N-MFP3 0001046292 XXXXXXXX 2026-07-31 Goldman Sachs Variable Insurance Trust 0001046292 H39OGLUI7D5CIH8CZ870 Goldman Sachs VIT - Government Money Market Fund 5493002O7C5F22B7X327 S000009354 2 N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman Sachs & Co. LLC 0000734700 084-01100 N Y 0001844255 Milliman Money Market Fund 333-257356 S000073298 Y Government N N 28 116 1624221174.27 2924016932.89 0.4485 0.8075 2026-07-01 1569800044.93 2869629424.35 0.4400 0.8043 2026-07-02 1704790378.56 2935545940.69 0.4692 0.8080 2026-07-06 1697246747.32 2928003833.62 0.4681 0.8075 2026-07-07 1742399713.96 2975642863.81 0.4745 0.8103 2026-07-08 1740834504.79 2974079178.81 0.4768 0.8146 2026-07-09 1738361709.50 3014937956.08 0.4715 0.8177 2026-07-10 1754720505.29 3047899965.15 0.4739 0.8232 2026-07-13 1591705266.24 2887986548.27 0.4519 0.8199 2026-07-14 1622104913.57 2944078188.96 0.4559 0.8275 2026-07-15 1598669269.14 2942318343.20 0.4500 0.8282 2026-07-16 1714371608.86 3058029078.98 0.4672 0.8334 2026-07-17 1739402866.50 3054897466.10 0.4756 0.8353 2026-07-20 1688403683.33 2910073826.61 0.4801 0.8274 2026-07-21 1688299066.97 2890977666.57 0.4798 0.8216 2026-07-22 1634381405.57 2884060005.17 0.4717 0.8324 2026-07-23 1626628062.06 2876306661.66 0.4704 0.8318 2026-07-24 1852984211.26 3087662810.86 0.5050 0.8416 2026-07-27 1645031031.61 2878525631.21 0.4755 0.8321 2026-07-28 1703413339.17 2894907938.77 0.4901 0.8330 2026-07-29 1721941383.78 2919954983.38 0.4929 0.8359 2026-07-30 1691759887.41 2893508821.18 0.4872 0.8332 2026-07-31 28502653.28 3429245089.30 3429252196.35 14149835.93 17859155.13 3454045530.43 3454279398.8100 Y 1.0000 0.0371 2026-07-01 0.0372 2026-07-02 0.0372 2026-07-06 0.0372 2026-07-07 0.0371 2026-07-08 0.0371 2026-07-09 0.0370 2026-07-10 0.0367 2026-07-13 0.0367 2026-07-14 0.0368 2026-07-15 0.0369 2026-07-16 0.0370 2026-07-17 0.0372 2026-07-20 0.0372 2026-07-21 0.0371 2026-07-22 0.0371 2026-07-23 0.0372 2026-07-24 0.0373 2026-07-27 0.0374 2026-07-28 0.0374 2026-07-29 0.0375 2026-07-30 0.0375 2026-07-31 0.9998 2026-07-01 0.9998 2026-07-02 0.9999 2026-07-06 0.9998 2026-07-07 0.9998 2026-07-08 0.9998 2026-07-09 0.9998 2026-07-10 0.9998 2026-07-13 0.9999 2026-07-14 0.9999 2026-07-15 0.9999 2026-07-16 0.9998 2026-07-17 0.9999 2026-07-20 0.9998 2026-07-21 0.9998 2026-07-22 0.9998 2026-07-23 0.9998 2026-07-24 0.9998 2026-07-27 0.9998 2026-07-28 0.9999 2026-07-29 0.9999 2026-07-30 0.9999 2026-07-31 N N Service Shares C000025638 1.00 659343793.01 659388436.2100 0.9998 2026-07-01 0.9998 2026-07-02 0.9999 2026-07-06 0.9998 2026-07-07 0.9998 2026-07-08 0.9998 2026-07-09 0.9998 2026-07-10 0.9998 2026-07-13 0.9999 2026-07-14 0.9999 2026-07-15 0.9999 2026-07-16 0.9998 2026-07-17 0.9999 2026-07-20 0.9998 2026-07-21 0.9998 2026-07-22 0.9998 2026-07-23 0.9998 2026-07-24 0.9998 2026-07-27 0.9998 2026-07-28 0.9999 2026-07-29 0.9999 2026-07-30 0.9999 2026-07-31 2097302.71 3548000.12 2026-07-01 8328029.87 2246053.32 2026-07-02 4582913.09 178845.83 2026-07-06 360242.29 3084295.66 2026-07-07 1223793.47 639309.10 2026-07-08 1327027.73 579967.17 2026-07-09 137613.91 5114308.71 2026-07-10 353255.88 1434305.20 2026-07-13 450888.07 1951316.75 2026-07-14 1838517.59 34100.10 2026-07-15 1497243.09 164844.19 2026-07-16 8243.12 3169748.60 2026-07-17 2946.41 2334096.02 2026-07-20 1451669.98 766488.57 2026-07-21 16155.40 2296224.49 2026-07-22 1188160.61 407466.23 2026-07-23 449786.53 920464.35 2026-07-24 5938.77 410983.68 2026-07-27 2110082.78 217270.94 2026-07-28 190.40 1889209.24 2026-07-29 1048539.47 579711.88 2026-07-30 443761.91 260569.32 2026-07-31 28922303.08 32227579.47 0.0328 2026-07-01 0.0328 2026-07-02 0.0329 2026-07-06 0.0328 2026-07-07 0.0328 2026-07-08 0.0327 2026-07-09 0.0326 2026-07-10 0.0324 2026-07-13 0.0324 2026-07-14 0.0324 2026-07-15 0.0325 2026-07-16 0.0326 2026-07-17 0.0328 2026-07-20 0.0328 2026-07-21 0.0328 2026-07-22 0.0328 2026-07-23 0.0328 2026-07-24 0.0329 2026-07-27 0.0330 2026-07-28 0.0331 2026-07-29 0.0331 2026-07-30 0.0332 2026-07-31 Y 11764.00 Insurance company 0.2457 0.00 Insurance company 0.4559 0.00 Insurance company 0.1774 0.00 N Institutional Shares C000133599 1.00 2794701737.42 2794890962.6000 0.9998 2026-07-01 0.9998 2026-07-02 0.9999 2026-07-06 0.9998 2026-07-07 0.9998 2026-07-08 0.9998 2026-07-09 0.9998 2026-07-10 0.9998 2026-07-13 0.9999 2026-07-14 0.9999 2026-07-15 0.9999 2026-07-16 0.9998 2026-07-17 0.9999 2026-07-20 0.9998 2026-07-21 0.9998 2026-07-22 0.9998 2026-07-23 0.9998 2026-07-24 0.9998 2026-07-27 0.9998 2026-07-28 0.9999 2026-07-29 0.9999 2026-07-30 0.9999 2026-07-31 10398145.78 262817997.29 2026-07-01 8969713.29 91835704.93 2026-07-02 8671418.06 239755.24 2026-07-06 24699587.40 2457770.26 2026-07-07 5523122.44 5807182.81 2026-07-08 29929844.26 136499594.16 2026-07-09 3104097.25 1047890.94 2026-07-10 3198107.46 2746594.50 2026-07-13 1020625.15 2471294.75 2026-07-14 633320.85 468814.31 2026-07-15 217676.43 3800292.62 2026-07-16 6006274.16 425104.81 2026-07-17 2281066.52 4781029.26 2026-07-20 2715052.02 1265810.42 2026-07-21 6982664.50 152939.88 2026-07-22 282805.93 7590757.02 2026-07-23 258043.56 7761889.45 2026-07-24 1731366.49 426425.57 2026-07-27 323286.60 2323150.21 2026-07-28 6757424.15 6824962.62 2026-07-29 2914529.90 431555.62 2026-07-30 7659153.72 3629206.18 2026-07-31 134277325.92 545805722.85 0.0353 2026-07-01 0.0353 2026-07-02 0.0354 2026-07-06 0.0353 2026-07-07 0.0353 2026-07-08 0.0352 2026-07-09 0.0351 2026-07-10 0.0349 2026-07-13 0.0349 2026-07-14 0.0349 2026-07-15 0.0350 2026-07-16 0.0351 2026-07-17 0.0353 2026-07-20 0.0353 2026-07-21 0.0353 2026-07-22 0.0353 2026-07-23 0.0353 2026-07-24 0.0354 2026-07-27 0.0355 2026-07-28 0.0356 2026-07-29 0.0356 2026-07-30 0.0357 2026-07-31 Y 49985.00 Depository institution or other banking institution 0.1216 0.00 Insurance company 0.3055 0.00 Broker-dealer 0.1719 0.00 Insurance company 0.2631 0.00 N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.790001% 3130B2LS2 2549001DPIFGXC1TOL40 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+ 2026-08-01 2026-09-09 2026-09-09 N N N 0.0373 4960339.02 4960339.02 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.790001% 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2026-10-29 2026-10-29 N N N 0.0372 2970648.83 2970648.83 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.785000% 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-01-06 2027-01-06 N N N 0.0372 9423182.45 9423182.45 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.740000% 3130B57B8 2549001DPIFGXC1TOL40 US3130B57B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-02-19 2027-02-19 N N N 0.0373 6565956.52 6565956.52 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130B5D70 2549001DPIFGXC1TOL40 US3130B5D701 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-02-26 2027-02-26 N N N 0.0373 3880461.18 3880461.18 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.750001% 3130B5Y85 2549001DPIFGXC1TOL40 US3130B5Y855 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2026-10-21 2026-10-21 N N N 0.0374 3815203.95 3815203.95 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.764999% 3130B5YZ5 2549001DPIFGXC1TOL40 US3130B5YZ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-01-25 2027-01-25 N N N 0.0373 2155534.10 2155534.10 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.745001% 3130B6ZG4 2549001DPIFGXC1TOL40 US3130B6ZG44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-04-09 2027-04-09 N N N 0.0373 4645999.09 4645999.09 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.660001% 3130B8NZ1 2549001DPIFGXC1TOL40 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+ 2026-08-01 2026-08-21 2026-08-21 N N N 0.0368 3014971.21 3014971.21 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B9C32 2549001DPIFGXC1TOL40 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+ 2026-08-01 2027-07-28 2027-07-28 N N N 0.0373 3994975.35 3994975.35 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.655001% 3130B9CL2 2549001DPIFGXC1TOL40 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+ 2026-08-01 2026-08-06 2026-08-06 N N N 0.0367 1649998.00 1649998.00 0.0005 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B9CZ1 2549001DPIFGXC1TOL40 US3130B9CZ11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-07-30 2027-07-30 N N N 0.0373 3569978.01 3569978.01 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.655001% 3130B9DT4 2549001DPIFGXC1TOL40 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+ 2026-08-01 2026-08-10 2026-08-10 N N N 0.0367 1524997.19 1524997.19 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.655001% 3130B9DV9 2549001DPIFGXC1TOL40 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+ 2026-08-01 2026-08-06 2026-08-06 N N N 0.0367 819999.00 819999.00 0.0002 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.700001% 3130B9EU0 2549001DPIFGXC1TOL40 US3130B9EU06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-05-06 2027-05-06 N N N 0.0372 3204985.61 3204985.61 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.740000% 3130B9GY0 2549001DPIFGXC1TOL40 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+ 2026-08-01 2028-02-11 2028-02-11 N N N 0.0376 8999989.20 8999989.20 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-08-20 2027-08-20 N N N 0.0350 631494.40 631494.40 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130B9M56 2549001DPIFGXC1TOL40 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+ 2026-08-01 2028-02-18 2028-02-18 N N N 0.0375 6514982.93 6514982.93 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130B9M64 2549001DPIFGXC1TOL40 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+ 2026-08-01 2028-02-25 2028-02-25 N N N 0.0375 13024901.79 13024901.79 0.0038 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B9XB1 2549001DPIFGXC1TOL40 US3130B9XB14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-10-20 2027-10-20 N N N 0.0373 1574987.86 1574987.86 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.714998% 3130B9XC9 2549001DPIFGXC1TOL40 US3130B9XC96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-11-19 2027-11-19 N N N 0.0376 1964286.45 1964286.45 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.719999% 3130BAKF3 2549001DPIFGXC1TOL40 US3130BAKF37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-10-29 2027-10-29 N N N 0.0375 44992744.65 44992744.65 0.0130 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130BATP2 2549001DPIFGXC1TOL40 US3130BATP28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-05-26 2028-05-26 N N N 0.0375 4894966.52 4894966.52 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.690000% 3130BATU1 2549001DPIFGXC1TOL40 US3130BATU13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-05-27 2027-05-27 N N N 0.0372 699920.19 699920.19 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.740000% 3130BB2X2 2549001DPIFGXC1TOL40 US3130BB2X29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-06-09 2028-06-09 N N N 0.0376 11354805.83 11354805.83 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.750001% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-06-15 2028-06-15 N N N 0.0377 1589966.67 1589966.67 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-19 2027-02-19 2027-02-19 N N N 0.0384 7312163.01 7312163.01 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-01 2027-03-01 2027-03-01 N N N 0.0387 5857906.82 5857906.82 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384DT3 2549001DPIFGXC1TOL40 US313384DT31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0387 2597421.30 2597421.30 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H66 2549001DPIFGXC1TOL40 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 0.0365 3733151.01 3733151.01 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H82 2549001DPIFGXC1TOL40 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 0.0369 4579749.49 4579749.49 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385J72 2549001DPIFGXC1TOL40 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 0.0369 3064203.83 3064203.83 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385K47 2549001DPIFGXC1TOL40 US313385K474 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-13 2026-10-13 2026-10-13 N N N 0.0369 33182731.66 33182731.66 0.0096 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385M94 2549001DPIFGXC1TOL40 US313385M942 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-03 2026-11-03 2026-11-03 N N N 0.0372 12204999.73 12204999.73 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-04 2026-12-04 2026-12-04 N N N 0.0378 5632483.16 5632483.16 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-07 2026-12-07 2026-12-07 N N N 0.0378 9677123.55 9677123.55 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0378 11589565.90 11589565.90 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385V37 2549001DPIFGXC1TOL40 US313385V372 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0378 38182581.61 38182581.61 0.0111 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 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+ 2026-08-01 2026-11-16 2026-11-16 N N N 0.0370 1804209.91 1804209.91 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 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+ 2026-08-01 2027-02-12 2027-02-12 N N N 0.0377 618975.18 618975.18 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 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+ 2026-08-01 2027-02-24 2027-02-24 N N N 0.0372 1031207.66 1031207.66 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2027-02-26 2027-02-26 N N N 0.0372 6251091.00 6251091.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999% 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+ 2026-08-01 2026-12-07 2026-12-07 N N N 0.0371 2255233.48 2255233.48 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000% 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+ 2026-08-01 2027-03-11 2027-03-11 N N N 0.0378 2845404.05 2845404.05 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000% 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+ 2026-08-01 2026-09-21 2026-09-21 N N N 0.0374 1036068.75 1036068.75 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.785000% 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+ 2026-08-01 2026-12-18 2026-12-18 N N N 0.0376 2012333.51 2012333.51 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001% 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+ 2026-08-01 2026-08-26 2026-08-26 N N N 0.0369 539034.84 539034.84 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.785000% 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+ 2026-08-01 2027-01-08 2027-01-08 N N N 0.0373 2704827.29 2704827.29 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001% 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+ 2026-08-01 2026-09-03 2026-09-03 N N N 0.0374 1909099.94 1909099.94 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001% 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+ 2026-08-01 2026-09-04 2026-09-04 N N N 0.0374 2046106.86 2046106.86 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001% 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+ 2026-08-01 2026-09-09 2026-09-09 N N N 0.0369 1210129.52 1210129.52 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.890002% 3133ERW49 254900C5LP6DN9OP9V83 US3133ERW498 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-01-28 2028-01-28 N N N 0.0374 2016842.38 2016842.38 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.780000% 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+ 2026-08-01 2026-08-28 2026-08-28 N N N 0.0372 2015091.16 2015091.16 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000% 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+ 2026-08-01 2026-08-06 2026-08-06 N N N 0.0373 4049015.47 4049015.47 0.0012 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.899999% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-11-12 2027-11-12 N N N 0.0377 1397525.77 1397525.77 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.764999% 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+ 2026-08-01 2027-01-28 2027-01-28 N N N 0.0374 15399479.18 15399479.18 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 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+ 2026-08-01 2027-02-01 2027-02-01 N N N 0.0373 5285115.82 5285115.82 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 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+ 2026-08-01 2027-03-05 2027-03-05 N N N 0.0373 7501804.20 7501804.20 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001% 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+ 2026-08-01 2027-02-09 2027-02-09 N N N 0.0373 1285246.44 1285246.44 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.052149% 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+ 2026-08-01 2027-11-05 2027-11-05 N N N 0.0389 2309563.15 2309563.15 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000% 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+ 2026-08-01 2026-11-19 2026-11-19 N N N 0.0370 965999.66 965999.66 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 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+ 2026-08-01 2027-04-19 2027-04-19 N N N 0.0375 965975.42 965975.42 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.042148% 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+ 2026-08-01 2027-11-24 2027-11-24 N N N 0.0404 905000.00 905000.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2028-01-21 2028-01-21 N N N 0.0375 1546989.82 1546989.82 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 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+ 2026-08-01 2027-06-28 2027-06-28 N N N 0.0372 3452963.33 3452963.33 0.0010 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+ 2026-08-01 2027-10-29 2027-10-29 N N N 0.0374 1138078.61 1138078.61 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 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+ 2026-08-01 2027-07-28 2027-07-28 N N N 0.0373 588999.17 588999.17 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 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+ 2026-08-01 2028-02-02 2028-02-02 N N N 0.0378 1788464.09 1788464.09 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2028-01-03 2028-01-03 N N N 0.0378 1260460.54 1260460.54 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998% 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+ 2026-08-01 2027-09-03 2027-09-03 N N N 0.0373 758987.54 758987.54 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 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+ 2026-08-01 2026-11-04 2026-11-04 N N N 0.0369 254999.80 254999.80 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 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+ 2026-08-01 2028-02-09 2028-02-09 N N N 0.0375 1378151.36 1378151.36 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000% 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+ 2026-08-01 2027-03-04 2027-03-04 N N N 0.0371 60999.25 60999.25 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001% 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+ 2026-08-01 2027-05-06 2027-05-06 N N N 0.0373 528938.16 528938.16 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 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+ 2026-08-01 2027-11-05 2027-11-05 N N N 0.0374 1133994.56 1133994.56 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 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+ 2026-08-01 2028-02-11 2028-02-11 N N N 0.0376 881990.47 881990.47 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001% 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+ 2026-08-01 2027-06-11 2027-06-11 N N N 0.0372 1934974.17 1934974.17 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 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+ 2026-08-01 2027-07-13 2027-07-13 N N N 0.0375 3479135.50 3479135.50 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 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+ 2026-08-01 2028-02-17 2028-02-17 N N N 0.0375 1688182.78 1688182.78 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2028-01-18 2028-01-18 N N N 0.0375 1347990.15 1347990.15 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001% 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+ 2026-08-01 2027-05-20 2027-05-20 N N N 0.0373 2474670.90 2474670.90 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2028-02-25 2028-02-25 N N N 0.0378 1262495.65 1262495.65 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2028-03-02 2028-03-02 N N N 0.0375 564997.93 564997.93 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 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+ 2026-08-01 2028-01-11 2028-01-11 N N N 0.0377 242889.87 242889.87 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.957149% 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+ 2026-08-01 2028-02-17 2028-02-17 N N N 0.0388 717990.94 717990.94 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 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+ 2026-08-01 2027-10-19 2027-10-19 N N N 0.0373 2833989.85 2833989.85 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 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+ 2026-08-01 2028-03-24 2028-03-24 N N N 0.0375 718018.99 718018.99 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWNK2 254900C5LP6DN9OP9V83 US3133EWNK27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-06-04 2027-06-04 N N N 0.0372 24999738.50 24999738.50 0.0072 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-02-11 2028-02-11 N N N 0.0376 1722541.53 1722541.53 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-05-15 2028-05-15 N N N 0.0378 2144050.15 2144050.15 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWQH6 254900C5LP6DN9OP9V83 US3133EWQH60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-10-22 2027-10-22 N N N 0.0375 3505023.89 3505023.89 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133EWQT0 254900C5LP6DN9OP9V83 US3133EWQT09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-06-22 2027-06-22 N N N 0.0371 2432968.69 2432968.69 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000% 3133EWQW3 254900C5LP6DN9OP9V83 US3133EWQW38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-05-21 2027-05-21 N N N 0.0372 909900.18 909900.18 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000% 3133EWSL5 254900C5LP6DN9OP9V83 US3133EWSL54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-02-09 2028-02-09 N N N 0.0377 747745.67 747745.67 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000% 3133EWSV3 254900C5LP6DN9OP9V83 US3133EWSV37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-05-10 2028-05-10 N N N 0.0375 675953.72 675953.72 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999% 3133EWTE0 254900C5LP6DN9OP9V83 US3133EWTE03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2027-10-12 2027-10-12 N N N 0.0374 1364995.56 1364995.56 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 3133EWTS9 254900C5LP6DN9OP9V83 US3133EWTS98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-05-18 2028-05-18 N N N 0.0377 7881047.29 7881047.29 0.0023 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001% 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+ 2026-08-01 2026-09-04 2026-09-04 N N N 0.0373 5343314.60 5343314.60 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001% 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+ 2026-08-01 2026-10-29 2026-10-29 N N N 0.0373 2350433.86 2350433.86 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745001% 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+ 2026-08-01 2027-05-05 2027-05-05 N N N 0.0379 9177256.54 9177256.54 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001% 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+ 2026-08-01 2027-09-22 2027-09-22 N N N 0.0375 15976395.94 15976395.94 0.0046 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001% 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+ 2026-08-01 2027-10-06 2027-10-06 N N N 0.0374 16489129.23 16489129.23 0.0048 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.730000% 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+ 2026-08-01 2027-01-08 2027-01-08 N N N 0.0371 3960635.07 3960635.07 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.785000% 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+ 2026-08-01 2026-08-21 2026-08-21 N N N 0.0361 11726039.42 11726039.42 0.0034 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790001% 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+ 2026-08-01 2026-09-11 2026-09-11 N N N 0.0370 11282244.75 11282244.75 0.0033 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 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+ 2026-08-01 2028-02-02 2028-02-02 N N N 0.0378 9004291.14 9004291.14 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.735000% 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+ 2026-08-01 2028-03-06 2028-03-06 N N N 0.0379 9025943.45 9025943.45 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-06-08 2028-06-08 N N N 0.0378 10968824.59 10968824.59 0.0032 N N N N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.940000% 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+ 2026-08-07 2026-08-07 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 0.0394 1125000.00 1125000.00 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.940000% 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+ 2026-08-07 2026-08-07 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 0.0394 50000.00 50000.00 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.940000% 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+ 2026-08-07 2026-08-07 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 0.0394 955944.62 955944.62 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.940000% 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+ 2026-08-07 2026-08-07 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 0.0394 1363654.98 1363654.98 0.0004 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-29 2026-10-29 2026-10-29 N N N 0.0378 2153097.44 2153097.44 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0395 23844793.46 23844793.46 0.0069 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-17 2026-09-17 2026-09-17 N N N 0.0371 12442954.17 12442954.17 0.0036 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-08 2026-10-08 2026-10-08 N N N 0.0375 17116568.32 17116568.32 0.0050 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-18 2026-08-18 2026-08-18 N N N 0.0366 8779283.73 8779283.73 0.0025 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-03 2026-12-03 2026-12-03 N N N 0.0386 1974633.49 1974633.49 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-08 2026-09-08 2026-09-08 N N N 0.0370 15853419.08 15853419.08 0.0046 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0370 58630158.83 58630158.83 0.0170 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-27 2026-10-27 2026-10-27 N N N 0.0376 3161338.82 3161338.82 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-03 2026-11-03 2026-11-03 N N N 0.0380 21200968.50 21200968.50 0.0061 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-01-07 2027-01-07 2027-01-07 N N N 0.0390 49417714.43 49417714.43 0.0143 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-01-14 2027-01-14 2027-01-14 N N N 0.0390 48395615.78 48395615.78 0.0140 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 25513370.14 25513370.14 0.0074 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 653918.72 653918.72 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-01 2026-12-01 2026-12-01 N N N 0.0389 373377.05 373377.05 0.0001 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-15 2027-05-15 2027-05-15 N N N 0.0413 3586933.28 3586933.28 0.0010 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0407 7720524.28 7720524.28 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 91282CAH4 254900HROIFWPRGM1V77 US91282CAH43 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0420 1266621.57 1266621.57 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0404 2031182.64 2031182.64 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0404 5942525.10 5942525.10 0.0017 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 10493080.74 10493080.74 0.0030 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0414 6612867.19 6612867.19 0.0019 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 91282CFH9 254900HROIFWPRGM1V77 US91282CFH97 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0421 2605075.73 2605075.73 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0400 3721822.15 3721822.15 0.0011 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-15 2027-04-15 2027-04-15 N N N 0.0407 7934246.67 7934246.67 0.0023 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-15 2027-05-15 2027-05-15 N N N 0.0414 706375.07 706375.07 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.057150% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-01 2026-10-31 2026-10-31 N N N 0.0384 35540277.57 35540277.57 0.0103 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0404 2035932.05 2035932.05 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0404 31464111.93 31464111.93 0.0091 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.012150% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-01 2027-04-30 2027-04-30 N N N 0.0387 144403542.97 144403542.97 0.0418 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0409 34567488.79 34567488.79 0.0100 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 14523940.72 14523940.72 0.0042 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.011149% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-01 2027-07-31 2027-07-31 N N N 0.0389 22392637.55 22392637.55 0.0065 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.625000% 91282CNV9 254900HROIFWPRGM1V77 US91282CNV99 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0420 9166076.02 9166076.02 0.0027 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.042148% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-01 2027-10-31 2027-10-31 N N N 0.0390 6328303.29 6328303.29 0.0018 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.951151% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-01 2028-01-31 2028-01-31 N N N 0.0390 60842439.89 60842439.89 0.0176 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.955151% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-01 2028-04-30 2028-04-30 N N N 0.0390 86382610.55 86382610.55 0.0250 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.918146% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2028-07-31 2028-07-31 N N N 0.0391 17311819.49 17311819.49 0.0050 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.679999% TPR053BE7 NQQ6HPCNCCU6TUTQYE16 0000927971 TPR053BE7779162BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXZM4 2056-06-20 5.500000 0.00 6125763.00 6180000.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-11-03 Y BANK OF MONTREAL 1.0000 95 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0368 5999997.00 5999997.00 0.0017 N N Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.650000% TPR055BBD CYYGQCGNHMHPSMRL3R97 0000853784 TPR055BBD7791622HS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HM8 2045-05-15 0.00 0.00 700000.00 254337.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 774100.00 790848.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 9235395.00 4293738.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 15348264.00 6904800.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0365 12000000.00 12000000.00 0.0035 N N Y N HSBC BANK PLC HSBC BANK PLC 3.660001% TPR055C27 MP6I5ZYZBEU3UXPYFY54 0001140465 TPR055C277791621HS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 9181300.00 9152728.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 61100.00 123544.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 17800.00 12717.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 50000.00 37555.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 739000.00 333346.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 244400.00 317613.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 113000.00 111918.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 7711200.00 7886866.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 358600.00 358522.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 31200.00 30832.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0366 18000000.00 18000000.00 0.0052 N N Y N CITIBANK, NATIONAL ASSOCIATION CITIBANK, NATIONAL ASSOCIATION 3.660001% 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 FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EJES4 2042-03-05 3.670000 0.00 6450000.00 5321275.00 Agency Debentures and Agency Strips UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 7988000.00 6917744.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 1200.00 1189.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0366 12000000.00 12000000.00 0.0035 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.650000% TPR059E6F KB1H1DSPRFMYMCUFXT09 0000740906 TPR059E6F7791623WE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 45851500.00 43559246.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 43793200.00 43140798.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0365 85000000.00 85000000.00 0.0246 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.650000% TPR05A146 KB1H1DSPRFMYMCUFXT09 0000740906 TPR05A1467791622WE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 37578700.00 35700028.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0365 35000000.00 35000000.00 0.0101 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.650000% TPR05BC41 VYVVCKR63DVZZN70PB21 0001224385 TPR05BC417791625WE 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 3138WJYD4 2047-02-01 3.500000 0.00 25000.00 2103.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5.000000 0.00 556000.00 4000.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BS5T0 2055-11-01 5.500000 0.00 32467922.00 30902930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8AM7 2047-12-01 4.000000 0.00 37093871.00 7300194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8VY8 2043-04-01 3.500000 0.00 6000.00 870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLZ82 2051-09-01 2.500000 0.00 98009.00 56477.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRD8 2051-12-01 2.000000 0.00 550000.00 331477.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQEM3 2052-09-01 6.000000 0.00 555000.00 328881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUU95 2054-06-01 6.000000 0.00 1249993.00 938559.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGRJ0 2033-09-01 3.500000 0.00 18068949.00 1231476.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNT20 2052-04-01 1.500000 0.00 692322.00 440027.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNUQ5 2052-04-01 1.500000 0.00 305000.00 197013.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNV92 2048-08-01 3.500000 0.00 1400000.00 994867.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413YRR4 2037-11-01 6.000000 0.00 1068373.00 3467.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSM0 2035-12-01 5.000000 0.00 3134774.00 2561976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FUT2 2036-01-01 5.500000 0.00 1172713.00 1055683.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0365 45000000.00 45000000.00 0.0130 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.600000% TPR101285 N.A. TPR101285779162ROY 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 3132DSQ62 2053-11-01 5.000000 0.00 24315.00 19289.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0T85 2052-06-01 2.500000 0.00 11896644.00 8117080.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXHV7 2051-06-01 4.000000 0.00 65447.00 21781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2U7 2054-12-01 5.000000 0.00 1941271.00 1720434.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GDR3 2055-03-01 5.500000 0.00 60025.00 59583.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXJ81 2056-05-01 4.500000 0.00 92625.00 87382.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 141700.00 142988.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 52729.00 31464.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-07 2026-08-07 2026-09-01 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 0.0360 9998657.00 9998657.00 0.0029 N N Y N BNP PARIBAS BNP PARIBAS 3.560000% TPR10165A R0MUWSFPU8MPRO8K5P83 0000310732 TPR10165A7791621BN 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 31287VDL1 2032-07-01 6.500000 0.00 15881.00 176.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128LXJE1 2036-01-01 7.000000 0.00 1164.00 11.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128M7X68 2032-12-01 7.500000 0.00 1319.00 40.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 26383.00 17540.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKW4 2049-11-01 3.000000 0.00 1000.00 309.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 97127.00 69101.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 32679.00 17111.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 3252.00 1886.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 2000.00 1186.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1037.00 727.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 1000.00 699.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 41197.00 24292.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 55989.00 47517.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 1306.00 912.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BSQM7 2052-12-01 5.500000 0.00 1000.00 524.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 1047073.00 690311.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 198356.00 126223.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 1011.00 44.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XLWE8 2044-02-01 4.500000 0.00 1000.00 144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2VG6 2055-02-01 6.000000 0.00 1000.00 809.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTB61 2056-03-01 5.000000 0.00 1044.00 1023.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.500000 0.00 1000.00 768.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MEZ82 2055-05-01 4.500000 0.00 43540.00 38722.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1150.00 799.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 1008.00 1004.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 1001.00 829.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NK6Y2 2053-06-01 5.000000 0.00 1000.00 941.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 1022.00 163.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMCC6 2051-10-01 2.500000 0.00 1024.00 608.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1009.00 619.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 1000.00 658.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 12100.00 11155.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.500000 0.00 1000.00 1001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UJSH0 2056-06-01 4.500000 0.00 1248788.00 1185981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1002.00 789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2X63 2055-08-01 6.500000 0.00 35392.00 28065.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.500000 0.00 1034.00 922.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.500000 0.00 4373.00 3489.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 1216.00 1138.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 72450.00 65473.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 1024.00 436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 1016.00 497.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3.000000 0.00 1693898.00 1005213.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XG7C7 2052-05-01 4.000000 0.00 1708460.00 1138596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGLK3 2052-04-01 2.500000 0.00 2837.00 1787.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4.000000 0.00 1000.00 688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMJ98 2052-05-01 2.000000 0.00 1102.00 708.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8HH2 2056-02-01 5.500000 0.00 22413.00 21602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8P34 2056-03-01 5.500000 0.00 1000.00 976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8PX8 2056-03-01 5.500000 0.00 18368.00 17843.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8PZ3 2056-03-01 5.500000 0.00 1000.00 979.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.500000 0.00 4864.00 4619.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.500000 0.00 2012.00 2017.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.500000 0.00 1000.00 70.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 1042.00 81.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXL1 2051-03-01 2.500000 0.00 239015.00 108870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 1000.00 858.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 1024.00 891.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FR41 2055-12-01 3.500000 0.00 1002.00 867.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-08-01 7.000000 0.00 1000.00 1055.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QV75 2055-06-01 6.500000 0.00 1000.00 947.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 3282.00 2441.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SZW1 2052-07-01 2.500000 0.00 1272.00 1044.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 1000.00 1000.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5.000000 0.00 1917784.00 1851832.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 1782.00 156.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 3393.00 282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4.000000 0.00 474879.00 34325.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 2040.00 450.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 1000.00 267.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 1000.00 587.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 1000.00 464.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2.000000 0.00 1024.00 530.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 1000.00 568.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 2048.00 1167.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 2048.00 1175.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WY85 2052-03-20 2.000000 0.00 1024.00 596.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 94000.00 61054.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 1008.00 673.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 1000.00 670.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 51648.00 34513.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 34930.00 23783.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 1000.00 672.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 2560.00 1782.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 1000.00 691.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 2110377.00 1226052.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 16336.00 6966.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 13687.00 9389.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 1000.00 670.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GEPC6 2053-12-20 7.500000 0.00 1000.00 1080.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1000.00 524.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 1000.00 673.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 1000.00 1045.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 1000.00 1073.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1000.00 1074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LRJX2 2055-11-20 6.000000 0.00 1000.00 1015.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618ME6V8 2056-01-20 7.000000 0.00 1000.00 1070.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 2000.00 1866.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1024.00 985.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 1000.00 859.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1024.00 789.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 1184.00 1068.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1024.00 830.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1000.00 927.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.500000 0.00 2112.00 1796.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1024.00 905.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 1000.00 930.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FP7 2056-04-20 6.500000 0.00 2048.00 2112.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 2000.00 2074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJWT3 2056-06-20 6.000000 0.00 1000.00 1031.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMPY3 2056-06-20 6.500000 0.00 1000.00 1068.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMPZ0 2056-06-20 6.500000 0.00 1000.00 1071.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 3088.00 2513.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0.00 0.00 18600.00 4263.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 38900.00 34028.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.950148 0.00 1000.00 1000.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 2292200.00 2292365.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-09-10 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 0.0356 9999990.00 9999990.00 0.0029 N N Y N RBC DOMINION SECURITIES INC. RBC DOMINION SECURITIES INC. 3.550000% TPR101892 549300QJJX6CVVUXLE15 0001317808 TPR101892779162RBC 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 3131XQW44 2044-11-01 3.500000 0.00 6896.00 802.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9R39 2049-02-01 4.500000 0.00 1596.00 396.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329NPV4 2047-06-01 4.000000 0.00 7353.00 937.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMES0 2047-08-01 3.000000 0.00 1291.00 298.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 1003.00 663.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 1324.00 162.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1019.00 604.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWKK8 2054-01-01 7.000000 0.00 19203042.00 5396096.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWLF8 2054-04-01 7.000000 0.00 1001.00 338.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132L7ED7 2045-10-01 3.500000 0.00 1069.00 135.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3.000000 0.00 1022.00 163.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 1021.00 444.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDVX9 2050-06-01 2.500000 0.00 1000.00 484.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFC80 2050-10-01 2.500000 0.00 1008.00 489.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UJC46 2056-06-01 4.500000 0.00 1008.00 939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 1122.00 583.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL5C8 2053-07-01 5.500000 0.00 4000.00 2789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 33650.00 19243.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6GX2 2055-04-01 5.000000 0.00 4679.00 4293.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 2022336.00 345356.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 1600.00 718.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WKD1 2055-08-01 6.000000 0.00 4000.00 3904.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSPJ1 2054-08-01 6.500000 0.00 2000.00 1284.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXV53 2056-06-01 5.500000 0.00 4480.00 4338.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 186136.00 16294.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 1000.00 670.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 1164.00 899.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 1000.00 730.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 100.00 98.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 345900.00 340995.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 2100.00 1515.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 400.00 284.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 200.00 191.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 100.00 87.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 94.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 16600.00 15156.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 84100.00 84164.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 195800.00 186316.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 18800.00 18971.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1600.00 1635.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 6600.00 6481.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 23400.00 23800.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 5805600.00 5752293.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 3700.00 3596.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 103.00 72.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-08-07 2026-08-07 2026-08-17 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Standard and Poor's Ratings Services A-1+ N N 0.0355 11999986.80 11999986.80 0.0035 N N Y N RBC DOMINION SECURITIES INC. RBC DOMINION SECURITIES INC. 3.489998% TPR101BD3 549300QJJX6CVVUXLE15 0001317808 TPR101BD37791621RB 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 3132DQF92 2053-05-01 5.500000 0.00 1000.00 661.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 0.00 0.00 34852.00 32664.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLS2 2051-03-01 2.000000 0.00 300115.00 155176.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1001.00 593.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 220498.00 95966.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDVX9 2050-06-01 2.500000 0.00 1014.00 490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 1023.00 532.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCQ68 2050-02-01 3.000000 0.00 1000.00 460.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLDL9 2052-04-01 3.000000 0.00 1012272.00 656074.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 2007.00 901.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSPJ1 2054-08-01 6.500000 0.00 7341000.00 4712578.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWF35 2056-03-01 5.000000 0.00 1000.00 940.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 1000.00 88.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 1001.00 70.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUJ9 2049-06-20 3.500000 0.00 1028.00 94.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 632.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 2024.00 1316.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WZC5 2052-03-20 4.000000 0.00 1004.00 602.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 1024.00 681.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 2024.00 1352.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 741977.00 506015.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5.000000 0.00 1024.00 685.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 1000.00 601.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 9408.00 7264.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 2130.00 761.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YRG1 2054-02-20 5.000000 0.00 1024.00 788.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.500000 0.00 1007.00 651.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YYT5 2054-06-20 4.000000 0.00 1008.00 831.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 1000.00 730.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1024.00 717.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 11505000.00 11322560.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 1000.00 763.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 68.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 200.00 191.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 200.00 177.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 500.00 431.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 2801200.00 2585355.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 11100.00 11241.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 2400.00 2360.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 5132000.00 5101462.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 3400.00 3320.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 51000.00 49278.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 242100.00 241881.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-08-07 2026-08-07 2026-09-18 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Standard and Poor's Ratings Services A-1+ N N 0.0349 24999972.50 24999972.50 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.560000% TPR103E86 MBNUM2BPBDO7JBLYG310 0000315030 TPR103E867791621CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8TX7 2032-06-01 3.500000 0.00 270000.00 38320.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV7L3 2050-10-01 2.500000 0.00 15302656.00 5988811.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDU4 2052-05-01 4.000000 0.00 612000.00 401602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHJ36 2055-08-01 6.500000 0.00 1229744.00 1284349.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KYEH3 2051-05-01 2.000000 0.00 1521176.00 867280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAUN8 2034-04-01 4.000000 0.00 903000.00 159743.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UDF87 2056-05-01 5.500000 0.00 1877608.00 1900316.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKW71 2051-10-01 2.000000 0.00 200000.00 125261.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLNB0 2037-05-01 3.500000 0.00 237000.00 118243.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CFV1 2047-01-01 4.000000 0.00 251597.00 29555.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RWG0 2031-01-20 2.000000 0.00 262303.00 30683.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SUX3 2047-01-20 4.500000 0.00 3269336.00 289165.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 12248656.00 746083.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617MR3M4 2050-02-15 4.500000 0.00 157518.00 7446.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KE5T6 2055-01-20 7.000000 0.00 554656.00 166890.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200HRL0 2033-02-15 5.250000 0.00 537016.00 24728.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200U6V2 2031-12-15 6.000000 0.00 5898135.00 32355.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LWR3 2041-06-20 6.000000 0.00 1018929.00 29172.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-10 2026-11-10 2026-11-10 N N N 0.0356 11988703.20 11988703.20 0.0035 N N N Y CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR104278 MBNUM2BPBDO7JBLYG310 0000315030 TPR1042787791629CG 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 3138EBTC9 2042-04-01 3.500000 0.00 2250000.00 182297.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJV21 2054-08-01 6.500000 0.00 93000.00 83712.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BJ98 2034-11-01 3.000000 0.00 763461.00 51343.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EM64 2032-12-01 5.000000 0.00 541238.00 139891.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZL7 2054-01-01 5.500000 0.00 2644608.00 1962029.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176DVH3 2041-04-15 4.250000 0.00 1651462.00 62781.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176WGR6 2026-12-20 3.500000 0.00 810000.00 1522.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179DEZ9 2042-12-15 3.000000 0.00 522000.00 44806.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NQ27 2043-10-20 2.500000 0.00 190000.00 30790.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QVG3 2029-12-20 3.500000 0.00 409111.00 14354.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RGC7 2045-06-20 5.000000 0.00 12000.00 873.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TG58 2047-09-20 4.000000 0.00 47082496.00 4497776.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BLAQ2 2047-12-15 5.000000 0.00 371745.00 42143.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180CXP9 2043-01-15 3.000000 0.00 785981.00 80739.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HEGC5 2054-06-20 6.000000 0.00 1090.00 724.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LS4U2 2055-09-20 6.000000 0.00 12826224.00 11903112.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMRD7 2056-07-20 6.000000 0.00 1642482.00 1719112.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VRRA2 2056-06-20 6.000000 0.00 1071652.00 1113903.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWL58 2056-05-20 6.000000 0.00 1958196.00 2029071.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WFGH4 2056-07-20 5.000000 0.00 1431230.00 1405390.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200FBM9 2037-07-15 6.500000 0.00 1840796.00 21081.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D6U0 2034-07-20 5.500000 0.00 306000.00 3138.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DH95 2030-08-20 7.000000 0.00 2908160.00 1757.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E5F2 2039-05-20 4.500000 0.00 75000.00 1708.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EJZ3 2036-07-20 6.500000 0.00 61000.00 646.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EMD8 2037-02-20 7.000000 0.00 328000.00 2637.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FBH8 2039-09-20 4.500000 0.00 308091.00 9562.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210MDZ1 2029-01-15 6.000000 0.00 2772992.00 2146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36212BAF0 2030-05-15 7.500000 0.00 75000.00 1724.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213GNJ6 2031-11-15 6.000000 0.00 165849.00 5601.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LUX2 2041-04-20 4.500000 0.00 800000.00 23895.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290YUX4 2033-10-15 4.500000 0.00 100000.00 1380.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296JJY2 2039-04-15 5.000000 0.00 137000.00 2076.00 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E5P5 2034-09-15 0.00 0.00 85000.00 56281.00 Agency Debentures and Agency Strips Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-17 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0366 25000000.00 25000000.00 0.0072 N N Y N BNP PARIBAS BNP PARIBAS 3.679999% TPR10429C R0MUWSFPU8MPRO8K5P83 0000310732 TPR10429C779162BNP 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 3128MFKU1 2033-01-01 2.500000 0.00 1000.00 141.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6BE9 2037-01-01 2.000000 0.00 1023.00 531.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 1782.00 1185.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 477998.00 335342.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 1000.00 793.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 1000.00 769.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUCP0 2054-09-01 6.000000 0.00 8244.00 6160.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKZ7 2050-02-01 3.000000 0.00 1001.00 339.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 6285.00 3291.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1000.00 580.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.500000 0.00 417478.00 275619.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 2000.00 1402.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 33871.00 23566.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 1000.00 719.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5.000000 0.00 1024.00 858.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 2150.00 1825.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNW9 2055-02-01 5.000000 0.00 1622380.00 1379965.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0BE1 2053-08-01 6.000000 0.00 1000.00 587.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 13266.00 9535.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 1000.00 390.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BEUY7 2052-07-01 4.000000 0.00 58873.00 44737.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 1235.00 863.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CR5U3 2054-07-01 6.000000 0.00 1000.00 831.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EM2H4 2036-08-12 2.220000 0.00 1000.00 799.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 106080.00 4604.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LKYX9 2047-10-01 3.595000 0.00 1000.00 718.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XLWE8 2044-02-01 4.500000 0.00 2336.00 336.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405FZY1 2033-10-01 6.500000 0.00 1012.00 18.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMRK9 2054-09-01 7.000000 0.00 1000.00 770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7.000000 0.00 1000.00 1043.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AP6N9 2055-05-01 6.500000 0.00 1000.00 1042.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQST0 2054-09-01 5.000000 0.00 1000.00 957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW3L1 2055-01-01 5.500000 0.00 1008.00 845.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW7F0 2055-01-01 4.500000 0.00 1000.00 928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW7L7 2055-01-01 4.500000 0.00 1000.00 918.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0JL3 2054-11-01 4.500000 0.00 1641179.00 1307428.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2LZ5 2055-04-01 6.500000 0.00 2309350.00 1347072.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5S24 2055-04-01 5.500000 0.00 1000.00 990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6.000000 0.00 1000.00 849.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEX45 2055-06-01 6.500000 0.00 1000.00 652.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGDL4 2055-08-01 6.500000 0.00 1000.00 952.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJZR1 2055-08-01 6.500000 0.00 7995.00 8408.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BPAX1 2055-11-01 7.000000 0.00 1000.00 963.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTCM5 2056-03-01 5.500000 0.00 59498.00 56208.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7.000000 0.00 1006.00 934.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.500000 0.00 1000.00 768.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BW6S2 2055-10-01 6.000000 0.00 1602439.00 1641397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5.000000 0.00 1530746.00 711782.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 1001.00 486.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSU47 2051-11-01 2.500000 0.00 125350.00 64611.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2EP3 2051-10-01 2.000000 0.00 1002.00 529.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7E64 2055-02-01 5.500000 0.00 2000.00 1684.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.500000 0.00 1602410.00 990008.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGNR8 2052-02-01 3.000000 0.00 1000.00 581.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMVQ8 2052-06-01 4.500000 0.00 1000.00 852.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUXM7 2052-07-01 4.500000 0.00 1000.00 726.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1290.00 896.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 1008.00 1004.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHJF6 2053-04-01 5.500000 0.00 1000.00 950.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKLD1 2053-06-01 5.500000 0.00 1570.00 1473.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8K95 2048-02-01 4.500000 0.00 969051.00 255081.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8RM9 2048-03-01 4.500000 0.00 1000.00 198.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCXL5 2050-02-01 4.500000 0.00 1000.00 187.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3.000000 0.00 1000.00 343.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2.000000 0.00 1025.00 578.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLN36 2051-08-01 2.000000 0.00 1024.00 601.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 1000.00 624.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNE99 2052-02-01 2.500000 0.00 2352160.00 1428976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1633.00 1002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 8255.00 5538.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPBR7 2052-05-01 5.000000 0.00 1000.00 615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQGG4 2052-09-01 6.000000 0.00 1000.00 664.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1000.00 733.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAE1 2053-05-01 4.500000 0.00 1000.00 780.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSGY1 2053-06-01 5.000000 0.00 1000.00 706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSH46 2053-06-01 6.500000 0.00 1000.00 571.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSHA2 2053-06-01 5.500000 0.00 2699.00 1949.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1000.00 709.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVD0 2053-08-01 5.500000 0.00 1000.00 747.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUGZ3 2054-04-01 5.000000 0.00 357315.00 269504.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5.000000 0.00 1057.00 892.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 97800.00 90159.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0TC1 2056-01-01 6.000000 0.00 1024.00 1025.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U13P8 2056-02-01 5.500000 0.00 1004.00 1002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 1000.00 974.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U4PG8 2056-03-01 5.000000 0.00 1000.00 948.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.500000 0.00 5082.00 5090.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1024.00 806.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1QN6 2055-05-01 5.500000 0.00 1000.00 733.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2CC3 2055-06-01 5.500000 0.00 1000.00 830.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.500000 0.00 2048.00 1827.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3MN6 2055-08-01 5.500000 0.00 1000.00 863.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3VQ9 2055-08-01 6.500000 0.00 1000.00 695.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W46Y8 2055-09-01 5.500000 0.00 2422.00 2343.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 2039172.00 1602553.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 2024.00 2073.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6XV9 2051-09-01 4.500000 0.00 2000.00 1929.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6ZX3 2054-12-01 5.000000 0.00 1000.00 971.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 1024.00 959.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 57888.00 54275.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 3904.00 3528.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4E69 2049-06-01 5.500000 0.00 1007.00 221.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3.000000 0.00 1860541.00 624314.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA2L5 2051-04-01 2.000000 0.00 1000.00 521.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XB3R9 2051-07-01 2.500000 0.00 28736.00 15019.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.500000 0.00 1000.00 305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDYN0 2051-12-01 2.500000 0.00 1000.00 566.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.500000 0.00 26333.00 14295.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGPU7 2051-11-01 2.000000 0.00 1000.00 577.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 650.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4.000000 0.00 185080.00 127397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 1152.00 829.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5.000000 0.00 166994.00 159868.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.500000 0.00 1008.00 960.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8P34 2056-03-01 5.500000 0.00 1009.00 984.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8PX8 2056-03-01 5.500000 0.00 1024.00 995.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.500000 0.00 7460.00 7084.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.500000 0.00 195000.00 195487.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416HKG9 2039-04-01 6.000000 0.00 1205076.00 29697.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CDL5 2046-11-01 3.000000 0.00 1000.00 160.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.500000 0.00 4711899.00 329149.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.500000 0.00 1001.00 565.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 2042.00 159.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.500000 0.00 1000.00 344.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 411.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAS9 2037-01-01 2.000000 0.00 1002.00 521.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 1002.00 638.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECV0 2037-04-01 2.500000 0.00 15000.00 8111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.500000 0.00 2000.00 1349.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 1000.00 704.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3.000000 0.00 1000.00 596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELU2 2052-12-01 3.500000 0.00 2627.00 1877.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPE4 2053-02-01 6.000000 0.00 1000.00 514.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5.000000 0.00 7971.00 5819.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.500000 0.00 2001.00 1459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXG0 2038-10-01 6.000000 0.00 1001.00 407.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 2000.00 1699.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 2011.00 1750.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKR7 2055-05-01 7.000000 0.00 1000.00 536.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNJ2 2055-08-01 5.500000 0.00 1000.00 838.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-08-01 7.000000 0.00 2024.00 1405.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.500000 0.00 1000.00 847.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FXJ1 2056-06-01 5.500000 0.00 1000.00 980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-08-01 7.000000 0.00 1000.00 1055.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.500000 0.00 1834400.00 51461.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.500000 0.00 303469.00 260533.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QV75 2055-06-01 6.500000 0.00 1000.00 947.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427HKH4 2055-11-01 5.500000 0.00 146227.00 141233.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 201016.00 149533.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 1000.00 1000.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXW37 2051-05-01 4.500000 0.00 2000.00 1913.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.500000 0.00 4262.00 4297.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 1456640.00 1364665.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6EK5 2056-07-01 5.500000 0.00 1210.00 1203.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQHY8 2055-12-01 5.500000 0.00 22040.00 20870.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6WK3 2056-06-01 6.000000 0.00 1000.00 1025.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K8AS6 2056-06-01 5.500000 0.00 1000.00 1000.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TAK1 2047-06-20 3.500000 0.00 1000.00 106.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 1341.00 145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 2387.00 258.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 5261536.00 437531.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 5666.00 471.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4.000000 0.00 619786.00 44800.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 1010.00 223.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 1000.00 267.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 137318.00 87244.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 2017.00 1311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 3032.00 1990.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 1000.00 464.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2.000000 0.00 4096.00 2122.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 1000.00 568.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 2304.00 1313.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 2304.00 1321.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WY85 2052-03-20 2.000000 0.00 1040.00 605.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 87240.00 56663.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 1070.00 712.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 4013.00 2682.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 2032.00 1384.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 1000.00 691.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 4112.00 2389.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 1024.00 596.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 3096.00 1320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 3024.00 1858.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 1024.00 700.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6.000000 0.00 1000.00 491.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 1008.00 718.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 43731.00 29997.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 2024.00 703.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 4984242.00 4334198.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 2100.00 811.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617N4G57 2050-04-20 4.000000 0.00 1000.00 461.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 1044.00 167.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 306983.00 194558.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617X5VN7 2052-04-20 4.000000 0.00 74021.00 55206.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.500000 0.00 2000.00 1686.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AQY68 2054-02-20 7.500000 0.00 1000.00 806.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.500000 0.00 1030.00 266.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BRVJ0 2053-11-20 8.000000 0.00 1008.00 810.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.500000 0.00 1001.00 574.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618G2MU5 2053-11-20 7.500000 0.00 2360.00 689.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GCZJ4 2054-03-20 5.500000 0.00 1082.00 1061.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1000.00 524.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 1000.00 922.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 1000.00 673.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 1000.00 777.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 1000.00 1045.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 50558.00 43162.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KF4P2 2055-01-20 6.500000 0.00 1000.00 644.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 2001.00 1780.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1000.00 1074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M4FK4 2056-01-20 7.500000 0.00 1004.00 1047.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 1000.00 1079.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHVC5 2056-02-20 6.500000 0.00 1000.00 1048.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHVD3 2056-02-20 6.500000 0.00 1001.00 1049.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 1000.00 1046.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MN2A8 2056-02-20 6.500000 0.00 1000.00 1059.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MPA30 2056-03-20 6.500000 0.00 1000.00 1060.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 1000.00 1080.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1011.00 1102.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 1004.00 1061.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 1000.00 1048.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1000.00 933.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 2048.00 1970.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1000.00 983.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 4247.00 3631.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 1000.00 872.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 2000.00 1460.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1000.00 882.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1000.00 771.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 1056.00 953.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.500000 0.00 31200.00 24996.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 2000.00 1620.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 2024.00 1877.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.500000 0.00 7120.00 6054.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 1007.00 934.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 4360.00 3854.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5.000000 0.00 7049072.00 6661836.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 97280.00 90517.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 1000.00 818.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 1082.00 1032.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 1600.00 1544.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 3008.00 2912.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5.000000 0.00 1993.00 1935.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FP7 2056-04-20 6.500000 0.00 2048.00 2112.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V8C69 2056-04-20 6.000000 0.00 1000.00 1031.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 90994.00 97817.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 2024.00 2099.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 1024.00 1094.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMN74 2056-06-20 6.000000 0.00 1000.00 1051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMNL3 2056-06-20 6.500000 0.00 1008.00 1077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMNN9 2056-06-20 6.000000 0.00 2048.00 2147.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMNZ2 2056-06-20 6.000000 0.00 1024.00 1075.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMPS6 2056-06-20 6.000000 0.00 1000.00 1051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMPY3 2056-06-20 6.500000 0.00 2000.00 2137.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5.000000 0.00 1003.00 45.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2S78 2040-08-15 6.000000 0.00 2004.00 288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAZZ0 2051-03-20 2.000000 0.00 1000.00 542.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 4208.00 3424.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 1000.00 61.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LSZ0 2033-12-15 6.500000 0.00 1001.00 21.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 27000.00 26731.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 7966500.00 5174353.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0.00 0.00 400.00 132.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 2876800.00 2877007.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 4.00 3.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 13057.00 8308.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 38.00 31.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0.00 0.00 243272.00 87491.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-17 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 0.0368 34998428.50 34998428.50 0.0101 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.650000% TPR1043FF MBNUM2BPBDO7JBLYG310 0000315030 TPR1043FF7791624CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 1000.00 976.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 400.00 397.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 12442400.00 25243294.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1600.00 986.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 11200.00 10575.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 800.00 738.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 7400.00 7390.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 3200.00 3172.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 11000.00 10558.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 8550400.00 8373027.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 8900.00 8901.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-18 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 32999963.70 32999963.70 0.0096 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR104403 MBNUM2BPBDO7JBLYG310 0000315030 TPR104403779162CCG 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 3131XKXB0 2042-11-01 3.000000 0.00 175000.00 26377.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVQ57 2046-12-01 3.000000 0.00 112919.00 28531.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DB8 2045-01-01 3.000000 0.00 548693.00 57289.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AABJ2 2029-07-01 4.500000 0.00 2664680.00 27596.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNFT5 2050-07-01 3.000000 0.00 5350000.00 3095325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKR80 2032-04-01 3.000000 0.00 2000000.00 415503.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X9K81 2043-10-01 4.000000 0.00 250000.00 38927.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XQBG5 2029-04-01 3.000000 0.00 7110000.00 225671.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5DG0 2053-11-01 7.000000 0.00 1824520.00 825633.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AAFQ5 2054-04-01 5.000000 0.00 1672352.00 1271319.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EXEX7 2046-09-01 3.000000 0.00 146000.00 23597.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FUAL2 2047-02-01 3.500000 0.00 4110944.00 609582.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L3JA0 2051-03-01 2.000000 0.00 500000.00 238306.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS5M2 2053-10-01 6.500000 0.00 1288936.00 1134404.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QACN8 2048-12-01 4.500000 0.00 1532000.00 333216.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4.000000 0.00 334000.00 35375.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKNQ7 2051-05-01 3.000000 0.00 2238984.00 1207982.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5YV9 2050-03-01 3.500000 0.00 389000.00 68263.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDSD9 2051-11-01 2.500000 0.00 2595148.00 1609317.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRAV7 2054-09-01 6.000000 0.00 599814.00 498194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZL7 2054-01-01 5.500000 0.00 16134016.00 11969794.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRU3 2055-09-01 6.000000 0.00 4716448.00 1902362.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LC93 2055-04-01 6.500000 0.00 2103444.00 1277193.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JNP59 2055-11-01 6.500000 0.00 1599680.00 1682807.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K55P4 2056-05-01 5.000000 0.00 799776.00 784904.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176DKD4 2041-04-15 4.500000 0.00 3658904.00 121302.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NBD9 2043-04-20 4.500000 0.00 1243736.00 58554.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RBY4 2045-04-20 4.000000 0.00 865504.00 68318.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SSV0 2046-12-20 6.000000 0.00 39832.00 4876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TNW1 2047-12-20 6.000000 0.00 193127.00 23150.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617L9GG4 2050-01-15 3.500000 0.00 1096540.00 712076.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36183QPB5 2045-01-15 3.000000 0.00 264872.00 29083.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JAH55 2054-09-20 7.000000 0.00 1058726.00 439093.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JH3R7 2056-05-20 6.000000 0.00 720886.00 765513.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N3RF3 2056-03-20 6.500000 0.00 1107500.00 1161282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V0RB9 2055-12-20 6.500000 0.00 1019338.00 1061889.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V1MH9 2055-12-20 5.000000 0.00 1693814.00 1658918.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200RXU1 2031-12-15 6.000000 0.00 537856.00 2219.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200VZK2 2031-12-15 6.000000 0.00 2365148.00 11594.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225BFV5 2029-08-15 7.500000 0.00 10403837.00 4030.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2R79 2045-11-20 5.000000 0.00 91000.00 23851.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ACCE8 2040-07-15 5.000000 0.00 210022.00 141704.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36230RYJ9 2040-12-15 3.500000 0.00 120000.00 5452.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295H5T3 2037-08-15 6.000000 0.00 5199940.00 19631.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-18 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 0.0366 34999961.50 34999961.50 0.0101 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR10470E MBNUM2BPBDO7JBLYG310 0000315030 TPR10470E779162ACG 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 3128MFDL9 2032-07-01 3.500000 0.00 36000.00 4960.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128MJ6Z8 2049-06-01 3.000000 0.00 21000.00 1977.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128MJYT1 2046-09-01 3.000000 0.00 64000.00 9102.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WFVH1 2035-07-01 5.000000 0.00 401392.00 10092.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJ6T5 2037-07-01 7.000000 0.00 295716.00 6927.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WNE59 2039-09-01 4.500000 0.00 120000.00 7892.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WQWV5 2040-11-01 4.000000 0.00 134404.00 10231.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WRE35 2041-01-01 4.000000 0.00 40000.00 1923.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131X7HP6 2027-01-01 3.000000 0.00 4484432.00 13946.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XBEG0 2030-05-01 3.000000 0.00 434000.00 24710.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGQC5 2041-05-01 5.000000 0.00 62000.00 2960.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XLAG2 2042-12-01 3.500000 0.00 830000.00 82652.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XRND2 2045-04-01 3.000000 0.00 70000.00 11429.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y0KK7 2048-02-01 4.000000 0.00 78449.00 12207.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y6XF1 2043-04-01 4.000000 0.00 400000.00 63663.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MYY0 2041-02-01 4.000000 0.00 184693.00 11828.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329N4B1 2048-03-01 3.500000 0.00 300000.00 47480.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A0YX8 2033-06-01 5.500000 0.00 526000.00 675.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1ZQ0 2037-09-01 5.500000 0.00 1090910.00 4788.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A42T4 2039-07-01 4.500000 0.00 57789.00 1397.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4K56 2042-05-01 4.500000 0.00 56000.00 5251.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5GL3 2047-02-01 3.000000 0.00 4000.00 761.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5HG3 2047-08-01 4.000000 0.00 31000.00 3102.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8BD0 2030-08-01 4.000000 0.00 33000.00 1814.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9ML8 2027-05-01 3.000000 0.00 156000.00 879.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9RE9 2030-10-01 3.000000 0.00 11000.00 725.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9SC2 2031-06-01 3.000000 0.00 18000.00 1357.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AARE6 2044-12-01 4.500000 0.00 75000.00 5463.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACKQ2 2048-01-01 5.000000 0.00 128000.00 12369.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACWW6 2033-09-01 4.000000 0.00 85000.00 8510.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADCY2 2028-09-01 3.000000 0.00 616392.00 17316.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADJS8 2046-02-01 4.000000 0.00 71000.00 18652.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6GT1 2039-06-01 6.000000 0.00 3000.00 1288.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DP3G1 2052-08-01 2.000000 0.00 53130.00 33952.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSCU4 2053-12-01 3.500000 0.00 2000.00 1592.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE41 2052-10-01 3.500000 0.00 295000.00 208843.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5.000000 0.00 1000.00 746.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNY5 2055-02-01 6.000000 0.00 1000.00 628.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31335PHC2 2030-11-17 8.000000 0.00 2800000.00 6362.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CJYU9 2053-11-01 5.500000 0.00 28708.00 18949.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133G76C2 2035-04-01 2.500000 0.00 4000.00 791.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPU96 2032-08-01 3.000000 0.00 58000.00 23810.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPUD7 2032-02-01 2.000000 0.00 43101.00 16151.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384XWP9 2030-05-01 8.500000 0.00 391157.00 1068.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389KGL9 2031-11-01 6.500000 0.00 1500000.00 6920.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AEKD4 2041-04-01 4.500000 0.00 48000.00 3061.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJYX0 2032-06-01 3.500000 0.00 257011.00 13482.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EL6E8 2028-11-01 3.500000 0.00 36000.00 769.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETFM3 2031-04-01 3.500000 0.00 34000.00 3088.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WD5B3 2035-02-01 3.000000 0.00 16000.00 1878.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WD5K3 2035-02-01 3.500000 0.00 690000.00 53114.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDUY5 2029-12-01 3.500000 0.00 87742.00 4497.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHN57 2046-07-01 2.500000 0.00 96162.00 15949.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XDAZ3 2028-12-01 3.500000 0.00 501000.00 19220.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400HV42 2033-01-01 5.870000 0.00 54049.00 9585.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404RTU1 2034-03-01 5.000000 0.00 1425136.00 9679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BA6M3 2055-09-01 6.000000 0.00 192298.00 162429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FDNT9 2046-09-01 2.500000 0.00 94501.00 21457.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FNJV7 2047-01-01 4.000000 0.00 110000.00 15944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GW3B7 2047-09-01 4.500000 0.00 51000.00 14835.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMJK1 2033-09-01 3.000000 0.00 300000.00 14044.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J73H6 2047-12-01 4.000000 0.00 2000.00 514.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPDW2 2034-04-01 3.500000 0.00 83000.00 18923.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.500000 0.00 350000.00 44213.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8WW1 2048-04-01 4.500000 0.00 24000.00 3235.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCC0 2049-06-01 4.000000 0.00 20000.00 4649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDCP7 2035-03-01 3.500000 0.00 8000.00 1448.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCQ0 2050-10-01 2.500000 0.00 400000.00 199418.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFF1 2050-10-01 2.500000 0.00 595566.00 292432.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLCQ7 2031-07-01 1.500000 0.00 24000.00 7798.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLRK4 2051-08-01 2.500000 0.00 578470.00 325300.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLUR5 2036-08-01 3.500000 0.00 7581.00 3640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNNM0 2052-03-01 2.000000 0.00 49027.00 30682.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPPW1 2052-07-01 5.000000 0.00 2000.00 1345.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2CA7 2037-06-01 2.500000 0.00 2000.00 1528.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4F27 2034-06-01 4.000000 0.00 25000.00 2229.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6UC3 2048-11-01 3.500000 0.00 39000.00 6549.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8BF3 2034-06-01 4.000000 0.00 249000.00 24356.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8BN6 2050-10-01 2.000000 0.00 285000.00 136971.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCL48 2051-08-01 2.000000 0.00 1900.00 1006.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDC20 2035-06-01 3.500000 0.00 3000.00 1076.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJA9 2050-07-01 3.500000 0.00 4497000.00 2990052.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKPC8 2052-07-01 3.000000 0.00 2000.00 1319.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLH50 2053-05-01 3.500000 0.00 20000.00 14187.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMVW3 2043-06-01 4.000000 0.00 2000.00 1222.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ6H5 2039-09-01 6.000000 0.00 1135.00 803.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410C6P2 2036-10-01 6.500000 0.00 1441810.00 16844.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LT93 2031-11-01 3.500000 0.00 41090.00 1808.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412S3C7 2038-05-01 5.500000 0.00 2850000.00 13106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416WRK0 2040-08-01 4.500000 0.00 186000.00 3836.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417AKM0 2026-11-01 3.000000 0.00 10742240.00 15508.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ABT4 2032-01-01 3.500000 0.00 500000.00 18109.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ANV6 2042-12-01 3.000000 0.00 110444.00 14437.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BD37 2034-06-01 3.500000 0.00 44000.00 3265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BFV3 2034-06-01 3.000000 0.00 256727.00 22936.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CET7 2031-12-01 2.000000 0.00 21000.00 2774.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CM84 2047-07-01 3.000000 0.00 55000.00 8471.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CSH8 2032-12-01 3.500000 0.00 107870.00 11061.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZN7 2048-08-01 5.000000 0.00 296000.00 22435.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6.000000 0.00 1000.00 557.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPA2 2053-02-01 4.000000 0.00 1188000.00 873807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EVZ0 2053-07-01 3.500000 0.00 2096000.00 1601345.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EWK2 2038-09-01 5.500000 0.00 2000.00 910.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCD7 2054-09-01 4.000000 0.00 6000.00 4936.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRJ8 2040-11-01 6.000000 0.00 1000.00 745.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FS73 2056-01-01 3.500000 0.00 1000.00 878.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418W7J3 2040-09-01 5.000000 0.00 66235.00 8022.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419BBT1 2041-02-01 4.000000 0.00 118000.00 5199.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCAQ3 2040-08-01 3.500000 0.00 225000.00 190229.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K7C72 2056-05-01 4.500000 0.00 1424024.00 1357536.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176YCB1 2041-11-15 3.000000 0.00 208694.00 45118.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NNE4 2043-09-20 5.500000 0.00 177929.00 7900.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QD40 2044-05-20 5.500000 0.00 126056.00 6728.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QJV4 2044-07-20 5.000000 0.00 32976.00 1493.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QT84 2044-11-20 5.500000 0.00 734289.00 66818.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RDC0 2030-05-20 4.000000 0.00 414602.00 10703.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.500000 0.00 143000.00 16625.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 77394.00 29901.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BAX65 2047-09-20 4.000000 0.00 35239.00 8210.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617G9FT3 2048-06-20 5.000000 0.00 48123.00 11049.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617H1CJ4 2048-05-20 4.500000 0.00 397221.00 21208.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GQ4F5 2054-03-20 6.000000 0.00 18345.00 15288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GUXZ0 2054-06-20 6.500000 0.00 1740130.00 1194374.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KFXF2 2055-05-20 7.000000 0.00 1993562.00 1535321.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V1B24 2055-11-20 6.500000 0.00 4640800.00 4833592.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VAX20 2056-05-20 6.500000 0.00 1965030.00 2071054.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPTG1 2056-05-20 6.500000 0.00 2313128.00 2423098.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W8XQ1 2056-07-20 6.500000 0.00 3110436.00 3273061.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196FJU9 2047-03-15 4.500000 0.00 1285004.00 288948.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196QJB7 2047-01-15 4.500000 0.00 122999.00 14737.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36197ELC8 2047-05-15 4.000000 0.00 158686.00 9138.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200BJX6 2032-09-15 5.750000 0.00 1386060.00 18368.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200MTF0 2033-08-15 5.000000 0.00 1977000.00 16309.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200N6L0 2034-11-15 6.000000 0.00 87943.00 567.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200RN40 2031-10-15 6.000000 0.00 231811.00 7256.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D5D9 2034-04-20 5.500000 0.00 160239.00 1804.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DDP3 2029-09-20 7.500000 0.00 897024.00 637.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DMB4 2031-03-20 7.000000 0.00 6025216.00 5468.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E2E8 2039-02-20 7.000000 0.00 25000.00 654.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FE69 2040-03-20 4.500000 0.00 40000.00 1220.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A8LU5 2039-08-15 5.000000 0.00 34650.00 917.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A9ZB0 2039-12-15 4.500000 0.00 1270816.00 20684.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AL7M0 2040-04-15 5.000000 0.00 400000.00 21560.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AVQ47 2040-05-15 5.000000 0.00 446981.00 6321.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210AB97 2030-06-15 8.000000 0.00 696320.00 586.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210LYG2 2029-01-15 7.000000 0.00 300000.00 559.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213F7J6 2031-12-15 6.000000 0.00 13905920.00 8210.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213SGT6 2031-07-15 6.000000 0.00 70451.00 1502.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213XH23 2031-12-15 6.000000 0.00 1000100.00 6802.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213XH49 2031-12-15 6.000000 0.00 1000100.00 6413.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36230NWM3 2026-10-15 3.500000 0.00 2396145.00 1952.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291VKP7 2028-09-15 5.700000 0.00 2995000.00 4004.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292J3X5 2036-01-15 6.000000 0.00 142221.00 2195.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296DP28 2038-12-15 5.000000 0.00 970000.00 12553.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297HN87 2039-05-15 5.000000 0.00 223643.00 2890.00 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E6G4 2043-03-15 0.00 0.00 85000.00 32523.00 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E7E8 2054-03-15 0.00 0.00 85000.00 16938.00 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E7S7 2060-03-15 0.00 0.00 85000.00 11931.00 Agency Debentures and Agency Strips Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-24 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 0.0366 24999980.00 24999980.00 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR104AE4 MBNUM2BPBDO7JBLYG310 0000315030 TPR104AE47791626CG 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 3131WCYL6 2033-09-01 7.000000 0.00 1675000.00 30084.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WUN20 2029-11-01 7.500000 0.00 1253360.00 623.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131X8SJ6 2028-02-01 3.000000 0.00 4000000.00 38082.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MHJ2 2030-09-01 2.500000 0.00 413152.00 32164.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWED1 2052-06-01 5.000000 0.00 56000.00 36449.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371H2J6 2029-10-01 7.500000 0.00 2998272.00 1429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NBG9 2027-02-01 5.000000 0.00 1802240.00 799.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9TS9 2054-03-01 7.500000 0.00 654524.00 683631.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J94Q1 2037-12-01 2.500000 0.00 660000.00 104692.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBNC8 2049-08-01 5.000000 0.00 450000.00 81209.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2LM1 2055-06-01 5.500000 0.00 802000.00 744026.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGCV9 2052-04-01 3.000000 0.00 100000.00 66754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKCJ7 2053-02-01 5.500000 0.00 100000.00 76098.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPCW7 2053-12-01 4.500000 0.00 1362960.00 1018457.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417ACL1 2026-10-01 3.500000 0.00 569344.00 509.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FD79 2034-10-01 4.000000 0.00 380000.00 250450.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGQ4 2055-01-01 7.500000 0.00 46000.00 30282.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SVX4 2055-07-01 6.500000 0.00 2156156.00 1250726.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQFR5 2055-12-01 6.500000 0.00 948690.00 984876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GB2M5 2054-01-20 7.000000 0.00 1215116.00 402226.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D3Z2 2034-02-20 5.750000 0.00 75000.00 6399.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A3NM2 2039-06-15 4.500000 0.00 73784.00 1388.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213EMV5 2031-11-15 7.500000 0.00 352772.00 580.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294RAY5 2037-02-15 6.500000 0.00 21112927.00 206129.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294SG27 2036-12-15 5.500000 0.00 11397728.00 59831.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296TRE5 2038-10-15 6.000000 0.00 146000.00 2662.00 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 88059GBF5 2064-03-15 0.00 0.00 85000.00 9446.00 Agency Debentures and Agency Strips Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0366 6000000.00 6000000.00 0.0017 N N Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.660001% TPR104B1B CYYGQCGNHMHPSMRL3R97 0000853784 TPR104B1B7791623HS U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128P8GX3 2038-09-01 4.000000 0.00 1000000.00 85626.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CYE97 2041-07-01 5.000000 0.00 348500.00 349941.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPXX1 2052-03-01 3.500000 0.00 7008.00 5075.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQXS0 2053-07-01 6.000000 0.00 5732000.00 4247293.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEG4 2052-08-01 3.000000 0.00 76093.00 50907.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNC3 2054-12-01 4.000000 0.00 106000.00 89553.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CSW72 2054-08-01 7.000000 0.00 2278510.00 2374644.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPTT5 2052-10-01 5.000000 0.00 8170.00 5585.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFF59 2055-06-01 6.000000 0.00 6000.00 5586.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXEL2 2041-07-01 6.000000 0.00 875224.00 147274.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9YZ8 2039-12-01 5.500000 0.00 319000.00 98258.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1AF0 2052-09-01 5.500000 0.00 1875010.00 1333903.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UHWT3 2056-06-01 6.500000 0.00 2088540.00 2181938.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8TA5 2050-12-01 2.000000 0.00 1550000.00 780978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFXD8 2052-02-01 3.000000 0.00 239000.00 139366.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJQE6 2052-08-01 4.500000 0.00 70000.00 46307.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 387529.00 228826.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXT1 2052-06-01 3.000000 0.00 8008.00 5728.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y72M9 2055-12-01 5.000000 0.00 5493.00 5186.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410BC69 2036-04-01 6.500000 0.00 7006983.00 36917.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GYP5 2028-06-01 2.500000 0.00 1805748.00 30245.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDP2 2032-05-01 2.000000 0.00 1833162.00 752702.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 663000.00 467594.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 12684.00 9414.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 6000.00 5096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGP6 2055-01-01 3.500000 0.00 11266.00 9496.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TWK9 2055-07-01 6.500000 0.00 1872126.00 1544097.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427GD92 2055-11-01 5.000000 0.00 8178.00 7643.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427GUD4 2055-11-01 5.000000 0.00 8000.00 7585.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 181481.00 174316.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KARB0 2056-07-01 6.500000 0.00 217590.00 227638.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0366 15000000.00 15000000.00 0.0043 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620000% TPR104CE7 MBNUM2BPBDO7JBLYG310 0000315030 TPR104CE77791622CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYT41 2040-09-01 2.000000 0.00 100000.00 41312.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W4MM1 2056-07-01 5.500000 0.00 4714304.00 4729594.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AYAT6 2041-12-01 3.500000 0.00 630000.00 52357.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AASE8 2054-04-01 5.000000 0.00 1997178.00 1730813.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACCH4 2054-04-01 6.000000 0.00 16952.00 7724.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEWQ8 2054-06-01 5.000000 0.00 1000450.00 829280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AKSY2 2054-08-01 7.000000 0.00 1065746.00 890889.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXD82 2056-07-01 3.500000 0.00 1300000.00 359115.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRLS4 2052-05-01 2.500000 0.00 992465.00 576446.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GLV6 2043-05-01 3.000000 0.00 180000.00 34621.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FAT4 2054-07-01 4.000000 0.00 4000.00 3357.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VS84 2035-09-20 4.000000 0.00 107141.00 11470.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HTN67 2054-07-20 6.500000 0.00 1840590.00 819320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VY48 2032-08-15 6.500000 0.00 2609133.00 4504.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VZK1 2032-08-15 6.500000 0.00 9776464.00 98233.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EEU9 2035-08-20 5.000000 0.00 80000.00 1053.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210UXN8 2029-02-15 6.000000 0.00 2696176.00 9913.00 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 9989464.00 9989464.00 0.0029 N N N Y HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.660001% TPR104CF1 CYYGQCGNHMHPSMRL3R97 0000853784 TPR104CF1779162HSB 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 3132DWDQ3 2052-05-01 2.000000 0.00 113986.00 70926.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403YLU5 2033-07-01 6.000000 0.00 1739301.00 39936.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCFD1 2050-11-01 2.500000 0.00 18000000.00 11743262.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMMJ0 2051-11-01 3.000000 0.00 1372784.00 828172.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAEW8 2051-03-01 2.000000 0.00 1499000.00 815557.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7CV8 2055-09-01 5.500000 0.00 10354.00 9757.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GXJL2 2056-05-01 5.500000 0.00 5244400.00 5187425.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 6998800.00 6994248.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0366 25000000.00 25000000.00 0.0072 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR104F00 1VUV7VQFKUOQSJ21A208 0001330437 TPR104F007791623CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 500.00 381.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 2084400.00 1463244.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 56.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 61.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1955200.00 1133362.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1405300.00 963478.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 88.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 300.00 280.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 29900.00 29162.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 58300.00 50770.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 1539200.00 1497069.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1416000.00 1493478.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1505200.00 1498517.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1531600.00 1494468.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 537000.00 537227.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 40932.00 37921.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0.00 0.00 962.00 439.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0365 9999995.00 9999995.00 0.0029 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR1053FB 1VUV7VQFKUOQSJ21A208 0001330437 TPR1053FB7791624CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 2109700.00 2833180.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 200.00 156.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 83.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 83.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 500.00 381.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 61.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 4566500.00 2791227.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 220800.00 127990.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 3025700.00 2825717.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 542800.00 508198.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 2475500.00 2317693.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 144600.00 125923.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 32300.00 30879.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 800.00 762.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 1055.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 48600.00 44660.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 700.00 703.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 73000.00 72256.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 5000.00 5042.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 2865900.00 2845988.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 47200.00 45058.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 395994.00 307593.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 69.00 49.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 213.00 148.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0.00 0.00 108350.00 108211.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 1870.00 1526.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0.00 0.00 63.00 29.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0.00 0.00 6178000.00 2822314.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 8.00 3.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 20.00 7.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0.00 0.00 4525844.00 1562824.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0.00 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 2.00 0.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0365 18999979.10 18999979.10 0.0055 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.720000% TPR105580 MBNUM2BPBDO7JBLYG310 0000315030 TPR105580779162CGM 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 3132CXAJ1 2037-07-01 2.000000 0.00 187519.00 114175.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CMWU4 2054-01-01 7.000000 0.00 1687656.00 931627.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133GCE24 2036-03-01 1.500000 0.00 1000000.00 448579.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMUH2 2054-09-01 6.500000 0.00 1645048.00 854362.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMQL7 2055-09-01 5.500000 0.00 1156000.00 1149640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MAXK5 2037-04-01 2.000000 0.00 2997350.00 1639494.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UFVE1 2056-05-01 4.500000 0.00 1177468.00 1118553.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7GE3 2048-10-01 4.500000 0.00 1879.00 505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EWF3 2038-09-01 6.000000 0.00 300000.00 131179.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZL7 2054-01-01 5.500000 0.00 1003776.00 744699.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDN4 2039-10-01 5.500000 0.00 1000.00 519.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UC85 2055-08-01 6.500000 0.00 1042182.00 1084976.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQPR7 2053-11-01 6.500000 0.00 1238310.00 1065890.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0VS6 2056-07-20 7.000000 0.00 5549776.00 6015804.00 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 0.0043 N N N Y BNP PARIBAS BNP PARIBAS 3.650000% TPR1055C0 R0MUWSFPU8MPRO8K5P83 0000310732 TPR1055C07791622BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 200.00 199.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 100.00 98.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0.00 0.00 200.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0.00 0.00 6000000.00 2447778.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0.00 0.00 300.00 117.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0.00 0.00 500.00 154.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0.00 0.00 100.00 24.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0.00 0.00 100.00 23.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 100.00 104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 200.00 317.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 339300.00 232875.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 1255300.00 913648.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 1793900.00 1152189.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 3096800.00 3047387.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 300.00 373.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 3889400.00 3368287.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 300.00 262.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 200.00 192.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 200.00 188.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 54800.00 59456.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 1122500.00 1302830.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 4446700.00 4707545.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 6033600.00 5793642.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1800.00 1798.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 200.00 198.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.950148 0.00 800.00 800.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 382400.00 383270.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 200.00 196.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 1157700.00 1151046.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 200.00 197.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 643400.00 638444.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 70600.00 70041.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 5674.00 2305.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 771206.00 223817.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 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 24995457.50 24995457.50 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR105B7D MBNUM2BPBDO7JBLYG310 0000315030 TPR105B7D7791628CG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8YZ6 2033-02-01 3.500000 0.00 2820000.00 289911.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYK0 2048-10-01 5.000000 0.00 778490.00 63815.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNG23 2052-06-01 4.500000 0.00 630000.00 371753.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPXR3 2034-04-01 5.000000 0.00 76000.00 28405.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W4H21 2056-07-01 5.500000 0.00 3708104.00 3734659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9Y82 2040-03-01 3.000000 0.00 600000.00 186577.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36182AH46 2043-10-15 3.250000 0.00 634006.00 108152.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JNZ40 2054-11-20 6.500000 0.00 9402528.00 9380932.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MFLW6 2056-01-20 7.000000 0.00 888730.00 950198.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PG8 2055-06-20 4.500000 0.00 1000.00 919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5.000000 0.00 14866925.00 161180.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ARQY0 2040-11-15 3.500000 0.00 314000.00 21369.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36212GF80 2030-08-15 8.000000 0.00 263200.00 1192.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290TQE2 2036-04-15 6.000000 0.00 96602.00 940.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0366 14999982.00 14999982.00 0.0043 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.650000% TPR105B80 MBNUM2BPBDO7JBLYG310 0000315030 TPR105B807791623CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 12266900.00 12240035.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0365 11999986.80 11999986.80 0.0035 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.650000% 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 UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 26842000.00 25500088.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0365 25000000.00 25000000.00 0.0072 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.640000% TPR106536 1VUV7VQFKUOQSJ21A208 0001330437 TPR1065367791621CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 300.00 291.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 100.00 97.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0.00 0.00 100.00 23.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 95.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 500.00 398.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 400.00 308.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 78.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 83.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 600.00 406.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 1000.00 561.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 200.00 94.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 900.00 447.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 1200.00 627.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 323300.00 187406.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 100.00 58.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1612000.00 1486915.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 400.00 369.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100.00 91.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 1588600.00 1487330.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1657400.00 1467413.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 92.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 200.00 192.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 854000.00 828779.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 621800.00 535805.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1161100.00 995525.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1505200.00 1498517.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 8200.00 8248.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 26500.00 25858.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 200.00 200.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 1508400.00 1497920.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 98800.00 94317.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 200.00 196.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 29155.00 22646.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 44.00 32.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 65577.00 58041.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 424.00 346.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0364 9999997.00 9999997.00 0.0029 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR10682B MBNUM2BPBDO7JBLYG310 0000315030 TPR10682B779162BCG 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 31329H4U2 2032-05-01 7.500000 0.00 1789952.00 1686.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5BM6 2044-01-01 3.500000 0.00 761612.00 50663.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWG56 2053-02-01 3.000000 0.00 1000.00 738.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371HTB4 2029-08-01 7.000000 0.00 1458175.00 640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMZ53 2029-02-01 4.000000 0.00 2815000.00 91208.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHBK7 2046-05-01 3.500000 0.00 892000.00 139200.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKLS2 2032-01-01 3.000000 0.00 510999.00 39436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADVD0 2054-06-01 7.000000 0.00 1111956.00 872886.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMTK7 2054-07-01 6.500000 0.00 1366852.00 1096878.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E1TX1 2045-11-01 4.500000 0.00 1020000.00 285045.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9Y96 2048-09-01 5.000000 0.00 362000.00 29858.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L3G88 2051-03-01 2.000000 0.00 6231680.00 2896327.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NADZ3 2052-12-01 6.500000 0.00 1034462.00 602691.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPMK2 2047-04-01 3.500000 0.00 5157224.00 3672342.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPS34 2043-10-01 5.500000 0.00 520000.00 368514.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CWS9 2048-05-01 3.500000 0.00 10493000.00 1097085.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYL2 2048-07-01 3.500000 0.00 502000.00 49313.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 2054-02-01 5.500000 0.00 10391360.00 7212672.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425VFS7 2054-11-01 5.500000 0.00 1497342.00 974946.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K8GH4 2056-06-01 6.500000 0.00 1727950.00 1809282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.500000 0.00 7870744.00 641082.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36182YK57 2044-11-15 3.000000 0.00 1348040.00 52232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GCT28 2054-08-20 7.000000 0.00 1383796.00 1226878.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWC58 2056-06-20 6.000000 0.00 1654134.00 1724429.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2MV1 2039-12-15 5.000000 0.00 3215492.00 303085.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABB35 2051-07-20 2.500000 0.00 500000.00 260886.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0366 24999977.50 24999977.50 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR106925 MBNUM2BPBDO7JBLYG310 0000315030 TPR106925779162DCG 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 3133CCDG8 2053-08-01 5.500000 0.00 4015088.00 2942730.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CGUX3 2053-11-01 7.000000 0.00 1699510.00 1279491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWM39 2055-11-01 5.000000 0.00 1721612.00 1654139.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LQDX5 2052-01-01 2.500000 0.00 7050000.00 3913059.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7AS1 2056-05-01 5.000000 0.00 2245244.00 2198788.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7C67 2056-03-01 6.500000 0.00 1004298.00 1045498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UF3S1 2056-06-01 5.500000 0.00 1101772.00 1113786.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UNXE2 2056-07-01 5.000000 0.00 2014512.00 1969416.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XM5L6 2053-11-01 6.500000 0.00 1523220.00 1002024.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426AA65 2055-02-01 5.000000 0.00 1369024.00 1234510.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JPZV6 2055-12-01 5.500000 0.00 2253900.00 2251636.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KAQN5 2056-07-01 6.000000 0.00 7142240.00 7322660.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36178EDG1 2043-05-15 3.000000 0.00 299999.00 39373.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XTB2 2053-02-20 4.500000 0.00 2570000.00 1827265.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YAP9 2053-07-20 4.000000 0.00 20000.00 14651.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BTGM8 2048-01-15 4.000000 0.00 328981.00 144155.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HTN42 2054-07-20 6.500000 0.00 2019612.00 1854528.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HY6T5 2054-07-20 7.000000 0.00 1191406.00 885560.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LNA28 2055-11-20 5.500000 0.00 1142086.00 1151356.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NNDU1 2055-09-20 6.500000 0.00 1723184.00 1582980.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NPJK2 2055-03-20 7.000000 0.00 4548984.00 4518715.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VN5H0 2056-06-20 5.500000 0.00 4003296.00 4025259.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5XW4 2056-07-20 5.500000 0.00 1899114.00 1928422.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 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 0.0366 44999959.50 44999959.50 0.0130 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR107221 1VUV7VQFKUOQSJ21A208 0001330437 TPR1072217791622CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 200.00 269.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 50400.00 49211.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 200.00 167.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 1042200.00 731622.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 1550400.00 726660.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 567200.00 353692.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1256300.00 728234.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 100.00 69.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 843300.00 692349.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 285200.00 263070.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 92.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 200.00 189.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 744000.00 732561.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 36000.00 36555.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 52000.00 52162.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 943516.00 732888.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 28.00 11.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-10-22 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 4999995.50 4999995.50 0.0014 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.650000% TPR108A67 VYVVCKR63DVZZN70PB21 0001224385 TPR108A677791624WE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XZSL6 2045-02-01 3.500000 0.00 25074.00 2190.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BS5T0 2055-11-01 5.500000 0.00 15551850.00 14802232.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAB6 2041-12-01 2.000000 0.00 27886523.00 16095578.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-07 N N N 0.0365 30000000.00 30000000.00 0.0087 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR1094C6 ZBUT11V806EZRVTWT807 0000782124 TPR1094C67791621JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0.00 0.00 1600.00 420.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 21750400.00 20464484.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 1600.00 1616.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 3670.00 886.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834H84 2053-08-15 0.00 0.00 70.00 16.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0.00 0.00 655.00 236.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0.00 0.00 205.00 56.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834ZP6 2056-02-15 0.00 0.00 14.00 3.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2026-08-07 2026-08-10 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 19999980.00 19999980.00 0.0058 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR109B92 ZBUT11V806EZRVTWT807 0000782124 TPR109B927791622JP 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 3132D6AM2 2036-07-01 2.500000 0.00 13859440.00 5878352.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D3PH2 2040-09-01 3.500000 0.00 1474886.00 715965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTT9 2061-09-01 3.000000 0.00 1100000.00 653708.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDW91 2050-06-01 2.500000 0.00 39005504.00 17633104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNFL1 2052-02-01 2.500000 0.00 6358008.00 3952095.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNHX3 2037-02-01 1.500000 0.00 1669616.00 892726.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPC70 2037-05-01 2.500000 0.00 32190912.00 19519615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UMMM8 2056-07-01 5.500000 0.00 7061900.00 7064386.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0NT8 2051-12-01 2.500000 0.00 1825000.00 1330750.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3GH6 2055-10-01 5.500000 0.00 80000.00 76134.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHAC1 2049-09-01 3.000000 0.00 24056416.00 13136647.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36178DLQ2 2042-10-15 3.500000 0.00 41428989.00 3591957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 17766016.00 10338524.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HFRC0 2054-05-20 7.000000 0.00 1148996.00 1232976.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L4PR9 2055-07-20 7.000000 0.00 2096632.00 1823680.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2026-08-07 2026-08-17 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 84999906.50 84999906.50 0.0246 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000% TPR10A550 1VUV7VQFKUOQSJ21A208 0001330437 TPR10A550779162CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 400.00 398.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0.00 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803HV8 2056-05-15 0.00 0.00 200.00 42.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 100.00 157.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 95.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 100.00 98.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 84.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 100.00 67.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1988800.00 1362902.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 7727300.00 5260272.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 8707100.00 5285940.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 9045700.00 5243482.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 200.00 174.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 3267300.00 3013771.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 400.00 347.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 5517500.00 5096728.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 310300.00 309915.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 225100.00 215293.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 86.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 5510700.00 5377098.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 162800.00 161786.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 5489600.00 5391066.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 21.00 5.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-12-29 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 36000000.00 36000000.00 0.0104 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10B08A G5GSEF7VJP5I7OUK5573 0000312070 TPR10B08A779162BAR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 200.00 199.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 7300000.00 7436638.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 100.00 67.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0.00 0.00 884065.00 729451.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0.00 0.00 43596883.00 32662305.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 334.00 313.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-13 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 39998144.00 39998144.00 0.0116 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10B46B G5GSEF7VJP5I7OUK5573 0000312070 TPR10B46B7791622BA 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 3131X8M60 2028-01-01 2.500000 0.00 1138.00 21.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XUD95 2046-04-01 3.500000 0.00 601430.00 57106.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVGG4 2046-09-01 3.000000 0.00 1024.00 155.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A15H3 2037-11-01 6.000000 0.00 1016.00 6.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1N75 2036-12-01 5.500000 0.00 1509120.00 8960.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3SD3 2038-12-01 6.000000 0.00 742353.00 11039.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3YS3 2042-01-01 4.000000 0.00 1120.00 91.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5JT3 2048-05-01 4.500000 0.00 1024.00 77.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AAUN2 2045-12-01 4.500000 0.00 1610.00 150.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYV6 2045-07-01 4.500000 0.00 56720.00 13059.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADVG0 2046-01-01 4.000000 0.00 1008.00 251.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEHU3 2047-10-01 3.000000 0.00 1024.00 216.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWDW1 2034-11-01 2.500000 0.00 1310.00 316.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMC60 2049-10-01 5.000000 0.00 1024.00 100.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPTF5 2053-02-01 5.000000 0.00 1008.00 739.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31346YM83 2049-12-01 3.000000 0.00 1024.00 189.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WPAA2 2043-04-01 3.500000 0.00 1024.00 72.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.500000 0.00 3767639.00 18864.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 101500.00 64661.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RCP3 2055-12-01 5.500000 0.00 1008.00 982.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 116746.00 73788.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DC8 2056-03-20 6.000000 0.00 13289386.00 13439038.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQYH1 2056-07-20 6.000000 0.00 1000.00 1049.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEK39 2056-03-20 4.500000 0.00 12909016.00 12069513.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-17 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 24999972.50 24999972.50 0.0072 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10B46F G5GSEF7VJP5I7OUK5573 0000312070 TPR10B46F7791621BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 63.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 182300.00 171453.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 7307500.00 7204808.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 2721300.00 2717709.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0.00 0.00 181704.00 110114.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-17 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 9999989.00 9999989.00 0.0029 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10B5C2 G5GSEF7VJP5I7OUK5573 0000312070 TPR10B5C27791623BA 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 3131XJEM0 2042-03-01 3.500000 0.00 2312492.00 211204.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVC60 2046-10-01 3.000000 0.00 995000.00 214982.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVMQ5 2046-11-01 3.000000 0.00 505840.00 94390.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y3GN0 2048-09-01 5.000000 0.00 2227720.00 243546.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9ER0 2049-01-01 4.000000 0.00 1008.00 45.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131YBU97 2049-04-01 3.000000 0.00 890289.00 128254.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329JND5 2043-02-01 3.000000 0.00 400016.00 79230.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329NDU9 2045-12-01 3.500000 0.00 252708.00 58971.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PZD8 2048-12-01 4.500000 0.00 1126512.00 54988.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A15H3 2037-11-01 6.000000 0.00 18271480.00 104602.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3WP1 2041-10-01 3.500000 0.00 7998000.00 345918.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4T65 2035-03-01 5.500000 0.00 1008.00 9.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5BD6 2043-10-01 3.500000 0.00 1521768.00 145422.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5GP4 2047-03-01 3.000000 0.00 3537672.00 685140.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5JT3 2048-05-01 4.500000 0.00 1024.00 77.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9SJ7 2031-09-01 2.500000 0.00 996998.00 98980.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYV6 2045-07-01 4.500000 0.00 40001.00 9210.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADXY9 2049-01-01 4.500000 0.00 13055520.00 689948.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADYE2 2034-01-01 3.000000 0.00 1008.00 108.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEJW7 2046-08-01 3.500000 0.00 386107.00 87154.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEKB1 2049-06-01 3.000000 0.00 624526.00 58703.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMKC8 2050-03-01 5.000000 0.00 1008.00 130.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPTG3 2053-02-01 5.000000 0.00 1088.00 737.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5X9 2050-05-01 3.000000 0.00 15767760.00 3592585.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLF0 2050-10-01 2.500000 0.00 1024.00 456.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0B50 2053-08-01 5.500000 0.00 1008.00 755.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGHL1 2046-01-01 3.500000 0.00 1001.00 98.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F8S32 2046-08-01 3.500000 0.00 3995848.00 680513.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H6DH9 2048-02-01 4.000000 0.00 16992.00 2437.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9E56 2047-05-01 3.500000 0.00 2596000.00 458304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ULJY8 2056-06-01 7.000000 0.00 2567416.00 2728725.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7MF3 2050-03-01 5.000000 0.00 656055.00 108561.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KE42 2038-05-01 6.000000 0.00 9763823.00 57978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BPP5 2045-04-01 3.500000 0.00 1796000.00 198369.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 4531600.00 2886882.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427GQA5 2055-10-01 6.000000 0.00 1024.00 945.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KXN0 2055-10-01 6.500000 0.00 407168.00 378297.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RCM0 2055-12-01 6.500000 0.00 10723192.00 9400564.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVZ46 2055-11-01 6.500000 0.00 1008.00 901.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWM55 2056-01-01 6.500000 0.00 1008.00 982.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWN54 2056-01-01 6.500000 0.00 1024.00 981.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6RA1 2056-06-01 5.500000 0.00 993602.00 949777.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3.000000 0.00 1183.00 729.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WP93 2051-10-20 2.000000 0.00 2017.00 1097.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VHXY5 2056-06-20 6.500000 0.00 913231.00 957883.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQYH1 2056-07-20 6.000000 0.00 41451.00 43488.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-20 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 24999972.50 24999972.50 0.0072 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% TPR10B94E G5GSEF7VJP5I7OUK5573 0000312070 TPR10B94E7791624BA 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 3131XLM87 2043-02-01 3.000000 0.00 4096518.00 559545.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XQHY5 2044-05-01 4.500000 0.00 863747.00 205358.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVM93 2046-11-01 3.500000 0.00 770274.00 179858.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131YBED6 2048-12-01 4.000000 0.00 50180730.00 5044459.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5CD5 2044-05-01 5.000000 0.00 379035.00 25226.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DX0 2045-06-01 3.500000 0.00 1175000.00 116441.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5H73 2048-02-01 3.000000 0.00 563776.00 71152.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYH7 2048-10-01 4.000000 0.00 898290.00 57865.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6BV1 2037-05-01 1.500000 0.00 4650933.00 2594338.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQWK8 2053-03-01 6.000000 0.00 22820064.00 14183402.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WKJU1 2038-02-01 3.000000 0.00 224050.00 136189.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YNZE0 2045-07-01 3.500000 0.00 43745.00 7210.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSQG3 2037-11-01 3.500000 0.00 108821.00 56832.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DFS6 2049-09-01 4.000000 0.00 4678700.00 509953.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RCM0 2055-12-01 6.500000 0.00 2195184.00 1924424.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3.000000 0.00 237570.00 23535.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 113010.00 71426.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VQYH1 2056-07-20 6.000000 0.00 1000.00 1049.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-08-21 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 24997910.00 24997910.00 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.660001% TPR10BA87 MBNUM2BPBDO7JBLYG310 0000315030 TPR10BA877791627CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 10981600.00 10200011.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-10-23 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0366 9995617.00 9995617.00 0.0029 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.669998% TPR10BA8B MBNUM2BPBDO7JBLYG310 0000315030 TPR10BA8B779162ECG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BUEC9 2047-10-15 4.000000 0.00 210893.00 84931.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DD2 2038-05-15 0.00 0.00 21197500.00 12155070.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-01 2026-08-07 2026-10-23 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 11995008.00 11995008.00 0.0035 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.650000% TPR10BDEC ZBUT11V806EZRVTWT807 0000782124 TPR10BDEC779162JP 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 3132DTU57 2054-08-01 6.000000 0.00 6028584.00 4648291.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CL2M7 2054-01-01 6.500000 0.00 15183168.00 9889953.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XQ27 2055-08-01 6.000000 0.00 2459750.00 2494451.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SL89 2055-11-01 6.000000 0.00 5278424.00 4754159.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6BM4 2055-08-01 7.000000 0.00 285966000.00 187311258.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KAF80 2056-07-01 6.000000 0.00 6089888.00 6265252.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VL4Y8 2056-07-20 5.500000 0.00 991418.00 1021376.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FGH3 2040-05-20 6.500000 0.00 3602223.00 46783.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-01 2026-08-07 2026-09-28 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 209959344.00 209959344.00 0.0608 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.650000% TPR10C24E MBNUM2BPBDO7JBLYG310 0000315030 TPR10C24E7791625CG 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 3132CWVQ4 2037-03-01 2.500000 0.00 3069000.00 1647401.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6EP1 2038-07-01 4.500000 0.00 3876000.00 2114959.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DT6V7 2054-01-01 2.000000 0.00 7617920.00 5284624.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUU62 2054-11-01 6.000000 0.00 15365952.00 12718654.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W43N0 2056-08-01 6.500000 0.00 3163050.00 3301856.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W4LZ3 2056-07-01 5.500000 0.00 1076500.00 1089344.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W4M33 2056-07-01 5.000000 0.00 3809368.00 3712609.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W4SA1 2056-07-01 5.000000 0.00 2052750.00 2004758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDW98 2045-01-01 4.500000 0.00 722222.00 102080.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AD6X4 2054-09-01 6.000000 0.00 614947.00 245915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANJ75 2054-10-01 6.000000 0.00 1123162.00 1129168.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AR5F3 2054-11-01 4.500000 0.00 2501952.00 2121550.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVYT2 2054-12-01 6.500000 0.00 1259952.00 957162.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B45B2 2055-03-01 6.500000 0.00 4328912.00 2979205.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEK72 2055-07-01 5.000000 0.00 1762540.00 1698804.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKW91 2056-01-01 4.500000 0.00 9186976.00 8460965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMZM5 2055-09-01 6.500000 0.00 1489260.00 1554881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTMQ5 2055-11-01 6.000000 0.00 1481750.00 1530263.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVFX3 2055-11-01 6.500000 0.00 3063200.00 2430544.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVP95 2055-11-01 6.500000 0.00 1149022.00 1048932.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXEK4 2056-08-01 3.000000 0.00 2307784.00 646397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H3ZJ8 2037-12-01 3.000000 0.00 370000.00 54070.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5ZY4 2053-12-01 5.500000 0.00 1098494.00 621813.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7K34 2045-02-01 5.000000 0.00 6624336.00 5218364.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MT4V2 2056-03-01 5.000000 0.00 2915876.00 2862781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MV5N4 2041-07-01 4.000000 0.00 1906548.00 1840958.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPBF6 2053-07-01 5.500000 0.00 19977312.00 14002487.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVL3 2050-08-01 2.500000 0.00 375000.00 203715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU7H3 2054-08-01 5.500000 0.00 10000000.00 8726580.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVJF2 2039-09-01 6.000000 0.00 2836948.00 1643682.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U33X7 2056-02-01 5.500000 0.00 9397712.00 9234125.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U66U3 2056-03-01 5.000000 0.00 2108388.00 2051237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7RX2 2056-03-01 6.000000 0.00 2526556.00 2649758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8EW6 2056-04-01 5.500000 0.00 1005670.00 1006300.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UKPT4 2056-06-01 5.000000 0.00 4643168.00 4630438.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UP2C5 2056-07-01 5.000000 0.00 2797816.00 2732855.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UPJT0 2056-07-01 5.000000 0.00 2190752.00 2143072.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UT6A7 2056-07-01 5.000000 0.00 2382700.00 2330692.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3AH2 2055-07-01 6.000000 0.00 25475280.00 21448227.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3VV8 2055-07-01 4.500000 0.00 3636368.00 3386603.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCPG7 2036-08-01 2.000000 0.00 727000.00 304782.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKQB9 2036-09-01 2.500000 0.00 109000.00 56643.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMZ82 2036-12-01 3.500000 0.00 2986564.00 1795265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQUE5 2037-09-01 3.000000 0.00 198000.00 137786.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7MJ4 2055-10-01 6.500000 0.00 26422528.00 24976772.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.500000 0.00 1908000.00 1311918.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4.000000 0.00 190000.00 133562.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 55733632.00 47332244.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGZ4 2055-02-01 6.000000 0.00 470000.00 288400.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426HAH6 2055-03-01 5.500000 0.00 1267040.00 1245912.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426KN44 2055-04-01 6.500000 0.00 795563.00 599061.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SU55 2054-11-01 5.000000 0.00 14712928.00 14236715.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVTN1 2055-10-01 4.500000 0.00 1552886.00 1347564.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWUH0 2056-03-01 4.500000 0.00 39221888.00 36586395.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JRUV7 2056-01-01 5.500000 0.00 1355976.00 1355135.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWV60 2056-02-01 5.500000 0.00 1890532.00 1891481.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2RP7 2056-04-01 5.500000 0.00 2723732.00 2730729.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3NB0 2056-04-01 4.500000 0.00 1538704.00 1460792.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6N31 2056-05-01 5.500000 0.00 4463250.00 4449267.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K7YF0 2056-06-01 5.000000 0.00 7610256.00 7398927.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KA3R1 2056-07-01 6.500000 0.00 1354150.00 1421282.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142KBTJ9 2056-06-01 4.500000 0.00 1551388.00 1474058.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179M5U0 2038-11-20 7.000000 0.00 40000.00 1485.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QDZ1 2044-05-20 4.000000 0.00 1069000.00 55353.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YW34 2054-05-20 4.500000 0.00 755300.00 659896.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618G6A88 2053-12-20 7.000000 0.00 647392.00 350183.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H8YN4 2054-05-20 7.000000 0.00 2004860.00 359612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LKNC8 2055-07-20 6.500000 0.00 162329.00 170005.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N0RH5 2056-07-20 6.000000 0.00 1327258.00 1381338.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N1TU2 2056-04-20 5.000000 0.00 1883632.00 1836798.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNYW5 2056-07-20 6.000000 0.00 3535524.00 3727963.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W3M27 2056-07-20 5.000000 0.00 1379184.00 1354285.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DRX1 2032-02-20 7.000000 0.00 372403.00 564.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 300000000.00 300000000.00 0.0869 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.650000% TPR10C25C VYVVCKR63DVZZN70PB21 0001224385 TPR10C25C779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179S5N3 2047-05-20 4.500000 0.00 628512.00 46534.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SCE5 2039-10-20 6.500000 0.00 130000.00 12515.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SEH6 2046-06-20 3.500000 0.00 279639873.00 27345097.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179T7L3 2048-08-20 4.500000 0.00 418211345.00 30222468.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TC37 2047-07-20 5.500000 0.00 6842961.00 472347.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TCY9 2047-07-20 4.000000 0.00 20477799.00 1791676.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TD51 2032-08-20 3.000000 0.00 5300000.00 446567.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TQQ1 2048-01-20 4.000000 0.00 20692346.00 1897325.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TX34 2038-12-20 7.000000 0.00 100000.00 18454.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U4H2 2049-10-20 6.000000 0.00 75000.00 15141.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179U6V9 2049-11-20 3.500000 0.00 763363.00 86138.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UCF7 2048-09-20 6.000000 0.00 50000.00 7609.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179USU7 2049-05-20 4.000000 0.00 10240346.00 764232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UWD0 2049-07-20 6.000000 0.00 22000.00 2333.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179V3Q1 2036-01-20 2.500000 0.00 1571249.00 498247.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WLW6 2051-08-20 6.000000 0.00 130000.00 37125.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YCC6 2038-08-20 3.500000 0.00 1426062.00 909146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617B6DR0 2047-11-20 4.000000 0.00 43819.00 7915.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618FGBT0 2053-11-20 7.000000 0.00 1038567.00 522883.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GFAE5 2053-12-20 7.500000 0.00 1004971.00 212372.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GXAP1 2054-05-20 7.000000 0.00 2590693.00 1993811.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HSHV1 2054-07-20 6.500000 0.00 2118434.00 1586299.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KW7B3 2055-07-20 7.000000 0.00 4250792.00 4636188.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LFRR2 2055-08-20 6.000000 0.00 14842252.00 13477801.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LKWD6 2055-08-20 6.500000 0.00 2966930.00 1296315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M87G3 2056-01-20 5.500000 0.00 2804503.00 2824401.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHQU1 2056-01-20 6.000000 0.00 670172.00 687440.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MN5W7 2056-03-20 5.500000 0.00 3997386.00 4096214.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MNU58 2056-02-20 5.500000 0.00 6986498.00 7132306.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MP3G9 2056-01-20 6.000000 0.00 6689371.00 6847895.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MSZU7 2056-01-20 6.000000 0.00 1654570.00 1698584.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MTHE1 2056-01-20 6.000000 0.00 6573713.00 6785025.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XM6 2055-10-20 4.000000 0.00 105702570.00 94661526.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6K30 2056-06-20 3.500000 0.00 84726882.00 74818167.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6KD8 2041-06-20 4.000000 0.00 450000.00 431020.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6NA1 2056-07-20 5.000000 0.00 70793646.00 69254710.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NVJH6 2056-01-20 5.000000 0.00 1073576.00 1056810.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V84K7 2056-05-20 6.500000 0.00 1873697.00 1963039.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9PZ9 2056-05-20 6.500000 0.00 1612877.00 1693907.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VDXQ1 2056-04-20 6.000000 0.00 26490993.00 27571887.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VE2M2 2056-05-20 5.500000 0.00 4066147.00 4136129.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMHQ9 2056-06-20 5.000000 0.00 1185590.00 1162594.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VSV49 2056-06-20 5.000000 0.00 1436812.00 1418235.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWKR1 2056-07-20 5.500000 0.00 10719690.00 10874282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0A34 2056-06-20 6.500000 0.00 1321095.00 1395198.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0F70 2056-07-20 5.500000 0.00 16133094.00 16252065.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W1KK3 2056-07-20 5.000000 0.00 1338028.00 1313875.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W52P3 2056-07-20 5.500000 0.00 4604234.00 4658519.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WCR30 2056-07-20 5.000000 0.00 3658770.00 3592706.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DDN8 2029-09-20 7.000000 0.00 37842104.00 23733.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E5E5 2039-05-20 4.000000 0.00 94976.00 3193.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 422000000.00 422000000.00 0.1222 N Y Y N BANK OF MONTREAL Joint Account III 3.650000% TPR10C26B NQQ6HPCNCCU6TUTQYE16 0000927971 TPR10C26B7791621BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YU69 2054-04-20 5.500000 0.00 292518.15 198302.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618FSWN4 2053-12-20 7.500000 0.00 2217318.22 1350317.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GCPT3 2054-04-20 7.500000 0.00 1599584.92 1562228.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MX7H6 2056-07-20 5.500000 0.00 1759536.63 1776775.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VCS63 2056-06-20 6.500000 0.00 1501334.58 1560189.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTXX1 2056-06-20 5.500000 0.00 1634790.27 1661193.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VVR39 2056-06-20 6.500000 0.00 1535367.80 1595530.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VVR47 2053-06-20 6.500000 0.00 1624091.91 1687474.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WDFM9 2056-07-20 6.000000 0.00 1711138.20 1750788.75 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 12760000.00 12760000.00 0.0037 N Y Y N BANK OF AMERICA; NA Joint Account III 3.650000% TPR10C26B N.A. TPR10C26B779162BAN 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 3138ERBC3 2046-08-01 3.000000 0.00 7424233.23 1861190.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LY5C7 2042-07-01 3.500000 0.00 14282325.29 1808961.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MBKH8 2042-09-01 3.500000 0.00 5652288.52 599955.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDZJ3 2045-01-01 3.500000 0.00 19846229.25 1834914.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE5J4 2045-07-01 3.500000 0.00 9593250.00 1811719.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE5Y1 2045-07-01 3.500000 0.00 9664916.28 1839441.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEHD4 2045-04-01 3.500000 0.00 12772459.25 1805687.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEKN8 2045-04-01 3.500000 0.00 9009200.04 1859621.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMP8 2045-09-01 3.500000 0.00 31943858.54 1811347.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHFR8 2046-06-01 3.000000 0.00 13323482.49 1849305.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHWY4 2046-09-01 3.000000 0.00 6379608.27 1832204.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJLD8 2046-12-01 3.000000 0.00 6389370.18 1816626.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y14S1 2044-09-01 3.500000 0.00 15809465.70 1803814.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YGZA3 2045-05-01 3.500000 0.00 4377819.34 348004.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YWJG3 2045-10-01 3.500000 0.00 15914110.84 1828283.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9HR7 2048-07-01 4.000000 0.00 27612267.54 1846444.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417B6D4 2042-06-01 3.500000 0.00 14648729.71 1849531.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417BSY4 2042-04-01 3.500000 0.00 27011788.57 1826735.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417CSL0 2042-08-01 3.000000 0.00 13532724.55 1861764.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DMX8 2042-10-01 3.000000 0.00 12159392.54 1856941.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417ENY3 2043-01-01 3.500000 0.00 11613386.91 1828725.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417EZ38 2043-02-01 3.500000 0.00 11775644.35 1824823.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417HBS2 2043-07-01 3.500000 0.00 10644578.68 1822356.28 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 38280000.00 38280000.00 0.0111 N Y Y N WELLS FARGO SECURITIES LLC Joint Account III 3.650000% TPR10C26B N.A. 0001224385 TPR10C26B779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176DQB2 2041-04-20 4.500000 0.00 407421.57 26355.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179M5N6 2043-03-20 4.000000 0.00 370485.20 26304.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Q6Q9 2045-03-20 4.000000 0.00 236197.17 20998.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QAK7 2029-04-20 3.000000 0.00 379425.75 8584.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QGH8 2044-06-20 6.000000 0.00 829615.52 53562.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QT84 2044-11-20 5.500000 0.00 118668.00 10798.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QYT2 2045-01-20 4.000000 0.00 5435579.96 378894.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RBX6 2045-04-20 3.500000 0.00 587999.68 38786.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RM30 2030-09-20 3.000000 0.00 20416.00 862.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SSU2 2046-12-20 5.500000 0.00 65338.98 7273.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TGZ2 2043-02-20 2.000000 0.00 19440.37 4975.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TJZ9 2047-10-20 4.500000 0.00 381084.55 29913.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TSM8 2048-02-20 6.000000 0.00 31986.90 4537.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UCD2 2048-09-20 5.000000 0.00 2276917.11 159861.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UGD8 2048-11-20 4.500000 0.00 2146570.14 144167.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WDP0 2051-04-20 1.500000 0.00 7568705.91 3794404.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WNM6 2051-09-20 6.000000 0.00 21085.39 6099.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WT24 2051-12-20 3.500000 0.00 121858.00 71465.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXN3 2052-02-20 4.500000 0.00 7956486.39 4438369.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 12760.00 8702.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XH33 2052-10-20 6.000000 0.00 31812.85 14914.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XS80 2053-02-20 3.000000 0.00 14783.61 9098.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 290290.00 201068.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5.000000 0.00 4071106.97 2888616.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y5P5 2054-08-20 7.000000 0.00 31900000.00 10325496.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 77836.00 60097.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 63800.00 45421.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YS70 2054-03-20 6.000000 0.00 2556655.23 1178051.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617F0B67 2052-06-20 4.500000 0.00 202884.00 78910.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617GBPF7 2048-03-20 4.500000 0.00 501597.64 33453.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617GTUL9 2049-04-20 3.500000 0.00 259028.00 14544.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617KAYK3 2049-08-20 4.000000 0.00 364239.30 49958.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617Y0PX2 2052-03-20 3.000000 0.00 11567.45 9155.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AAJ2 2054-09-20 7.000000 0.00 69214.07 23431.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 25753.89 21390.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180D2Z9 2043-08-20 4.500000 0.00 75024.33 6606.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618A84C8 2052-12-20 5.500000 0.00 31900.00 19045.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BJEP3 2053-06-20 7.000000 0.00 179502.70 145189.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618F5B31 2053-10-20 7.000000 0.00 370847.45 222619.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GC3U4 2054-01-20 7.500000 0.00 615669.11 388224.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GCH47 2054-01-20 7.500000 0.00 424944.24 205346.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GFAB1 2053-12-20 7.500000 0.00 127723.52 38460.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HA7K5 2054-06-20 7.000000 0.00 376238.04 233416.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HAQY4 2054-07-20 7.000000 0.00 139802.39 115232.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JBN98 2054-12-20 7.000000 0.00 478155.99 418476.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JNZW8 2054-11-20 6.000000 0.00 303249.06 266349.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JRMC7 2054-10-20 6.500000 0.00 207504.65 216409.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618K0T94 2055-01-20 7.000000 0.00 355928.97 313972.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618K4GN9 2055-01-20 7.000000 0.00 212235.17 222274.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KE5M1 2055-02-20 6.500000 0.00 301948.81 83194.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L1EG1 2055-06-20 6.000000 0.00 31207.64 24628.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L2T99 2055-06-20 6.000000 0.00 1111004.65 916507.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L96V0 2055-09-20 6.000000 0.00 200188.32 202266.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L9MC4 2055-07-20 6.000000 0.00 1183816.78 930330.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LFTV1 2055-07-20 6.000000 0.00 620029.71 489729.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LK5S3 2055-09-20 6.000000 0.00 15944.26 16299.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LW3X8 2055-10-20 6.000000 0.00 1282785.90 1147386.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LWNP3 2055-10-20 6.000000 0.00 340490.01 325250.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M86U3 2056-01-20 5.500000 0.00 636183.49 625866.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M87D0 2056-01-20 5.500000 0.00 1418085.15 1426168.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8UF9 2055-10-20 6.500000 0.00 929595.86 552828.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M9JA1 2056-03-20 5.500000 0.00 59095.77 59769.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M9JB9 2056-03-20 5.500000 0.00 309882.72 313901.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MG4M5 2056-05-20 5.000000 0.00 165685.54 162307.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MGV45 2056-05-20 5.000000 0.00 135955.63 133192.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MGWZ5 2056-05-20 5.000000 0.00 211396.96 207113.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHMN1 2056-01-20 6.000000 0.00 642822.90 659411.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MLLC7 2056-06-20 5.500000 0.00 174465.57 178823.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MP3K0 2056-01-20 6.000000 0.00 585057.23 599004.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MTKB3 2056-02-20 5.500000 0.00 225274.87 230685.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MUE68 2056-02-20 5.000000 0.00 731412.26 684151.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXX87 2056-06-20 5.500000 0.00 774459.01 786266.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXYT0 2056-06-20 5.000000 0.00 1298988.80 1275866.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N1V96 2056-03-20 7.000000 0.00 526903.78 564190.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N2QB5 2056-03-20 5.000000 0.00 166767.46 163746.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 5803446.04 5414721.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GL7 2055-02-20 4.000000 0.00 12285.46 10742.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GS2 2055-02-20 7.000000 0.00 3842096.10 1408302.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 9187.20 8099.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4.000000 0.00 9689755.02 8646626.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V0AC5 2055-11-20 6.000000 0.00 2120222.14 2087091.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V8RG1 2056-04-20 5.000000 0.00 128275.00 125535.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9PW6 2056-05-20 6.500000 0.00 368087.85 387155.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VAV55 2056-04-20 5.500000 0.00 135661.13 137877.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VDD42 2056-04-20 5.000000 0.00 364933.83 357090.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VFC22 2056-05-20 5.000000 0.00 399299.70 391415.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VFZS0 2056-07-20 5.500000 0.00 148810.31 151083.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VKAE7 2056-07-20 5.500000 0.00 236438.72 239167.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VMW25 2056-05-20 5.500000 0.00 1005114.64 1016379.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VRC42 2056-07-20 5.500000 0.00 214434.86 217910.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTPH5 2056-06-20 6.000000 0.00 645377.83 662588.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTQH4 2056-06-20 5.500000 0.00 1355387.74 1367687.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTRS9 2056-06-20 5.000000 0.00 169149.75 166952.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VTYE2 2056-07-20 5.500000 0.00 503331.09 509062.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VVZJ5 2056-07-20 6.500000 0.00 60291.64 64078.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWBP5 2056-07-20 5.500000 0.00 640795.08 648190.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWBU4 2056-07-20 5.500000 0.00 563162.22 571081.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWLF6 2056-06-20 5.500000 0.00 1003041.27 1013202.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VWLH2 2056-06-20 5.500000 0.00 4354687.76 4372400.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VY7K7 2056-06-20 5.000000 0.00 1389628.06 1362888.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0BG4 2056-06-20 5.000000 0.00 532250.73 522024.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0D64 2056-07-20 5.000000 0.00 816398.20 801658.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0DZ0 2056-07-20 5.000000 0.00 235352.46 232568.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0GZ7 2056-07-20 5.000000 0.00 233609.57 229391.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W0TF7 2056-07-20 5.500000 0.00 472151.64 477600.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W1JG4 2056-07-20 5.500000 0.00 469701.72 475122.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W1JH2 2056-07-20 5.500000 0.00 145421.25 147099.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W2YA8 2056-07-20 6.000000 0.00 2419650.73 2502819.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W2YC4 2056-07-20 6.000000 0.00 275372.79 285109.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W3M92 2056-07-20 5.500000 0.00 690245.31 698210.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W3SJ4 2056-07-20 5.500000 0.00 778129.68 787109.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4TG7 2056-06-20 5.000000 0.00 169908.84 165202.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W5LQ0 2056-07-20 5.500000 0.00 84062.50 84936.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DKA8 2030-10-20 8.500000 0.00 14624806.12 2738.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DLV1 2031-02-20 7.000000 0.00 3611735.10 2476.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DPE5 2031-08-20 7.000000 0.00 88348.20 134.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E2E8 2039-02-20 7.000000 0.00 13717.00 359.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202F4R4 2042-03-20 4.000000 0.00 3688613.72 171965.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FLM6 2040-10-20 3.500000 0.00 382799.36 18720.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FZD1 2041-11-20 6.000000 0.00 669497.42 18616.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AMW73 2041-03-20 4.500000 0.00 912732.37 79268.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ASWR6 2041-09-20 4.500000 0.00 866352.58 37925.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210TNU6 2028-08-20 6.000000 0.00 214289.65 1601.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VA81 2041-08-20 4.500000 0.00 288521.08 17770.47 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 76560000.00 76560000.00 0.0222 N Y Y N Goldman Sachs Variable Insurance Trust 2026-08-07 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer