N-MFP3 0000914036 XXXXXXXX 2026-01-31 Lincoln Variable Insurance Products Trust 0000914036 3EICVM5HD7FVBIM8WO57 LVIP Government Money Market Fund TWIP5Q9RAO2Q45HAQ210 S000002805 2 N N 033-70742 Lincoln Financial Investments Corporation 801-23411 BlackRock Advisors, LLC 801-47710 Ernst & Young Philadelphia PA The Lincoln National Life Insurance Company The Lincoln National Life Insurance Company N N Y Government N N 47 111 1548471294.97 1566357053.13 0.8201 0.8296 2026-01-02 1557989703.43 1572287948.22 0.8225 0.8301 2026-01-05 1542007441.45 1565032140.05 0.8201 0.8324 2026-01-06 1547216377.77 1570242473.10 0.8181 0.8303 2026-01-07 1535963691.14 1558990903.76 0.8117 0.8238 2026-01-08 1517460572.31 1540489329.04 0.7999 0.8120 2026-01-09 1511135021.39 1538646461.17 0.8029 0.8175 2026-01-12 1558240441.88 1585754568.72 0.8074 0.8217 2026-01-13 1540780063.66 1568296591.54 0.8032 0.8175 2026-01-14 1545714690.21 1573233912.85 0.7999 0.8142 2026-01-15 1524671308.67 1552192444.90 0.7978 0.8122 2026-01-16 1543032650.67 1570564087.66 0.7997 0.8140 2026-01-20 1551815399.13 1579349443.82 0.8006 0.8148 2026-01-21 1527135507.50 1554672417.88 0.7980 0.8124 2026-01-22 1535280945.86 1562820630.49 0.7989 0.8132 2026-01-23 1524555173.96 1552102961.38 0.7977 0.8121 2026-01-26 1529352848.38 1556903317.96 0.7981 0.8125 2026-01-27 1529836436.21 1557389717.50 0.7981 0.8125 2026-01-28 1534464478.96 1562020052.43 0.7986 0.8130 2026-01-29 1537086721.12 1564645457.73 0.7983 0.8126 2026-01-30 0.00 1921963082.99 1921568473.03 3403439.64 2415463.94 1922556448.73 192254737.1680 Y 10.0000 0.0382 2026-01-02 0.0381 2026-01-05 0.0380 2026-01-06 0.0379 2026-01-07 0.0378 2026-01-08 0.0377 2026-01-09 0.0374 2026-01-12 0.0373 2026-01-13 0.0373 2026-01-14 0.0373 2026-01-15 0.0374 2026-01-16 0.0374 2026-01-20 0.0374 2026-01-21 0.0374 2026-01-22 0.0374 2026-01-23 0.0375 2026-01-26 0.0375 2026-01-27 0.0375 2026-01-28 0.0375 2026-01-29 0.0375 2026-01-30 10.0033 2026-01-02 10.0026 2026-01-05 10.0026 2026-01-06 10.0025 2026-01-07 10.0024 2026-01-08 10.0029 2026-01-09 10.0021 2026-01-12 10.0021 2026-01-13 10.0020 2026-01-14 10.0019 2026-01-15 10.0027 2026-01-16 10.0018 2026-01-20 10.0018 2026-01-21 10.0016 2026-01-22 10.0024 2026-01-23 10.0017 2026-01-26 10.0018 2026-01-27 10.0015 2026-01-28 10.0016 2026-01-29 10.0021 2026-01-30 N N Standard Class C000007706 1.00 763707963.20 76370421.2830 10.0033 2026-01-02 10.0026 2026-01-05 10.0026 2026-01-06 10.0025 2026-01-07 10.0024 2026-01-08 10.0029 2026-01-09 10.0021 2026-01-12 10.0021 2026-01-13 10.0020 2026-01-14 10.0019 2026-01-15 10.0027 2026-01-16 10.0018 2026-01-20 10.0018 2026-01-21 10.0016 2026-01-22 10.0024 2026-01-23 10.0017 2026-01-26 10.0018 2026-01-27 10.0015 2026-01-28 10.0016 2026-01-29 10.0021 2026-01-30 32684282.88 61621.61 2026-01-02 1547063.38 1191987.75 2026-01-05 905400.33 3211184.83 2026-01-06 5604869.09 689759.40 2026-01-07 656391.56 1298564.98 2026-01-08 249276.65 478943.48 2026-01-09 810662.88 399840.59 2026-01-12 35587320.37 3735219.59 2026-01-13 2443817.35 84784.59 2026-01-14 3049951.70 913461.30 2026-01-15 2301096.42 1342881.83 2026-01-16 139690.37 1713132.02 2026-01-20 451885.17 2932566.48 2026-01-21 863654.48 1739750.46 2026-01-22 1046729.79 216016.67 2026-01-23 228236.86 4353021.11 2026-01-26 3003401.30 3021379.62 2026-01-27 2626380.05 2011851.08 2026-01-28 1738124.13 1407231.86 2026-01-29 281446.05 1119036.90 2026-01-30 96219680.81 31922236.15 0.0342 2026-01-02 0.0343 2026-01-05 0.0342 2026-01-06 0.0341 2026-01-07 0.0340 2026-01-08 0.0339 2026-01-09 0.0336 2026-01-12 0.0336 2026-01-13 0.0336 2026-01-14 0.0336 2026-01-15 0.0336 2026-01-16 0.0336 2026-01-20 0.0336 2026-01-21 0.0336 2026-01-22 0.0336 2026-01-23 0.0337 2026-01-26 0.0337 2026-01-27 0.0337 2026-01-28 0.0337 2026-01-29 0.0337 2026-01-30 Y 7727.00 Insurance company 1.00 0.00 N Service Class C000007707 1.00 1158848485.53 115884315.8850 10.0033 2026-01-02 10.0026 2026-01-05 10.0026 2026-01-06 10.0025 2026-01-07 10.0024 2026-01-08 10.0029 2026-01-09 10.0021 2026-01-12 10.0021 2026-01-13 10.0020 2026-01-14 10.0019 2026-01-15 10.0027 2026-01-16 10.0018 2026-01-20 10.0018 2026-01-21 10.0016 2026-01-22 10.0024 2026-01-23 10.0017 2026-01-26 10.0018 2026-01-27 10.0015 2026-01-28 10.0016 2026-01-29 10.0021 2026-01-30 522121.16 13175597.13 2026-01-02 649500.49 4071730.14 2026-01-05 4882994.13 13916024.34 2026-01-06 5659918.13 3406880.45 2026-01-07 2080327.91 3609264.02 2026-01-08 3332970.89 3520966.13 2026-01-09 8628701.44 1004090.32 2026-01-12 6551198.59 528851.45 2026-01-13 1099340.96 22716730.70 2026-01-14 7287382.14 7269869.86 2026-01-15 6772320.79 5768742.86 2026-01-16 5650504.34 3302108.54 2026-01-20 14822076.43 8588478.44 2026-01-21 7155530.95 1059309.89 2026-01-22 10094408.77 2952390.95 2026-01-23 710600.56 7441045.77 2026-01-26 8165595.65 9756199.98 2026-01-27 6640144.21 3135387.80 2026-01-28 5568972.03 1383266.35 2026-01-29 11088373.86 4394746.99 2026-01-30 117362983.43 121001682.11 0.0317 2026-01-02 0.0318 2026-01-05 0.0317 2026-01-06 0.0316 2026-01-07 0.0315 2026-01-08 0.0314 2026-01-09 0.0311 2026-01-12 0.0311 2026-01-13 0.0311 2026-01-14 0.0311 2026-01-15 0.0311 2026-01-16 0.0311 2026-01-20 0.0311 2026-01-21 0.0311 2026-01-22 0.0311 2026-01-23 0.0312 2026-01-26 0.0312 2026-01-27 0.0312 2026-01-28 0.0312 2026-01-29 0.0312 2026-01-30 Y 11717.00 Insurance company 1.00 0.00 N Bank of Nova Scotia Bank of Nova Scotia 3.660000% N/A L3I9ZG2KFGXZ61BMYR72 0001041839 BYDY74KA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 1480000.00 1278331.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 800.00 792.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 100.00 99.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 800.00 752.08 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 5100000.00 6162010.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 200.00 192.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 2575700.00 2446450.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 500500.00 472203.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1300.00 1138.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 87.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 16500.00 16227.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 800.00 797.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 100.00 98.92 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 13814600.00 15418497.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 100.00 101.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.750000 0.00 200.00 202.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 2325000.00 2341482.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625000 0.00 400.00 402.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 2602100.00 2734940.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 900.00 900.47 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 7998000.00 8475480.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 2947100.00 3079046.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 100.00 103.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 3366400.00 3478827.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1100.00 1114.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 388600.00 399191.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 100.00 100.96 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 22896500.00 24168712.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 4808500.00 4909454.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 300.00 303.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 4900300.00 4957255.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1259100.00 1279563.87 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 80000000.00 80000000.00 0.0416 N Y Y N BNP Paribas BNP Paribas 3.660000% N/A R0MUWSFPU8MPRO8K5P83 0001197610 BYDY74KL3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMAMNAR XX.XXX HYBZ3128 B1V7KEBTPIMZEU4LTD58 3140NXPN7 2032-08-01 4.480000 0.00 1000.00 1014.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QQ6J9 2038-01-01 5.500000 0.00 1789522.00 1058229.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XKS27 2053-04-01 5.000000 0.00 516810.00 431124.37 Agency Mortgage-Backed Securities FMACFEPC 06.000 CLSL3672 S6XOOCT0IEG5ABCC6L87 31427RCJ7 2056-01-01 6.000000 0.00 22932.00 23840.66 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36177PE27 2042-07-15 3.500000 0.00 1000.00 145.18 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179NX78 2044-01-20 4.500000 0.00 54739.00 4036.01 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179QGE5 2044-06-20 4.500000 0.00 8510.00 558.30 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179R4D8 2046-03-20 3.000000 0.00 1000.00 103.97 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179SJU2 2046-07-20 4.000000 0.00 1040.00 101.14 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 3.500000 0.00 15349152.00 1889198.60 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179TXZ3 2048-05-20 6.000000 0.00 50383.00 6560.80 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 1024.00 92.95 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179UPB2 2049-03-20 4.500000 0.00 368802.00 27156.91 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.500000 0.00 201536.00 25518.14 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3.000000 0.00 89193869.00 13976609.07 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VKM1 2050-04-20 3.500000 0.00 1024.00 201.78 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 11057152.00 2654422.15 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 36179WLH9 2049-04-20 4.500000 0.00 344707.00 312448.52 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 36179WP44 2051-08-20 4.500000 0.00 1908904.00 1715064.27 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 1000.00 745.08 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 9048000.00 5972395.92 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 3951232.00 2608125.76 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 117544.00 81917.66 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6.000000 0.00 69985622.00 40778922.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 912793.00 552300.47 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617N4G57 2050-04-20 4.000000 0.00 1000.00 484.95 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.500000 0.00 1047016.00 269113.68 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618BHJW7 2053-09-15 7.000000 0.00 1000.00 987.96 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618F3TN3 2053-07-20 6.000000 0.00 1000.00 546.43 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1000.00 738.47 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1000.00 847.82 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 1024.00 1002.20 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 1000.00 780.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 1024.00 1081.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LBJY5 2055-08-20 6.500000 0.00 677435.00 711776.22 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LG5N3 2055-12-20 6.000000 0.00 971985.00 1007893.83 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 3618LGSM0 2065-10-20 5.000000 0.00 552998.00 543963.36 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LQDJ1 2055-08-20 6.000000 0.00 1000.00 1033.10 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LQHE8 2055-08-20 6.000000 0.00 1008.00 1041.16 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LRJV6 2055-11-20 6.000000 0.00 512024.00 531885.18 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LRJY0 2055-11-20 6.500000 0.00 1000.00 1046.72 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.500000 0.00 361060.00 380281.07 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 1759488.00 1843212.06 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1737307.00 1745911.50 Agency Mortgage-Backed Securities GNMA II 5 YEAR HYBRID ARM 549300M8ZYFG0OCMTT87 3618N56T1 2056-01-20 4.500000 0.00 1371215.00 1382753.77 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618V6ED6 2055-12-20 5.500000 0.00 90230.00 93043.29 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36202F2M7 2042-01-20 4.000000 0.00 2464437.00 128228.99 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36202FZY5 2041-12-20 4.000000 0.00 10932759.00 544736.03 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY PLATINUM POOL 549300M8ZYFG0OCMTT87 36241L4C7 2041-01-20 4.000000 0.00 1000.00 53.06 Agency Mortgage-Backed Securities U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 34.17 21.96 U.S. Treasuries (including strips) GNMA II SINGLE FAMILY PLATM. POOL 15 YR 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 3960776.00 301402.61 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 80000000.00 80000000.00 0.0416 N Y Y N Bank of Montreal Bank of Montreal 3.660000% N/A NQQ6HPCNCCU6TUTQYE16 0000009622 BYDY74KJ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 234000.00 232238.54 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0.00 0.00 666300.00 655819.10 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797RV1 2026-03-05 0.00 0.00 62695800.00 62480690.71 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SM0 2026-04-23 0.00 0.00 977500.00 969425.85 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SN8 2026-04-30 0.00 0.00 1251400.00 1240174.94 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SQ1 2026-02-10 0.00 0.00 16039600.00 16021747.93 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 80000000.00 80000000.00 0.0416 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.660000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYDY74L24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 80644700.00 81600081.28 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 80000000.00 80000000.00 0.0416 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B1TL1 2549001DPIFGXC1TOL40 US3130B1TL16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-26 2026-06-26 N N N 0.0369 6547019.85 6547019.85 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-03-25 2027-03-25 N N N 0.0371 3760705.53 3760705.53 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B6TL0 2549001DPIFGXC1TOL40 US3130B6TL03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-02-17 2026-02-17 N N N 0.0368 2239985.57 2239985.57 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B7J21 2549001DPIFGXC1TOL40 US3130B7J217 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-04-17 2026-04-17 N N N 0.0368 4500123.39 4500123.39 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-02-25 2027-02-25 N N N 0.0378 4469301.65 4469301.65 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-03-18 2027-03-18 N N N 0.0377 4884972.59 4884972.59 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.800000% 3130B7XL3 2549001DPIFGXC1TOL40 US3130B7XL30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-04-02 2027-04-02 N N N 0.0380 3310061.27 3310061.27 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B7ZT4 2549001DPIFGXC1TOL40 US3130B7ZT48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-04-07 2026-04-07 N N N 0.0368 4399922.34 4399922.34 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B87K2 2549001DPIFGXC1TOL40 US3130B87K24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-03-20 2026-03-20 N N N 0.0367 1999972.22 1999972.22 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B87L0 2549001DPIFGXC1TOL40 US3130B87L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-04-20 2026-04-20 N N N 0.0368 899983.12 899983.12 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8A51 2549001DPIFGXC1TOL40 US3130B8A511 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-05-20 2026-05-20 N N N 0.0368 1999956.86 1999956.86 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B8EX6 2549001DPIFGXC1TOL40 US3130B8EX61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-30 2026-06-30 N N N 0.0370 2224937.92 2224937.92 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B8EY4 2549001DPIFGXC1TOL40 US3130B8EY45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-05-28 2026-05-28 N N N 0.0370 2199949.05 2199949.05 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B8F56 2549001DPIFGXC1TOL40 US3130B8F569 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-02 2026-07-02 N N N 0.0370 4889870.01 4889870.01 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B8F64 2549001DPIFGXC1TOL40 US3130B8F643 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-04 2026-06-04 N N N 0.0370 4399896.34 4399896.34 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B8LF7 2549001DPIFGXC1TOL40 US3130B8LF72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-05-17 2027-05-17 N N N 0.0376 2774851.68 2774851.68 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B8M74 2549001DPIFGXC1TOL40 US3130B8M748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-18 2026-06-18 N N N 0.0368 4359915.63 4359915.63 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B8ME9 2549001DPIFGXC1TOL40 US3130B8ME98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-17 2026-07-17 N N N 0.0369 4359941.75 4359941.75 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8MR0 2549001DPIFGXC1TOL40 US3130B8MR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-04-17 2026-04-17 N N N 0.0367 2169985.70 2169985.70 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8NE8 2549001DPIFGXC1TOL40 US3130B8NE89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-21 2026-07-21 N N N 0.0368 2199973.12 2199973.12 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8NG3 2549001DPIFGXC1TOL40 US3130B8NG38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-22 2026-07-22 N N N 0.0368 2199973.40 2199973.40 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-08-19 2026-08-19 N N N 0.0368 2184944.30 2184944.30 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-08-21 2026-08-21 N N N 0.0368 15264596.56 15264596.56 0.0079 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8PH9 2549001DPIFGXC1TOL40 US3130B8PH92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-22 2026-06-22 N N N 0.0367 6544878.46 6544878.46 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-21 2026-07-21 N N N 0.0367 4359954.13 4359954.13 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8PW6 2549001DPIFGXC1TOL40 US3130B8PW69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-23 2026-06-23 N N N 0.0367 4804907.60 4804907.60 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-08-24 2026-08-24 N N N 0.0368 2174937.14 2174937.14 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8QE5 2549001DPIFGXC1TOL40 US3130B8QE52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-25 2026-06-25 N N N 0.0367 2174962.63 2174962.63 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B8QF2 2549001DPIFGXC1TOL40 US3130B8QF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-24 2026-07-24 N N N 0.0367 4349961.02 4349961.02 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B8S94 2549001DPIFGXC1TOL40 US3130B8S943 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-05-05 2026-05-05 N N N 0.0367 4269967.93 4269967.93 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8SD5 2549001DPIFGXC1TOL40 US3130B8SD51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-02 2026-06-02 N N N 0.0368 4269907.17 4269907.17 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.500000% 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-01-11 2027-01-11 2027-01-11 N N N 0.0357 12677174.75 12677174.75 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-01-04 2027-01-04 N N N 0.0370 1999946.64 1999946.64 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385SQ0 2549001DPIFGXC1TOL40 US313385SQ02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-03 2026-02-03 2026-02-03 N N N 0.0348 3504644.33 3504644.33 0.0018 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TA4 2549001DPIFGXC1TOL40 US313385TA41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-13 2026-02-13 2026-02-13 N N N 0.0348 2196024.03 2196024.03 0.0011 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TU0 2549001DPIFGXC1TOL40 US313385TU05 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-03 2026-03-03 2026-03-03 N N N 0.0359 8632364.99 8632364.99 0.0045 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UD6 2549001DPIFGXC1TOL40 US313385UD60 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-12 2026-03-12 2026-03-12 N N N 0.0359 13225703.26 13225703.26 0.0069 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385VR4 2549001DPIFGXC1TOL40 US313385VR48 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-17 2026-04-17 2026-04-17 N N N 0.0359 16393325.97 16393325.97 0.0085 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-24 2026-06-24 2026-06-24 N N N 0.0355 6214974.25 6214974.25 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. Agency Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-08 2026-07-08 2026-07-08 N N N 0.0353 25196517.84 25196517.84 0.0131 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. Agency Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-10 2026-07-10 2026-07-10 N N N 0.0353 6141629.01 6141629.01 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-13 2026-07-13 2026-07-13 N N N 0.0353 6366102.61 6366102.61 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-17 2026-07-17 2026-07-17 N N N 0.0353 9117508.50 9117508.50 0.0047 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-24 2026-06-24 N N N 0.0351 1001006.39 1001006.39 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ERJN2 254900C5LP6DN9OP9V83 US3133ERJN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-26 2026-06-26 N N N 0.0369 2340721.42 2340721.42 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-12-23 2026-12-23 N N N 0.0361 1202035.48 1202035.48 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-12-30 2026-12-30 N N N 0.0375 1100570.28 1100570.28 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-10-15 2026-10-15 N N N 0.0357 13622269.46 13622269.46 0.0071 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.877700% 3133ERXT3 254900C5LP6DN9OP9V83 US3133ERXT31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-03 2026-10-16 2026-10-16 N N N 0.0386 7403335.33 7403335.33 0.0039 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133ET3F2 254900C5LP6DN9OP9V83 US3133ET3F20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-06-05 2026-06-05 N N N 0.0368 1104977.04 1104977.04 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ET4C8 254900C5LP6DN9OP9V83 US3133ET4C89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-03-15 2027-03-15 N N N 0.0368 2665935.28 2665935.28 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-02-16 2027-02-16 N N N 0.0372 15407271.66 15407271.66 0.0080 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-04-19 2027-04-19 N N N 0.0371 779980.42 779980.42 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-11-23 2027-11-23 N N N 0.0375 559981.49 559981.49 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-05-24 2027-05-24 N N N 0.0371 2374944.71 2374944.71 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-03-26 2027-03-26 N N N 0.0367 1711162.68 1711162.68 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-10-20 2026-10-20 N N N 0.0372 11588968.95 11588968.95 0.0060 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-10-22 2027-10-22 N N N 0.0377 963476.04 963476.04 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-02-01 2027-02-01 N N N 0.0373 4300516.86 4300516.86 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-03-05 2027-03-05 N N N 0.0374 18429101.35 18429101.35 0.0096 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-11-06 2026-11-06 N N N 0.0372 3409850.95 3409850.95 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-01-27 2027-01-27 N N N 0.0373 1653353.38 1653353.38 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.685000% 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-11-19 2026-11-19 N N N 0.0370 694003.66 694003.66 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-11-19 2027-11-19 N N N 0.0375 1840823.92 1840823.92 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-01-20 2027-01-20 N N N 0.0371 5109837.50 5109837.50 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-09 2028-02-09 2028-02-09 N N N 0.0000 1180000.00 1180000.00 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-09-23 2026-09-23 N N N 0.0373 4302076.04 4302076.04 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-10-16 2026-10-16 N N N 0.0375 3401425.38 3401425.38 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.765000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-05-05 2027-05-05 N N N 0.0378 2999928.42 2999928.42 0.0016 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.770000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-29 2026-07-29 N N N 0.0361 13121427.86 13121427.86 0.0068 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.785000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-08-21 2026-08-21 N N N 0.0368 4302989.41 4302989.41 0.0022 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-10-23 2026-10-23 N N N 0.0374 5412534.10 5412534.10 0.0028 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-11-20 2026-11-20 N N N 0.0370 6505510.92 6505510.92 0.0034 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-12-11 2026-12-11 N N N 0.0360 5710159.07 5710159.07 0.0030 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2028-01-07 2028-01-07 N N N 0.0375 5819954.31 5819954.31 0.0030 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.660000% N/A FOR8UP27PHTHYVLBNG30 0000769993 BYDY74LP3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618K05A7 2054-12-20 5.000000 0.00 1943902.00 1925514.44 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618K3SF5 2055-02-20 6.500000 0.00 1219114.00 1040058.36 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LBUF3 2055-09-20 6.500000 0.00 1032654.00 1080655.46 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LG4F1 2055-11-20 6.000000 0.00 12064288.00 12498707.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LLTL0 2055-09-20 6.500000 0.00 1227736.00 1304549.28 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LTXW4 2055-09-20 6.000000 0.00 5061448.00 5234398.40 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MBNQ6 2055-12-20 6.000000 0.00 1420092.00 1472590.22 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MENW7 2056-01-20 6.000000 0.00 1232748.00 1295741.83 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 76918270.00 75127785.32 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 99000000.00 99000000.00 0.0515 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 3.650000% 857492706 549300BZ5TGIFZUZDZ37 US8574927062 Investment Company Y Fitch, Inc. AAAmmf Moody's Investors Service, Inc. AAA-mf Standard and Poor's Ratings Services AAAm 2026-02-02 2026-02-02 2026-02-02 N N N 0.0365 326311.68 326311.68 0.0002 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 3.660000% N/A SUVUFHICNZMP2WKHG940 BYDY74MB3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE B1V7KEBTPIMZEU4LTD58 3136BSEA9 2054-01-25 3.302720 0.00 264727200.00 7203049.73 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE B1V7KEBTPIMZEU4LTD58 3136BTVQ3 2054-11-25 3.402720 0.00 87500000.00 5069380.54 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE B1V7KEBTPIMZEU4LTD58 3136BUBJ8 2055-01-25 2.802720 0.00 150000000.00 6629668.48 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE B1V7KEBTPIMZEU4LTD58 3136BV5Z7 2053-10-25 1.852720 0.00 111785740.00 3713497.37 Agency Collateralized Mortgage Obligation FMACFERA 5289BS 01/25/53 S6XOOCT0IEG5ABCC6L87 3137H9ND7 2053-01-25 2.102720 0.00 150000000.00 5009002.26 Agency Collateralized Mortgage Obligation FMACFERA 5314SC 02/25/53 S6XOOCT0IEG5ABCC6L87 3137HA5L6 2053-02-25 2.452720 0.00 103484644.00 4837916.60 Agency Collateralized Mortgage Obligation FMACFERA 5397SN 04/25/54 S6XOOCT0IEG5ABCC6L87 3137HCJX1 2054-04-25 2.252720 0.00 119462035.00 5427233.72 Agency Collateralized Mortgage Obligation FMACFERA 5450KS 09/25/54 S6XOOCT0IEG5ABCC6L87 3137HFNV3 2054-09-25 3.452720 0.00 64285714.00 5775253.11 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC S6XOOCT0IEG5ABCC6L87 3137HFUH6 2047-08-15 2.178170 0.00 60897500.00 5304599.40 Agency Collateralized Mortgage Obligation FMACFERA 5604SD 12/25/54 S6XOOCT0IEG5ABCC6L87 3137HPAL7 2054-12-25 2.302720 0.00 62993220.00 5228433.81 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38375GQR5 2042-07-20 2.810160 0.00 15303443.00 335373.47 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38376MAV9 2044-01-16 1.758140 0.00 32150000.00 177519.28 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38376MBP1 2043-06-16 3.008140 0.00 54541566.00 555095.20 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38376UP94 2047-05-20 2.360160 0.00 42262930.00 1340904.68 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38378ADN8 2041-06-16 2.308140 0.00 30430320.00 208911.76 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38378PZU5 2044-01-16 2.258140 0.00 84838708.00 809477.49 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38379AGE4 2044-02-16 2.308140 0.00 38181818.00 271416.67 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38379EWA6 2044-08-20 1.810160 0.00 125608428.00 1136287.54 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38379F6F1 2044-08-20 2.410160 0.00 28585974.00 401433.62 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38379GXH5 2044-10-20 1.810160 0.00 40640899.00 318750.96 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38379MZK3 2045-08-16 2.458140 0.00 19327981.00 427893.53 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38380K3B9 2048-02-16 2.458140 0.00 11651606.00 304312.85 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38380WZF9 2042-03-20 2.810160 0.00 20000000.00 519362.41 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381AML7 2048-10-20 2.360160 0.00 10077933.00 329429.51 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381N3Y2 2055-01-20 2.697000 0.00 26245389.00 1200043.85 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381N4C9 2053-10-20 2.447000 0.00 3531090.00 161649.33 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381N4K1 2054-02-20 1.897000 0.00 5790408.00 213134.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381N6F0 2053-05-20 1.797000 0.00 7425466.00 279389.76 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381N7A0 2049-04-20 2.140160 0.00 8415659.00 762771.57 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381PGW7 2055-07-20 2.797000 0.00 5629979.00 434252.57 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381PP31 2055-07-20 0.100000 0.00 169486772.00 454393.65 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381TJ48 2049-04-20 2.260160 0.00 37200910.00 995454.45 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38381WEG9 2049-06-20 2.360160 0.00 30000000.00 495542.99 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382ET80 2046-01-20 0.122300 0.00 88309852.00 114584.20 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382TH98 2051-06-20 2.510160 0.00 15458459.00 797807.84 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382UUS8 2051-06-20 2.510160 0.00 19218007.00 747006.16 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382UUU3 2051-06-20 2.510160 0.00 8841295.00 439588.41 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382XAQ8 2051-08-20 0.00 0.00 50877247.00 435371.51 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382XAS4 2051-08-20 0.00 0.00 41507733.00 211668.29 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38382XMP7 2051-08-20 0.00 0.00 50000000.00 59099.82 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383AVY7 2051-09-20 0.00 0.00 79738541.00 122100.39 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383AXJ8 2051-09-20 0.00 0.00 83953899.00 487321.65 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383FLT8 2051-12-20 0.00 0.00 73110457.00 596776.55 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383GRS2 2052-01-20 0.00 0.00 108371129.00 182611.75 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383GTS0 2052-01-20 0.00 0.00 115618016.00 161747.93 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383HCB3 2052-12-20 2.547000 0.00 11750000.00 1023695.67 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383LDA5 2052-11-20 0.897000 0.00 50000000.00 973481.80 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383LNV8 2052-10-20 2.447000 0.00 10195615.00 635694.20 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383MA73 2052-03-20 0.00 0.00 166000000.00 343758.35 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383MFD5 2052-02-20 0.00 0.00 150000000.00 103.71 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383MPJ1 2052-02-20 0.00 0.00 50000000.00 82788.01 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383U7G9 2052-10-20 2.497000 0.00 15346397.00 1251437.37 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383UDA5 2052-07-20 2.327000 0.00 5000000.00 286871.71 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383UVQ0 2052-08-20 2.297000 0.00 20250000.00 761734.50 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383UX96 2052-08-20 1.047000 0.00 50000000.00 887181.64 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383VM21 2053-02-20 2.597000 0.00 17642164.00 799933.63 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383VS66 2053-02-20 1.347000 0.00 50000000.00 1359451.34 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383XP24 2053-04-20 3.197000 0.00 50000000.00 843957.82 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38383YLW0 2052-09-20 0.997000 0.00 15500000.00 377067.07 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384BKT7 2053-06-20 2.347000 0.00 25771448.00 1314762.65 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384CUD9 2053-08-20 6.500000 0.00 623077.00 66737.93 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384EAL9 2053-08-20 2.287000 0.00 41496655.00 1394924.14 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384EVE2 2053-09-20 2.047000 0.00 75000000.00 1368882.89 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384KHD6 2064-03-20 1.597000 0.00 100000000.00 977466.71 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384MBP1 2053-08-20 0.500000 0.00 42063213.00 325604.86 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384QUQ9 2053-08-20 0.150000 0.00 84905919.00 136068.14 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384UAV1 2054-07-20 2.897000 0.00 14883076.00 1295985.93 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384X5G4 2054-11-20 1.697000 0.00 50000000.00 1190954.11 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384XBH5 2052-11-20 0.847000 0.00 18653942.00 334398.53 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384XE66 2054-11-20 2.297000 0.00 19535580.00 1102853.71 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38384XYX5 2054-11-20 2.897000 0.00 7629641.00 461155.01 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38385BAF7 2054-12-20 2.197000 0.00 8128627.00 429096.00 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38385BFD7 2054-12-20 2.947000 0.00 18058427.00 1036192.64 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38385CAZ1 2055-01-20 2.877000 0.00 2000000.00 104050.64 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38385CFV5 2055-01-20 1.547000 0.00 30000000.00 1118404.45 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38385CV47 2053-11-20 2.897000 0.00 10436638.00 297853.98 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 549300M8ZYFG0OCMTT87 38385GPQ6 2055-05-20 2.097000 0.00 18252054.00 1230929.26 Agency Collateralized Mortgage Obligation Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 90000000.00 90000000.00 0.0468 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797PM3 254900HROIFWPRGM1V77 US912797PM34 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-19 2026-02-19 2026-02-19 N N N 0.0366 3013866.28 3013866.28 0.0016 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-19 2026-03-19 2026-03-19 N N N 0.0369 22014726.83 22014726.83 0.0115 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-16 2026-04-16 2026-04-16 N N N 0.0367 20684277.46 20684277.46 0.0108 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-14 2026-05-14 2026-05-14 N N N 0.0365 15490908.52 15490908.52 0.0081 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-11 2026-06-11 2026-06-11 N N N 0.0362 16709333.03 16709333.03 0.0087 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0363 9058368.58 9058368.58 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0363 1668297.53 1668297.53 0.0009 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RL3 254900HROIFWPRGM1V77 US912797RL33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-05 2026-02-05 2026-02-05 N N N 0.0364 23741891.21 23741891.21 0.0123 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0353 32664187.97 32664187.97 0.0170 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RT6 254900HROIFWPRGM1V77 US912797RT68 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-12 2026-02-12 2026-02-12 N N N 0.0365 29450577.20 29450577.20 0.0153 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RU3 254900HROIFWPRGM1V77 US912797RU32 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-26 2026-02-26 2026-02-26 N N N 0.0368 12334175.32 12334175.32 0.0064 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RV1 254900HROIFWPRGM1V77 US912797RV15 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-05 2026-03-05 2026-03-05 N N N 0.0367 55727502.30 55727502.30 0.0290 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SB4 254900HROIFWPRGM1V77 US912797SB42 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-12 2026-03-12 2026-03-12 N N N 0.0370 4523576.46 4523576.46 0.0024 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-02 2026-04-02 2026-04-02 N N N 0.0368 7547082.77 7547082.77 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SJ7 254900HROIFWPRGM1V77 US912797SJ77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-03 2026-02-03 2026-02-03 N N N 0.0364 32705740.88 32705740.88 0.0170 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-09 2026-04-09 2026-04-09 N N N 0.0366 10956511.89 10956511.89 0.0057 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-23 2026-04-23 2026-04-23 N N N 0.0365 18928494.12 18928494.12 0.0098 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SN8 254900HROIFWPRGM1V77 US912797SN89 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-30 2026-04-30 2026-04-30 N N N 0.0366 33763327.80 33763327.80 0.0176 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SQ1 254900HROIFWPRGM1V77 US912797SQ11 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-10 2026-02-10 2026-02-10 N N N 0.0363 21216229.03 21216229.03 0.0110 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SR9 254900HROIFWPRGM1V77 US912797SR93 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-17 2026-02-17 2026-02-17 N N N 0.0367 20518048.07 20518048.07 0.0107 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SS7 254900HROIFWPRGM1V77 US912797SS76 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-02-24 2026-02-24 2026-02-24 N N N 0.0368 7325742.90 7325742.90 0.0038 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797ST5 254900HROIFWPRGM1V77 US912797ST59 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-03 2026-03-03 2026-03-03 N N N 0.0369 697955.90 697955.90 0.0004 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SW8 254900HROIFWPRGM1V77 US912797SW88 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-28 2026-05-28 2026-05-28 N N N 0.0366 29084959.44 29084959.44 0.0151 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-04 2026-06-04 2026-06-04 N N N 0.0365 39119302.57 39119302.57 0.0203 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SY4 254900HROIFWPRGM1V77 US912797SY45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-10 2026-03-10 2026-03-10 N N N 0.0369 21667159.89 21667159.89 0.0113 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SZ1 254900HROIFWPRGM1V77 US912797SZ10 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-17 2026-03-17 2026-03-17 N N N 0.0370 666098.73 666098.73 0.0003 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TA5 254900HROIFWPRGM1V77 US912797TA59 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-24 2026-03-24 2026-03-24 N N N 0.0371 5418466.16 5418466.16 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TB3 254900HROIFWPRGM1V77 US912797TB33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0372 19019626.21 19019626.21 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0351 13802867.94 13802867.94 0.0072 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-25 2026-06-25 2026-06-25 N N N 0.0365 26821023.78 26821023.78 0.0140 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 1532021.64 1532021.64 0.0008 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TG2 254900HROIFWPRGM1V77 US912797TG20 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-07 2026-04-07 2026-04-07 N N N 0.0367 9871449.08 9871449.08 0.0051 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TJ6 254900HROIFWPRGM1V77 US912797TJ68 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-04-21 2026-04-21 2026-04-21 N N N 0.0366 8329813.08 8329813.08 0.0043 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0348 29921113.04 29921113.04 0.0156 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TS6 254900HROIFWPRGM1V77 US912797TS67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-19 2026-05-19 2026-05-19 N N N 0.0367 7232944.49 7232944.49 0.0038 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.375000% 9128286S4 254900HROIFWPRGM1V77 US9128286S43 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-04-30 2026-04-30 2026-04-30 N N N 0.0369 1016738.78 1016738.78 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828R36 254900HROIFWPRGM1V77 US912828R366 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-05-15 2026-05-15 2026-05-15 N N N 0.0366 2853609.60 2853609.60 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.375000% 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-01-31 2026-01-31 2026-01-31 N N N 0.0038 345000.00 345000.00 0.0002 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 91282CBQ3 254900HROIFWPRGM1V77 US91282CBQ33 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0374 1197211.45 1197211.45 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 91282CBT7 254900HROIFWPRGM1V77 US91282CBT71 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0368 18216184.54 18216184.54 0.0095 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0365 899805.16 899805.16 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0360 1177312.50 1177312.50 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0356 1807368.75 1807368.75 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.857700% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-02-02 2026-01-31 N N N 0.0386 11380000.00 11380000.00 0.0059 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.625000% 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0374 1400817.21 1400817.21 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.762700% 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-04-30 2026-04-30 N N N 0.0366 22505212.13 22505212.13 0.0117 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.625000% 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0366 6625317.20 6625317.20 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.794700% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-07-31 2026-07-31 N N N 0.0368 14498134.83 14498134.83 0.0075 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-10-31 2026-10-31 2026-10-31 N N N 0.0364 867980.19 867980.19 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.817700% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2026-10-31 2026-10-31 N N N 0.0368 28959923.17 28959923.17 0.0151 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0359 12433125.18 12433125.18 0.0065 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0357 5844996.18 5844996.18 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-01-31 2027-01-31 2027-01-31 N N N 0.0356 2513730.48 2513730.48 0.0013 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.710700% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-01-31 2027-01-31 N N N 0.0367 46052063.32 46052063.32 0.0240 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0355 10059561.90 10059561.90 0.0052 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.802700% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-02-02 2027-10-31 2027-10-31 N N N 0.0370 32878648.77 32878648.77 0.0171 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.660000% N/A 7TK5RJIZDFROZCA6XF66 0000812291 BYDY74M15 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 96358200.00 96900043.11 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 95000000.00 95000000.00 0.0494 N Y Y N Natixis SA Natixis SA 3.660000% N/A KX1WK48MPD4Y2NCUIZ63 0001503859 BYDY74M72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SB4 2026-03-12 0.00 0.00 2048700.00 2040136.43 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 5088000.00 5022591.99 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 200.00 166.61 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 100.00 78.07 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 1000.00 980.31 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 7486700.00 6120006.64 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1000.00 974.65 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 7766100.00 7696825.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.750000 0.00 400.00 399.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 47695000.00 48329950.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 100.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 20279500.00 20414718.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.500000 0.00 6324900.00 6427732.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 100.00 103.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1838300.00 1865251.36 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 96000000.00 96000000.00 0.0499 N Y Y N Lincoln Variable Insurance Products Trust 2026-02-05 Hoffmayer, James Hoffmayer, James VP