N-MFP3 0001046292 XXXXXXXX 2026-05-29 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. 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0.7651 2026-05-26 1672779689.70 3120479836.83 0.4147 0.7735 2026-05-27 1660018364.00 3107726038.83 0.4128 0.7728 2026-05-28 1622278881.85 3064898139.75 0.4076 0.7701 2026-05-29 29206470.51 3934023506.69 3934303205.49 16111660.25 16480506.55 3963140829.70 3963182023.6700 Y 1.0000 0.0371 2026-05-01 0.0371 2026-05-04 0.0371 2026-05-05 0.0371 2026-05-06 0.0370 2026-05-07 0.0370 2026-05-08 0.0368 2026-05-11 0.0368 2026-05-12 0.0367 2026-05-13 0.0367 2026-05-14 0.0367 2026-05-15 0.0366 2026-05-18 0.0365 2026-05-19 0.0364 2026-05-20 0.0364 2026-05-21 0.0364 2026-05-22 0.0363 2026-05-26 0.0364 2026-05-27 0.0365 2026-05-28 0.0366 2026-05-29 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 0.9999 2026-05-14 0.9999 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 0.9999 2026-05-21 0.9999 2026-05-22 0.9999 2026-05-26 0.9999 2026-05-27 0.9999 2026-05-28 0.9999 2026-05-29 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670616.93 107896.41 2026-05-28 292125.43 140567.27 2026-05-29 20853310.35 24058272.67 0.0328 2026-05-01 0.0328 2026-05-04 0.0328 2026-05-05 0.0328 2026-05-06 0.0327 2026-05-07 0.0327 2026-05-08 0.0324 2026-05-11 0.0324 2026-05-12 0.0324 2026-05-13 0.0324 2026-05-14 0.0323 2026-05-15 0.0322 2026-05-18 0.0322 2026-05-19 0.0321 2026-05-20 0.0320 2026-05-21 0.0320 2026-05-22 0.0320 2026-05-26 0.0321 2026-05-27 0.0322 2026-05-28 0.0323 2026-05-29 Y 7995.00 Insurance company 0.18 0.00 Insurance company 0.2431 0.00 Insurance company 0.4538 0.00 N Institutional Shares C000133599 1.00 3291590034.71 3291624248.4000 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 0.9999 2026-05-14 0.9999 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 0.9999 2026-05-21 0.9999 2026-05-22 0.9999 2026-05-26 0.9999 2026-05-27 0.9999 2026-05-28 0.9999 2026-05-29 18512160.50 683322.21 2026-05-01 442519.51 2206004.25 2026-05-04 200268.67 57632497.60 2026-05-05 94533094.44 3458272.46 2026-05-06 1298912.06 2271579.02 2026-05-07 1277526.26 5190897.33 2026-05-08 223023378.33 3076839.56 2026-05-11 1460888.52 2684031.95 2026-05-12 10816940.76 452134.02 2026-05-13 5340636.06 370077.67 2026-05-14 1047374.35 2606500.00 2026-05-15 1623904.22 4852628.50 2026-05-18 3771580.30 1661340.30 2026-05-19 2537035.55 4452481.96 2026-05-20 8411474.32 79459266.27 2026-05-21 3757972.06 2901019.98 2026-05-22 2498364.59 30036.91 2026-05-26 840495.98 2759435.09 2026-05-27 671913.83 1676079.60 2026-05-28 1730493.40 6503986.16 2026-05-29 383796933.71 184928430.84 0.0353 2026-05-01 0.0353 2026-05-04 0.0353 2026-05-05 0.0353 2026-05-06 0.0352 2026-05-07 0.0352 2026-05-08 0.0349 2026-05-11 0.0349 2026-05-12 0.0349 2026-05-13 0.0349 2026-05-14 0.0348 2026-05-15 0.0347 2026-05-18 0.0347 2026-05-19 0.0346 2026-05-20 0.0345 2026-05-21 0.0345 2026-05-22 0.0345 2026-05-26 0.0346 2026-05-27 0.0347 2026-05-28 0.0348 2026-05-29 Y 38654.00 Broker-dealer 0.2164 0.00 Depository institution or other banking institution 0.1902 0.00 Insurance company 0.246 0.00 Insurance company 0.2291 0.00 N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.800002% 3130B2LS2 N.A. US3130B2LS24 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+ 2026-06-01 2026-09-09 2026-09-09 N N N 0.0370 4961045.62 4961045.62 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.759998% 3130B3EC3 N.A. 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+ 2026-06-01 2026-10-29 2026-10-29 N N N 0.0365 2971469.73 2971469.73 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.755002% 3130B4FQ9 N.A. 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+ 2026-06-01 2027-01-06 2027-01-06 N N N 0.0367 9425786.80 9425786.80 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B57B8 N.A. 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+ 2026-06-01 2027-02-19 2027-02-19 N N N 0.0373 6564603.15 6564603.15 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130B5D70 N.A. 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+ 2026-06-01 2027-02-26 2027-02-26 N N N 0.0373 3879780.70 3879780.70 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.719999% 3130B5Y85 N.A. 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+ 2026-06-01 2026-10-21 2026-10-21 N N N 0.0371 3815356.24 3815356.24 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130B5YZ5 N.A. 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+ 2026-06-01 2027-01-25 2027-01-25 N N N 0.0370 2155713.82 2155713.82 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.714998% 3130B6ZG4 N.A. 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+ 2026-06-01 2027-04-09 2027-04-09 N N N 0.0374 4644640.66 4644640.66 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.640000% 3130B8NZ1 N.A. US3130B8NZ19 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+ 2026-06-01 2026-08-21 2026-08-21 N N N 0.0365 3014962.52 3014962.52 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.679999% 3130B9C32 N.A. US3130B9C325 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+ 2026-06-01 2027-07-28 2027-07-28 N N N 0.0370 3994938.32 3994938.32 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.624998% 3130B9CL2 N.A. US3130B9CL25 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+ 2026-06-01 2026-08-06 2026-08-06 N N N 0.0364 1649986.31 1649986.31 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.679999% 3130B9CZ1 N.A. 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+ 2026-06-01 2027-07-30 2027-07-30 N N N 0.0370 3569949.13 3569949.13 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.624998% 3130B9DT4 N.A. US3130B9DT42 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+ 2026-06-01 2026-08-10 2026-08-10 N N N 0.0364 1524987.24 1524987.24 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.624998% 3130B9DV9 N.A. US3130B9DV97 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+ 2026-06-01 2026-08-06 2026-08-06 N N N 0.0364 819992.90 819992.90 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.620002% 3130B9EK2 N.A. US3130B9EK24 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+ 2026-06-01 2026-06-08 2026-06-08 N N N 0.0364 169999454.30 169999454.30 0.0429 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.669998% 3130B9EU0 N.A. 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+ 2026-06-01 2027-05-06 2027-05-06 N N N 0.0369 3204958.62 3204958.62 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B9GY0 N.A. US3130B9GY00 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+ 2026-06-01 2028-02-11 2028-02-11 N N N 0.0373 8999810.82 8999810.82 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 3130B9JQ4 254900C5LP6DN9OP9V83 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+ 2026-06-01 2027-08-20 2027-08-20 N N N 0.0370 629990.49 629990.49 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130B9M56 N.A. US3130B9M563 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+ 2026-06-01 2028-02-18 2028-02-18 N N N 0.0372 6514890.68 6514890.68 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130B9M64 N.A. US3130B9M647 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+ 2026-06-01 2028-02-25 2028-02-25 N N N 0.0372 13024780.92 13024780.92 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.679999% 3130B9XB1 N.A. 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+ 2026-06-01 2027-10-20 2027-10-20 N N N 0.0370 1574979.40 1574979.40 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.685000% 3130B9XC9 N.A. 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+ 2026-06-01 2027-11-19 2027-11-19 N N N 0.0370 1964987.13 1964987.13 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.690000% 3130BAKF3 N.A. 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+ 2026-06-01 2027-10-29 2027-10-29 N N N 0.0371 44999517.60 44999517.60 0.0114 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130BATP2 N.A. US3130BATP28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-05-26 2028-05-26 N N N 0.0372 4894995.84 4894995.84 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.660001% 3130BATU1 N.A. 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+ 2026-06-01 2027-05-27 2027-05-27 N N N 0.0368 699998.35 699998.35 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313313ZW1 254900C5LP6DN9OP9V83 US313313ZW10 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+ 2026-07-27 2026-07-27 2026-07-27 N N N 0.0361 686917.44 686917.44 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384CB3 N.A. 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 0.0366 7272154.24 7272154.24 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384CM9 N.A. 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 0.0366 5826780.30 5826780.30 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385A22 N.A. US313385A228 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+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0361 22542879.70 22542879.70 0.0057 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385A55 N.A. US313385A558 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+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0361 6627842.50 6627842.50 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385A63 N.A. US313385A632 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+ 2026-08-04 2026-08-04 2026-08-04 N N N 0.0361 3513236.28 3513236.28 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385B88 N.A. US313385B887 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+ 2026-08-14 2026-08-14 2026-08-14 N N N 0.0361 2989735.45 2989735.45 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385C79 N.A. US313385C794 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+ 2026-08-21 2026-08-21 2026-08-21 N N N 0.0361 3627187.46 3627187.46 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385D29 N.A. US313385D297 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+ 2026-08-24 2026-08-24 2026-08-24 N N N 0.0361 7157011.49 7157011.49 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385D52 N.A. US313385D529 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+ 2026-08-27 2026-08-27 2026-08-27 N N N 0.0361 3625977.53 3625977.53 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385D60 N.A. US313385D602 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+ 2026-08-28 2026-08-28 2026-08-28 N N N 0.0361 11225619.70 11225619.70 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385F27 N.A. US313385F276 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+ 2026-09-09 2026-09-09 2026-09-09 N N N 0.0360 9221168.23 9221168.23 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385G67 N.A. US313385G670 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+ 2026-09-21 2026-09-21 2026-09-21 N N N 0.0360 22277195.90 22277195.90 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385G91 N.A. US313385G910 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+ 2026-09-24 2026-09-24 2026-09-24 N N N 0.0360 1485289.23 1485289.23 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H58 N.A. US313385H587 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+ 2026-09-28 2026-09-28 2026-09-28 N N N 0.0360 7420480.85 7420480.85 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H66 N.A. US313385H660 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+ 2026-09-29 2026-09-29 2026-09-29 N N N 0.0360 7419730.70 7419730.70 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H74 N.A. US313385H744 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+ 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 13452334.15 13452334.15 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H82 N.A. US313385H827 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+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0363 15289105.83 15289105.83 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385J72 N.A. US313385J724 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+ 2026-10-08 2026-10-08 2026-10-08 N N N 0.0363 3044981.91 3044981.91 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385K47 N.A. 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 0.0363 32974745.70 32974745.70 0.0083 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385R81 N.A. 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 0.0362 5599519.46 5599519.46 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385S31 N.A. 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 0.0362 9620601.57 9620601.57 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385U46 N.A. 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 0.0362 11522640.39 11522640.39 0.0029 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385V37 N.A. 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 0.0362 37963133.68 37963133.68 0.0096 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385XN1 N.A. US313385XN16 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+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 5109453.92 5109453.92 0.0013 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385XR2 N.A. US313385XR20 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+ 2026-06-04 2026-06-04 2026-06-04 N N N 0.0363 7331561.72 7331561.72 0.0018 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385XW1 N.A. US313385XW15 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+ 2026-06-09 2026-06-09 2026-06-09 N N N 0.0363 5121313.29 5121313.29 0.0013 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385XY7 N.A. US313385XY70 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+ 2026-06-11 2026-06-11 2026-06-11 N N N 0.0363 7032769.14 7032769.14 0.0018 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385XZ4 N.A. US313385XZ46 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+ 2026-06-12 2026-06-12 2026-06-12 N N N 0.0363 1526841.56 1526841.56 0.0004 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385YE0 N.A. US313385YE08 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+ 2026-06-17 2026-06-17 2026-06-17 N N N 0.0363 6876799.93 6876799.93 0.0017 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385YF7 N.A. US313385YF72 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+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0363 2458032.94 2458032.94 0.0006 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385YM2 N.A. US313385YM24 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+ 2026-06-24 2026-06-24 2026-06-24 N N N 0.0363 5903482.34 5903482.34 0.0015 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZQ2 N.A. US313385ZQ29 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+ 2026-07-21 2026-07-21 2026-07-21 N N N 0.0361 14175364.81 14175364.81 0.0036 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZR0 N.A. US313385ZR02 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+ 2026-07-22 2026-07-22 2026-07-22 N N N 0.0361 7917950.89 7917950.89 0.0020 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZT6 N.A. US313385ZT67 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+ 2026-07-24 2026-07-24 2026-07-24 N N N 0.0361 8607459.06 8607459.06 0.0022 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZW9 N.A. US313385ZW96 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+ 2026-07-27 2026-07-27 2026-07-27 N N N 0.0361 3796436.62 3796436.62 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZY5 N.A. US313385ZY52 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+ 2026-07-29 2026-07-29 2026-07-29 N N N 0.0361 5763576.98 5763576.98 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397A50 S6XOOCT0IEG5ABCC6L87 US313397A504 0001026214 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+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0361 7125526.72 7125526.72 0.0018 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397D99 S6XOOCT0IEG5ABCC6L87 US313397D995 0001026214 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+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0361 9558047.46 9558047.46 0.0024 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397ZQ7 S6XOOCT0IEG5ABCC6L87 US313397ZQ74 0001026214 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+ 2026-07-21 2026-07-21 2026-07-21 N N N 0.0361 3803704.66 3803704.66 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 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+ 2026-06-01 2026-11-16 2026-11-16 N N N 0.0367 1804337.62 1804337.62 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998% 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+ 2026-06-01 2027-02-12 2027-02-12 N N N 0.0368 619230.46 619230.46 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 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+ 2026-06-01 2027-02-24 2027-02-24 N N N 0.0373 1030940.91 1030940.91 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 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+ 2026-06-01 2027-02-26 2027-02-26 N N N 0.0374 6249169.75 6249169.75 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000% 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+ 2026-06-01 2026-12-07 2026-12-07 N N N 0.0368 2255535.68 2255535.68 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001% 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+ 2026-06-01 2027-03-11 2027-03-11 N N N 0.0378 2844648.32 2844648.32 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERC74 254900C5LP6DN9OP9V83 US3133ERC748 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+ 2026-06-01 2026-09-21 2026-09-21 N N N 0.0371 1036173.11 1036173.11 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133ERHB0 254900C5LP6DN9OP9V83 US3133ERHB07 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+ 2026-06-01 2026-06-12 2026-06-12 N N N 0.0363 1118017.90 1118017.90 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 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+ 2026-06-01 2026-12-18 2026-12-18 N N N 0.0373 2012501.11 2012501.11 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 3133ERLD1 254900C5LP6DN9OP9V83 US3133ERLD17 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+ 2026-06-01 2026-07-15 2026-07-15 N N N 0.0366 1427158.33 1427158.33 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 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+ 2026-06-01 2026-08-26 2026-08-26 N N N 0.0358 539249.49 539249.49 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 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+ 2026-06-01 2027-01-08 2027-01-08 N N N 0.0361 2706621.56 2706621.56 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 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+ 2026-06-01 2026-09-03 2026-09-03 N N N 0.0371 1909353.72 1909353.72 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 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+ 2026-06-01 2026-09-04 2026-09-04 N N N 0.0371 2046370.41 2046370.41 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 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+ 2026-06-01 2026-09-09 2026-09-09 N N N 0.0370 1210252.83 1210252.83 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERSX0 254900C5LP6DN9OP9V83 US3133ERSX08 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+ 2026-06-01 2026-06-10 2026-06-10 N N N 0.0366 1736037.81 1736037.81 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERTH4 254900C5LP6DN9OP9V83 US3133ERTH49 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+ 2026-06-01 2026-06-15 2026-06-15 N N N 0.0367 1700051.49 1700051.49 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERTW1 254900C5LP6DN9OP9V83 US3133ERTW16 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+ 2026-06-01 2026-06-18 2026-06-18 N N N 0.0367 3514130.19 3514130.19 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998% 3133ERV40 254900C5LP6DN9OP9V83 US3133ERV409 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+ 2026-06-01 2026-07-17 2026-07-17 N N N 0.0370 3327099.84 3327099.84 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.859999% 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+ 2026-06-01 2028-01-28 2028-01-28 N N N 0.0371 2017358.82 2017358.82 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 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+ 2026-06-01 2026-08-28 2026-08-28 N N N 0.0369 2015376.62 2015376.62 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERZP9 254900C5LP6DN9OP9V83 US3133ERZP90 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+ 2026-06-01 2026-08-06 2026-08-06 N N N 0.0370 4049425.31 4049425.31 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.870000% 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+ 2026-06-01 2027-11-12 2027-11-12 N N N 0.0371 1398569.90 1398569.90 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-06-01 2027-01-28 2027-01-28 N N N 0.0377 15394737.05 15394737.05 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 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+ 2026-06-01 2027-02-01 2027-02-01 N N N 0.0370 5285439.78 5285439.78 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 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+ 2026-06-01 2027-03-05 2027-03-05 N N N 0.0375 7499592.68 7499592.68 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999% 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+ 2026-06-01 2027-02-09 2027-02-09 N N N 0.0370 1285319.35 1285319.35 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.827970% 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+ 2026-06-01 2027-11-05 2027-11-05 N N N 0.0387 2306953.38 2306953.38 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.655001% 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+ 2026-06-01 2026-11-19 2026-11-19 N N N 0.0367 966002.92 966002.92 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 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+ 2026-06-01 2027-04-19 2027-04-19 N N N 0.0372 965963.85 965963.85 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.817969% 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+ 2026-06-01 2027-11-24 2027-11-24 N N N 0.0382 905000.00 905000.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 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+ 2026-06-01 2028-01-21 2028-01-21 N N N 0.0372 1546973.93 1546973.93 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.674999% 3133EWBG4 254900C5LP6DN9OP9V83 US3133EWBG43 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+ 2026-06-01 2027-06-28 2027-06-28 N N N 0.0369 3452964.26 3452964.26 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001% 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+ 2026-06-01 2027-10-29 2027-10-29 N N N 0.0374 1138071.75 1138071.75 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 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+ 2026-06-01 2027-07-28 2027-07-28 N N N 0.0370 588992.88 588992.88 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 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+ 2026-06-01 2028-02-02 2028-02-02 N N N 0.0372 1789195.48 1789195.48 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 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+ 2026-06-01 2028-01-03 2028-01-03 N N N 0.0371 1261271.90 1261271.90 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000% 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+ 2026-06-01 2027-09-03 2027-09-03 N N N 0.0370 758992.84 758992.84 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.640000% 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+ 2026-06-01 2026-11-04 2026-11-04 N N N 0.0366 254997.23 254997.23 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 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+ 2026-06-01 2028-02-09 2028-02-09 N N N 0.0372 1378154.40 1378154.40 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.660001% 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+ 2026-06-01 2027-03-04 2027-03-04 N N N 0.0368 60999.70 60999.70 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 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+ 2026-06-01 2027-05-06 2027-05-06 N N N 0.0370 528919.12 528919.12 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 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+ 2026-06-01 2027-11-05 2027-11-05 N N N 0.0371 1133980.11 1133980.11 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 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+ 2026-06-01 2028-02-11 2028-02-11 N N N 0.0373 881981.92 881981.92 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 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+ 2026-06-01 2027-06-11 2027-06-11 N N N 0.0369 1934984.00 1934984.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.674999% 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+ 2026-06-01 2027-07-13 2027-07-13 N N N 0.0372 3478965.67 3478965.67 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 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+ 2026-06-01 2028-02-17 2028-02-17 N N N 0.0371 1688588.22 1688588.22 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 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+ 2026-06-01 2028-01-18 2028-01-18 N N N 0.0372 1347977.73 1347977.73 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 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+ 2026-06-01 2027-05-20 2027-05-20 N N N 0.0369 2474966.04 2474966.04 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 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+ 2026-06-01 2028-02-25 2028-02-25 N N N 0.0372 1263084.77 1263084.77 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 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+ 2026-06-01 2028-03-02 2028-03-02 N N N 0.0372 565002.81 565002.81 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 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+ 2026-06-01 2028-01-11 2028-01-11 N N N 0.0371 242996.12 242996.12 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.732970% 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+ 2026-06-01 2028-02-17 2028-02-17 N N N 0.0378 717990.93 717990.93 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 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+ 2026-06-01 2027-10-19 2027-10-19 N N N 0.0370 2833966.11 2833966.11 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 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+ 2026-06-01 2028-03-24 2028-03-24 N N N 0.0367 718685.39 718685.39 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.674999% 3133EWNK2 N.A. 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+ 2026-06-01 2027-06-04 2027-06-04 N N N 0.0369 24999977.25 24999977.25 0.0063 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-11 2028-02-11 N N N 0.0372 1722991.71 1722991.71 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3133EWPQ7 N.A. US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-05-15 2028-05-15 N N N 0.0373 2144993.39 2144993.39 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 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+ 2026-06-01 2027-10-22 2027-10-22 N N N 0.0370 3505994.50 3505994.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.665002% 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+ 2026-06-01 2027-06-22 2027-06-22 N N N 0.0368 2432997.76 2432997.76 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.660001% 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+ 2026-06-01 2027-05-21 2027-05-21 N N N 0.0368 909997.80 909997.80 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.800002% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 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+ 2026-06-01 2026-09-04 2026-09-04 N N N 0.0370 5344070.79 5344070.79 0.0013 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 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+ 2026-06-01 2026-10-29 2026-10-29 N N N 0.0370 2350724.79 2350724.79 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.714998% 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+ 2026-06-01 2027-05-05 2027-05-05 N N N 0.0372 9180101.48 9180101.48 0.0023 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 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+ 2026-06-01 2027-09-22 2027-09-22 N N N 0.0374 17338388.21 17338388.21 0.0044 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 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+ 2026-06-01 2027-10-06 2027-10-06 N N N 0.0371 16490934.67 16490934.67 0.0042 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700001% 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+ 2026-06-01 2027-01-08 2027-01-08 N N N 0.0368 3960884.98 3960884.98 0.0010 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-07-29 2026-07-29 N N N 0.0369 1184116.25 1184116.25 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.755002% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-21 2026-08-21 N N N 0.0358 11729939.98 11729939.98 0.0030 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.759998% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-11 2026-09-11 N N N 0.0370 11283396.65 11283396.65 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710002% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-02 2028-02-02 N N N 0.0372 9007984.10 9007984.10 0.0023 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.705001% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-03-06 2028-03-06 N N N 0.0371 9032962.89 9032962.89 0.0023 N N N N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 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+ 2026-06-07 2026-06-07 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 0.0382 1200000.00 1200000.00 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-09-15 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 0.0382 100000.00 100000.00 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 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+ 2026-06-07 2026-06-07 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 0.0382 1046790.20 1046790.20 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 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+ 2026-06-07 2026-06-07 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 0.0382 1493246.21 1493246.21 0.0004 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0363 18000000.00 18000000.00 0.0045 N N Y N CITIBANK, NATIONAL ASSOCIATION CITIBANK, NATIONAL ASSOCIATION 3.629999% 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 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FX84 2041-10-20 4.000000 0.00 4903250.00 221315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FUF1 2041-06-20 4.500000 0.00 3065280.00 115491.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FTU0 2041-05-20 6.000000 0.00 851753.00 22262.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FP67 2041-02-20 4.000000 0.00 1034.00 50.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FGD2 2040-05-20 4.500000 0.00 1027124.00 33200.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5TR0 2055-08-20 7.000000 0.00 1004.00 603.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5EU9 2055-01-20 5.000000 0.00 37919.00 33266.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MVWH2 2056-02-20 5.000000 0.00 54933.00 54569.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618KTMK3 2055-04-20 7.000000 0.00 1000.00 1077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618KCTR8 2055-03-20 6.000000 0.00 215680.00 222328.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618JNYH2 2054-10-20 8.000000 0.00 118196.00 125157.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618HU4E8 2054-08-20 7.000000 0.00 161727.00 99132.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618HSDW3 2054-06-20 7.000000 0.00 228360.00 170581.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618HDCU1 2054-05-20 8.000000 0.00 1000.00 617.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618HDCT4 2054-05-20 8.000000 0.00 1447280.00 1176389.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618GCPX4 2054-04-20 6.500000 0.00 1173602.00 882387.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FMST9 2053-09-20 6.000000 0.00 309088.00 185478.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618F0S34 2053-07-20 5.000000 0.00 387122.00 334449.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3617YFCW5 2052-03-20 3.375000 0.00 2009664.00 1444829.00 Agency Mortgage-Backed Securities GNII SF CL4955 C 549300M8ZYFG0OCMTT87 3617YCQG2 2052-03-20 3.000000 0.00 621360.00 277153.00 Agency Mortgage-Backed Securities GNII SF CO6774 C 549300M8ZYFG0OCMTT87 3617FJQ37 2052-08-20 4.500000 0.00 1000.00 902.00 Agency Mortgage-Backed Securities GNII SF MA7935 M 549300M8ZYFG0OCMTT87 36179WY85 2052-03-20 2.000000 0.00 927161.00 556439.00 Agency Mortgage-Backed Securities GNII SF MA7473 M 549300M8ZYFG0OCMTT87 36179WJS8 2051-07-20 3.000000 0.00 1631350.00 819815.00 Agency Mortgage-Backed Securities GNII SF MA7367 M 549300M8ZYFG0OCMTT87 36179WFG8 2051-05-20 2.500000 0.00 199000.00 98719.00 Agency Mortgage-Backed Securities GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 1000.00 652.00 Agency Mortgage-Backed Securities GNII SF MA7987 M 549300M8ZYFG0OCMTT87 36179W2U1 2052-04-20 2.500000 0.00 1416952.00 856273.00 Agency Mortgage-Backed Securities GNII SF MA6284 M 549300M8ZYFG0OCMTT87 36179U6V9 2049-11-20 3.500000 0.00 228522.00 26639.00 Agency Mortgage-Backed Securities GNII SF MA4261 M 549300M8ZYFG0OCMTT87 36179SWW3 2047-02-20 3.000000 0.00 11777376.00 1689526.00 Agency Mortgage-Backed Securities GNII SF MA3245 M 549300M8ZYFG0OCMTT87 36179RTA7 2045-11-20 4.000000 0.00 22540416.00 1687668.00 Agency Mortgage-Backed Securities GNII SF MA0392 M 549300M8ZYFG0OCMTT87 36179MNH9 2042-09-20 3.500000 0.00 13646352.00 1103034.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0363 12000000.00 12000000.00 0.0030 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.620002% TPR059E6F KB1H1DSPRFMYMCUFXT09 0000740906 TPR059E6F7791625WE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 69639600.00 68946240.00 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 18891600.00 17753778.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 85000000.00 85000000.00 0.0214 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.620002% TPR05A146 KB1H1DSPRFMYMCUFXT09 0000740906 TPR05A1467791623WE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 37988000.00 35700022.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 35000000.00 35000000.00 0.0088 N N Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.730000% TPR05A95E 549300HN4UKV1E2R3U73 TPR05A95E7791621BO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FCFR 03SF GA 27/11 254900C5LP6DN9OP9V83 3133ET5D5 2027-11-23 3.710000 0.00 504000.00 504831.00 Agency Debentures and Agency Strips 4.25 FCSB 28 EH 254900C5LP6DN9OP9V83 3133EPN50 2028-12-15 4.250000 0.00 898000.00 918873.00 Agency Debentures and Agency Strips FHOR 03SO 26-26 9009 2549001DPIFGXC1TOL40 3130BARV1 2026-11-19 3.660000 0.00 1000000.00 1001393.00 Agency Debentures and Agency Strips 4.10 FHOR 23-33 CK 2549001DPIFGXC1TOL40 3130AF4W4 2033-10-24 4.100000 0.00 1720000.00 1654922.00 Agency Debentures and Agency Strips Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-30 Y BOFA SECURITIES, INC. 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0373 3999999.20 3999999.20 0.0010 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.620002% TPR05BC41 VYVVCKR63DVZZN70PB21 0001224385 TPR05BC417791624WE 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 31418EYN4 2053-12-01 6.000000 0.00 2556846.00 1398785.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENM8 2053-01-01 6.500000 0.00 293297.00 128635.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7A2 2054-06-01 5.500000 0.00 187000.00 135857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CJA3 2047-04-01 3.000000 0.00 6221998.00 1342170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6NW6 2055-05-01 6.000000 0.00 11398868.00 10872404.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNC77 2038-10-01 6.000000 0.00 2011834.00 1267122.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGCV9 2052-04-01 3.000000 0.00 30000.00 20510.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XG6U8 2052-05-01 3.000000 0.00 497000.00 274729.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1QZ9 2052-06-01 3.500000 0.00 1000.00 818.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U96Y9 2056-05-01 6.000000 0.00 1506955.00 1576142.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U56K7 2056-01-01 5.000000 0.00 1917237.00 1897925.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVP40 2054-11-01 6.000000 0.00 33487746.00 27245875.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGC93 2054-08-01 6.000000 0.00 248592.00 187913.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31382LC20 2029-03-01 7.000000 0.00 213534.00 1114.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 45000000.00 45000000.00 0.0114 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.769999% TPR05C51F ES7IP3U3RHIGC71XBU11 0001000275 TPR05C51F779162VRO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 9921400.00 10200022.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0377 9999996.00 9999996.00 0.0025 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.769999% TPR05C572 ES7IP3U3RHIGC71XBU11 0001000275 TPR05C572779162GRO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 9921400.00 10200022.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0377 9999996.00 9999996.00 0.0025 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.710002% TPR100E6A N.A. TPR100E6A7791621RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 11905700.00 12240047.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0371 11999959.20 11999959.20 0.0030 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.650000% TPR100F61 N.A. TPR100F617791624RO 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 3142K4ZM1 2056-05-01 6.500000 0.00 268262.00 287765.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GDR3 2055-03-01 5.500000 0.00 132565.00 133630.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BB4Q9 2052-05-01 3.000000 0.00 210000.00 139234.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 22244.00 18288.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PBF9 2048-06-01 4.500000 0.00 46824.00 7809.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJUJ0 2052-11-01 5.500000 0.00 282638.00 201685.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ3S0 2048-02-01 3.500000 0.00 26573316.00 17398305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXHV7 2051-06-01 4.000000 0.00 118789.00 41008.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHKK7 2046-07-01 3.500000 0.00 500910.00 120370.00 Agency Mortgage-Backed Securities 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 12300.00 11923.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-07-23 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 17999987.40 17999987.40 0.0045 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.740000% TPR100F69 MBNUM2BPBDO7JBLYG310 0000315030 TPR100F69779162FCG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ADA73 2053-10-20 6.000000 0.00 2948297.00 2689319.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FHD58 2053-10-20 7.000000 0.00 1000.00 748.00 Agency Mortgage-Backed Securities GNII SF MA9308 M 549300M8ZYFG0OCMTT87 36179YKV5 2053-11-20 7.000000 0.00 178675.00 48942.00 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-11-20 6.000000 0.00 8864.00 4762.00 Agency Mortgage-Backed Securities GNII SF MA9242 M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6.000000 0.00 13968068.00 7456228.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-24 2026-06-24 2026-06-24 N N N 0.0374 9999223.00 9999223.00 0.0025 N N N Y ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.679999% TPR100FF6 N.A. TPR100FF67791622RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 19842800.00 20400045.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0368 19999992.00 19999992.00 0.0050 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.600000% TPR101285 N.A. TPR101285779162ARO 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 3142K4ZM1 2056-05-01 6.500000 0.00 134390.00 144160.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GDR3 2055-03-01 5.500000 0.00 60025.00 60507.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BB4Q9 2052-05-01 3.000000 0.00 117691.00 78032.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 24315.00 19991.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PBF9 2048-06-01 4.500000 0.00 26011.00 4338.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJUJ0 2052-11-01 5.500000 0.00 251617.00 179549.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ3S0 2048-02-01 3.500000 0.00 14762947.00 9665721.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXHV7 2051-06-01 4.000000 0.00 65447.00 22593.00 Agency Mortgage-Backed Securities 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 18000.00 18505.00 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 6900.00 6689.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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CITIGROUP GLOBAL MARKETS INC. 3.730000% TPR10136F MBNUM2BPBDO7JBLYG310 0000315030 TPR10136F779162ECG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA9243 M 549300M8ZYFG0OCMTT87 36179YHU1 2053-10-20 6.500000 0.00 26138393.00 9999235.00 Agency Mortgage-Backed Securities GNII SF MA9241 M 549300M8ZYFG0OCMTT87 36179YHS6 2053-10-20 5.500000 0.00 283733.00 196078.00 Agency Mortgage-Backed Securities GNII SF MA9240 M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5.000000 0.00 1000.00 842.00 Agency Mortgage-Backed Securities GNII SF MA9239 M 549300M8ZYFG0OCMTT87 36179YHQ0 2053-10-20 4.500000 0.00 4555.00 3845.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVUK5 2055-10-01 5.500000 0.00 1929.00 1892.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSWT1 2054-09-01 6.000000 0.00 52778.00 40376.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRPX2 2054-04-01 5.500000 0.00 1024.00 663.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRK82 2054-04-01 5.500000 0.00 1000.00 907.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427R6A3 2056-03-01 5.500000 0.00 1000.00 976.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MZA2 2055-02-01 5.500000 0.00 1251560.00 1151957.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RZZ7 2055-07-01 5.500000 0.00 1004.00 963.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L7WJ2 2035-09-01 2.000000 0.00 4541.00 1728.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPQY7 2052-07-01 4.500000 0.00 1409792.00 971595.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XCR72 2048-03-01 3.500000 0.00 1741024.00 350599.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E02E1 2053-11-01 6.500000 0.00 1335.00 1052.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMY8 2055-01-01 5.500000 0.00 2076.00 1844.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 5.500000 0.00 61780.00 59104.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.500000 0.00 1000.00 164.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31286WSP5 2028-03-01 2.000000 0.00 15792.00 585.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FML8 2055-07-01 6.500000 0.00 27714.00 18555.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.500000 0.00 73771.00 51970.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 2.500000 0.00 1000.00 529.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2.000000 0.00 114801.00 70565.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.500000 0.00 474380.00 272410.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D2Q4 2036-07-01 1.500000 0.00 396000.00 201170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZ72 2038-09-01 4.000000 0.00 1000.00 97.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CX58 2048-06-01 3.500000 0.00 1006.00 69.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 1358.00 240.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8WQ5 2056-04-01 5.500000 0.00 1024.00 1035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y73A4 2055-12-01 5.500000 0.00 1008.00 1013.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6XU9 2055-07-01 5.000000 0.00 1062.00 985.00 Agency Mortgage-Backed Securities 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 2995600.00 3003357.00 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 800.00 271.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-06-24 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Standard and Poor's Ratings Services A-1+ N N 0.0361 9999274.00 9999274.00 0.0025 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR10269C 1VUV7VQFKUOQSJ21A208 0001330437 TPR10269C779162ACR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 1839200.00 2548925.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 2795000.00 2549870.00 U.S. Treasuries (including strips) BILL 09/01/26 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 2573600.00 2549938.00 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 2555000.00 2549825.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 2484600.00 2549940.00 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 1962000.00 2041601.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 2481200.00 2549598.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 200.00 204.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 16998158.90 16998158.90 0.0043 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR10269D 1VUV7VQFKUOQSJ21A208 0001330437 TPR10269D779162BCR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 200.00 199.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 1839200.00 2548925.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1700.00 1210.00 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 222400.00 215232.00 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 996900.00 2143100.00 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 2555000.00 2549825.00 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1364800.00 1373381.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 2484500.00 2549837.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.822617 0.00 2539500.00 2549855.00 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 823400.00 833103.00 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 25000.00 26584.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 101.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 2105000.00 2548449.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 16998158.90 16998158.90 0.0043 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR103562 1VUV7VQFKUOQSJ21A208 0001330437 TPR1035627791627CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 400.00 398.00 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 5412600.00 5401638.00 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 6748800.00 6749330.00 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 6486800.00 6749977.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 6610400.00 6749574.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 6814000.00 6748131.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 300.00 303.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 5574000.00 6748244.00 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 1100.00 1102.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 100.00 56.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 1300.00 985.00 U.S. Treasuries (including strips) BILL 09/01/26 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 6812600.00 6749965.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 45000000.00 45000000.00 0.0114 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR103566 1VUV7VQFKUOQSJ21A208 0001330437 TPR1035667791626CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 3757400.00 3749790.00 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 100.00 100.00 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 29200.00 29335.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 100.00 99.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 3653800.00 3749887.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.822617 0.00 3734600.00 3749828.00 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 3603600.00 3749802.00 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 100.00 102.00 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 122500.00 121663.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 3096000.00 3748217.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1700.00 1210.00 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 5622800.00 3279659.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 300.00 227.00 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 2933100.00 3319980.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 25000000.00 25000000.00 0.0063 N N Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.660001% TPR103664 549300HN4UKV1E2R3U73 TPR1036647791622BO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FCFR 03SF BO 28/03 254900C5LP6DN9OP9V83 3133EWHQ6 2028-03-16 3.715000 0.00 1000000.00 1007644.00 Agency Debentures and Agency Strips FCFR 03SF AZ 28/02 254900C5LP6DN9OP9V83 3133EWCE8 2028-02-09 3.720000 0.00 1000000.00 1002151.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618V9KK7 2056-04-20 6.500000 0.00 558963.00 593001.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N56L8 2056-01-20 6.500000 0.00 3034756.00 3132110.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N0WY2 2056-03-20 7.000000 0.00 811202.00 850121.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618MPDT0 2056-04-20 5.500000 0.00 6663560.00 6785270.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-30 Y BOFA SECURITIES, INC. 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0366 12999998.70 12999998.70 0.0033 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.590000% TPR103D51 N.A. TPR103D517791623RO 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 3142K42B1 2056-05-01 5.500000 0.00 959752.00 986176.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GDR3 2055-03-01 5.500000 0.00 213846.00 215563.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BB4Q9 2052-05-01 3.000000 0.00 209116.00 138648.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PBF9 2048-06-01 4.500000 0.00 149563.00 24944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5.000000 0.00 212332.00 156233.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2.000000 0.00 19838792.00 11243683.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJUJ0 2052-11-01 5.500000 0.00 324357.00 231454.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3WP0 2053-11-01 5.500000 0.00 4768.00 4451.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGCL4 2056-05-01 6.000000 0.00 1614770.00 1700964.00 Agency Mortgage-Backed Securities Fannie Mae N/A 3140UB5G4 2056-05-01 6.500000 0.00 1533206.00 1642363.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2M5 2054-12-01 5.000000 0.00 87408.00 81166.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2.000000 0.00 12342375.00 7189952.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXHV7 2051-06-01 4.000000 0.00 631626.00 218048.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K43D6 2056-05-01 5.000000 0.00 1381225.00 1377052.00 Agency Mortgage-Backed Securities 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 265400.00 272853.00 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 17000.00 16479.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 N N 0.0363 24999987.50 24999987.50 0.0063 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.629999% TPR104AE4 MBNUM2BPBDO7JBLYG310 0000315030 TPR104AE47791628CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ADA73 2053-10-20 6.000000 0.00 128438.00 117156.00 Agency Mortgage-Backed Securities GNII SF MA9308 M 549300M8ZYFG0OCMTT87 36179YKV5 2053-11-20 7.000000 0.00 8423.00 2307.00 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-11-20 6.000000 0.00 1000.00 537.00 Agency Mortgage-Backed Securities GNII SF MA9242 M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6.000000 0.00 11240053.00 6000000.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-25 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 0.0363 6000000.00 6000000.00 0.0015 N N Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.629999% 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 5.25 FCSB 28 B 254900C5LP6DN9OP9V83 31331VLC8 2028-04-21 5.250000 0.00 5960000.00 6121997.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRFJ4 2054-03-01 5.500000 0.00 9387.00 8038.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RMK3 2053-02-01 3.000000 0.00 43000.00 36846.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QAS1 2055-09-01 5.500000 0.00 8110.00 7585.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133USKG5 2052-02-01 2.500000 0.00 7997.00 5535.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D3X67 2041-04-01 2.500000 0.00 300000.00 153265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES35 2053-06-01 4.500000 0.00 70000.00 55133.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DSM5 2035-09-01 2.000000 0.00 404000.00 130656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRT1 2050-08-01 3.000000 0.00 40002.00 11095.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AQ35 2043-03-01 3.500000 0.00 476825.00 72919.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413QHR2 2037-09-01 6.250000 0.00 1774618.00 32735.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUUM6 2054-06-01 5.500000 0.00 29000.00 22285.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FLV47 2047-02-01 3.500000 0.00 109000.00 41826.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFG58 2055-07-01 6.500000 0.00 25918.00 27043.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36230TZ54 2028-03-15 4.000000 0.00 1273781.00 105983.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3620C04V7 2040-07-15 4.500000 0.00 661000.00 20706.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FUF1 2041-06-20 4.500000 0.00 6167000.00 232356.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202FSE7 2041-04-20 4.500000 0.00 6620000.00 204219.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36202E2G3 2039-02-20 8.000000 0.00 1078918.00 39804.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36197F4R1 2047-11-20 4.500000 0.00 2018520.00 396635.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618LT2X6 2055-09-20 6.000000 0.00 2755276.00 2772117.00 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 2154244.00 1500706.00 Agency Mortgage-Backed Securities GNII SF MA8876 M 549300M8ZYFG0OCMTT87 36179X2H8 2053-05-20 4.000000 0.00 9000.00 6748.00 Agency Mortgage-Backed Securities GNII SF MA7053 M 549300M8ZYFG0OCMTT87 36179VZS2 2050-12-20 3.000000 0.00 4766328.00 1552975.00 Agency Mortgage-Backed Securities GNII SF MA4838 M 549300M8ZYFG0OCMTT87 36179TLT0 2047-11-20 4.000000 0.00 1649000.00 166197.00 Agency Mortgage-Backed Securities GNII SF 790709 C 549300M8ZYFG0OCMTT87 36177JYF0 2055-04-20 6.000000 0.00 2070812.00 1669251.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0363 15000000.00 15000000.00 0.0038 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620000% TPR104CE7 MBNUM2BPBDO7JBLYG310 0000315030 TPR104CE77791621CG 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 31427TDZ6 2056-06-01 5.000000 0.00 1083.00 1083.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TDW3 2056-06-01 5.000000 0.00 5486044.00 5438518.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TDV5 2056-06-01 5.000000 0.00 107511.00 106638.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UHTG5 2056-06-01 6.500000 0.00 1000.00 1052.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UG5G3 2056-06-01 5.000000 0.00 4684991.00 4652711.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-12-03 2026-12-03 2026-12-03 N N N 0.0362 9988154.00 9988154.00 0.0025 N N N Y HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.629999% 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 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 19600.00 19701.00 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 41135400.00 25488037.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0363 25000000.00 25000000.00 0.0063 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR104F00 1VUV7VQFKUOQSJ21A208 0001330437 TPR104F007791623CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 1502900.00 1499856.00 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 9100.00 9068.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.822617 0.00 1493800.00 1499891.00 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 738800.00 749879.00 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 969600.00 1008938.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 101.00 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 100.00 99.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1238900.00 1499892.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 1081600.00 1498976.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 200.00 196.00 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 206500.00 138626.00 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 2571600.00 1499959.00 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 400.00 416.00 U.S. Treasuries (including strips) 2 3/8 TRIB 27 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 15000.00 24959.00 U.S. Treasuries (including strips) BILL 06/11/26 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 770000.00 769227.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-04 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 9998072.00 9998072.00 0.0025 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR1053FB 1VUV7VQFKUOQSJ21A208 0001330437 TPR1053FB7791625CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 19800.00 19760.00 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 2791200.00 2849965.00 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 2619900.00 2849951.00 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 1176500.00 1190364.00 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 2821200.00 2849610.00 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 105000.00 118031.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 2353000.00 2848694.00 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 3123000.00 2849103.00 U.S. Treasuries (including strips) BILL 09/01/26 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 962200.00 953354.00 U.S. Treasuries (including strips) BILL 07/30/26 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 2866800.00 2849774.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 1200.00 1194.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-11 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 18999979.10 18999979.10 0.0048 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.720000% TPR105580 MBNUM2BPBDO7JBLYG310 0000315030 TPR105580779162GCG 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 31427TDZ6 2056-06-01 5.000000 0.00 4832.00 4832.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TDW3 2056-06-01 5.000000 0.00 15131082.00 15000000.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TDV5 2056-06-01 5.000000 0.00 296526.00 294117.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UHTG5 2056-06-01 6.500000 0.00 1000.00 1052.00 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 0.0038 N N N Y BNP PARIBAS BNP PARIBAS 3.650000% TPR1055C0 R0MUWSFPU8MPRO8K5P83 0000310732 TPR1055C07791627BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 771840.00 234351.00 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 16.00 8.00 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 83.00 73.00 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 3681.00 3618.00 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 100.00 103.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 1000.00 1004.00 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 1337700.00 1381719.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 16959000.00 16684986.00 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 200.00 199.00 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 100.00 100.00 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 1700.00 1619.00 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 6385600.00 5536905.00 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 663900.00 655188.00 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 300.00 293.00 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 1255600.00 934725.00 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 100.00 105.00 U.S. Treasuries (including strips) 3 TPRN 49 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0.00 0.00 207900.00 65004.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-07 2026-06-07 2026-09-16 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 0.0365 24989802.50 24989802.50 0.0063 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.629999% TPR105B7D MBNUM2BPBDO7JBLYG310 0000315030 TPR105B7D7791629CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ADA73 2053-10-20 6.000000 0.00 16444129.00 14999681.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FSYT9 2053-10-20 7.000000 0.00 1000.00 434.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FHD58 2053-10-20 7.000000 0.00 7714.00 5767.00 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-11-20 6.000000 0.00 547449.00 294118.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-13 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 0.0363 14986032.00 14986032.00 0.0038 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR105B80 MBNUM2BPBDO7JBLYG310 0000315030 TPR105B807791622CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 11329100.00 11999931.00 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 4700.00 4639.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 100.00 99.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 235500.00 235314.00 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 98.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-13 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 0.0362 11988298.80 11988298.80 0.0030 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.620002% TPR105C85 KB1H1DSPRFMYMCUFXT09 0000740906 TPR105C857791621WE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 27134300.00 25500029.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 25000000.00 25000000.00 0.0063 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.610001% TPR106536 1VUV7VQFKUOQSJ21A208 0001330437 TPR1065367791621CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1461400.00 1499832.00 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1488800.00 1498491.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1459400.00 1499631.00 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 1515200.00 1499742.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 1308900.00 1499814.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 1081600.00 1498976.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 300.00 167.00 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 1020100.00 1202056.00 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 1100.00 1094.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-10-02 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 0.0361 9999994.00 9999994.00 0.0025 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR10665A ZBUT11V806EZRVTWT807 0000782124 TPR10665A7791621JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/8 NOTE L 26 254900HROIFWPRGM1V77 9128286X3 2026-05-31 2.000000 0.00 200.00 202.00 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0.00 0.00 10304000.00 10231367.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-09 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 0.0362 9999855.00 9999855.00 0.0025 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR10665D ZBUT11V806EZRVTWT807 0000782124 TPR10665D7791625JP 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 3134GWAX4 2034-07-21 1.600000 0.00 10000000.00 8038529.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 100000.00 109619.00 Agency Debentures and Agency Strips FCFR 03SF BO 26/07 254900C5LP6DN9OP9V83 3133ERKS9 2026-07-10 3.750000 0.00 1000000.00 1005066.00 Agency Debentures and Agency Strips 4.98 FCOR 23-42 Q 254900C5LP6DN9OP9V83 3133ENYJ3 2042-06-09 4.980000 0.00 12503000.00 12192446.00 Agency Debentures and Agency Strips 2.90 FCOR 22-41 V 254900C5LP6DN9OP9V83 3133ENGJ3 2041-12-09 2.900000 0.00 20749000.00 16332896.00 Agency Debentures and Agency Strips 2.99 FCOR 22-34 AM 254900C5LP6DN9OP9V83 3133EKVA1 2034-07-18 2.990000 0.00 9729000.00 8828253.00 Agency Debentures and Agency Strips FCFR 01LI A 26/12 254900C5LP6DN9OP9V83 3133EGT39 2026-12-08 4.353880 0.00 3000000.00 3014789.00 Agency Debentures and Agency Strips FHDN 08/07/26 2549001DPIFGXC1TOL40 313385A97 2026-08-07 0.00 0.00 5700000.00 5661405.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618VHYT5 2056-05-20 5.000000 0.00 1400888.00 1394878.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6FH5 2056-04-20 3.500000 0.00 473748.00 426957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5RF8 2055-07-20 5.500000 0.00 136601088.00 115409756.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5DX4 2039-12-20 3.000000 0.00 34152.00 19723.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5CF4 2039-10-20 6.500000 0.00 206000.00 137407.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N5C98 2054-12-20 7.000000 0.00 60122.00 25547.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618LJZH7 2055-08-20 5.500000 0.00 1696134.00 1501215.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618LFQA0 2055-07-20 6.500000 0.00 3449664.00 2684560.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618LD2F0 2055-07-20 6.500000 0.00 984648.00 881531.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618L4QG2 2055-08-20 7.000000 0.00 1246504.00 1134111.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618K3TV9 2055-01-20 7.000000 0.00 1057841.00 1092332.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618HWWF0 2054-11-20 7.000000 0.00 1131066.00 879406.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36182RXU3 2044-06-20 3.500000 0.00 1324302.00 242879.00 Agency Mortgage-Backed Securities GNII SF CF5114 C 549300M8ZYFG0OCMTT87 3617W6VF3 2036-07-20 2.000000 0.00 450000.00 269059.00 Agency Mortgage-Backed Securities GNII SF BY6412 C 549300M8ZYFG0OCMTT87 3617QPDR2 2050-10-20 3.000000 0.00 678164.00 250679.00 Agency Mortgage-Backed Securities GNII SF BR8755 C 549300M8ZYFG0OCMTT87 3617M7WQ7 2050-02-20 3.000000 0.00 291000.00 85922.00 Agency Mortgage-Backed Securities GNII SF MA9666 M 549300M8ZYFG0OCMTT87 36179YW34 2054-05-20 4.500000 0.00 300000.00 269541.00 Agency Mortgage-Backed Securities GNII SF MA4967 M 549300M8ZYFG0OCMTT87 36179TQU2 2048-01-20 6.000000 0.00 599998.00 65909.00 Agency Mortgage-Backed Securities GNII SF MA4779 M 549300M8ZYFG0OCMTT87 36179TJY2 2047-10-20 4.000000 0.00 475000.00 48576.00 Agency Mortgage-Backed Securities GNII SF MA3313 M 549300M8ZYFG0OCMTT87 36179RVE6 2045-12-20 5.000000 0.00 3000000.00 275863.00 Agency Mortgage-Backed Securities GNII SF MA2598 M 549300M8ZYFG0OCMTT87 36179Q3F6 2044-01-20 2.000000 0.00 183586.00 53019.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-09 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 0.0362 176997433.50 176997433.50 0.0447 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.629999% TPR10682B MBNUM2BPBDO7JBLYG310 0000315030 TPR10682B779162XCG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ADBT4 2053-10-20 6.000000 0.00 670664.00 482086.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ADA73 2053-10-20 6.000000 0.00 18683.00 17042.00 Agency Mortgage-Backed Securities GNII SF MA9308 M 549300M8ZYFG0OCMTT87 36179YKV5 2053-11-20 7.000000 0.00 1222.00 335.00 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-11-20 6.000000 0.00 1000.00 537.00 Agency Mortgage-Backed Securities GNII SF MA9242 M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6.000000 0.00 46833557.00 25000000.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-10-08 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 0.0363 24999972.50 24999972.50 0.0063 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.629999% TPR106925 MBNUM2BPBDO7JBLYG310 0000315030 TPR106925779162CCG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3622ACTQ3 2053-10-20 6.000000 0.00 7783407.00 5807228.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618G2HT4 2053-10-20 7.500000 0.00 8251686.00 5652179.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FVT43 2053-10-20 7.000000 0.00 3652.00 2233.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FTR40 2053-10-20 6.500000 0.00 1000.00 685.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FSYT9 2053-10-20 7.000000 0.00 931417.00 404556.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FSQB7 2053-10-20 7.000000 0.00 247985.00 113880.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FQZD7 2053-10-20 7.000000 0.00 1008884.00 677399.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FQ6W7 2053-10-20 7.000000 0.00 1998102.00 848268.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FQ6U1 2053-10-20 7.000000 0.00 1216993.00 389609.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FNU72 2053-10-20 7.000000 0.00 1596682.00 1374361.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FLSU8 2053-10-20 5.000000 0.00 1220021.00 700684.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FF2W5 2053-10-20 7.000000 0.00 1465438.00 602995.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FF2R6 2053-10-20 7.000000 0.00 1917377.00 1389982.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FEFY0 2053-10-20 6.000000 0.00 1032647.00 751988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FE3L1 2053-10-20 7.000000 0.00 1183275.00 407203.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FE3K3 2053-10-20 7.000000 0.00 1788487.00 1153688.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FE3A5 2053-10-20 7.000000 0.00 1266950.00 715826.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618FDCQ2 2053-10-20 7.000000 0.00 1086498.00 1127491.00 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-11-20 6.000000 0.00 44261847.00 23779746.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-10-08 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 0.0363 44968414.50 44968414.50 0.0113 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR106A4D ZBUT11V806EZRVTWT807 0000782124 TPR106A4D7791623JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 200.00 242.00 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 49304000.00 35810036.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-15 Y 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 0.0362 34999961.50 34999961.50 0.0088 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR106B6B ZBUT11V806EZRVTWT807 0000782124 TPR106B6B7791624JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 69669508.00 66504701.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-22 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 0.0362 64999948.00 64999948.00 0.0164 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR106B6E ZBUT11V806EZRVTWT807 0000782124 TPR106B6E7791622JP 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 3134GWDD5 2033-01-28 1.550000 0.00 15000000.00 12577511.00 Agency Debentures and Agency Strips 2.83 FCSB 36 Q 254900C5LP6DN9OP9V83 3133EGH24 2036-12-19 2.830000 0.00 1049000.00 914552.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSP36 2054-08-01 5.000000 0.00 1813564.00 1591867.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AD5H7 2049-01-01 5.000000 0.00 2626164.00 394149.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AVH7 2038-11-01 6.000000 0.00 1012596.00 19164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD7E0 2031-09-01 5.000000 0.00 1195928.00 13803.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUX21 2052-07-01 4.000000 0.00 10333248.00 6736174.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9VA4 2040-09-01 6.000000 0.00 1471631.00 1480979.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 36212VYY9 2030-12-20 3.500000 0.00 120843.00 3283.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618VGTD8 2056-05-20 5.000000 0.00 7202136.00 7091633.00 Agency Mortgage-Backed Securities GNII SF MA6068 M 549300M8ZYFG0OCMTT87 36179UW57 2034-06-20 5.000000 0.00 216364.00 40014.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-22 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 0.0362 29999976.00 29999976.00 0.0076 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR107221 1VUV7VQFKUOQSJ21A208 0001330437 TPR1072217791622CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 572600.00 571440.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 30800.00 31610.00 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 744400.00 749629.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 734400.00 748451.00 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 739800.00 749906.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 790000.00 748155.00 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 98.00 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1400.00 1210.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 618000.00 748191.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 800.00 789.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1700.00 945.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 76.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 976000.00 749397.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-10-22 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-15 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 29999739.00 29999739.00 0.0076 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620000% TPR108D79 MBNUM2BPBDO7JBLYG310 0000315030 TPR108D797791624CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6HT7 2056-05-20 4.500000 0.00 168837401.00 162874064.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6FL6 2056-04-20 5.000000 0.00 1240.00 1228.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6FK8 2056-04-20 4.500000 0.00 3316690.00 3193627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6DA2 2056-03-20 5.000000 0.00 63396.00 62620.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7 3618N6C96 2056-03-20 4.500000 0.00 1000.00 961.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 162875000.00 162875000.00 0.0411 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.620000% TPR108D84 VYVVCKR63DVZZN70PB21 0001224385 TPR108D847791626WE 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 3142K4XK7 2056-05-01 6.000000 0.00 1145061.00 1190320.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K44V5 2056-05-01 5.500000 0.00 4816483.00 4873692.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2GV6 2056-04-01 4.500000 0.00 6920349.00 6658310.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWQQ2 2056-03-01 6.500000 0.00 1559543.00 1600261.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JSKC8 2056-01-01 5.500000 0.00 1091018.00 1020412.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQK40 2055-12-01 5.500000 0.00 1112088.00 1129896.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JN6J0 2055-12-01 4.500000 0.00 1600731.00 1529701.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCCH1 2041-01-01 6.500000 0.00 3781804.00 3826204.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DN0 2056-04-01 4.000000 0.00 91771057.00 85528299.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXKF3 2056-05-01 6.500000 0.00 7429395.00 7938246.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSNR5 2054-08-01 5.500000 0.00 65205550.00 57457344.00 Agency Mortgage-Backed 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F1+ Moody's Investors Service, Inc. 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FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JLH9 2055-10-01 6.000000 0.00 19254.65 15196.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JAD0 2055-11-01 5.500000 0.00 143165.00 127092.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DGQ8 2055-09-01 4.500000 0.00 12423.36 10424.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427B6D2 2055-09-01 6.000000 0.00 13383.12 13775.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WQD83 2041-05-01 4.000000 0.00 93043.80 90547.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WPKU8 2041-01-01 5.000000 0.00 38194.69 36226.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WPJ63 2041-01-01 6.000000 0.00 14191.31 9075.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WNP53 2040-08-01 6.000000 0.00 12849.22 12857.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMWR9 2040-04-01 5.500000 0.00 94271.46 51929.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LP2V8 2036-03-01 4.500000 0.00 10696.97 9957.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L8S97 2036-11-01 2.000000 0.00 3702.93 1917.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYVS5 2041-09-01 2.000000 0.00 1900.00 1083.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQDV5 2052-11-01 6.000000 0.00 631.93 395.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMEZ4 2051-07-01 3.000000 0.00 541.50 314.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KHWV4 2050-04-01 3.000000 0.00 57000.00 25599.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KH2L9 2050-05-01 3.000000 0.00 33440.00 12229.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KGF37 2049-07-01 4.500000 0.00 2850.00 351.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133HML23 2036-03-01 4.500000 0.00 21643.35 21247.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BND83 2052-10-01 5.000000 0.00 12534.49 10067.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHZQ2 2052-08-01 4.500000 0.00 5094.20 3468.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBKR9 2052-05-01 3.500000 0.00 2935.50 1890.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0MP4 2053-09-01 6.000000 0.00 218500.00 184795.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 2204.00 1860.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHR7 2053-07-01 4.500000 0.00 586708.69 475632.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGD9 2053-02-01 3.500000 0.00 304.00 235.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWER0 2052-09-01 4.000000 0.00 108282.58 80113.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDD2 2052-03-01 2.500000 0.00 2992.50 1887.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 855.00 471.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 15789.00 7094.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUJ57 2052-09-01 3.500000 0.00 148784.25 123229.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSTP7 2054-03-01 5.500000 0.00 14250.00 12075.52 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 4750000.00 4750000.00 0.0012 N Y Y N Goldman Sachs Variable Insurance Trust 2026-06-05 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer