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P-1 Standard and Poor's Ratings Services A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0396 34765574.10 34765574.10 0.0105 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.015001% 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+ 2026-11-01 2026-11-16 2026-11-16 N N N 0.0399 1804019.57 1804019.57 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.034999% 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+ 2026-11-01 2027-02-12 2027-02-12 N N N 0.0406 618989.84 618989.84 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.029998% 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+ 2026-11-01 2027-02-24 2027-02-24 N N N 0.0401 1031119.89 1031119.89 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.025002% 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+ 2026-11-01 2027-02-26 2027-02-26 N N N 0.0401 6250637.06 6250637.06 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.010000% 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+ 2026-11-01 2026-12-07 2026-12-07 N N N 0.0404 2254953.98 2254953.98 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.020001% 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+ 2026-11-01 2027-03-11 2027-03-11 N N N 0.0402 2846176.82 2846176.82 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.074998% 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+ 2026-11-01 2026-12-18 2026-12-18 N N N 0.0405 2012101.89 2012101.89 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.074998% 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+ 2026-11-01 2027-01-08 2027-01-08 N N N 0.0402 2704351.01 2704351.01 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000% 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+ 2026-11-01 2028-01-28 2028-01-28 N N N 0.0404 2015857.16 2015857.16 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000% 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+ 2026-11-01 2027-11-12 2027-11-12 N N N 0.0408 1396900.55 1396900.55 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.055000% 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+ 2026-11-01 2027-01-28 2027-01-28 N N N 0.0403 15396779.51 15396779.51 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.045000% 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+ 2026-11-01 2027-02-01 2027-02-01 N N N 0.0402 5284599.36 5284599.36 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.045000% 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+ 2026-11-01 2027-03-05 2027-03-05 N N N 0.0401 2250411.75 2250411.75 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.039999% 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+ 2026-11-01 2027-02-09 2027-02-09 N N N 0.0402 1285135.91 1285135.91 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.291891% 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+ 2026-11-01 2027-11-05 2027-11-05 N N N 0.0418 2309060.10 2309060.10 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.975001% 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+ 2026-11-01 2026-11-19 2026-11-19 N N N 0.0399 965994.66 965994.66 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.015001% 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+ 2026-11-01 2027-04-19 2027-04-19 N N N 0.0404 965992.83 965992.83 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.281890% 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+ 2026-11-01 2027-11-24 2027-11-24 N N N 0.0426 905001.49 905001.49 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.025002% 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+ 2026-11-01 2028-01-21 2028-01-21 N N N 0.0407 1546500.77 1546500.77 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.010000% 3133EWB41 254900C5LP6DN9OP9V83 US3133EWB419 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-01 2027-10-04 2027-10-04 N N N 0.0408 960582.89 960582.89 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.000000% 3133EWBN9 254900C5LP6DN9OP9V83 US3133EWBN93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-01 2027-10-29 2027-10-29 N N N 0.0399 1138062.49 1138062.49 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.000000% 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+ 2026-11-01 2027-07-28 2027-07-28 N N N 0.0402 589009.86 589009.86 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.025002% 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+ 2026-11-01 2028-01-03 2028-01-03 N N N 0.0407 1260593.83 1260593.83 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.005000% 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+ 2026-11-01 2027-09-03 2027-09-03 N N N 0.0402 759003.68 759003.68 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000% 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+ 2026-11-01 2026-11-04 2026-11-04 N N N 0.0398 254999.76 254999.76 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.980002% 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+ 2026-11-01 2027-03-04 2027-03-04 N N N 0.0400 60999.75 60999.75 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.015001% 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+ 2026-11-01 2027-11-05 2027-11-05 N N N 0.0407 1133644.34 1133644.34 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.989999% 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+ 2026-11-01 2027-06-11 2027-06-11 N N N 0.0401 1935002.59 1935002.59 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.994999% 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+ 2026-11-01 2027-07-13 2027-07-13 N N N 0.0408 3478397.81 3478397.81 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.025002% 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+ 2026-11-01 2028-01-18 2028-01-18 N N N 0.0407 1347564.39 1347564.39 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.015001% 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+ 2026-11-01 2028-01-11 2028-01-11 N N N 0.0407 242892.90 242892.90 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.196891% 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+ 2026-11-01 2028-02-17 2028-02-17 N N N 0.0418 717988.99 717988.99 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.000000% 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+ 2026-11-01 2027-10-19 2027-10-19 N N N 0.0402 2834053.31 2834053.31 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.994999% 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+ 2026-11-01 2027-06-04 2027-06-04 N N N 0.0401 25000080.25 25000080.25 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.000000% 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+ 2026-11-01 2027-10-22 2027-10-22 N N N 0.0405 3505017.76 3505017.76 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.984998% 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+ 2026-11-01 2027-06-22 2027-06-22 N N N 0.0400 2433005.91 2433005.91 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.980002% 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+ 2026-11-01 2027-05-21 2027-05-21 N N N 0.0401 909941.55 909941.55 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.136890% 3133EWS35 254900C5LP6DN9OP9V83 US3133EWS355 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-01 2028-10-19 2028-10-19 N N N 0.0412 1113877.99 1113877.99 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.010000% 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+ 2026-11-01 2027-10-12 2027-10-12 N N N 0.0403 1365024.22 1365024.22 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.034999% 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+ 2026-11-01 2027-05-05 2027-05-05 N N N 0.0403 9180353.08 9180353.08 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.079999% 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+ 2026-11-01 2027-09-22 2027-09-22 N N N 0.0407 15969791.77 15969791.77 0.0048 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.079999% 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+ 2026-11-01 2027-10-06 2027-10-06 N N N 0.0408 11478395.04 11478395.04 0.0035 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020001% 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+ 2026-11-01 2027-01-08 2027-01-08 N N N 0.0404 3959940.96 3959940.96 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 313588LE3 B1V7KEBTPIMZEU4LTD58 US313588LE32 0000310522 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+ 2027-09-02 2027-09-02 2027-09-02 N N N 0.0441 2662721.07 2662721.07 0.0008 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 313588MJ1 B1V7KEBTPIMZEU4LTD58 US313588MJ10 0000310522 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+ 2027-09-30 2027-09-30 2027-09-30 N N N 0.0422 12831177.90 12831177.90 0.0039 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 313588MK8 B1V7KEBTPIMZEU4LTD58 US313588MK82 0000310522 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+ 2027-10-01 2027-10-01 2027-10-01 N N N 0.0423 4155209.52 4155209.52 0.0013 N N N N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.189999% 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+ 2026-11-07 2026-11-07 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 0.0419 1050000.00 1050000.00 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.189999% 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+ 2026-11-07 2026-11-07 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 0.0419 955944.62 955944.62 0.0003 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.189999% 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+ 2026-11-07 2026-11-07 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 0.0419 1363654.98 1363654.98 0.0004 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-27 2026-11-27 2026-11-27 N N N 0.0395 6568159.25 6568159.25 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-18 2027-03-18 2027-03-18 N N N 0.0419 7036412.12 7036412.12 0.0021 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y Fitch, Inc. 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F1+ 2027-08-05 2027-08-05 2027-08-05 N N N 0.0426 11778867.81 11778867.81 0.0035 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-01-28 2027-01-28 2027-01-28 N N N 0.0408 79348989.92 79348989.92 0.0239 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-04 2027-02-04 2027-02-04 N N N 0.0412 67375429.51 67375429.51 0.0203 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. 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F1+ 2027-03-04 2027-03-04 2027-03-04 N N N 0.0419 39815107.55 39815107.55 0.0120 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-15 2026-12-15 2026-12-15 N N N 0.0401 4586269.73 4586269.73 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-22 2026-12-22 2026-12-22 N N N 0.0407 59086751.29 59086751.29 0.0178 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y Fitch, Inc. 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F1+ 2027-04-08 2027-04-08 2027-04-08 N N N 0.0426 1027782.60 1027782.60 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WV5 254900HROIFWPRGM1V77 US912797WV59 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-22 2027-04-22 2027-04-22 N N N 0.0426 4344231.46 4344231.46 0.0013 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WW3 254900HROIFWPRGM1V77 US912797WW33 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-29 2027-04-29 2027-04-29 N N N 0.0426 11123051.33 11123051.33 0.0033 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WY9 254900HROIFWPRGM1V77 US912797WY98 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-09 2027-02-09 2027-02-09 N N N 0.0414 4651536.88 4651536.88 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797WZ6 254900HROIFWPRGM1V77 US912797WZ63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-16 2027-02-16 2027-02-16 N N N 0.0415 9915076.84 9915076.84 0.0030 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797XA0 254900HROIFWPRGM1V77 US912797XA04 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-23 2027-02-23 2027-02-23 N N N 0.0417 27381257.49 27381257.49 0.0082 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797XB8 254900HROIFWPRGM1V77 US912797XB86 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ 2027-08-31 2027-08-31 2027-08-31 N N N 0.0440 27196260.23 27196260.23 0.0082 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 0.0433 705013.60 705013.60 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-06-15 2027-06-15 2027-06-15 N N N 0.0428 4752564.28 4752564.28 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CLG4 254900HROIFWPRGM1V77 US91282CLG41 U.S. Treasury Debt Y Fitch, Inc. 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F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0426 24217630.13 24217630.13 0.0073 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 0.0431 4440054.82 4440054.82 0.0013 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0432 8659392.07 8659392.07 0.0026 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CNP2 254900HROIFWPRGM1V77 US91282CNP22 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-07-31 2027-07-31 2027-07-31 N N N 0.0439 1955906.77 1955906.77 0.0006 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 0.0439 32506690.19 32506690.19 0.0098 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.281890% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-01 2027-10-31 2027-10-31 N N N 0.0405 3734574.47 3734574.47 0.0011 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.190890% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-02-08 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 0.0397 6000000.00 6000000.00 0.0018 N N Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.939998% TPR055BBD CYYGQCGNHMHPSMRL3R97 0000853784 TPR055BBD7791622HS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803HY2 2046-08-15 0.00 0.00 35000.00 12020.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 4617700.00 2465981.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 5325800.00 4020125.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 14173114.00 5745894.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-06 2026-11-09 N N N 0.0394 12000000.00 12000000.00 0.0036 N N Y N HSBC BANK PLC HSBC BANK PLC 3.949999% TPR055C27 MP6I5ZYZBEU3UXPYFY54 0001140465 TPR055C277791621HS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 3762600.00 3607318.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 14994700.00 14758735.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 N N 0.0394 11999984.40 11999984.40 0.0036 N N Y N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 3.939998% 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 TREASURY BILL 254900HROIFWPRGM1V77 912797WG8 2026-12-22 0.00 0.00 25650600.00 25500031.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-06 2026-11-09 N N N 0.0394 30000000.00 30000000.00 0.0090 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.939998% TPR10A550 1VUV7VQFKUOQSJ21A208 0001330437 TPR10A5507791625CR 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 912833XP0 2029-08-15 0.00 0.00 36.00 31.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0.00 0.00 100.00 31.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 100.00 125.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 113.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 175.00 54.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 200.00 192.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0.00 0.00 246.00 53.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 300.00 271.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 500.00 492.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0.00 0.00 1100.00 324.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 4300.00 3736.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 9800.00 8846.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 20100.00 14983.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 25829.00 11711.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 31000.00 34693.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 0.00 0.00 36800.00 28603.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 39500.00 39436.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 44000.00 45274.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821UZ6 2036-08-15 0.00 0.00 46300.00 28611.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 48300.00 14613.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 89200.00 88315.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 128000.00 179130.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 171100.00 114888.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 311500.00 275560.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 781066.00 489888.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 999911.00 834425.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 2719100.00 5399964.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 3433000.00 3776144.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 3788100.00 3742700.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 5351900.00 5399930.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 5506600.00 5399944.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 5602700.00 5399992.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0.00 0.00 24937000.00 5386941.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 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 0.0394 36000000.00 36000000.00 0.0108 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.960000% TPR10CDF3 MBNUM2BPBDO7JBLYG310 0000315030 TPR10CDF3779162BCG 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 3618M8MB7 2055-10-20 6.500000 0.00 1376318.00 1163628.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200BJX6 2032-09-15 5.750000 0.00 1386060.00 16434.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GBZD9 2054-01-20 7.000000 0.00 1444158.00 977629.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NXSQ2 2055-12-20 6.500000 0.00 1479882.00 600633.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213AB29 2031-11-15 6.000000 0.00 1973716.00 14766.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202DEK3 2029-11-20 7.000000 0.00 3678195.00 1407.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJTD2 2056-04-20 6.000000 0.00 4153760.00 4180270.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A2TX4 2039-05-15 4.500000 0.00 4603848.00 28243.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4.000000 0.00 5000000.00 372242.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N3Y65 2056-04-20 6.500000 0.00 6338048.00 6558346.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618LVZF4 2055-09-20 7.000000 0.00 7534368.00 7608102.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 11100.00 9333.00 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ED0 2038-06-15 5.500000 0.00 26000.00 26697.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GYVX9 2054-04-20 6.000000 0.00 30481.00 18282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36182DT70 2043-11-15 3.500000 0.00 62416.00 2344.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EJH3 2036-06-20 5.500000 0.00 74989.00 625.00 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E6P4 2046-09-15 0.00 0.00 85000.00 26079.00 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E6S8 2048-03-15 0.00 0.00 85000.00 23854.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ASLC1 2041-06-15 5.000000 0.00 185000.00 2800.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HFXJ8 2054-05-20 7.000000 0.00 226266.00 115906.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290R2Q5 2033-09-15 5.000000 0.00 257000.00 2207.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 410352.00 171338.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180DSX6 2043-04-15 3.500000 0.00 783500.00 71966.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WLMM3 2056-08-20 6.000000 0.00 794445.00 801707.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179DLT5 2043-01-15 3.500000 0.00 908920.00 57922.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180DUR6 2043-05-15 3.500000 0.00 1000000.00 30382.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E7F0 2039-07-20 4.000000 0.00 1004708.00 33715.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618K8AR7 2055-01-20 7.000000 0.00 1104770.00 1156666.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618K8NT9 2055-02-20 7.000000 0.00 1184886.00 725228.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617VSDP4 2051-08-20 3.500000 0.00 1230344.00 701247.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-02-17 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0396 25000000.00 25000000.00 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.960000% TPR10CF35 MBNUM2BPBDO7JBLYG310 0000315030 TPR10CF35779162DCG 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 36294TK61 2036-09-15 7.000000 0.00 47675.00 2779.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618L72B2 2055-07-20 6.500000 0.00 66896.00 53265.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YHQ0 2053-10-20 4.500000 0.00 78071.00 60913.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196FZH0 2046-10-20 3.500000 0.00 187809.00 37213.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36195RCV9 2046-10-15 2.500000 0.00 276780.00 130767.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VJXG0 2056-06-20 5.500000 0.00 521632.00 514338.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FY75 2041-11-20 4.500000 0.00 756008.00 29819.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6EX1 2041-04-20 5.000000 0.00 1101818.00 1026881.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SLV7 2046-09-20 5.000000 0.00 1326800.00 137537.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241L6P6 2041-05-20 4.500000 0.00 2243156.00 89999.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WSVP1 2054-09-20 6.500000 0.00 2523508.00 2570142.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200HT53 2033-03-15 5.250000 0.00 4103760.00 199967.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296UZZ6 2039-06-15 4.500000 0.00 4500000.00 157669.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AQY49 2040-02-15 4.500000 0.00 5286048.00 84518.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Q6Q9 2045-03-20 4.000000 0.00 32921280.00 2792170.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6K30 2056-06-20 3.500000 0.00 104816256.00 89012024.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-02-17 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0396 95000000.00 95000000.00 0.0286 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.960000% TPR10D361 MBNUM2BPBDO7JBLYG310 0000315030 TPR10D361779162ACG 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 36179VJP6 2035-04-20 2.000000 0.00 2195972.00 464279.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617XURN7 2051-12-20 3.500000 0.00 2974016.00 1392554.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200XG78 2031-11-15 6.000000 0.00 4578720.00 27434.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617LXWJ7 2050-01-20 3.500000 0.00 4867960.00 1425368.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6K55 2056-06-20 4.500000 0.00 10149888.00 9249809.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MNSF9 2055-12-20 6.000000 0.00 11522656.00 11680861.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A25C2 2042-03-15 4.500000 0.00 505000.00 104361.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617BN5U5 2047-10-15 5.000000 0.00 673141.00 13899.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MSW89 2056-02-20 4.500000 0.00 1265790.00 1141437.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-01-25 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0396 24999985.00 24999985.00 0.0075 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.950000% TPR10D4C8 MBNUM2BPBDO7JBLYG310 0000315030 TPR10D4C8779162CGM 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 3618VJXK1 2056-06-20 6.500000 0.00 1407512.00 1442668.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VTW0 2050-09-20 2.500000 0.00 11097632.00 3657334.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-02-25 2027-02-25 2027-02-25 N N N 0.0395 4995749.50 4995749.50 0.0015 N N N Y BNP PARIBAS BNP PARIBAS 3.890002% TPR10D5A2 R0MUWSFPU8MPRO8K5P83 0000310732 TPR10D5A2779162BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G5C68 2056-09-01 6.500000 0.00 1000.00 1023.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G7A66 2056-10-01 5.500000 0.00 1000.00 978.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G7BR9 2056-10-01 6.000000 0.00 1000.00 1005.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G7PM5 2056-10-01 6.000000 0.00 1000.00 1004.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJX29 2054-08-01 6.500000 0.00 1000.00 776.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7.000000 0.00 1000.00 1023.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N73T5 2055-10-01 5.000000 0.00 1000.00 941.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPVJ6 2053-08-01 5.500000 0.00 1000.00 760.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCP5 2052-02-01 2.500000 0.00 1000.00 559.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QREQ2 2053-01-01 5.500000 0.00 1000.00 705.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTEJ4 2053-10-01 5.500000 0.00 1000.00 650.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVQV9 2049-11-01 5.000000 0.00 1000.00 760.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 662.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PK45 2055-07-01 7.000000 0.00 1000.00 677.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TRS7 2055-11-01 6.500000 0.00 1000.00 979.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQG67 2052-12-01 6.000000 0.00 1001.00 436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1001.00 665.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1007.00 704.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6.000000 0.00 1008.00 934.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GUET6 2055-03-01 6.000000 0.00 1024.00 831.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 1100.00 762.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GYJF3 2056-09-01 5.500000 0.00 1113.00 1080.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1383.00 951.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-07 2026-11-07 2027-02-26 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0387 16999993.20 16999993.20 0.0051 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.939998% TPR10D6D6 1VUV7VQFKUOQSJ21A208 0001330437 TPR10D6D67791622CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 600.00 603.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 26825.00 18221.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 65100.00 58761.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 535600.00 533510.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 598800.00 340574.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 645800.00 878540.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 833200.00 819606.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 1245700.00 1199992.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1303900.00 1199954.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 1533800.00 1131824.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 1876987.00 784802.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 2122958.00 1193678.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-02-22 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0394 7999992.80 7999992.80 0.0024 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.990000% TPR10DD60 MBNUM2BPBDO7JBLYG310 0000315030 TPR10DD60779162CCG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E6U3 2049-03-15 0.00 0.00 83000.00 21796.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WB56 2051-03-20 5.000000 0.00 120000.00 35408.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617JHFA3 2049-05-20 4.500000 0.00 165000.00 32887.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UEF5 2038-12-20 7.000000 0.00 186263.00 32604.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GVJG6 2054-03-20 7.000000 0.00 225527.00 147245.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VLM0 2035-05-20 4.000000 0.00 249529.00 33795.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WG77 2051-06-20 4.500000 0.00 395000.00 129866.00 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 759000.00 792545.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617U3AE8 2050-11-20 4.500000 0.00 1192602.00 377654.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206H4Y1 2030-10-15 8.500000 0.00 1449976.00 1232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W3ZN7 2056-08-20 6.000000 0.00 1516260.00 1568347.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MSY7 2042-11-20 4.000000 0.00 3137824.00 218265.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179M2R0 2043-02-20 4.000000 0.00 3849000.00 282692.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213EMA1 2031-11-15 6.000000 0.00 4022710.00 25799.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225B3L0 2034-02-15 5.000000 0.00 14991385.00 152497.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BWK28 2053-08-20 7.000000 0.00 25002048.00 1247367.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-03-03 2027-03-03 2027-03-03 N N N 0.0399 4996012.50 4996012.50 0.0015 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.939998% TPR10DD8E 1VUV7VQFKUOQSJ21A208 0001330437 TPR10DD8E7791623CR 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 9128334S6 2031-08-15 0.00 0.00 83.00 66.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 100.00 112.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821LW3 2033-08-15 0.00 0.00 100.00 72.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 400.00 376.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 500.00 623.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1200.00 1194.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 2800.00 3293.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 8800.00 8820.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 8800.00 8562.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 10200.00 10224.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0.00 0.00 10358.00 3886.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 14100.00 13767.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 18900.00 18958.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 19300.00 21229.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 21800.00 21249.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 31600.00 31583.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 34000.00 31809.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 88300.00 87955.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 103991.00 66054.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 340500.00 336646.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 1685100.00 1632332.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 2143400.00 2150657.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2289600.00 2239012.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 2599000.00 2243630.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 2602000.00 2239169.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 4178894.00 2243945.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0.00 0.00 7012420.00 1884686.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-03-03 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0394 14999992.50 14999992.50 0.0045 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.939998% TPR10EA3D ZBUT11V806EZRVTWT807 0000782124 TPR10EA3D7791623JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCD72 2041-10-01 5.500000 0.00 373255.00 364309.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196H5H9 2047-05-15 5.000000 0.00 66063.00 8600.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 100000.00 106217.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FYV3 2041-06-01 3.500000 0.00 236866.00 215177.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A3NF1 2050-04-01 3.000000 0.00 475000.00 171690.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN3F8 2052-03-01 3.500000 0.00 528800.00 349584.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EFW5 2052-05-01 4.000000 0.00 750000.00 502498.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WFD61 2056-09-20 5.500000 0.00 883916.00 860931.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G2XV7 2056-08-01 6.500000 0.00 1079525.00 1110350.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FE51 2040-03-20 4.000000 0.00 1124998.00 44056.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K9VK8 2056-05-01 4.000000 0.00 1191840.00 949315.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G9SU0 2056-10-01 6.000000 0.00 1237124.00 1242106.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EJAM1 2043-01-26 3.380000 0.00 1251000.00 963999.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617L9GF6 2050-01-15 4.500000 0.00 1256208.00 851519.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W8J79 2054-03-01 5.000000 0.00 1261726.00 698366.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G7FL8 2056-09-01 7.000000 0.00 1312332.00 1348207.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JW7M2 2056-03-01 4.500000 0.00 1554340.00 1420639.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NVK3 2055-06-01 5.500000 0.00 1917426.00 1846886.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D5FJ4 2046-08-01 5.500000 0.00 2065680.00 2054615.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RCX7 2055-06-01 5.500000 0.00 2147616.00 1968466.00 Agency Mortgage-Backed Securities THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AQVP5 2037-02-24 3.000000 0.00 2565000.00 2083814.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.500000 0.00 2956000.00 2152265.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618W4L42 2056-06-20 5.000000 0.00 3069264.00 2931413.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36178YF26 2042-12-20 3.500000 0.00 3810450.00 382620.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EJC23 2033-09-26 4.000000 0.00 5271000.00 4895493.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BRK4 2055-02-01 6.000000 0.00 5495264.00 5427752.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXX77 2056-07-01 4.000000 0.00 7540376.00 6732050.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AA5A8 2050-07-15 2.500000 0.00 8796784.00 3259861.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G2FG0 2056-08-01 5.500000 0.00 14385456.00 13912773.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6BH2 2037-02-01 1.500000 0.00 15159776.00 7853075.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CYKB5 2037-11-01 2.000000 0.00 21753984.00 19111948.00 Agency Mortgage-Backed Securities THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 313384BE8 2027-01-29 0.00 0.00 24228000.00 23988434.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G9EZ4 2056-10-01 6.000000 0.00 24958304.00 25235649.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSJD5 2054-01-01 7.000000 0.00 30470816.00 19176265.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D9R22 2044-04-01 6.000000 0.00 30746000.00 13634434.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY7E3 2046-04-01 4.500000 0.00 53959872.00 48879285.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-01 2026-11-07 2026-11-23 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0394 209999790.00 209999790.00 0.0632 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.949999% TPR10ED92 MBNUM2BPBDO7JBLYG310 0000315030 TPR10ED927791626CG 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 36178L5L3 2042-09-15 4.000000 0.00 271594.00 27757.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VZU7 2050-12-20 4.000000 0.00 271778.00 74087.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213ESY3 2032-01-15 5.000000 0.00 1006158.00 25627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176DVH3 2041-04-15 4.250000 0.00 1651462.00 60957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36176TN38 2041-11-15 4.250000 0.00 3306334.00 327335.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ADUS5 2051-09-20 2.000000 0.00 6414080.00 4584237.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-03-25 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-03-25 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0394 4999996.50 4999996.50 0.0015 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.939998% TPR10EFB4 ZBUT11V806EZRVTWT807 0000782124 TPR10EFB47791621JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 200.00 204.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 15928000.00 15352785.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-01 2026-11-07 2026-11-30 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0394 15000000.00 15000000.00 0.0045 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.949999% TPR10F65B G5GSEF7VJP5I7OUK5573 0000312070 TPR10F65B7791621BA 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 3131WKFJ4 2037-09-01 6.500000 0.00 1000.00 3.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4NV6 2041-06-01 5.500000 0.00 25132.00 1721.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MCEU4 2042-09-01 3.500000 0.00 38679.00 3895.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617Q9QU7 2050-09-20 3.500000 0.00 40276.00 27208.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EQ51 2038-01-20 7.500000 0.00 63530.00 1628.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179S5L7 2047-05-20 3.500000 0.00 156102.00 15652.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6K89 2056-06-20 6.000000 0.00 167602.00 166196.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQKQ7 2037-07-01 2.500000 0.00 272164.00 124334.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L7SJ7 2035-06-01 2.500000 0.00 299983.00 68801.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8VE3 2056-04-01 6.500000 0.00 321119.00 297990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.500000 0.00 407994.00 26988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WVX3 2052-01-20 4.000000 0.00 600000.00 325492.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VAZJ1 2056-05-20 6.500000 0.00 1079720.00 1096219.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VGXT8 2056-04-20 6.500000 0.00 1130763.00 1176610.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3QN2 2055-08-01 6.500000 0.00 1182676.00 925882.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CWU4 2048-05-01 4.500000 0.00 1537808.00 116840.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BYU4 2046-02-01 3.500000 0.00 1835000.00 180972.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296DNQ7 2038-11-15 6.000000 0.00 1946251.00 13498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DEP3 2039-08-01 3.000000 0.00 2655329.00 266268.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MGPN0 2056-03-20 5.500000 0.00 3058616.00 2805106.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296FLE1 2038-08-15 6.000000 0.00 3822772.00 10263.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 4626802.00 2523094.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L8VA5 2051-05-01 2.500000 0.00 314200.00 130993.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-06 2026-11-06 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 0.0395 9999991.00 9999991.00 0.0030 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.939998% TPR10F660 ZBUT11V806EZRVTWT807 0000782124 TPR10F6607791622JP 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 3133EL6C3 2035-09-10 1.730000 0.00 15207000.00 11293612.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PL7 2055-06-20 6.500000 0.00 128166817.00 60898628.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-01 2026-11-07 2026-12-07 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 0.0394 69999930.00 69999930.00 0.0211 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.949999% TPR10FC33 G5GSEF7VJP5I7OUK5573 0000312070 TPR10FC33779162BAR 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 36179WXJ2 2052-02-20 2.500000 0.00 1000.00 553.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295MHX0 2037-09-15 6.000000 0.00 1001.00 8.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225BZY7 2033-10-15 6.000000 0.00 1076.00 13.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5ZM4 2055-11-20 6.000000 0.00 1920.00 1487.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NNB0 2043-09-20 4.000000 0.00 1983.00 97.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UMN9 2049-02-20 5.000000 0.00 2000.00 113.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A2VJ2 2039-05-15 4.500000 0.00 2000.00 24.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292LEX8 2036-06-15 6.000000 0.00 2000.00 27.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295QLQ1 2040-06-15 4.500000 0.00 2000.00 55.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MGPN0 2056-03-20 5.500000 0.00 2613.00 2396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 3000.00 650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AFPL5 2040-01-15 4.500000 0.00 3000.00 78.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617AAL28 2045-12-15 4.500000 0.00 3005.00 202.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VCR49 2056-05-20 6.500000 0.00 3802.00 3858.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKC32 2053-01-01 5.500000 0.00 10000.00 6320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.500000 0.00 10070.00 648.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200WHV6 2034-09-15 6.000000 0.00 26327.00 487.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292CPU2 2035-07-15 6.000000 0.00 28571.00 469.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292AX45 2035-06-15 6.000000 0.00 29394.00 614.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200KA72 2033-10-15 6.000000 0.00 30000.00 184.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291S5U0 2034-11-15 6.000000 0.00 32856.00 688.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291H4G6 2034-09-15 6.000000 0.00 33485.00 2194.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VYP3 2034-10-15 6.000000 0.00 34319.00 1046.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NYQ8 2034-07-15 6.000000 0.00 46327.00 452.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200YNR4 2032-02-15 6.000000 0.00 50000.00 292.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291NPQ8 2034-08-15 6.500000 0.00 50000.00 1137.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617Q9QT0 2050-09-20 3.500000 0.00 57765.00 20649.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617HQFK3 2048-10-15 5.500000 0.00 58706.00 4860.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297GVW7 2043-03-15 2.500000 0.00 59115.00 15106.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EEH8 2035-07-20 5.500000 0.00 79104.00 986.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WY93 2052-03-20 2.500000 0.00 88692.00 48695.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296A3D4 2038-05-15 6.500000 0.00 93139.00 4423.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 94592.00 89173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5GB4 2053-09-01 5.500000 0.00 109597.00 97275.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ALSF2 2040-06-15 4.500000 0.00 116770.00 5001.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LXZ4 2037-04-15 6.000000 0.00 124072.00 6188.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241L6V3 2041-07-20 4.500000 0.00 132818.00 5744.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241L7B6 2041-06-20 4.500000 0.00 133402.00 5521.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617AJN76 2047-06-15 5.000000 0.00 139145.00 9395.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AKYL4 2040-06-15 6.000000 0.00 159759.00 4213.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241L5L6 2040-12-15 6.000000 0.00 162262.00 6710.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LXU5 2040-07-15 6.000000 0.00 167242.00 4413.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKVB3 2037-12-01 6.000000 0.00 225740.00 649.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241L3T1 2040-07-15 6.500000 0.00 237888.00 9238.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291UNL5 2039-02-15 6.000000 0.00 250622.00 25619.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295E5E3 2038-02-15 6.000000 0.00 254715.00 4803.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297GWM8 2043-05-15 2.500000 0.00 280256.00 92672.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KGF9 2035-11-20 5.500000 0.00 305467.00 4220.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LE77 2039-11-15 6.000000 0.00 327790.00 4835.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297GV98 2043-04-15 2.500000 0.00 430166.00 124734.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WFF0 2051-05-20 2.000000 0.00 455477.00 212530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MM2C1 2037-08-01 3.000000 0.00 489846.00 269510.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295EXN2 2037-08-15 6.000000 0.00 536627.00 4218.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295NA72 2038-02-15 5.500000 0.00 609348.00 4949.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36207QXM4 2039-02-15 6.000000 0.00 755645.00 9002.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36230MVF1 2040-12-15 4.000000 0.00 850000.00 106630.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36230RZB5 2040-12-15 4.000000 0.00 877764.00 117364.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LEG7 2039-12-15 6.000000 0.00 994408.00 13545.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296FLZ4 2038-09-15 6.500000 0.00 1012503.00 6754.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292ML42 2036-02-15 6.000000 0.00 1242019.00 23057.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LXG6 2041-08-15 4.000000 0.00 1325000.00 73545.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290T2B4 2037-01-15 6.000000 0.00 1334057.00 9291.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196UYJ4 2047-02-15 4.500000 0.00 1346126.00 210552.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CFE9 2047-01-01 3.500000 0.00 1412968.00 184454.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617M6FP0 2050-01-20 5.000000 0.00 1476696.00 713502.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36294QD40 2036-11-15 6.000000 0.00 1518306.00 16762.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KXB9 2038-12-15 5.500000 0.00 1553041.00 16056.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617B7ER7 2047-09-15 4.500000 0.00 1658220.00 116990.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296RVE4 2038-09-15 6.000000 0.00 1884870.00 8805.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KBP2 2034-09-15 6.500000 0.00 2311000.00 17893.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36194W4J5 2046-08-15 4.500000 0.00 2659989.00 91351.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295P3E0 2038-04-15 6.000000 0.00 2912572.00 18175.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295NN60 2038-06-15 5.500000 0.00 3737868.00 21949.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LXC5 2041-08-15 5.000000 0.00 4331631.00 117923.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FUJ3 2041-06-20 6.000000 0.00 5158494.00 112793.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296NNE2 2038-08-15 5.500000 0.00 5270816.00 7939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JKRT5 2049-01-01 4.000000 0.00 5761000.00 964835.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AJ2T5 2040-11-15 4.500000 0.00 5776526.00 242310.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8VG8 2056-04-01 6.500000 0.00 10955679.00 10086827.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAPU2 2050-06-20 5.500000 0.00 13671580.00 3500022.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9T94 2048-09-01 4.000000 0.00 19339000.00 1278508.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416YDS4 2041-04-01 4.500000 0.00 67525120.00 1411785.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2026-11-12 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 0.0395 19999974.00 19999974.00 0.0060 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.939998% TPR10FD29 1VUV7VQFKUOQSJ21A208 0001330437 TPR10FD297791626CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0.00 0.00 200.00 191.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 225.00 178.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 400.00 348.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821NN1 2026-11-15 0.00 0.00 500.00 499.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 500.00 499.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 600.00 443.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 1000.00 1079.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1000.00 995.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1600.00 1593.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 3100.00 3114.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 3600.00 3493.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 4100.00 4075.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 7200.00 7080.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 10400.00 6722.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 19472.00 12369.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 66700.00 62717.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 91100.00 107205.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 336466.00 93104.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 384600.00 388052.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 572900.00 749918.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 739400.00 749925.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 748200.00 749958.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 764700.00 745564.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 814900.00 749937.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 1040500.00 661036.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-04-14 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 0.0394 4999993.50 4999993.50 0.0015 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.949999% TPR110313 MBNUM2BPBDO7JBLYG310 0000315030 TPR1103137791627CG 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 91282CRB9 2028-07-31 4.250000 0.00 10160300.00 10200022.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-01-22 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 0.0395 9999990.00 9999990.00 0.0030 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.960000% TPR110315 MBNUM2BPBDO7JBLYG310 0000315030 TPR1103157791629CG 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 3620ARFS5 2040-03-15 5.000000 0.00 6625624.00 128325.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290RQ71 2033-07-15 5.000000 0.00 9668000.00 76002.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEL79 2056-04-20 5.000000 0.00 15965424.00 15095674.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-01-22 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 0.0396 14999985.00 14999985.00 0.0045 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.939998% TPR110894 1VUV7VQFKUOQSJ21A208 0001330437 TPR1108947791624CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 500.00 482.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 10400.00 10272.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 409100.00 410928.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CRQ6 2029-10-15 4.875000 0.00 927500.00 933963.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 2443700.00 2391446.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 10904000.00 10562591.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 11000000.00 10741982.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 12392500.00 12749324.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 13453500.00 13499910.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 14008800.00 13499988.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 14023500.00 13499925.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 14129000.00 13499240.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-01 2026-11-07 2027-04-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0394 90000000.00 90000000.00 0.0271 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.940000% TPR11097E MBNUM2BPBDO7JBLYG310 0000315030 TPR11097E7791625CG 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 36176TN46 2041-11-15 4.500000 0.00 2045021.00 107520.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6K55 2056-06-20 4.500000 0.00 271860736.00 247752481.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 243000000.00 243000000.00 0.0731 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.940000% TPR110989 VYVVCKR63DVZZN70PB21 0001224385 TPR110989779162WEL 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 3618N6P27 2056-08-20 3.500000 0.00 60631341.00 51500001.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 50000000.00 50000000.00 0.0151 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 3.950000% TPR110991 N.A. 0000838440 TPR1109917791621BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 82308491.22 82220893.48 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 80608695.65 80608695.65 0.0243 N Y Y N BANK OF MONTREAL Joint Account III 3.940000% TPR110991 N.A. 0000927971 TPR1109917791622BA 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 3622AEPV2 2056-05-20 5.500000 0.00 3172465.11 3060758.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEY67 2056-10-20 6.000000 0.00 9138431.29 9153695.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618WYT55 2056-10-20 6.000000 0.00 12713415.93 12738478.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MXUM9 2056-05-20 5.500000 0.00 13434782.61 13127991.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEWZ5 2056-09-20 5.500000 0.00 14773041.46 14517773.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6UB1 2056-10-20 5.000000 0.00 17383708.03 16590433.29 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 67173913.04 67173913.04 0.0202 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 3.940000% TPR110991 VYVVCKR63DVZZN70PB21 0001224385 TPR110991779162WEL 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 3618N6UD7 2056-10-20 6.000000 0.00 165624724.40 166053913.31 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 161217391.30 161217391.30 0.0485 N Y Y N Goldman Sachs Variable Insurance Trust 2026-11-06 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer