N-MFP3 0000914036 XXXXXXXX 2026-07-31 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 31 89 1374186482.84 1455717455.22 0.7254 0.7684 2026-07-01 1369081021.27 1450620752.24 0.7246 0.7677 2026-07-02 1379813800.33 1459185031.45 0.7270 0.7688 2026-07-06 1399805407.04 1451392618.72 0.7406 0.7679 2026-07-07 1400817856.31 1452411658.74 0.7407 0.7680 2026-07-08 1407833666.05 1453193725.80 0.7441 0.7681 2026-07-09 1424391957.05 1467648277.13 0.7488 0.7716 2026-07-10 1444816873.76 1488083904.24 0.7511 0.7736 2026-07-13 1425987025.33 1475818133.17 0.7489 0.7751 2026-07-14 1460116463.43 1515830808.12 0.7485 0.7771 2026-07-15 1462785608.32 1511136955.59 0.7541 0.7791 2026-07-16 1449655864.43 1502360788.98 0.7525 0.7798 2026-07-17 1452133345.98 1498289110.95 0.7553 0.7793 2026-07-20 1429060590.66 1471539529.68 0.7512 0.7735 2026-07-21 1435063944.24 1490656471.99 0.7520 0.7811 2026-07-22 1435978497.55 1487224283.68 0.7538 0.7807 2026-07-23 1433672718.61 1484922202.17 0.7535 0.7805 2026-07-24 1428961978.63 1478022242.18 0.7537 0.7796 2026-07-27 1444385797.05 1472725536.88 0.7624 0.7773 2026-07-28 1449227076.01 1477569239.92 0.7630 0.7780 2026-07-29 1457866858.14 1478813104.88 0.7671 0.7781 2026-07-30 1464400353.12 1489628098.98 0.7667 0.7799 2026-07-31 0.00 1907010116.39 1907174200.52 2833862.16 9638594.09 1900369468.59 190034355.2940 Y 10.0000 0.0369 2026-07-01 0.0370 2026-07-02 0.0370 2026-07-06 0.0370 2026-07-07 0.0370 2026-07-08 0.0369 2026-07-09 0.0368 2026-07-10 0.0365 2026-07-13 0.0365 2026-07-14 0.0366 2026-07-15 0.0366 2026-07-16 0.0367 2026-07-17 0.0368 2026-07-20 0.0368 2026-07-21 0.0368 2026-07-22 0.0368 2026-07-23 0.0369 2026-07-24 0.0370 2026-07-27 0.0371 2026-07-28 0.0371 2026-07-29 0.0371 2026-07-30 0.0372 2026-07-31 9.9985 2026-07-01 9.9993 2026-07-02 9.9988 2026-07-06 9.9985 2026-07-07 9.9985 2026-07-08 9.9987 2026-07-09 9.9989 2026-07-10 9.9982 2026-07-13 9.9988 2026-07-14 9.9990 2026-07-15 9.9989 2026-07-16 9.9991 2026-07-17 9.9986 2026-07-20 9.9983 2026-07-21 9.9980 2026-07-22 9.9978 2026-07-23 9.9983 2026-07-24 9.9980 2026-07-27 9.9982 2026-07-28 9.9987 2026-07-29 9.9989 2026-07-30 9.9993 2026-07-31 N N Standard Class C000007706 1.00 731373130.88 73136275.8550 9.9985 2026-07-01 9.9993 2026-07-02 9.9988 2026-07-06 9.9985 2026-07-07 9.9985 2026-07-08 9.9988 2026-07-09 9.9989 2026-07-10 9.9982 2026-07-13 9.9988 2026-07-14 9.9990 2026-07-15 9.9989 2026-07-16 9.9991 2026-07-17 9.9986 2026-07-20 9.9983 2026-07-21 9.9980 2026-07-22 9.9978 2026-07-23 9.9983 2026-07-24 9.9980 2026-07-27 9.9982 2026-07-28 9.9987 2026-07-29 9.9989 2026-07-30 9.9993 2026-07-31 9416030.26 102410.69 2026-07-01 675096.10 3784087.07 2026-07-02 1244329.06 886719.89 2026-07-06 520845.62 2327046.00 2026-07-07 946582.92 2209582.58 2026-07-08 1612724.47 816333.89 2026-07-09 6015635.98 2070136.25 2026-07-10 1293643.56 726340.31 2026-07-13 2973987.07 959741.36 2026-07-14 1256279.76 201339.49 2026-07-15 1237375.56 973052.63 2026-07-16 2221553.43 3179688.66 2026-07-17 1019360.05 2619024.50 2026-07-20 2021195.06 1891461.36 2026-07-21 3281091.47 64158.06 2026-07-22 299351.75 4038380.06 2026-07-23 290791.60 1407498.59 2026-07-24 91210.87 1293091.43 2026-07-27 229968.15 4799824.96 2026-07-28 1414297.72 809066.98 2026-07-29 5684971.55 1212938.14 2026-07-30 2047631.03 1008869.64 2026-07-31 45793953.04 37380792.54 0.0332 2026-07-01 0.0332 2026-07-02 0.0333 2026-07-06 0.0332 2026-07-07 0.0332 2026-07-08 0.0331 2026-07-09 0.0330 2026-07-10 0.0327 2026-07-13 0.0327 2026-07-14 0.0328 2026-07-15 0.0329 2026-07-16 0.0329 2026-07-17 0.0331 2026-07-20 0.0330 2026-07-21 0.0330 2026-07-22 0.0330 2026-07-23 0.0331 2026-07-24 0.0332 2026-07-27 0.0333 2026-07-28 0.0333 2026-07-29 0.0334 2026-07-30 0.0334 2026-07-31 Y 7483.00 Insurance company 1.00 0.00 N Service Class C000007707 1.00 1168996337.71 116898079.4390 9.9985 2026-07-01 9.9993 2026-07-02 9.9988 2026-07-06 9.9985 2026-07-07 9.9985 2026-07-08 9.9987 2026-07-09 9.9989 2026-07-10 9.9982 2026-07-13 9.9988 2026-07-14 9.9990 2026-07-15 9.9989 2026-07-16 9.9991 2026-07-17 9.9986 2026-07-20 9.9983 2026-07-21 9.9980 2026-07-22 9.9978 2026-07-23 9.9983 2026-07-24 9.9980 2026-07-27 9.9982 2026-07-28 9.9987 2026-07-29 9.9989 2026-07-30 9.9993 2026-07-31 4845330.88 1840879.73 2026-07-01 1337459.29 5380141.32 2026-07-02 1676313.79 3380151.14 2026-07-06 3517174.95 7194047.80 2026-07-07 750977.85 4218241.72 2026-07-08 548143.44 5705755.65 2026-07-09 7722044.30 1577524.11 2026-07-10 6146096.47 3862387.53 2026-07-13 2698919.79 2849372.28 2026-07-14 8272880.44 2608499.06 2026-07-15 12654070.16 1425251.74 2026-07-16 2873178.67 10866829.73 2026-07-17 3780517.86 6429970.23 2026-07-20 1328868.47 2914344.46 2026-07-21 8350600.58 1331327.99 2026-07-22 3780549.95 3488929.59 2026-07-23 7560387.82 4497776.45 2026-07-24 2429999.77 3987208.31 2026-07-27 6821683.19 11853141.42 2026-07-28 5701313.87 1657983.75 2026-07-29 5283713.49 8505161.25 2026-07-30 9854919.03 1494879.66 2026-07-31 107935144.06 97069804.92 0.0307 2026-07-01 0.0307 2026-07-02 0.0308 2026-07-06 0.0307 2026-07-07 0.0307 2026-07-08 0.0306 2026-07-09 0.0305 2026-07-10 0.0302 2026-07-13 0.0302 2026-07-14 0.0303 2026-07-15 0.0304 2026-07-16 0.0304 2026-07-17 0.0306 2026-07-20 0.0305 2026-07-21 0.0305 2026-07-22 0.0305 2026-07-23 0.0306 2026-07-24 0.0307 2026-07-27 0.0308 2026-07-28 0.0308 2026-07-29 0.0309 2026-07-30 0.0309 2026-07-31 Y 11855.00 Insurance company 1.00 0.00 N Bank of Nova Scotia Bank of Nova Scotia 3.640000% N/A L3I9ZG2KFGXZ61BMYR72 0001041839 BYJ9TZ8Y5 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 912810QB7 2039-05-15 4.250000 0.00 10665700.00 10145594.21 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 100.00 90.63 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 100.00 94.09 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 400.00 320.99 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 800.00 621.33 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 78.75 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 12400.00 9270.14 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 83.56 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 300.00 238.42 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 800.00 582.27 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 61.22 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 500.00 321.14 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 400.00 272.30 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 60.31 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 137800.00 72758.71 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 200.00 138.43 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 82.87 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 600.00 525.14 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 400.00 342.49 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 6546500.00 6090144.50 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 800.00 745.59 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 2462600.00 3307703.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1000.00 981.75 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 4400.00 5721.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 399.30 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 478000.00 581327.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 76200.00 66496.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 656700.00 635846.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 1056000.00 1011304.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4168700.00 3911720.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 100.00 100.04 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 3600000.00 3905858.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 100.00 94.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 467100.00 465017.44 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 991700.00 1151017.29 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 42862500.00 48303712.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 3000200.00 3018442.52 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 853000.00 937337.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 69100.00 68851.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 80100.00 79727.43 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 100.00 104.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 600.00 598.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 4718000.00 4836358.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 100.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1000.00 991.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 10900.00 10579.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 997900.00 1002612.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1100.00 1101.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1459700.00 1471393.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 400.00 400.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 98.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 525600.00 522911.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 879900.00 864869.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 800.00 797.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 117000.00 114228.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 1000.00 991.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 100.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 1000.00 1004.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1000.00 995.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 92400.00 90097.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 1000.00 994.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 19516300.00 19535397.71 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 1000.00 991.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 1000.00 997.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 200.00 199.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 1000.00 1000.88 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 110000000.00 110000000.00 0.0579 N Y Y N BNP Paribas BNP Paribas 3.650000% N/A R0MUWSFPU8MPRO8K5P83 0001197610 BYJ9TZ8U3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 31288RM70 2056-08-01 5.176000 0.00 1025127.00 1029317.04 Agency Mortgage-Backed Securities FMACFEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 1024.00 680.77 Agency Mortgage-Backed Securities FMACFEPC 05.000 CLSD6258 S6XOOCT0IEG5ABCC6L87 3132DT5T3 2053-11-01 5.000000 0.00 1000.00 814.79 Agency Mortgage-Backed Securities FMACFEPC 05.500 CLSD5877 S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.500000 0.00 1000.00 805.49 Agency Mortgage-Backed Securities FMACFEPC 03.000 CLSD7556 S6XOOCT0IEG5ABCC6L87 3132DVMD4 2052-08-01 3.000000 0.00 1000.00 625.86 Agency Mortgage-Backed Securities FMACFEPC 05.500 CLSD7562 S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 1000.00 711.45 Agency Mortgage-Backed Securities FMACFEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 1000.00 695.76 Agency Mortgage-Backed Securities FMACFEPC 04.500 CLSD8314 S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.500000 0.00 1000.00 757.49 Agency Mortgage-Backed Securities FMACFEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1000.00 703.37 Agency Mortgage-Backed Securities FMACFEPC 06.000 CLSD8402 S6XOOCT0IEG5ABCC6L87 3132DWKP7 2054-02-01 6.000000 0.00 1000.00 522.10 Agency Mortgage-Backed Securities FMACFKAR 03.320 WAWA3405 S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 1092.00 894.36 Agency Mortgage-Backed Securities FMACFKAR 04.250 WNWN1793 S6XOOCT0IEG5ABCC6L87 3132XF7F9 2032-12-01 4.250000 0.00 1000.00 974.75 Agency Mortgage-Backed Securities FMACFEPC 06.000 CLQG1307 S6XOOCT0IEG5ABCC6L87 3133C1NY2 2053-04-01 6.000000 0.00 1028.00 849.83 Agency Mortgage-Backed Securities FMACFEPC 05.000 CLQI5805 S6XOOCT0IEG5ABCC6L87 3133WCNW0 2054-05-01 5.000000 0.00 1000.00 745.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3138YDBQ1 2044-12-01 4.500000 0.00 1000.00 188.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140ACWQ2 2054-06-01 5.000000 0.00 1000.00 945.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 1000.00 913.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140BYLV4 2056-01-01 5.500000 0.00 1004.00 996.94 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 6.030000 0.00 1000.00 995.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140LWWG8 2052-07-01 5.000000 0.00 1000.00 779.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140M5WV3 2053-11-01 6.500000 0.00 1000.00 753.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140MSRV9 2052-12-01 5.500000 0.00 1000.00 797.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 71369.00 71085.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 1000.00 828.59 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HXBZ5137 B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 387210.00 377076.84 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HXBZ5794 B1V7KEBTPIMZEU4LTD58 3140Q1NL0 2032-12-01 4.270000 0.00 1000.00 976.41 Agency Mortgage-Backed Securities FNMAMNAR XX.XXX HYBZ2471 B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 1000.00 991.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QFTM1 2050-10-01 3.000000 0.00 1002.00 399.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 1030.00 677.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QSHA2 2053-06-01 5.500000 0.00 1006.00 726.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140U6KS2 2056-03-01 4.500000 0.00 1000.00 943.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140U83Z1 2056-04-01 5.500000 0.00 1000.00 1008.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1023.00 805.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5.000000 0.00 1000.00 880.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6.000000 0.00 1017.00 961.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 9941589.00 10181901.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W6XV9 2051-09-01 4.500000 0.00 1000.00 964.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 1012.00 914.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140X4E69 2049-06-01 5.500000 0.00 3397.00 745.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 1000.00 718.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.500000 0.00 1007.00 959.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 410.69 Agency Mortgage-Backed Securities FMACFKAR 03.750 WSWS4034 S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 1000.00 920.42 Agency Mortgage-Backed Securities FMACFEPC 05.000 CLTA7111 S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5.000000 0.00 1008.00 973.33 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 586263.00 51424.04 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 3.500000 0.00 39984903.00 4527401.24 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 7386.00 790.73 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 641342.00 53257.09 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 3142893.00 692909.05 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 4717824.00 1078787.05 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 1008.00 269.25 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 1000.00 587.00 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 3256897.00 2117162.09 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 1000.00 568.09 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 2694322.00 1535058.79 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 1024.00 587.31 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179WY85 2052-02-20 2.000000 0.00 6053248.00 3521198.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 1000.00 646.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1024.00 665.10 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XBT2 2052-07-20 4.000000 0.00 370554.00 245084.73 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 2446100.00 1665463.81 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 9985888.00 6706475.30 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 13074908.00 8960091.71 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 278355.00 161714.14 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 4338621.00 2524760.49 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 552978.00 235803.86 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 12767944.00 8723984.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6.000000 0.00 272691.00 133948.20 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 2573123.00 1765036.31 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 93816.00 32600.43 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 6095246.00 5300305.35 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YW67 2054-05-20 6.000000 0.00 1000.00 573.26 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 885596.00 342146.41 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 1001.00 527.03 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617MSCH3 2050-04-20 4.000000 0.00 2208233.00 354996.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617MUSY4 2050-05-20 5.000000 0.00 1000.00 187.68 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617N4G57 2050-04-20 4.000000 0.00 1000.00 460.77 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 2524249.00 404811.11 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617QXZU4 2050-12-20 5.000000 0.00 1141.00 164.94 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 31910.00 20223.75 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4.000000 0.00 146979.00 74446.34 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 1698541.00 961086.92 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617X5VN7 2052-04-20 4.000000 0.00 1899711.00 1416842.44 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.500000 0.00 3021610.00 2547561.71 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 22522.00 19702.95 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 1926.00 2030.26 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 3987.00 4136.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MYTA5 2056-02-20 7.000000 0.00 1000.00 1047.68 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1000.00 810.20 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 3052689.00 2040001.56 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 6730800.00 5507446.31 Agency Mortgage-Backed Securities GNMA II 5 YEAR HYBRID ARM 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.500000 0.00 15721613.00 14865188.03 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 1306175.00 1245447.83 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 3618NTJS7 2065-02-20 7.000000 0.00 1000.00 1033.77 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VJWU0 2056-06-20 6.000000 0.00 5000.00 5149.14 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VMN33 2056-06-20 6.500000 0.00 1553920.00 1660000.23 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VMNZ2 2056-06-20 6.000000 0.00 13740872.00 14430271.16 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6.000000 0.00 31777.00 32552.85 Agency Mortgage-Backed Securities GNMA TYPE II 549300M8ZYFG0OCMTT87 3618VQQW7 2066-05-20 6.000000 0.00 1000.00 1018.76 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY PLATINUM POOL 30 YR 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 9193408.00 2359820.53 Agency Mortgage-Backed Securities TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 4395700.00 5345903.33 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 113000000.00 113000000.00 0.0595 N Y Y N Bank of Montreal Bank of Montreal 3.640000% N/A NQQ6HPCNCCU6TUTQYE16 0000009622 BYJ9TZ8R0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 16464447.60 9754394.91 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 50133637.04 34076635.23 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 95558256.00 68368969.86 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 110000000.00 110000000.00 0.0579 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.640000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYJ9TZ999 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 91282CQK0 2031-04-30 3.875000 0.00 96118400.00 95029138.23 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 28357400.00 17170907.05 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 110000000.00 110000000.00 0.0579 N Y Y 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+ 2026-08-03 2027-03-25 2027-03-25 N N N 0.0372 3760177.77 3760177.77 0.0020 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+ 2026-08-03 2027-03-18 2027-03-18 N N N 0.0377 4884936.50 4884936.50 0.0026 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+ 2026-08-03 2027-05-17 2027-05-17 N N N 0.0374 2775266.93 2775266.93 0.0015 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+ 2026-08-03 2026-08-19 2026-08-19 N N N 0.0368 2184979.61 2184979.61 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+ 2026-08-03 2026-08-21 2026-08-21 N N N 0.0368 15264854.21 15264854.21 0.0080 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+ 2026-08-03 2026-08-24 2026-08-24 N N N 0.0368 2174978.38 2174978.38 0.0011 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 0.0377 12669909.29 12669909.29 0.0067 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+ 2026-08-03 2027-01-04 2027-01-04 N N N 0.0371 1999872.26 1999872.26 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 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+ 2026-08-03 2026-09-04 2026-09-04 N N N 0.0371 2099925.43 2099925.43 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 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+ 2026-08-03 2026-08-18 2026-08-18 N N N 0.0368 1099992.30 1099992.30 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9JV3 2549001DPIFGXC1TOL40 US3130B9JV34 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+ 2026-08-03 2026-08-20 2026-08-20 N N N 0.0368 2099984.92 2099984.92 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 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+ 2026-08-03 2026-11-23 2026-11-23 N N N 0.0370 4249971.40 4249971.40 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 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+ 2026-08-03 2026-09-08 2026-09-08 N N N 0.0367 6399951.30 6399951.30 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9R28 2549001DPIFGXC1TOL40 US3130B9R281 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+ 2026-08-03 2026-10-06 2026-10-06 N N N 0.0368 6399969.41 6399969.41 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 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+ 2026-08-03 2026-11-03 2026-11-03 N N N 0.0369 4200012.14 4200012.14 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.847000% 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 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+ 2027-04-09 2027-04-09 2027-04-09 N N N 0.0407 8686810.89 8686810.89 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 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+ 2026-08-03 2026-11-23 2026-11-23 N N N 0.0370 4634989.57 4634989.57 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 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+ 2026-08-03 2026-11-30 2026-11-30 N N N 0.0370 3104986.03 3104986.03 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BALJ4 2549001DPIFGXC1TOL40 US3130BALJ40 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+ 2026-08-03 2026-08-04 2026-08-04 N N N 0.0368 4585002.61 4585002.61 0.0024 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BALV7 2549001DPIFGXC1TOL40 US3130BALV77 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+ 2026-08-03 2026-09-03 2026-09-03 N N N 0.0368 4584947.91 4584947.91 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BANR4 2549001DPIFGXC1TOL40 US3130BANR48 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+ 2026-08-03 2026-10-07 2026-10-07 N N N 0.0369 4459969.45 4459969.45 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130BANS2 2549001DPIFGXC1TOL40 US3130BANS21 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+ 2026-08-03 2028-05-12 2028-05-12 N N N 0.0376 1800002.99 1800002.99 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 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+ 2026-08-03 2026-10-13 2026-10-13 N N N 0.0369 4454978.39 4454978.39 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAQL4 2549001DPIFGXC1TOL40 US3130BAQL41 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+ 2026-08-03 2026-10-21 2026-10-21 N N N 0.0368 3149998.77 3149998.77 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAQR1 2549001DPIFGXC1TOL40 US3130BAQR11 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+ 2026-08-03 2026-10-14 2026-10-14 N N N 0.0369 2249988.41 2249988.41 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 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+ 2026-08-03 2026-10-23 2026-10-23 N N N 0.0368 3600001.26 3600001.26 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAS32 2549001DPIFGXC1TOL40 US3130BAS320 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+ 2026-08-03 2026-11-18 2026-11-18 N N N 0.0369 4439994.81 4439994.81 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BASH1 2549001DPIFGXC1TOL40 US3130BASH11 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+ 2026-08-03 2026-10-26 2026-10-26 N N N 0.0373 6649327.29 6649327.29 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 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+ 2026-08-03 2026-11-19 2026-11-19 N N N 0.0373 3104623.74 3104623.74 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BASK4 2549001DPIFGXC1TOL40 US3130BASK40 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+ 2026-08-03 2026-09-23 2026-09-23 N N N 0.0374 4429621.37 4429621.37 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 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+ 2026-08-03 2027-02-25 2027-02-25 N N N 0.0371 7919950.57 7919950.57 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BAWD5 2549001DPIFGXC1TOL40 US3130BAWD50 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+ 2026-08-03 2027-01-28 2027-01-28 N N N 0.0371 4430021.04 4430021.04 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 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+ 2026-08-03 2026-11-30 2026-11-30 N N N 0.0370 2214983.92 2214983.92 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 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+ 2026-08-03 2026-10-29 2026-10-29 N N N 0.0369 4430016.75 4430016.75 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAZY6 2549001DPIFGXC1TOL40 US3130BAZY60 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+ 2026-08-03 2026-10-07 2026-10-07 N N N 0.0369 4299971.19 4299971.19 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB2K0 2549001DPIFGXC1TOL40 US3130BB2K08 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+ 2026-08-03 2026-12-09 2026-12-09 N N N 0.0371 4279757.62 4279757.62 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 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+ 2026-08-03 2026-11-12 2026-11-12 N N N 0.0369 6345019.04 6345019.04 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 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+ 2026-08-03 2026-12-11 2026-12-11 N N N 0.0370 4229963.41 4229963.41 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BB4G7 2549001DPIFGXC1TOL40 US3130BB4G77 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+ 2026-08-03 2026-09-11 2026-09-11 N N N 0.0369 5899932.63 5899932.63 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 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+ 2026-08-03 2026-12-14 2026-12-14 N N N 0.0371 6054933.88 6054933.88 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 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+ 2026-08-03 2026-12-28 2026-12-28 N N N 0.0371 6299936.12 6299936.12 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBCD5 2549001DPIFGXC1TOL40 US3130BBCD53 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+ 2026-08-03 2027-01-25 2027-01-25 N N N 0.0372 4230019.29 4230019.29 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BBCE3 2549001DPIFGXC1TOL40 US3130BBCE37 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+ 2026-08-03 2027-02-24 2027-02-24 N N N 0.0372 2115000.93 2115000.93 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBKT1 2549001DPIFGXC1TOL40 US3130BBKT14 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+ 2026-08-03 2026-12-22 2026-12-22 N N N 0.0370 4210064.92 4210064.92 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBKV6 2549001DPIFGXC1TOL40 US3130BBKV69 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+ 2026-08-03 2026-12-21 2026-12-21 N N N 0.0370 4210067.86 4210067.86 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 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+ 2026-08-03 2026-11-17 2026-11-17 N N N 0.0369 4210123.10 4210123.10 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.770000% 3130BBLZ6 2549001DPIFGXC1TOL40 US3130BBLZ64 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+ 2026-08-03 2028-07-24 2028-07-24 N N N 0.0379 4339981.20 4339981.20 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBMC6 2549001DPIFGXC1TOL40 US3130BBMC60 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+ 2026-08-03 2027-01-29 2027-01-29 N N N 0.0371 4334982.92 4334982.92 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.000000% 3130BBQC2 2549001DPIFGXC1TOL40 US3130BBQC25 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+ 2026-08-04 2026-11-04 2026-11-04 N N N 0.0369 8599279.41 8599279.41 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-05 2026-08-05 2026-08-05 N N N 0.0360 8395805.80 8395805.80 0.0044 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-21 2026-08-21 2026-08-21 N N N 0.0360 698532.04 698532.04 0.0004 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-28 2026-08-28 2026-08-28 N N N 0.0360 997203.89 997203.89 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-14 2026-09-14 2026-09-14 N N N 0.0365 6271256.25 6271256.25 0.0033 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385F84 2549001DPIFGXC1TOL40 US313385F847 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+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0365 4279945.27 4279945.27 0.0023 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-27 2026-11-27 2026-11-27 N N N 0.0372 2528520.52 2528520.52 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385V37 2549001DPIFGXC1TOL40 US313385V372 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0378 6838348.25 6838348.25 0.0036 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+ 2026-08-03 2026-12-23 2026-12-23 N N N 0.0373 1200331.78 1200331.78 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+ 2026-08-03 2026-12-30 2026-12-30 N N N 0.0375 1100253.84 1100253.84 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+ 2026-08-03 2026-10-15 2026-10-15 N N N 0.0374 13601639.21 13601639.21 0.0072 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.117100% 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+ 2026-08-04 2026-10-16 2026-10-16 N N N 0.0388 7402372.81 7402372.81 0.0039 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+ 2026-08-03 2027-03-15 2027-03-15 N N N 0.0373 2664673.94 2664673.94 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+ 2026-08-03 2027-02-16 2027-02-16 N N N 0.0376 15405638.05 15405638.05 0.0081 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+ 2026-08-03 2027-04-19 2027-04-19 N N N 0.0377 779689.32 779689.32 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+ 2026-08-03 2027-11-23 2027-11-23 N N N 0.0375 559977.45 559977.45 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+ 2026-08-03 2027-05-24 2027-05-24 N N N 0.0371 2374962.81 2374962.81 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+ 2026-08-03 2027-03-26 2027-03-26 N N N 0.0367 1710656.37 1710656.37 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+ 2026-08-03 2026-10-20 2026-10-20 N N N 0.0374 11589154.51 11589154.51 0.0061 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+ 2026-08-03 2027-10-22 2027-10-22 N N N 0.0375 963550.55 963550.55 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+ 2026-08-03 2027-02-01 2027-02-01 N N N 0.0373 4300261.31 4300261.31 0.0023 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+ 2026-08-03 2027-03-05 2027-03-05 N N N 0.0373 18430044.78 18430044.78 0.0097 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+ 2026-08-03 2026-11-06 2026-11-06 N N N 0.0370 3410114.06 3410114.06 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+ 2026-08-03 2027-01-27 2027-01-27 N N N 0.0373 1653174.64 1653174.64 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+ 2026-08-03 2026-11-19 2026-11-19 N N N 0.0370 693999.76 693999.76 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+ 2026-08-03 2027-11-19 2027-11-19 N N N 0.0376 1840444.14 1840444.14 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+ 2026-08-03 2027-01-20 2027-01-20 N N N 0.0371 5109910.17 5109910.17 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 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+ 2026-08-03 2028-02-09 2028-02-09 N N N 0.0375 1180129.60 1180129.60 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 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+ 2026-08-03 2028-03-16 2028-03-16 N N N 0.0375 2100039.35 2100039.35 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 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+ 2026-08-03 2028-03-24 2028-03-24 N N N 0.0375 10840286.72 10840286.72 0.0057 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 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+ 2026-08-03 2028-04-10 2028-04-10 N N N 0.0375 1259982.04 1259982.04 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWLG3 254900C5LP6DN9OP9V83 US3133EWLG33 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+ 2026-08-03 2027-05-10 2027-05-10 N N N 0.0372 4409550.35 4409550.35 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 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+ 2026-08-03 2027-07-23 2027-07-23 N N N 0.0373 1509994.81 1509994.81 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 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+ 2026-08-03 2027-05-24 2027-05-24 N N N 0.0373 2194793.01 2194793.01 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 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+ 2026-08-03 2027-09-13 2027-09-13 N N N 0.0373 1439980.23 1439980.23 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 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+ 2026-08-03 2028-02-11 2028-02-11 N N N 0.0376 1214676.70 1214676.70 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 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+ 2026-08-03 2028-05-19 2028-05-19 N N N 0.0375 2109991.72 2109991.72 0.0011 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+ 2026-08-03 2026-09-23 2026-09-23 N N N 0.0374 4300360.00 4300360.00 0.0023 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+ 2026-08-03 2026-10-16 2026-10-16 N N N 0.0377 3400255.75 3400255.75 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+ 2026-08-03 2027-05-05 2027-05-05 N N N 0.0379 2999881.35 2999881.35 0.0016 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+ 2026-08-03 2026-08-21 2026-08-21 N N N 0.0361 4300381.20 4300381.20 0.0023 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+ 2026-08-03 2026-10-23 2026-10-23 N N N 0.0374 5410773.90 5410773.90 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+ 2026-08-03 2026-11-20 2026-11-20 N N N 0.0371 6501847.38 6501847.38 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+ 2026-08-03 2026-12-11 2026-12-11 N N N 0.0374 5701326.43 5701326.43 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+ 2026-08-03 2028-01-07 2028-01-07 N N N 0.0377 10287006.73 10287006.73 0.0054 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.735000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 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+ 2026-08-03 2028-03-06 2028-03-06 N N N 0.0379 4397536.40 4397536.40 0.0023 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.735000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 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+ 2026-08-03 2028-04-06 2028-04-06 N N N 0.0378 8296467.44 8296467.44 0.0044 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 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+ 2026-08-03 2028-05-08 2028-05-08 N N N 0.0376 5100009.50 5100009.50 0.0027 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.650000% N/A FOR8UP27PHTHYVLBNG30 0000769993 BYJ9TZ9V0 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 3618LG4Y0 2055-12-20 6.000000 0.00 440380.00 437048.27 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618L75N3 2055-07-20 6.500000 0.00 1292918.00 718919.29 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618KQEG7 2055-03-20 6.500000 0.00 2365588.00 1279368.36 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618KNPR8 2055-06-20 6.000000 0.00 1294498.00 1316526.06 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618JHE20 2054-10-20 5.000000 0.00 300000.00 239799.34 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36185C5C4 2045-05-20 3.500000 0.00 1491078.00 79473.27 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617NXUJ7 2050-07-20 4.000000 0.00 916068.00 510243.29 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617BTEQ1 2048-01-15 4.000000 0.00 60000.00 25075.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617BM2D8 2047-10-20 4.000000 0.00 3300000.00 273627.32 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3617AJ2A2 2047-07-20 3.500000 0.00 1720824.00 396979.58 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MYPW1 2056-05-20 6.000000 0.00 374186.00 389974.94 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N1JF6 2056-03-20 6.500000 0.00 999394.00 1043729.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 30000000.00 15222799.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VGKR6 2056-06-20 6.000000 0.00 1290364.00 1341417.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VJ3F5 2056-07-20 6.000000 0.00 1283504.00 1330611.16 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VJNQ9 2056-05-20 6.000000 0.00 417625.00 432408.58 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VL4K8 2056-07-20 6.000000 0.00 1711428.00 1764128.00 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VTSS8 2056-06-20 6.000000 0.00 1402312.00 1456129.53 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618W0EH9 2056-07-20 6.500000 0.00 2577304.00 2708322.97 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3620AAUN6 2039-08-15 5.000000 0.00 3020700.00 354513.45 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36212RVW5 2034-06-15 5.500000 0.00 359884.00 5135.21 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5.000000 0.00 364000.00 270748.18 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VAK6 2034-12-20 3.000000 0.00 1000000.00 112732.73 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179TV77 2048-04-20 4.500000 0.00 720227.00 49381.32 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36176RDC3 2041-10-15 4.000000 0.00 961200.00 107913.94 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36176PP83 2041-08-15 4.000000 0.00 950000.00 84337.39 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36176DHP1 2041-03-15 4.000000 0.00 1432616.00 49361.18 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36295WWN3 2041-08-15 5.500000 0.00 900000.00 42791.47 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36295NC88 2038-03-15 5.500000 0.00 15500000.00 154262.50 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36230LJR1 2040-12-15 4.000000 0.00 1000000.00 63521.18 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36212UU66 2036-12-15 5.000000 0.00 200000.00 16438.50 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LHKW4 2055-08-20 6.000000 0.00 1840882.00 1919343.32 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LRUY7 2055-11-20 5.500000 0.00 2141784.00 2148651.87 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LTXN4 2055-09-20 6.500000 0.00 501926.00 539083.20 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LXDQ0 2055-09-20 6.000000 0.00 20429728.00 20451130.64 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618LYCX4 2055-09-20 6.000000 0.00 1067040.00 1121469.57 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618M2TB3 2055-10-20 6.500000 0.00 1040414.00 1118578.58 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MBBW6 2055-10-20 5.000000 0.00 3416624.00 3085944.95 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MEJV4 2056-02-20 6.500000 0.00 1683382.00 1671338.97 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MKBL0 2056-01-20 6.500000 0.00 1378566.00 1439868.41 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MKWB9 2056-02-20 5.500000 0.00 1281746.00 1313175.03 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MNCT6 2056-02-20 6.500000 0.00 1976872.00 2063267.88 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618MNDJ7 2056-03-20 6.000000 0.00 15691040.00 15736120.01 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 549300M8ZYFG0OCMTT87 3617YEK90 2057-05-15 2.750000 0.00 634967.00 528354.15 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 549300M8ZYFG0OCMTT87 3618KTE22 2060-06-15 4.740000 0.00 7659792.00 7360434.96 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 549300M8ZYFG0OCMTT87 3617YBRA6 2057-04-15 2.850000 0.00 186123.00 155923.86 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 549300M8ZYFG0OCMTT87 3617X56E5 2057-07-15 2.570000 0.00 10551584.00 8670710.28 Agency Mortgage-Backed Securities GNMA I CONSTRUCTION LOAN POOL 549300M8ZYFG0OCMTT87 3617WKZE1 2065-12-15 5.850000 0.00 390873.00 398885.90 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 100000000.00 100000000.00 0.0526 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 3.620000% 857492706 549300BZ5TGIFZUZDZ37 US8574927062 Investment Company Y Fitch, Inc. AAAmmf Moody's Investors Service, Inc. AAA-mf Standard and Poor's Ratings Services AAAm 2026-08-03 2026-08-03 2026-08-03 N N N 0.0362 2222666.30 2222666.30 0.0012 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 3.650000% N/A SUVUFHICNZMP2WKHG940 0001335977 BYJ9TZB62 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 36179V4U1 2051-01-20 2.000000 0.00 25000000.00 11325356.20 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VFN5 2050-02-20 2.500000 0.00 60000000.00 11121805.13 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179VZQ6 2050-12-20 2.000000 0.00 25000000.00 11147330.39 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YPH1 2053-12-20 6.000000 0.00 25000000.00 11196767.52 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 30000000.00 11590378.04 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 15000000.00 10626544.35 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VM3S0 2056-05-20 6.000000 0.00 3035445.00 3127947.12 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618VQXJ8 2056-07-20 5.500000 0.00 10823550.00 10948457.37 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618W2WV4 2056-07-20 6.500000 0.00 10290581.00 10703559.17 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618W5X79 2056-07-20 5.500000 0.00 5053536.00 5111855.49 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 95000000.00 95000000.00 0.0500 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 3.660000% N/A SUVUFHICNZMP2WKHG940 0001335977 BYJ9TZB47 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 36179XQW9 2053-01-20 5.000000 0.00 7601535.00 5100000.59 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 5000000.00 5000000.00 0.0026 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 0.0365 4197740.30 4197740.30 0.0022 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 0.0370 67825776.67 67825776.67 0.0357 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0375 328012.98 328012.98 0.0002 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 0.0394 19634532.89 19634532.89 0.0103 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 0.0395 23600312.04 23600312.04 0.0124 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-18 2027-02-18 2027-02-18 N N N 0.0389 1860493.80 1860493.80 0.0010 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-13 2026-08-13 2026-08-13 N N N 0.0366 26273663.44 26273663.44 0.0138 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 51112718.33 51112718.33 0.0269 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-27 2026-08-27 2026-08-27 N N N 0.0366 1596154.67 1596154.67 0.0008 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-18 2027-03-18 2027-03-18 N N N 0.0388 18452497.90 18452497.90 0.0097 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-08 2026-10-08 2026-10-08 N N N 0.0375 6855785.19 6855785.19 0.0036 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-11 2026-08-11 2026-08-11 N N N 0.0366 61011061.63 61011061.63 0.0321 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-12 2026-11-12 2026-11-12 N N N 0.0381 4888408.22 4888408.22 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0369 8214253.99 8214253.99 0.0043 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-17 2026-12-17 2026-12-17 N N N 0.0386 15773031.04 15773031.04 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-06 2026-10-06 2026-10-06 N N N 0.0374 19581514.06 19581514.06 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-20 2026-10-20 2026-10-20 N N N 0.0375 9265663.97 9265663.97 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 1882109.11 1882109.11 0.0010 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-07 2027-01-07 2027-01-07 N N N 0.0389 9550029.50 9550029.50 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-14 2027-01-14 2027-01-14 N N N 0.0390 18334814.57 18334814.57 0.0096 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 27296062.73 27296062.73 0.0144 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0412 2038952.35 2038952.35 0.0011 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 0.0389 1189812.50 1189812.50 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0404 1881172.56 1881172.56 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 1663823.43 1663823.43 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0413 2311673.20 2311673.20 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.250000% 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0414 3174793.76 3174793.76 0.0017 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 0.0392 1800562.50 1800562.50 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0400 6910066.96 6910066.96 0.0036 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 0.0392 865331.13 865331.13 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.057100% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-08-03 2026-10-31 2026-10-31 N N N 0.0385 26342954.62 26342954.62 0.0139 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 0.0389 12381044.41 12381044.41 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 0.0395 5816627.01 5816627.01 0.0031 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 0.0398 2501708.98 2501708.98 0.0013 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.950100% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-08-03 2027-01-31 2027-01-31 N N N 0.0384 46059100.70 46059100.70 0.0242 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 0.0404 19909114.40 19909114.40 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 4495429.71 4495429.71 0.0024 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 5207329.29 5207329.29 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 3932267.76 3932267.76 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0414 9942205.78 9942205.78 0.0052 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.042100% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-08-03 2027-10-31 2027-10-31 N N N 0.0388 32887458.46 32887458.46 0.0173 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.951100% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-08-03 2028-01-31 2028-01-31 N N N 0.0388 4404715.83 4404715.83 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.955100% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-08-04 2028-04-30 2028-04-30 N N N 0.0389 10926904.45 10926904.45 0.0057 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.650000% N/A 7TK5RJIZDFROZCA6XF66 0000812291 BYJ9TZAK2 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 91282CNV9 2027-08-31 3.625000 0.00 111146200.00 112200013.97 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 110000000.00 110000000.00 0.0579 N Y Y N Natixis SA Natixis SA 3.640000% N/A KX1WK48MPD4Y2NCUIZ63 0001503859 BYJ9TZAR7 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 912797UZ8 2026-11-19 0.00 0.00 500.00 494.28 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 300.00 295.14 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 100.00 98.08 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 100.00 94.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 1000.00 980.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1000.00 982.80 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 58300.00 54674.17 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 900.00 883.35 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 93.20 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 19049600.00 15786776.23 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 100.00 61.63 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 91.18 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 100.00 99.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 91.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 86.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 28331800.00 24386541.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 46867400.00 44125329.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 100.00 92.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 4000900.00 3957295.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 1300.00 1298.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 6769000.00 6698670.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 101.33 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 68200.00 145474.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 3993900.00 3985110.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 409000.00 406427.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 2573700.00 2579871.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 100.00 99.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 100.00 98.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 1439800.00 1427184.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 3560200.00 3539736.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 700.00 696.55 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 100.00 109.89 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 105000000.00 105000000.00 0.0553 N Y Y N Lincoln Variable Insurance Products Trust 2026-08-06 Hoffmayer, James Hoffmayer, James VP