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427UPY3 2055-11-01 7.000000 0.00 19636.00 20093.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427USM6 2055-08-01 6.000000 0.00 63151.00 61193.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GX6W2 2056-08-01 5.500000 0.00 21500.00 20593.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K8ZM2 2056-07-01 5.500000 0.00 21272.00 20452.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6SC2 2056-09-20 6.000000 0.00 5518848.00 5460808.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2UF7 2046-08-15 4.500000 0.00 408960.00 66183.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-07 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 0.0388 70000000.00 70000000.00 0.0209 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.899999% TPR10CDF3 MBNUM2BPBDO7JBLYG310 0000315030 TPR10CDF3779162CCG 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 36179RHN2 2030-07-20 4.000000 0.00 202991.00 993.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SSW8 2039-06-20 6.500000 0.00 63000.00 6320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXM5 2052-02-20 4.000000 0.00 1716360.00 992465.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XA48 2037-07-20 4.500000 0.00 7778192.00 2945904.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617LC3L0 2049-11-15 3.500000 0.00 690530.00 58932.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LQDH5 2055-08-20 6.000000 0.00 5422592.00 3118884.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LXSS0 2055-09-20 6.500000 0.00 1508390.00 299911.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KU2 2055-04-20 4.500000 0.00 5000000.00 4324671.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200MTF0 2033-08-15 5.000000 0.00 1976970.00 15218.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200RLF7 2031-12-15 6.000000 0.00 10184320.00 28418.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36209RVW0 2030-08-15 8.500000 0.00 3023340.00 13161.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213AK86 2031-08-15 6.500000 0.00 38000.00 3276.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AC5J5 2051-06-15 3.000000 0.00 20278048.00 13677053.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295P5U2 2038-05-15 5.000000 0.00 3000000.00 14795.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 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 0.0390 25000000.00 25000000.00 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.899999% TPR10CF35 MBNUM2BPBDO7JBLYG310 0000315030 TPR10CF35779162ECG 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 313385L61 2026-10-23 0.00 0.00 100000.00 99744.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NJB5 2043-07-20 4.000000 0.00 228916.00 17015.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NSL3 2028-11-20 2.500000 0.00 1075000.00 20085.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QWD9 2044-12-20 3.000000 0.00 11430000.00 775750.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SSQ1 2046-12-20 3.500000 0.00 21161960.00 2505764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SSV0 2046-12-20 6.000000 0.00 39832.00 4529.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179T3S2 2030-10-20 8.000000 0.00 73412.00 6095.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 3.500000 0.00 25126528.00 2679919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U6W7 2049-11-20 4.000000 0.00 2000000.00 215870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUH3 2049-06-20 3.000000 0.00 44200000.00 5193164.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4.000000 0.00 5000000.00 367764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UY30 2034-09-20 4.500000 0.00 74696.00 15236.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YDN1 2053-08-20 7.000000 0.00 18111136.00 3965170.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617LYST8 2049-11-20 2.500000 0.00 25000.00 2005.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617MB4M8 2050-01-20 4.000000 0.00 700000.00 146627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617MN3V3 2050-03-20 3.000000 0.00 400000.00 71490.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617YSHR3 2056-06-20 6.000000 0.00 3172648.00 3158238.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180EP58 2028-05-15 2.500000 0.00 1000000.00 18528.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36183QPB5 2045-01-15 3.000000 0.00 264872.00 27792.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618F3AQ6 2053-09-20 7.000000 0.00 1116478.00 350133.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618G22J2 2053-12-20 7.000000 0.00 1992468.00 994298.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GNCR7 2054-03-20 6.000000 0.00 36479.00 7635.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GVDL1 2054-06-20 6.000000 0.00 2121.00 1590.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HVHX0 2054-07-20 7.000000 0.00 1097150.00 727831.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KPGW2 2055-07-20 6.500000 0.00 63775.00 64255.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LLAS5 2055-08-20 7.000000 0.00 1617006.00 1744386.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M0PC9 2055-11-20 7.500000 0.00 2022172.00 1992913.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M7GH3 2056-01-20 6.500000 0.00 2799332.00 2436049.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8TU8 2055-10-20 6.500000 0.00 2002732.00 1884067.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MTKZ0 2056-02-20 7.500000 0.00 323516.00 338347.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MYZ34 2056-05-20 6.000000 0.00 800124.00 810949.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NQZU0 2055-04-20 6.500000 0.00 373357.00 156094.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NY2C9 2055-10-20 6.500000 0.00 3664192.00 3184224.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NYS80 2055-11-20 5.000000 0.00 4269624.00 3661187.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V0RA1 2055-12-20 6.500000 0.00 1902096.00 1917948.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V12K4 2055-12-20 6.500000 0.00 1619618.00 1655476.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V1B24 2055-11-20 6.500000 0.00 4640800.00 3647139.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJEB2 2056-05-20 6.500000 0.00 12851792.00 13354906.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNZF1 2056-07-20 5.500000 0.00 1090348.00 1061490.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWXH9 2056-07-20 5.500000 0.00 1889138.00 1829391.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W17C6 2056-07-20 6.000000 0.00 2048784.00 2063773.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W2H41 2056-06-20 5.000000 0.00 1599262.00 1498021.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5A74 2056-07-20 6.000000 0.00 1129876.00 1130528.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5U31 2056-06-20 6.000000 0.00 1559212.00 1569870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W6CL9 2056-07-20 5.000000 0.00 1318086.00 1234065.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WEJW1 2056-08-20 5.500000 0.00 3607452.00 3496690.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WJ6E4 2056-09-20 6.000000 0.00 1939966.00 1951870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WQSB0 2056-09-20 6.000000 0.00 1148972.00 1158165.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WRLY5 2056-09-20 7.000000 0.00 6500512.00 6869870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36195RCV9 2046-10-15 2.500000 0.00 276780.00 128686.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196FJU9 2047-03-15 4.500000 0.00 1320490.00 280817.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196LTV3 2046-10-15 3.500000 0.00 3096136.00 102841.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200SWM8 2031-12-15 6.000000 0.00 908943.00 4807.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200XKJ7 2031-12-15 6.000000 0.00 224023.00 3484.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DRW3 2032-02-20 6.500000 0.00 16358944.00 25111.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DSS1 2032-04-20 7.000000 0.00 420000.00 528.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EJH3 2036-06-20 5.500000 0.00 75000.00 628.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EPC7 2037-08-20 7.000000 0.00 245000.00 1930.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FAU0 2039-08-20 4.500000 0.00 71000.00 2155.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36209WRZ7 2030-03-15 8.000000 0.00 736334.00 1975.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ARCK5 2040-05-15 4.500000 0.00 3000000.00 65621.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210EXX2 2029-02-15 6.000000 0.00 1400832.00 582.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211CGU0 2029-09-15 7.500000 0.00 3198976.00 3056.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211MMV9 2029-12-15 8.000000 0.00 246834.00 1244.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213DFR4 2031-11-15 6.000000 0.00 46863488.00 64943.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UHY9 2031-06-15 6.000000 0.00 884736.00 873.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABUK6 2052-03-20 3.000000 0.00 16387296.00 10153856.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291QTT1 2047-01-20 3.000000 0.00 207000.00 89791.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291SMW7 2034-10-15 6.000000 0.00 180000.00 5023.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296DZF8 2038-05-15 5.000000 0.00 573000.00 2807.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296T2U6 2038-11-15 5.000000 0.00 13756420.00 145797.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 3750200.00 3729499.00 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 2026-10-07 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 0.0390 95000000.00 95000000.00 0.0283 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.899999% TPR10D361 MBNUM2BPBDO7JBLYG310 0000315030 TPR10D361779162DCG 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 36179QEA5 2030-11-20 8.500000 0.00 141397.00 6175.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797WK9 2027-03-11 0.00 0.00 25979700.00 25493880.00 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 2026-10-07 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 0.0390 24999987.50 24999987.50 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.950000% TPR10D4C8 MBNUM2BPBDO7JBLYG310 0000315030 TPR10D4C8779162FCG 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 31418FYM3 2056-07-01 3.500000 0.00 1000.00 842.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SWV5 2047-02-20 2.500000 0.00 120000.00 22365.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GYVX9 2054-04-20 6.000000 0.00 30481.00 18070.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H2LQ4 2054-04-20 6.000000 0.00 49315.00 39245.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KL4D6 2055-05-20 7.000000 0.00 1584920.00 645936.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N33Q5 2056-05-20 7.000000 0.00 2316330.00 2441772.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NWVR8 2056-02-20 5.500000 0.00 1458436.00 1429769.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V64X3 2055-12-20 6.500000 0.00 468416.00 410014.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200XG78 2031-11-15 6.000000 0.00 5579648.00 33767.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201YCK0 2033-04-15 5.500000 0.00 362245.00 5195.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DNZ0 2031-07-20 7.000000 0.00 1095000.00 1627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E2D0 2039-02-20 6.500000 0.00 40000.00 526.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EFP9 2035-10-20 5.500000 0.00 103000.00 1492.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36212MKU2 2030-11-15 8.500000 0.00 3744036.00 12313.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213EWN2 2032-03-15 5.000000 0.00 1474506.00 11741.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UE22 2031-12-15 6.000000 0.00 2074340.00 6427.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225BSS8 2032-03-15 8.000000 0.00 4657446.00 5724.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290YJF6 2033-09-15 4.500000 0.00 66829.00 920.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290YUX4 2033-10-15 4.500000 0.00 100000.00 1319.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296DP44 2038-12-15 6.000000 0.00 1372132.00 10936.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-02-25 2027-02-25 2027-02-25 N N N 0.0395 4993070.50 4993070.50 0.0015 N N N Y BNP PARIBAS BNP PARIBAS 3.890002% TPR10D5A2 R0MUWSFPU8MPRO8K5P83 0000310732 TPR10D5A2779162BNP 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 3130G1GA4 2056-08-01 6.500000 0.00 1000.00 1024.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XY3E7 2048-01-01 4.000000 0.00 1859.00 780.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5E35 2046-03-01 3.000000 0.00 1000.00 113.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6AP5 2036-08-01 1.500000 0.00 1500006.00 686089.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5.000000 0.00 1000.00 730.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DT6E5 2053-05-01 4.500000 0.00 55935.00 43128.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DU7D3 2054-12-01 5.000000 0.00 408827.00 320425.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 1000.00 629.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 1914.00 1131.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY7A1 2046-02-01 5.500000 0.00 1000.00 906.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.500000 0.00 2732252.00 2228567.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKVN2 2047-05-01 4.500000 0.00 1001.00 222.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLC68 2047-07-01 4.500000 0.00 1022.00 170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJX29 2054-08-01 6.500000 0.00 1000.00 770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7.000000 0.00 1000.00 1018.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDWK2 2055-07-01 6.000000 0.00 1000.00 975.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBC5 2050-07-01 2.500000 0.00 7775190.00 3033526.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCK6 2052-02-01 2.000000 0.00 2731.00 1611.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.500000 0.00 1224.00 996.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 19432558.00 16077235.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6RS3 2050-10-01 5.000000 0.00 1000.00 906.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.500000 0.00 1008.00 826.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-08-01 7.000000 0.00 169961.00 168974.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418S2C2 2040-09-01 5.500000 0.00 1000.00 171.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419FEC6 2040-10-01 5.500000 0.00 1000.00 108.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 1008.00 913.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 1000.00 761.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 1013.00 974.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 2009.00 1861.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 1000.00 938.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 178175.00 84181.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1024.00 622.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XLC8 2052-11-20 2.500000 0.00 1000.00 530.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 2388.00 1552.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 1024.00 927.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1001.00 911.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 5771839.00 4111219.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 978234.00 847003.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5.000000 0.00 1000.00 887.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5.000000 0.00 1024.00 942.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 2977200.00 2595281.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 1200.00 1140.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 518600.00 482968.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 200.00 198.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 169100.00 163337.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0.00 0.00 100.00 33.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2027-02-26 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0389 29999994.00 29999994.00 0.0089 N N Y N BNP PARIBAS BNP PARIBAS 3.870000% TPR10D688 R0MUWSFPU8MPRO8K5P83 0000310732 TPR10D6887791621BN 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 3128LXJE1 2036-01-01 7.000000 0.00 89638.00 781.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 1000.00 546.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5.000000 0.00 1000.00 730.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1383.00 938.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPS25 2052-09-01 5.500000 0.00 1000.00 601.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQF84 2053-05-01 5.500000 0.00 1000.00 690.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 3532.00 2223.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 2024.00 1196.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BP3X4 2052-11-01 5.000000 0.00 1000.00 673.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 1000.00 596.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY7A1 2046-02-01 5.500000 0.00 1000.00 906.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.500000 0.00 1000.00 816.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKVN2 2047-05-01 4.500000 0.00 1016.00 226.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJX29 2054-08-01 6.500000 0.00 1000.00 770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7.000000 0.00 1000.00 1018.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDWK2 2055-07-01 6.000000 0.00 1000.00 975.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FPE70 2047-07-01 4.500000 0.00 1000.00 188.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KVG38 2051-01-01 2.000000 0.00 1868.00 1100.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPVJ6 2053-08-01 5.500000 0.00 1000.00 747.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8K95 2048-02-01 4.500000 0.00 1000.00 250.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBC5 2050-07-01 2.500000 0.00 261516.00 102032.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1000.00 575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1007.00 693.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QREQ2 2053-01-01 5.500000 0.00 1000.00 697.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRH97 2053-02-01 6.500000 0.00 1142.00 496.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAW1 2053-05-01 5.500000 0.00 66703.00 45420.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVQV9 2049-11-01 5.000000 0.00 1000.00 745.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.500000 0.00 1001.00 814.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 60288.00 49878.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.500000 0.00 10885.00 10566.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 1000.00 520.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJFF5 2052-09-01 5.000000 0.00 1087.00 716.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPC31 2050-12-01 4.500000 0.00 7491976.00 5120651.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 667.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6.000000 0.00 5103360.00 3810023.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4.000000 0.00 1014.00 64.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.500000 0.00 1024.00 694.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKR7 2055-05-01 7.000000 0.00 4440986.00 2169137.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1000.00 888.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-08-01 7.000000 0.00 4590331.00 4563664.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419FEC6 2040-10-01 5.500000 0.00 1000.00 108.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1008.00 926.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 1000.00 906.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TPK6 2056-06-01 5.000000 0.00 1001.00 925.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TRS7 2055-11-01 6.500000 0.00 1000.00 983.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6.000000 0.00 1008.00 937.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 2752.00 2549.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.500000 0.00 16973.00 16161.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GYJF3 2056-09-01 5.500000 0.00 1113.00 1068.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 7.000000 0.00 1580000.00 1118347.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K5B69 2056-05-01 5.500000 0.00 1000.00 911.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 64835.00 30632.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.500000 0.00 1000.00 586.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 1008.00 637.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 1000.00 650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 1120.00 608.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 1000.00 575.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 1000.00 642.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GX7D2 2054-03-20 5.500000 0.00 3975.00 3248.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 1000.00 879.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 1000.00 905.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 1634.00 1164.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.500000 0.00 6269.00 4722.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 1008.00 877.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 1008.00 738.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5.000000 0.00 1000.00 920.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMQV8 2056-06-20 6.500000 0.00 1000.00 1039.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 100.00 65.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 273100.00 173461.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 41200.00 36135.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100800.00 90196.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 121900.00 116105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 800.00 792.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRP8 2028-09-30 4.750000 0.00 1600.00 1596.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2027-02-26 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0387 16999996.60 16999996.60 0.0051 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.880001% TPR10D6D6 1VUV7VQFKUOQSJ21A208 0001330437 TPR10D6D67791621CR 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 912803BM4 2027-11-15 0.00 0.00 100.00 95.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0.00 0.00 3880300.00 1192408.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GN7 2042-11-15 0.00 0.00 2961300.00 1194091.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 1000.00 764.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 893200.00 536599.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 400.00 290.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 400.00 349.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912821AW5 2028-11-15 0.00 0.00 25000.00 22550.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 65100.00 57511.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1235500.00 1198437.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 521100.00 515384.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 38700.00 37896.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 87200.00 84628.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 13100.00 12988.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1209800.00 1186165.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 463600.00 460061.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 246000.00 245886.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 35.00 16.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 1877428.00 742718.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0.00 0.00 362778.00 118668.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0.00 0.00 1974090.00 552392.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0.00 0.00 20.00 4.00 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 2026-10-07 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 0.0388 7999994.40 7999994.40 0.0024 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.990000% TPR10DD60 MBNUM2BPBDO7JBLYG310 0000315030 TPR10DD60779162CGM 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 313385L61 2026-10-23 0.00 0.00 1592000.00 1587924.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EWBL3 2031-01-28 3.750000 0.00 83000.00 79211.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36178DH20 2042-09-15 3.000000 0.00 700000.00 77624.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QWK3 2044-11-20 6.000000 0.00 50000.00 3530.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179T6J9 2032-10-20 6.500000 0.00 295924.00 20671.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TF83 2032-09-20 3.500000 0.00 925000.00 76382.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TUC7 2048-03-20 4.500000 0.00 670000.00 49543.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GB6V1 2054-03-20 6.000000 0.00 1656.00 1510.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GVDK3 2054-06-20 6.000000 0.00 1359.00 995.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36194GQW7 2046-07-20 3.500000 0.00 250000.00 24542.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196HPQ7 2047-01-15 4.000000 0.00 208825.00 14519.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200RWR9 2031-11-15 6.000000 0.00 498869.00 964.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200VP64 2031-11-15 6.000000 0.00 705002.00 6546.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.500000 0.00 32050.00 893.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EYN3 2038-12-20 6.500000 0.00 106000.00 1411.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FZZ2 2041-12-20 4.500000 0.00 1076946.00 48235.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206RTM8 2028-12-15 6.500000 0.00 504997.00 2350.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36207KK74 2029-02-15 6.000000 0.00 919789.00 1627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36208SXD9 2028-12-15 6.250000 0.00 255000.00 2315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36209QQE8 2029-02-15 6.000000 0.00 679038.00 5898.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210PUK8 2029-02-15 6.000000 0.00 2911592.00 2994.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210RG61 2031-11-15 6.000000 0.00 463169.00 2396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211QBK6 2030-09-15 8.000000 0.00 932870.00 2041.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211WCE6 2030-01-15 5.470000 0.00 988043.00 13749.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36211XCZ7 2030-04-15 8.000000 0.00 305985.00 2839.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213EMD5 2031-11-15 6.000000 0.00 1127628.00 2596.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UD31 2031-11-15 6.000000 0.00 5000200.00 8665.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UPJ3 2031-08-15 6.000000 0.00 775555.00 1997.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VVW5 2031-12-15 6.000000 0.00 3770436.00 17186.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213WJA5 2031-11-15 6.000000 0.00 283000.00 11226.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A23F7 2047-08-15 4.500000 0.00 222000.00 21043.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KK80 2036-08-15 6.000000 0.00 206000.00 3142.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KNW4 2037-10-15 6.000000 0.00 1637174.00 14234.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295GLK6 2045-07-15 3.000000 0.00 1000000.00 111055.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295J7D2 2037-12-15 6.000000 0.00 763342.00 6456.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296FAH6 2038-07-15 6.000000 0.00 302000.00 2717.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296QL31 2039-03-15 5.000000 0.00 1039000.00 8439.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296UXY1 2039-05-15 4.500000 0.00 54011.00 871.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297AKJ1 2039-01-15 5.000000 0.00 2683000.00 19847.00 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ED0 2038-06-15 5.500000 0.00 28000.00 28275.00 Agency Debentures and Agency Strips UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 3106400.00 2811548.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-03-03 2027-03-03 2027-03-03 N N N 0.0399 4993327.00 4993327.00 0.0015 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.880001% TPR10DD8E 1VUV7VQFKUOQSJ21A208 0001330437 TPR10DD8E7791624CR 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 912810QU5 2042-02-15 3.125000 0.00 100.00 75.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 200.00 161.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 100.00 107.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 76.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 600.00 422.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 200.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 72.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 11100.00 8125.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 24500.00 22992.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 500.00 614.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 17000.00 22017.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 2602100.00 2203953.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 2599100.00 2207151.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 2800.00 3228.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 200.00 177.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 88300.00 87380.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 9600.00 9331.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 8000.00 8158.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 22000.00 21478.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 38200.00 38637.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2320000.00 2236965.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 7200.00 7185.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 14800.00 14564.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 200.00 193.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 2253300.00 2243360.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 800.00 773.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1200.00 1158.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 10200.00 10162.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 2312900.00 2208034.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 1774000.00 1689948.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 90400.00 89348.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 4211120.00 2163850.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0.00 0.00 469.00 205.00 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 2026-10-07 2027-03-03 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 0.0388 14999991.00 14999991.00 0.0045 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.880001% TPR10E479 ZBUT11V806EZRVTWT807 0000782124 TPR10E4797791621JP 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 912810SA7 2048-02-15 3.000000 0.00 800.00 536.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1600.00 942.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 38400.00 32609.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 14656000.00 15263515.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 15400.00 14881.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 6400.00 6012.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 8000.00 7535.00 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 2026-10-07 2026-10-15 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 0.0388 14999980.50 14999980.50 0.0045 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.880001% TPR10E8DF G5GSEF7VJP5I7OUK5573 0000312070 TPR10E8DF779162BAR 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 3132A1WR1 2037-08-01 5.500000 0.00 1014.00 4.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DP7 2045-04-01 3.500000 0.00 25000.00 2021.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XQ91 2033-11-01 5.500000 0.00 98630528.00 435666.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4C47 2055-11-01 5.500000 0.00 1024.00 885.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RCM0 2055-12-01 6.500000 0.00 1008.00 859.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQXY3 2054-01-01 5.500000 0.00 1024.00 767.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JW5X0 2056-03-01 6.500000 0.00 25000.00 21685.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MAW0 2042-04-20 3.000000 0.00 25000.00 1725.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NH92 2043-07-20 3.000000 0.00 28000.00 2721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NNA2 2043-09-20 3.500000 0.00 14058798.00 1145506.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NNB0 2043-09-20 4.000000 0.00 25492.00 1222.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U6X5 2049-11-20 4.500000 0.00 23000.00 2504.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UPC0 2049-03-20 5.000000 0.00 4558900.00 257732.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WB56 2051-03-20 5.000000 0.00 35000.00 10230.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 3516754.00 1876520.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFD3 2052-09-20 2.500000 0.00 19000.00 10219.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 283383.00 184721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617LTRG8 2049-10-15 3.500000 0.00 31552.00 3650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617UQAV9 2051-02-20 3.500000 0.00 25858.00 14804.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617V83H7 2051-04-20 3.500000 0.00 23000.00 13264.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AAJ2 2054-09-20 7.000000 0.00 22949.00 6977.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36182R5W0 2044-09-15 4.000000 0.00 36599.00 11459.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KFEH9 2055-03-20 6.500000 0.00 12800.00 13053.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LS7J4 2055-10-20 5.000000 0.00 593609.00 548872.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8PA6 2055-09-20 7.000000 0.00 1009390.00 1092871.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MP3L8 2056-01-20 6.500000 0.00 1352508.00 1082288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXC56 2056-03-20 5.000000 0.00 917064.00 855031.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N3TU8 2056-05-20 5.000000 0.00 1052581.00 982248.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56M6 2056-01-20 7.000000 0.00 701683.00 558263.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 24665.00 20992.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FJ1 2056-04-20 4.000000 0.00 25211.00 21602.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HP5 2056-05-20 2.500000 0.00 22613.00 17841.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6P68 2056-08-20 5.500000 0.00 232495.00 222866.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V23L9 2055-12-20 7.000000 0.00 1501300.00 1534044.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VHXV1 2056-06-20 6.000000 0.00 850096.00 847006.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202ET41 2038-06-20 6.500000 0.00 25000.00 316.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FHX7 2040-07-20 4.500000 0.00 29000.00 889.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36208WTM5 2037-02-15 6.000000 0.00 25000.00 465.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AAXL7 2039-10-15 4.500000 0.00 25000.00 293.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ANDM9 2040-07-15 4.500000 0.00 24917097.00 545944.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225B2V9 2033-12-15 6.000000 0.00 25000.00 190.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225B6M5 2034-07-15 6.000000 0.00 25000.00 195.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225BUN6 2032-08-15 6.000000 0.00 27688.00 77.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2GF3 2040-09-15 6.000000 0.00 25000.00 1379.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KGS1 2035-09-15 6.000000 0.00 33051.00 501.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VJW5 2036-10-15 6.000000 0.00 25000.00 296.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VL85 2036-12-15 6.000000 0.00 25000.00 1147.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292G6H3 2035-11-15 5.500000 0.00 35000.00 2378.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294W5C8 2037-06-15 6.000000 0.00 25000.00 218.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294WSK5 2037-02-15 6.000000 0.00 30231.00 1800.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294XAW6 2037-08-15 6.000000 0.00 25000.00 222.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294XB54 2037-08-15 6.500000 0.00 25008.00 481.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295HSH4 2037-08-15 6.000000 0.00 25000.00 271.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295PTK8 2037-10-15 6.000000 0.00 25000.00 81.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295PUZ3 2037-11-15 6.000000 0.00 25000.00 128.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295WU88 2040-11-15 6.000000 0.00 25374.00 1607.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296DLD8 2038-10-15 6.000000 0.00 25000.00 166.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296GP88 2038-06-15 5.500000 0.00 28554.00 506.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296P2V2 2038-09-15 6.000000 0.00 25000.00 141.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296SC78 2038-10-15 6.000000 0.00 25000.00 240.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296SC86 2038-10-15 6.000000 0.00 25000.00 191.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XSC9 2039-03-15 6.500000 0.00 33924.00 1773.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-21 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 0.0388 11999986.80 11999986.80 0.0036 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.880001% TPR10EA3D ZBUT11V806EZRVTWT807 0000782124 TPR10EA3D7791624JP 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 31402YF25 2033-10-01 5.500000 0.00 999995.00 14884.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJU66 2048-04-01 5.500000 0.00 1120904.00 258871.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JACE6 2043-02-01 3.000000 0.00 139000.00 36880.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KNPV4 2050-10-01 2.500000 0.00 7572488.00 3208912.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDT38 2050-06-01 2.500000 0.00 467000.00 175231.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QST84 2053-08-01 6.000000 0.00 15000000.00 9899414.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UD5E5 2056-05-01 5.000000 0.00 17930272.00 16440708.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140V0GR1 2056-10-01 7.000000 0.00 3534930.00 3665535.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAFV9 2051-03-01 2.500000 0.00 26000.00 13517.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGGF0 2052-04-01 3.000000 0.00 50000.00 28505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKVB3 2051-07-01 3.500000 0.00 530000.00 314366.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKYL8 2052-03-01 2.000000 0.00 100000.00 57924.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7GU6 2040-09-01 6.000000 0.00 10276624.00 8207418.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KJR6 2038-06-01 5.500000 0.00 476268543.00 2408616.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DEK4 2034-08-01 2.500000 0.00 788000.00 77919.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FTC1 2056-01-01 6.000000 0.00 1982028.00 1672450.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AVH7 2038-11-01 6.000000 0.00 1012594.00 17440.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWDP1 2055-12-01 5.000000 0.00 240000.00 213412.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NBG2 2043-04-20 6.000000 0.00 2023000.00 82066.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYR2 2047-03-20 3.000000 0.00 990000.00 123446.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U2X9 2034-10-20 2.500000 0.00 9950048.00 1186475.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H2MF7 2054-04-20 5.500000 0.00 6324912.00 5160477.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HWWF0 2054-11-20 7.000000 0.00 1131066.00 864207.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JBNR8 2054-10-20 7.000000 0.00 2036956.00 1910116.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5LW7 2040-06-20 5.000000 0.00 103870.00 78136.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6PZ4 2056-08-20 3.000000 0.00 21938592.00 18254088.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6SC2 2056-09-20 6.000000 0.00 126750208.00 125417218.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0WT3 2056-06-20 5.000000 0.00 2311036.00 2160906.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4ED0 2056-08-20 3.500000 0.00 1672858.00 1378808.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W9NY3 2056-09-20 6.000000 0.00 10237439.00 10209822.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WFAB3 2056-08-20 5.500000 0.00 2937276.00 2842079.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36194BZF5 2046-06-20 3.000000 0.00 371999.00 124595.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A23F7 2047-08-15 4.500000 0.00 56000.00 5308.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-07 2026-11-23 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 0.0388 209999832.00 209999832.00 0.0626 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.890002% TPR10ED92 MBNUM2BPBDO7JBLYG310 0000315030 TPR10ED927791625CG 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 912797WK9 2027-03-11 0.00 0.00 5197200.00 5100012.00 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 2026-10-07 2027-03-25 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 0.0389 4999997.00 4999997.00 0.0015 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.880001% TPR10EFAA 1VUV7VQFKUOQSJ21A208 0001330437 TPR10EFAA779162CRE 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 912803BM4 2027-11-15 0.00 0.00 200.00 190.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 996200.00 395422.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0.00 0.00 78000.00 29042.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0.00 0.00 4800.00 1315.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 100.00 90.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 1009400.00 719897.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 300.00 242.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 300.00 178.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 896500.00 740343.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 200.00 158.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 785300.00 699188.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 200.00 167.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 400.00 353.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 20200.00 18850.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 200.00 193.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 23200.00 23063.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 93600.00 90839.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 10200.00 10244.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 758000.00 738052.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 2600.00 2572.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 765100.00 728850.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 299800.00 297512.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 678750.00 603015.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 76.00 67.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834F29 2052-11-15 0.00 0.00 270.00 60.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 390.00 101.00 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 2026-10-07 2027-03-25 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 0.0388 4999997.00 4999997.00 0.0015 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.880001% TPR10EFB4 ZBUT11V806EZRVTWT807 0000782124 TPR10EFB47791622JP 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 91282CDX6 2032-01-15 0.125000 0.00 14524800.00 15303358.00 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 2026-10-07 2026-11-30 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 0.0388 14999997.00 14999997.00 0.0045 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.890000% TPR10F190 MBNUM2BPBDO7JBLYG310 0000315030 TPR10F1907791626CG 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 36179Q2C4 2030-02-20 4.000000 0.00 1294314.00 37651.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QRZ6 2044-10-20 4.000000 0.00 641921.00 35745.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QWJ6 2044-12-20 5.500000 0.00 3952790.00 207234.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UH39 2048-12-20 3.500000 0.00 66122000.00 6578612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUJ9 2049-06-20 3.500000 0.00 1760654.00 151803.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VTY6 2050-09-20 3.500000 0.00 1686414.00 409846.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.500000 0.00 3810000.00 2365631.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WLQ9 2051-08-20 3.000000 0.00 13916272.00 6727893.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WPG7 2036-10-20 3.500000 0.00 131731.00 44516.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YSA3 2039-03-20 6.500000 0.00 48256.00 20829.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617B5DY7 2047-09-20 3.500000 0.00 579236.00 91839.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180C5Q8 2043-02-20 3.500000 0.00 500000.00 59129.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180KJQ5 2043-04-15 3.500000 0.00 651720.00 63548.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36182AK59 2043-10-15 3.750000 0.00 1446926.00 89304.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36184QRY2 2045-04-15 3.500000 0.00 427902.00 8508.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KCT23 2055-03-20 6.000000 0.00 9148340.00 7696615.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KW2G7 2055-06-20 6.500000 0.00 2081230.00 2124992.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L1BS8 2055-06-20 6.500000 0.00 76602.00 61717.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LGAK3 2055-08-20 7.000000 0.00 1368974.00 760940.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LHU78 2055-07-20 7.000000 0.00 1545000.00 388817.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LLET9 2055-09-20 7.000000 0.00 2188170.00 2360875.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M0NE7 2055-10-20 7.500000 0.00 1012962.00 1073003.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N3X74 2056-04-20 7.500000 0.00 1156470.00 1243351.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TL3 2055-08-20 4.500000 0.00 50398592.00 44201306.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NLKY9 2055-03-20 6.500000 0.00 604561.00 259165.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NNYH7 2055-05-20 7.000000 0.00 5021864.00 5281981.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMP31 2056-06-20 6.000000 0.00 1289022.00 1300241.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VT2H0 2056-07-20 6.000000 0.00 7346024.00 7359596.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0GF1 2056-07-20 5.000000 0.00 1337760.00 1252608.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W2RG3 2056-07-20 6.000000 0.00 3268532.00 3281039.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4KG6 2056-06-20 6.000000 0.00 4153784.00 4191909.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WEX96 2056-08-20 5.500000 0.00 5094810.00 4931747.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36197ELC8 2047-05-15 4.000000 0.00 158686.00 8630.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DE23 2029-12-20 7.500000 0.00 1736704.00 692.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EQC6 2037-11-20 7.000000 0.00 2575000.00 23338.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620C3VR0 2040-08-15 5.000000 0.00 303219.00 38975.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210AXX0 2028-12-15 6.500000 0.00 2572252.00 634.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213WPL4 2031-10-15 6.000000 0.00 995161.00 10746.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2VB5 2046-09-15 4.500000 0.00 932570.00 54985.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABYM8 2052-06-20 3.500000 0.00 200000.00 85565.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AC3V0 2047-10-20 3.500000 0.00 20621344.00 12845512.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ADMR6 2051-01-20 6.000000 0.00 9793088.00 7333232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295FCS1 2038-10-15 5.500000 0.00 935307.00 71353.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296QBN8 2038-10-15 5.500000 0.00 1859258.00 10261.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912821EK7 2030-05-15 0.00 0.00 1302000.00 1086743.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 82713400.00 78214654.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 77562300.00 35274403.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0.00 0.00 30593000.00 6098286.00 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 0.0389 241000000.00 241000000.00 0.0719 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.900000% TPR10F196 VYVVCKR63DVZZN70PB21 0001224385 TPR10F1967791625WE 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 36178DQ79 2042-12-20 3.000000 0.00 3705000.00 462242.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MSV3 2042-11-20 2.500000 0.00 108566.00 12320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179N5V6 2044-03-20 3.500000 0.00 23663000.00 1471931.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QT35 2044-11-20 3.000000 0.00 4250000.00 365433.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TLR4 2047-11-20 3.000000 0.00 1069565684.00 122207988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TSH9 2048-02-20 4.000000 0.00 5293287.00 445520.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VFS4 2050-02-20 4.500000 0.00 41895267.00 4578969.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WSZ2 2036-12-20 1.500000 0.00 112198.00 48206.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDC7 2052-08-20 3.500000 0.00 56581679.00 33689605.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617MQCA2 2050-11-20 3.000000 0.00 4480013.00 1872362.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AB77 2054-10-20 4.000000 0.00 120463.00 97271.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BEHY2 2053-04-20 6.500000 0.00 1760593.00 1158768.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BJEM0 2053-06-20 6.500000 0.00 1922504.00 1124145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MNUN9 2056-01-20 6.000000 0.00 23817401.00 23855077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HT7 2056-05-20 4.500000 0.00 158938990.00 141583931.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V4PW7 2056-01-20 5.000000 0.00 5700693.00 5077973.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9C91 2056-03-20 6.500000 0.00 1191589.00 963514.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VHBQ6 2056-04-20 5.000000 0.00 1241474.00 1158859.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJMP2 2056-04-20 5.000000 0.00 1547288.00 1093378.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQGE8 2056-05-20 5.000000 0.00 13677545.00 12914103.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VRR79 2056-07-20 5.500000 0.00 4525475.00 4382086.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0BJ8 2056-06-20 5.000000 0.00 4034843.00 3773436.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WC4R2 2056-08-20 5.000000 0.00 1263475.00 1184374.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WJ5Y1 2056-09-20 6.000000 0.00 1532868.00 1529498.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202F2M7 2042-01-20 4.000000 0.00 75060487.00 3396362.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FGY6 2040-06-20 5.000000 0.00 5165749.00 156301.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ASWA3 2041-09-20 4.500000 0.00 3804869.00 136348.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 358000000.00 358000000.00 0.1067 N Y Y N BANK OF MONTREAL Joint Account III 3.890000% TPR10F1D2 NQQ6HPCNCCU6TUTQYE16 0000927971 TPR10F1D27791621BA 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 912810FA1 2027-08-15 6.375000 0.00 2371840.00 2425488.14 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 2585154.78 2475360.56 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 4127276.52 3844323.90 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 4456820.87 4082961.53 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 6398358.26 4904276.03 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 5334678.26 4024167.79 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 5211186.09 4213762.50 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 4244507.83 2730797.36 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 4081892.17 2883077.29 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 5116215.65 3231744.56 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 7691213.91 4884536.21 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 6348160.00 4245833.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 8241113.04 4786935.10 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 8308758.26 4906394.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1085579.13 654315.69 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 6666824.35 4499944.63 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 4529057.39 3603758.47 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 4292507.83 3785734.40 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 5446010.43 4773121.67 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 69565217.39 69565217.39 0.0207 N Y Y N BANK OF AMERICA; NA Joint Account III 3.900000% TPR10F1D2 N.A. TPR10F1D2779162BAN 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 91282CCS8 2031-08-15 1.250000 0.00 101628354.78 85147843.34 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 83478260.87 83478260.87 0.0249 N Y Y N WELLS FARGO SECURITIES LLC Joint Account III 3.900000% TPR10F1D2 N.A. 0001224385 TPR10F1D2779162WEL 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 36179MNJ5 2042-09-20 4.000000 0.00 328417.39 19154.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QL66 2044-08-20 4.000000 0.00 587130.43 32283.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179S2Q9 2047-04-20 4.000000 0.00 49079295.16 3764576.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TF67 2032-09-20 2.500000 0.00 45259.13 4094.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TJY2 2047-10-20 4.000000 0.00 2115053.08 197946.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4.000000 0.00 356672.56 26234.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 873538.50 380813.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YZK3 2039-08-20 4.000000 0.00 57819.83 43040.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617W2Z76 2051-07-20 2.000000 0.00 307230.05 204905.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JDJ99 2054-09-20 4.000000 0.00 330003.48 277770.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MEHE4 2056-04-20 5.000000 0.00 307470.47 288055.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MGUD6 2056-04-20 5.000000 0.00 434014.89 404830.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MX4B2 2056-07-20 5.000000 0.00 2186412.52 2049246.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXPR4 2056-04-20 5.000000 0.00 9651939.34 9016759.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXQK8 2056-04-20 5.000000 0.00 1339472.42 1253397.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 138430621.22 121153917.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5B99 2039-12-20 3.500000 0.00 10101.15 3016.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5FU8 2040-02-20 4.500000 0.00 356083.20 249839.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6M95 2056-07-20 4.500000 0.00 32978407.79 29464482.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VEGQ8 2056-04-20 5.000000 0.00 2279449.60 2126529.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJXX3 2056-05-20 5.000000 0.00 439209.46 408833.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQDL5 2056-05-20 5.000000 0.00 585169.25 549807.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36195LPZ9 2046-11-20 3.000000 0.00 208695.65 43504.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FDA1 2039-12-20 4.000000 0.00 52031.72 2177.11 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 166956521.74 166956521.74 0.0498 N Y Y N Goldman Sachs Variable Insurance Trust 2026-10-07 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer