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5.000 N/A 26400.00 25950.09 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N BMO Capital Markets Corp BMOCAP G M RP 3.89% 10/1/26 3.89 N/A RUC0QBLBRPRCU4W1NE59 0000772028 NRT317378 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 2031-05-31 4.625 N/A 1023600.00 1020148.08 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N BMO Chicago Branch BMOCHI G G RP 3.92% 10/7/26 3.92 N/A 3Y4U8VZURTYWI1W2K376 NRT317445 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A 3618VUKQ7 2061-09-15 2061-09-15 5.650 N/A 1021725.00 1020111.07 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0385 1000000.00 1000000.00 0.0046 N N Y N BNP Paribas, SA BNPPAR G G RP 3.92% 10/2/26 3.92 N/A R0MUWSFPU8MPRO8K5P83 NRT310105 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SF6 2029-11-30 2049-02-15 2.000 - 4.125 N/A 1583300.00 1020712.86 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0579 999891.60 999891.60 0.0046 N N Y N BNY Capital Markets LLC FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EMS29 2027-08-25 2041-07-15 2.500 - 5.440 N/A 12538.26 12392.94 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AWV23 2033-09-09 2036-09-12 4.500 - 5.125 N/A 6114.15 5838.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K9WQ4 2027-08-01 2056-10-01 1.500 - 8.000 N/A 191464.54 171311.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6BK6 2026-10-25 2056-10-01 1.500 - 8.500 N/A 322710.19 295959.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201F6T9 2027-01-20 2056-09-20 1.500 - 8.000 N/A 6868.60 503.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912828V98 2026-10-06 2056-08-15 0.000 - 6.625 N/A 181789.29 178088.18 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 651000.00 651000.00 0.0030 N Y Y N Bank of America NA FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 2031-06-30 1.125 - 4.125 N/A 663453.94 623287.53 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 611000.00 611000.00 0.0028 N Y Y N Bank of Montreal BMOTOR G G RP 3.92% 10/1/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT308624 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 2030-12-01 4.055 N/A 1070417.00 1020778.05 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0392 1000000.00 1000000.00 0.0046 N Y Y N Bank of Montreal BMOTOR G *G RP SOFR+0.04% 10/28/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT308689 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 2030-12-01 4.055 N/A 1070418.00 1020779.00 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-28 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0386 1000000.00 1000000.00 0.0046 N N Y N Bank of Montreal BMOTOR G *G RP 3.92% 10/14/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT316018 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 2030-12-01 4.055 N/A 1069835.00 1020223.04 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-14 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0388 999989.40 999989.40 0.0046 N N Y N Bank of Montreal BMOTOR G G RP 3.92% 10/7/26 3.92 N/A NQQ6HPCNCCU6TUTQYE16 NRT317441 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 2030-12-01 4.055 N/A 1069718.00 1020111.46 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0385 1000000.00 1000000.00 0.0046 N N Y N Barclays Bank PLC BARCBK G M RP 3.9% 10/1/26 3.90 N/A G5GSEF7VJP5I7OUK5573 NRT317411 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A 38381SJL2 2052-04-20 2065-10-16 3.000 - 6.000 N/A 1068174.00 1030111.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 1000000.00 1000000.00 0.0046 N Y Y N Canadian Imperial Bank of Commerce CIBC G *G RP 3.9% 10/22/26 3.90 N/A 2IGI19DL77OX0HC3ZE78 NRT305667 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EY0 2026-10-31 2054-08-15 1.125 - 6.500 N/A 1073200.00 1021000.42 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0383 1000000.00 1000000.00 0.0046 N N Y N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 11/18/26 3.94 N/A MBNUM2BPBDO7JBLYG310 0000315030 NRQ120000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797VF1 2027-06-10 2027-06-10 0.000 N/A 1052200.00 1021588.35 U.S. Treasuries (including strips) Y N/A N/A 2026-11-18 2026-11-18 2026-11-18 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0388 1000000.00 1000000.00 0.0046 N N N Y Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 11/24/26 3.94 N/A MBNUM2BPBDO7JBLYG310 0000315030 NRT305640 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 2030-04-30 3.500 N/A 1057900.00 1020984.19 U.S. Treasuries (including strips) Y N/A N/A 2026-11-24 2026-11-24 2026-11-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0389 1000000.00 1000000.00 0.0046 N N N Y Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 12/1/26 3.96 N/A MBNUM2BPBDO7JBLYG310 0000315030 NRT315982 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERDS7 2027-05-06 2027-05-06 4.750 N/A 976000.00 995677.14 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFP3 2030-05-15 2030-05-15 7.250 N/A 23000.00 25295.30 Agency Debentures and Agency Strips Y N/A N/A 2026-12-01 2026-12-01 2026-12-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0391 999999.70 999999.70 0.0046 N N N Y Citigroup Global Capital Markets Inc FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EJCJ6 2027-02-09 2035-09-28 3.050 - 3.500 N/A 3513.22 3047.12 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385Q25 2026-11-20 2034-03-10 0.000 - 4.750 N/A 12539.60 12265.77 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 912797TM9 2026-12-31 2030-04-30 0.000 - 5.500 N/A 1369066.11 1345514.11 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1334000.00 1334000.00 0.0061 N Y Y N Credit AG CAGBK G *G RP 3.75% 10/2/26 3.75 N/A 1VUV7VQFKUOQSJ21A208 NMV968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128283W8 2026-10-31 2031-03-31 0.500 - 4.358 N/A 1027800.00 1022979.69 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 Y CREDIT AG CIB (GOV REPO) 1.0000 2 N N/A N/A N N 0.0368 1000000.00 1000000.00 0.0046 N N Y N Credit AG CAGBK G *G RP 3.92% 10/29/26 3.92 N/A 1VUV7VQFKUOQSJ21A208 NRT317909 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-10-07 2026-10-07 2026-10-29 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0386 1000000.00 1000000.00 0.0046 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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04/01/2027 3.98 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 4003205 LCW311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2026-10-01 2027-04-01 N N N 0.0398 1000000.00 1000000.00 0.0046 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 3.97 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-04-08 2027-04-08 N N N 0.0396 499999.62 499999.62 0.0023 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18.5 05/10/2027 4.07 3133EREP2 254900C5LP6DN9OP9V83 US3133EREP20 4003205 LHC376000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-05-10 2027-05-10 N N N 0.0394 1000691.37 1000691.37 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/21/2026 3.95 3133ETQP5 254900C5LP6DN9OP9V83 US3133ETQP57 4003205 LIX973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2026-10-21 2026-10-21 N N N 0.0385 1000016.86 1000016.86 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/19/2027 3.97 3133ETQS9 254900C5LP6DN9OP9V83 US3133ETQS96 4003205 LIY920000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-01-19 2027-01-19 N N N 0.0391 1000081.47 1000081.47 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2026 3.96 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 4003205 LLJ821000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2026-12-22 2026-12-22 N N N 0.0391 1000016.95 1000016.95 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 03/25/2027 3.98 3133ETZZ3 254900C5LP6DN9OP9V83 US3133ETZZ39 4003205 LQW141000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-03-25 2027-03-25 N N N 0.0395 1000139.63 1000139.63 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 08/13/2027 3.98 3133ETT98 254900C5LP6DN9OP9V83 US3133ETT987 4003205 LVH070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-08-13 2027-08-13 N N N 0.0406 999310.39 999310.39 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/30/2027 4.00 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 4003205 MAI534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-07-30 2027-07-30 N N N 0.0394 1000391.11 1000391.11 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/05/2028 3.96 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 4003205 MAU786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-01-05 2028-01-05 N N N 0.0396 999994.46 999994.46 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 01/03/2028 4.04 3133ETC62 254900C5LP6DN9OP9V83 US3133ETC629 4003205 MEM952000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-01-03 2028-01-03 N N N 0.0396 1000883.64 1000883.64 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/09/2028 3.97 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 4003205 MGV234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-03-09 2028-03-09 N N N 0.0397 500008.91 500008.91 0.0023 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/20/2028 3.97 3133EWHW3 254900C5LP6DN9OP9V83 US3133EWHW39 4003205 MHY824000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-03-20 2028-03-20 N N N 0.0397 1000015.67 1000015.67 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/01/2027 3.92 3133EWKB5 254900C5LP6DN9OP9V83 US3133EWKB54 4003205 MIR242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-04-01 2027-04-01 N N N 0.0398 999704.43 999704.43 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/15/2028 3.97 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 4003205 MPD621000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-05-15 2028-05-15 N N N 0.0399 999654.98 999654.98 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 09/22/2027 4.01 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 4003205 MSO211000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-09-22 2027-09-22 N N N 0.0394 1000658.75 1000658.75 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 06/28/2027 3.94 3133EWBG4 254900C5LP6DN9OP9V83 US3133EWBG43 4003205 MSX283000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-06-28 2027-06-28 N N N 0.0394 999941.45 999941.45 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/22/2028 4.01 3133EWTM2 254900C5LP6DN9OP9V83 US3133EWTM29 4003205 MWO547000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-06-22 2028-06-22 N N N 0.0400 1000024.41 1000024.41 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 07/13/2028 4.02 3133EWVR8 254900C5LP6DN9OP9V83 US3133EWVR87 4003205 MYA689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-07-13 2028-07-13 N N N 0.0401 1000024.94 1000024.94 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 08/25/2028 4.00 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 4003205 NHX209000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-08-25 2028-08-25 N N N 0.0400 1000026.06 1000026.06 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/16/2027 3.96 3133EWF70 254900C5LP6DN9OP9V83 US3133EWF709 4003205 NNH340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-11-16 2027-11-16 N N N 0.0396 1000000.49 1000000.49 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/17/2027 3.95 3133EWF62 254900C5LP6DN9OP9V83 US3133EWF626 4003205 NNH352000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-08-17 2027-08-17 N N N 0.0394 1000000.11 1000000.11 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/19/2028 3.99 3133EWH29 254900C5LP6DN9OP9V83 US3133EWH291 4003205 NRQ112000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-04-19 2028-04-19 N N N 0.0398 999996.03 999996.03 0.0046 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 09/28/2028 4.00 3133EWL40 254900C5LP6DN9OP9V83 US3133EWL400 4003205 NRT307256 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-09-28 2028-09-28 N N N 0.0400 999995.10 999995.10 0.0046 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/09/2026 313385J80 2549001DPIFGXC1TOL40 US313385J807 313385J80 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-09 2026-10-09 2026-10-09 N N N 0.0388 999047.50 999047.50 0.0046 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/14/2026 313385K54 2549001DPIFGXC1TOL40 US313385K540 313385K54 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-14 2026-10-14 2026-10-14 N N N 0.0388 2995554.99 2995554.99 0.0136 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2026 313385K70 2549001DPIFGXC1TOL40 US313385K706 313385K70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-16 2026-10-16 2026-10-16 N N N 0.0388 998306.67 998306.67 0.0045 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/21/2026 313385L46 2549001DPIFGXC1TOL40 US313385L464 313385L46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-21 2026-10-21 2026-10-21 N N N 0.0388 997777.50 997777.50 0.0045 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/23/2026 313385L61 2549001DPIFGXC1TOL40 US313385L613 313385L61 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-23 2026-10-23 2026-10-23 N N N 0.0388 997565.83 997565.83 0.0045 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/30/2026 313385M52 2549001DPIFGXC1TOL40 US313385M520 313385M52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-30 2026-10-30 2026-10-30 N N N 0.0389 996825.00 996825.00 0.0045 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/13/2026 313385P34 2549001DPIFGXC1TOL40 US313385P341 313385P34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-13 2026-11-13 2026-11-13 N N N 0.0403 995208.89 995208.89 0.0045 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/23/2026 313385U38 2549001DPIFGXC1TOL40 US313385U382 313385U38 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-23 2026-12-23 2026-12-23 N N N 0.0403 2972490.00 2972490.00 0.0135 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 4.01 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-02-05 2027-02-05 N N N 0.0390 500151.02 500151.02 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/08/2026 3.96 3130B7P99 2549001DPIFGXC1TOL40 US3130B7P990 0001026214 LOU842000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2026-12-08 2026-12-08 N N N 0.0391 500005.88 500005.88 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+17 11/05/2027 4.05 3130B8HS4 2549001DPIFGXC1TOL40 US3130B8HS40 0001026214 LVE118000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-11-05 2027-11-05 N N N 0.0392 750048.80 750048.80 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 11/19/2027 4.03 3130B8N99 2549001DPIFGXC1TOL40 US3130B8N993 0001026214 LWE128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-11-19 2027-11-19 N N N 0.0392 1000067.86 1000067.86 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 01/04/2028 3.96 3130B8Z96 2549001DPIFGXC1TOL40 US3130B8Z963 0001026214 MBB477000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-01-04 2028-01-04 N N N 0.0398 999651.54 999651.54 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/02/2028 3.97 3130B9MQ0 2549001DPIFGXC1TOL40 US3130B9MQ02 0001026214 MFT082000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-03-02 2028-03-02 N N N 0.0399 999660.05 999660.05 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/10/2028 3.97 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 0001026214 MGW964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-03-10 2028-03-10 N N N 0.0399 999657.33 999657.33 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 02/25/2028 3.97 3130B9M64 2549001DPIFGXC1TOL40 US3130B9M647 0001026214 MSO608000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-02-25 2028-02-25 N N N 0.0399 999665.09 999665.09 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 03/24/2028 4.00 3130BBDA0 2549001DPIFGXC1TOL40 US3130BBDA06 0001026214 MXD208000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-03-24 2028-03-24 N N N 0.0398 500142.91 500142.91 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 07/21/2028 4.00 3130BBLY9 2549001DPIFGXC1TOL40 US3130BBLY99 0001026214 MYS077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-07-21 2028-07-21 N N N 0.0400 1000015.36 1000015.36 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 01/18/2028 3.98 3130BBL78 2549001DPIFGXC1TOL40 US3130BBL786 0001026214 NBN321000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-01-18 2028-01-18 N N N 0.0398 999984.41 999984.41 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/15/2027 3.96 3130BB5H4 2549001DPIFGXC1TOL40 US3130BB5H42 0001026214 NBQ116000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-12-15 2027-12-15 N N N 0.0396 999958.80 999958.80 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 08/14/2028 4.00 3130BBUG8 2549001DPIFGXC1TOL40 US3130BBUG82 0001026214 NDO053000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-08-14 2028-08-14 N N N 0.0400 1000024.43 1000024.43 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 04/15/2027 3.93 3130BCAN3 2549001DPIFGXC1TOL40 US3130BCAN37 0001026214 NRN425000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-04-15 2027-04-15 N N N 0.0393 1000000.89 1000000.89 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 04/16/2027 3.93 3130BCAX1 2549001DPIFGXC1TOL40 US3130BCAX19 0001026214 NRO822000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-04-16 2027-04-16 N N N 0.0393 1000000.59 1000000.59 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16.5 09/28/2028 4.05 3130BCDH3 2549001DPIFGXC1TOL40 US3130BCDH32 0001026214 NRT305922 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2028-09-28 2028-09-28 N N N 0.0405 999994.48 999994.48 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 03/23/2027 3.93 3130BCDM2 2549001DPIFGXC1TOL40 US3130BCDM27 0001026214 NRT306141 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-03-23 2027-03-23 N N N 0.0392 999995.94 999995.94 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 02/24/2027 3.92 3130BCE25 2549001DPIFGXC1TOL40 US3130BCE250 0001026214 NRT307302 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-02-24 2027-02-24 N N N 0.0391 999998.00 999998.00 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 02/25/2027 3.92 3130BCDT7 2549001DPIFGXC1TOL40 US3130BCDT79 0001026214 NRT307357 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-02-25 2027-02-25 N N N 0.0395 999805.42 999805.42 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 02/25/2027 3130BCDW0 2549001DPIFGXC1TOL40 US3130BCDW09 0001026214 NRT307359 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-01 2027-02-25 2027-02-25 N N N 0.0001 999959.80 999959.80 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 02/25/2027 3.92 3130BCEM1 2549001DPIFGXC1TOL40 US3130BCEM18 0001026214 NRT308840 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2027-02-25 2027-02-25 N N N 0.0391 999995.93 999995.93 0.0046 N N N N Ficc Bank of Amer Sec Gc Repo BOA FIG G RP 3.91% 10/1/26 3.91 N/A 549300H47WTHXPU08X20 NRT308628 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810RC4 2030-12-31 2045-05-15 3.625 - 5.000 N/A 1068600.00 1020130.64 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 1000000.00 1000000.00 0.0046 N Y Y N Ficc Bank of Amer Sec Gc Repo BOA FIG T RP 3.9% 10/1/26 3.90 N/A 549300H47WTHXPU08X20 NRT317401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810QZ4 2029-11-15 2043-02-15 1.750 - 3.875 N/A 1071800.00 1020160.08 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 1000000.00 1000000.00 0.0046 N Y Y N Ficc Bank of Amer Sec Gc Repo BOA FIG M RP 3.91% 10/1/26 3.91 N/A 549300H47WTHXPU08X20 NRT317402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G03H5 2050-09-01 2056-08-01 2.000 - 5.500 N/A 16136.00 10144.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BRD30 2050-07-01 2056-06-01 2.000 - 5.500 N/A 1089457.00 1010493.52 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 1000000.00 1000000.00 0.0046 N Y Y N Ficc Bank of Montreal Gc Repo BMO FIG T RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797VP9 2026-11-03 2026-11-03 0.000 N/A 1023800.00 1020145.03 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - BONY BNY FIG M RP 3.89% 10/1/26 3.89 N/A N/A NRT317414 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6D83 2056-06-01 2056-06-01 4.500 N/A 19425.00 17251.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BQV40 2040-09-01 2053-05-01 2.000 - 6.000 N/A 6518021.00 3038817.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 2028-06-15 3.875 N/A 4000.00 3982.35 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.91% 10/1/26 3.91 N/A N/A NRT308551 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 2035-08-15 0.000 - 4.250 N/A 1082600.00 1020132.43 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.92% 10/2/26 3.92 N/A N/A NRT309927 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 2028-02-29 0.000 - 3.375 N/A 1036800.00 1020125.73 U.S. Treasuries (including strips) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0385 1000000.00 1000000.00 0.0046 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.91% 10/6/26 3.91 N/A N/A NRT315952 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CCB5 2026-10-22 2055-11-15 0.000 - 4.625 N/A 1088800.00 1020122.71 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 999992.60 999992.60 0.0046 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.9% 10/1/26 3.90 N/A N/A NRT317409 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 2031-11-15 0.000 - 4.500 N/A 3193900.00 3060360.93 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.91% 10/7/26 3.91 N/A N/A NRT317437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 2045-02-15 0.000 - 3.500 N/A 1372500.00 1020153.19 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0384 1000000.00 1000000.00 0.0046 N N Y N Fixed Income Clearing Corp - CIBC CIB FID T RP 3.89% 10/1/26 3.89 N/A N/A NRT317383 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 2029-04-30 4.625 N/A 4033000.00 4078569.88 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 4000000.00 4000000.00 0.0182 N Y Y N Fixed Income Clearing Corp - Citi CITG FIG T RP 3.89% 10/1/26 3.89 N/A 6SHGI4ZSSLCXXQSBB395 NRT317360 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 2028-04-30 3.750 N/A 2041200.00 2040250.91 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2000000.00 2000000.00 0.0091 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.92% 10/1/26 3.92 N/A N/A NRT316465 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 2034-02-15 4.000 N/A 2198000.00 2051094.60 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0392 2000000.00 2000000.00 0.0091 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.92% 10/1/26 3.92 N/A N/A NRT316466 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CCE9 2027-11-15 2028-05-31 1.250 - 4.125 N/A 1010500.00 1020196.34 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0392 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FIG T RP 3.89% 10/1/26 3.89 N/A N/A NRT317399 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CAV3 2028-07-31 2031-10-31 0.875 - 4.125 N/A 1031800.00 1020184.73 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.88% 10/2/26 3.88 N/A N/A NRT317567 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0381 2000000.00 2000000.00 0.0091 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.88% 10/2/26 3.88 N/A N/A NRT317568 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0381 1000000.00 1000000.00 0.0046 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fixed Income Clearing Corp - Goldman GS FIG T RP 3.88% 10/1/26 3.88 N/A 549300H47WTHXPU08X20 NRT317397 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 2052-08-15 3.000 N/A 5808100.00 3718351.43 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 3645000.00 3645000.00 0.0166 N Y Y N Fixed Income Clearing Corp - ING ING FIG M RP 3.89% 10/1/26 3.89 N/A N/A NRT317382 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0RX2 2053-05-01 2053-10-01 4.500 - 6.500 N/A 1499112.00 1014599.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LXGB5 2052-08-01 2056-09-01 4.500 - 6.000 N/A 7096.00 5542.80 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - JP Morgan JPM FIG T RP 3.89% 10/1/26 3.89 N/A N/A NRT317384 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 2035-08-15 4.250 N/A 3275500.00 3060379.90 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.9% 10/1/26 3.90 N/A N/A NRT317419 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CEP2 2031-02-28 2032-05-15 2.875 - 3.500 N/A 2214400.00 2040298.21 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 2000000.00 2000000.00 0.0091 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 3.89% 10/1/26 3.89 N/A 9845006C81UCE4114A10 NRT317388 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MJYX2 2041-09-01 2056-10-01 2.000 - 6.500 N/A 19043.00 16450.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJGK8 2041-10-01 2056-10-01 2.500 - 6.000 N/A 8024.00 5452.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FKFV4 2039-04-20 2068-10-15 2.500 - 7.000 N/A 2421930.00 1024550.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CMU2 2028-09-15 2030-03-31 3.375 - 4.000 N/A 2081200.00 2013877.30 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427R5Y2 2053-10-01 2056-06-01 5.000 - 5.500 N/A 2586629.00 2397212.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAS6 2029-10-01 2056-05-01 4.000 - 5.000 N/A 6751000.00 663118.38 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317367 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G2KB5 2038-08-01 2056-08-01 5.500 - 6.000 N/A 2159038.00 2069239.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKNS3 2040-06-01 2053-11-01 2.000 - 6.500 N/A 2528392.00 991091.56 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG T RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317368 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWDE7 2032-08-27 2033-02-18 4.450 - 4.550 N/A 6000.00 5763.82 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B7MK7 2033-03-04 2033-09-15 4.500 - 4.950 N/A 30000.00 28899.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134HDAD9 2028-09-18 2028-09-18 4.700 N/A 988000.00 984277.87 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 912810QC5 2029-04-30 2043-08-15 2.875 - 4.500 N/A 2000.00 1833.57 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317369 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q3E44 2033-07-01 2033-07-01 4.775 N/A 1057394.00 1019866.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BCN6 2028-05-15 2040-04-20 4.000 - 7.500 N/A 39592.00 243.63 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317370 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0XW3 2027-05-20 2066-08-20 2.000 - 8.000 N/A 307061.00 71730.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810UR7 2032-09-30 2056-02-15 3.875 - 4.750 N/A 2240000.00 1968490.36 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2000000.00 2000000.00 0.0091 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317373 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132AA2G8 2046-07-01 2056-03-01 3.500 - 6.500 N/A 4477970.00 3000760.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAW97 2033-06-01 2049-04-01 3.000 - 3.500 N/A 443692.00 59570.56 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG G RP 3.89% 10/1/26 3.89 N/A 549300H47WTHXPU08X20 NRT317413 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMRF4 2046-09-01 2053-11-01 2.500 - 6.500 N/A 3505955.00 1907188.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX95 2037-03-01 2054-06-01 2.000 - 6.000 N/A 1977405.00 1153142.74 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3000000.00 3000000.00 0.0137 N Y Y N Fixed Income Clearing Corp - Natixis NAT FID T RP 3.89% 10/1/26 3.89 N/A KX1WK48MPD4Y2NCUIZ63 NRT317366 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 2028-07-15 3.875 N/A 1028900.00 1019839.46 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Natwest NTW FIG T RP 3.9% 10/1/26 3.90 N/A N/A NRT317354 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 2028-07-31 4.250 N/A 1023800.00 1020126.44 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 1000000.00 1000000.00 0.0046 N Y Y N Fixed Income Clearing Corp - Nomura NOM FIG T RP 3.89% 10/1/26 3.89 N/A XPSKD1VTEQPKCHBEKQ95 NRT317426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CCY5 2026-12-31 2035-05-15 1.250 - 4.250 N/A 2102100.00 2040293.76 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2000000.00 2000000.00 0.0091 N Y Y N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 3.89% 10/1/26 3.89 N/A N/A NRT317495 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQY58 2052-12-01 2052-12-01 5.500 N/A 3013294.00 2040221.10 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2000000.00 2000000.00 0.0091 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.02 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-10-01 2026-10-16 2026-10-16 N N N 0.0385 500022.54 500022.54 0.0023 N N N N HSBC Securities Inc (USA) FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G4YZ3 2034-05-01 2056-10-01 2.000 - 7.000 N/A 587978.79 369356.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHXJ1 2027-10-01 2061-09-01 1.500 - 6.500 N/A 716874.40 495452.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEG38 2040-11-20 2066-09-20 2.000 - 7.500 N/A 169025.60 90500.67 Agency Mortgage-Backed Securities Resolution Funding Corp N/A 761157AC0 2026-10-15 2030-04-15 0.000 - 8.875 N/A 913.96 809.31 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 91282CKU4 2027-08-15 2031-05-31 3.500 - 4.625 N/A 361930.78 356254.14 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1286000.00 1286000.00 0.0059 N Y Y N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 10/9/26 3.90 N/A ZBUT11V806EZRVTWT807 0001287279 NNF537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 2031-06-30 4.250 N/A 2095000.00 2044740.95 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-09 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0383 2000000.00 2000000.00 0.0091 N N Y N JP Morgan Securities, LLC JPM G *G RP SOFR+0.12% 1/19/27 4.00 N/A ZBUT11V806EZRVTWT807 0001287279 NRP977000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A 35564CGD3 2060-09-25 2060-09-25 4.750 N/A 3000000.00 448097.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BKM4 2049-12-20 2049-12-20 2.500 N/A 2893925.00 583601.10 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-12-29 2026-12-29 2027-01-19 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0397 1000000.00 1000000.00 0.0046 N N N Y JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 10/29/26 3.90 N/A ZBUT11V806EZRVTWT807 0001287279 NRT315961 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 2029-06-30 3.250 N/A 2115800.00 2040502.91 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-29 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0384 1999998.20 1999998.20 0.0091 N N Y N JP Morgan Securities, LLC JPM G G RP 3.89% 10/1/26 3.89 N/A ZBUT11V806EZRVTWT807 0001287279 NRT317385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGY2 2036-05-01 2052-02-01 2.500 - 7.500 N/A 5575110.00 2040220.54 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2000000.00 2000000.00 0.0091 N Y Y N Lloyds Bank Corp Mrkts LBCM G G RP 3.91% 10/6/26 3.91 N/A 213800MBWEIJDM5CU638 NRT315962 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QH4 2027-12-31 2050-11-15 1.625 - 4.875 N/A 1119500.00 1020374.80 U.S. Treasuries (including strips) Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0388 999992.60 999992.60 0.0046 N N Y N Lloyds Bank PLC LOYDPL G G RP 3.83% 11/3/26 3.83 N/A H7FNTJ4851HG0EXQ1Z70 NMX021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CNT4 2027-05-31 2035-08-15 0.625 - 4.625 N/A 1032100.00 1023130.62 U.S. Treasuries (including strips) Y N/A N/A 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 1000000.00 1000000.00 0.0046 N N N Y Lloyds Bank PLC LOYDPL G G RP 3.98% 10/29/26 3.98 N/A H7FNTJ4851HG0EXQ1Z70 NRR529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128282R0 2027-05-31 2031-07-31 2.250 - 4.125 N/A 512400.00 510790.22 U.S. Treasuries (including strips) Y N/A N/A 2026-10-29 2026-10-29 2026-10-29 N N N 0.0391 500000.00 500000.00 0.0023 N N N Y MUFG Securities (Canada) Ltd. FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWHG1 2037-07-01 2056-07-01 1.500 - 6.500 N/A 916694.16 533055.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERLT5 2032-04-01 2063-06-01 1.500 - 7.000 N/A 1751745.66 680707.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2036-03-20 2056-06-20 2.000 - 7.500 N/A 658348.97 352636.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-11-15 2054-08-15 0.000 - 4.625 N/A 160991.39 135840.82 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1668000.00 1668000.00 0.0076 N Y Y N MUFG Securities Americas Inc FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427M2W0 2029-07-01 2056-09-01 2.000 - 6.500 N/A 263198.42 128159.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFNR6 2026-10-25 2056-09-01 1.500 - 7.000 N/A 645982.82 346192.09 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 465000.00 465000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFGEM G T RP 3.89% 10/1/26 3.89 N/A U7M81AY481YLIOR75625 NRT317406 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 2033-07-31 4.375 - 5.000 N/A 1022700.00 1019872.39 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Mizuho Bank, Ltd. MIZBK G T RP 3.89% 10/1/26 3.89 N/A RB0PEZSDGCO3JS6CEU02 NRT317407 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 2031-05-15 1.625 N/A 1180000.00 1023650.00 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Morgan Stanley & Co LLC MSCO G M RP 3.89% 10/1/26 3.89 N/A 9R7GPTSO7KV3UQJZQ078 0000068136 NRT317364 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283HN27 2031-08-01 2056-09-01 2.500 - 7.000 N/A 503420.00 246439.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CSA5 2027-09-01 2056-05-01 2.000 - 7.500 N/A 4310000.00 1445012.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FJ1 2032-08-15 2056-09-20 3.500 - 6.500 N/A 4226831.00 348649.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 2036-02-15 4.500 N/A 200.00 191.20 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2000000.00 2000000.00 0.0091 N Y Y N NatWest Market Securities Inc NTWSEC G T RP 3.89% 10/1/26 3.89 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 NRT317355 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 2028-07-31 4.250 N/A 1023800.00 1020126.44 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N Norinchukin Bank NORN G G RP 3.91% 10/1/26 3.91 N/A 5493007VSMFZCPV1NB83 NRT308631 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QE1 2040-02-15 2040-02-15 4.625 N/A 6400.00 5963.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 2033-05-15 3.375 N/A 1111400.00 1014766.81 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 1000000.00 1000000.00 0.0046 N Y Y N RBC Dominion Securities RBCSEC G *G RP 3.89% 10/16/26 3.89 N/A 549300QJJX6CVVUXLE15 NRO771000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CGTC1 2053-11-01 2055-06-01 6.000 - 6.500 N/A 2002.00 1471.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMC46 2041-03-01 2050-12-01 3.000 - 3.500 N/A 2000.00 1500.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2054-05-20 2.500 - 7.000 N/A 5267.00 2413.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912828Z37 2028-08-31 2035-01-15 0.125 - 2.125 N/A 1088600.00 1016289.80 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0382 1000000.00 1000000.00 0.0046 N N Y N RBC Financial Group RBCNY G *G RP 3.69% 10/1/26 3.69 N/A ES7IP3U3RHIGC71XBU11 MMM308000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y6R35 2041-12-01 2042-11-01 2.000 - 3.500 N/A 1798622.00 985742.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6UU4 2041-12-01 2056-06-01 2.000 - 5.000 N/A 8710.00 6313.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TP4 2053-01-20 2053-01-20 6.000 N/A 33920.00 21659.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 2028-01-31 3.500 N/A 22700.00 22463.37 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0369 1000000.00 1000000.00 0.0046 N Y Y N RBC Financial Group RBCNY G *G RP 3.91% 10/30/26 3.91 N/A ES7IP3U3RHIGC71XBU11 NRR449000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 2028-01-31 3.500 N/A 1032400.00 1021637.88 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0385 1000000.00 1000000.00 0.0046 N N Y N RBC Financial Group RBCNY G *G RP 3.91% 10/23/26 3.91 N/A ES7IP3U3RHIGC71XBU11 NRT307118 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 2031-04-30 4.625 N/A 1019700.00 1020952.13 U.S. Treasuries (including strips) Y N/A N/A 2026-10-07 2026-10-07 2026-10-23 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0384 1000000.00 1000000.00 0.0046 N N Y N Rbc Dominion Securities Inc FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425V6N8 2031-09-01 2056-09-01 2.000 - 7.000 N/A 877685.84 597553.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQF2 2030-10-01 2056-09-01 1.500 - 7.500 N/A 1017057.94 520263.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2047-01-20 2066-01-20 2.000 - 7.500 N/A 825450.05 494819.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810RC4 2026-10-31 2054-05-15 0.000 - 5.000 N/A 835796.98 743858.71 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2306000.00 2306000.00 0.0105 N Y Y N Sumitomo Mitsui Banking Corp/New York FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2051-06-01 2.500 N/A 50031.28 25217.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 2054-11-20 2.000 - 6.000 N/A 3421860.93 2063497.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CET4 2027-01-31 2055-11-15 1.000 - 4.625 N/A 563250.88 534142.90 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2571000.00 2571000.00 0.0117 N Y Y N Sumitomo Mitsui Banking Corp FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 343432.29 216257.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9P88 2048-12-01 2053-03-01 2.000 - 5.500 N/A 5808790.68 1199754.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2042-10-20 2055-12-20 3.000 - 6.500 N/A 3617475.00 1497734.31 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2856000.00 2856000.00 0.0130 N Y Y N TD Securities (U.S.A.) TD G M RP 3.89% 10/1/26 3.89 N/A SUVUFHICNZMP2WKHG940 NRT317357 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 2052-06-20 4.000 N/A 1663857.00 1020110.61 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000.00 1000000.00 0.0046 N Y Y N US Treasury Bill UST BILLS 0% 12/24/2026 912797TC1 254900HROIFWPRGM1V77 US912797TC16 MAL202000 U.S. Treasury Debt Y N/A N/A 2026-12-24 2026-12-24 2026-12-24 N N N 0.0403 2972164.50 2972164.50 0.0135 N Y Y N US Treasury Bill UST BILLS 0% 01/21/2027 912797TM9 254900HROIFWPRGM1V77 US912797TM97 MCO886000 U.S. Treasury Debt Y N/A N/A 2027-01-21 2027-01-21 2027-01-21 N N N 0.0415 987419.29 987419.29 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 02/18/2027 912797TV9 254900HROIFWPRGM1V77 US912797TV96 MFE948000 U.S. Treasury Debt Y N/A N/A 2027-02-18 2027-02-18 2027-02-18 N N N 0.0423 1968122.78 1968122.78 0.0090 N Y Y N US Treasury Bill UST BILLS 0% 03/18/2027 912797UD7 254900HROIFWPRGM1V77 US912797UD79 MHP586000 U.S. Treasury Debt Y N/A N/A 2027-03-18 2027-03-18 2027-03-18 N N N 0.0423 980642.67 980642.67 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 10/08/2026 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 MJL820000 U.S. Treasury Debt Y N/A N/A 2026-10-08 2026-10-08 2026-10-08 N N N 0.0338 999262.21 999262.21 0.0046 N Y Y N US Treasury Bill UST BILLS 0% 12/17/2026 912797VH7 254900HROIFWPRGM1V77 US912797VH74 MWH856000 U.S. Treasury Debt Y N/A N/A 2026-12-17 2026-12-17 2026-12-17 N N N 0.0402 991497.92 991497.92 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 10/27/2026 912797VN4 254900HROIFWPRGM1V77 US912797VN43 MXA163000 U.S. Treasury Debt Y N/A N/A 2026-10-27 2026-10-27 2026-10-27 N N N 0.0377 1994458.24 1994458.24 0.0091 N Y Y N US Treasury Bill UST BILLS 0% 12/31/2026 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 MXC965000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0411 2573563.23 2573563.23 0.0117 N Y Y N US Treasury Bill UST BILLS 0% 11/03/2026 912797VP9 254900HROIFWPRGM1V77 US912797VP90 MXL132000 U.S. Treasury Debt Y N/A N/A 2026-11-03 2026-11-03 2026-11-03 N N N 0.0388 996431.32 996431.32 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 01/07/2027 912797VS3 254900HROIFWPRGM1V77 US912797VS30 MXQ957000 U.S. Treasury Debt Y N/A N/A 2027-01-07 2027-01-07 2027-01-07 N N N 0.0413 1483509.87 1483509.87 0.0068 N Y Y N US Treasury Bill UST BILLS 0% 11/10/2026 912797VW4 254900HROIFWPRGM1V77 US912797VW42 MXX282000 U.S. Treasury Debt Y N/A N/A 2026-11-10 2026-11-10 2026-11-10 N N N 0.0393 995642.60 995642.60 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 01/14/2027 912797VT1 254900HROIFWPRGM1V77 US912797VT13 MYA857000 U.S. Treasury Debt Y N/A N/A 2027-01-14 2027-01-14 2027-01-14 N N N 0.0414 1976424.58 1976424.58 0.0090 N Y Y N US Treasury Bill UST BILLS 0% 11/24/2026 912797VY0 254900HROIFWPRGM1V77 US912797VY08 MYT374000 U.S. Treasury Debt Y N/A N/A 2026-11-24 2026-11-24 2026-11-24 N N N 0.0402 1988060.00 1988060.00 0.0091 N Y Y N US Treasury Bill UST BILLS 0% 01/28/2027 912797VU8 254900HROIFWPRGM1V77 US912797VU85 MYV981000 U.S. Treasury Debt Y N/A N/A 2027-01-28 2027-01-28 2027-01-28 N N N 0.0418 986541.46 986541.46 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 12/01/2026 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 NAE795000 U.S. Treasury Debt Y N/A N/A 2026-12-01 2026-12-01 2026-12-01 N N N 0.0403 993225.10 993225.10 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 12/15/2026 912797WF0 254900HROIFWPRGM1V77 US912797WF00 NDM598000 U.S. Treasury Debt Y N/A N/A 2026-12-15 2026-12-15 2026-12-15 N N N 0.0399 991780.21 991780.21 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 01/05/2027 912797WN3 254900HROIFWPRGM1V77 US912797WN34 NMT554000 U.S. Treasury Debt Y N/A N/A 2027-01-05 2027-01-05 2027-01-05 N N N 0.0414 989215.73 989215.73 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 03/11/2027 912797WK9 254900HROIFWPRGM1V77 US912797WK94 NMX082000 U.S. Treasury Debt Y N/A N/A 2027-03-11 2027-03-11 2027-03-11 N N N 0.0421 981523.41 981523.41 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 01/12/2027 912797WP8 254900HROIFWPRGM1V77 US912797WP81 NNE360000 U.S. Treasury Debt Y N/A N/A 2027-01-12 2027-01-12 2027-01-12 N N N 0.0413 1976912.54 1976912.54 0.0090 N Y Y N US Treasury Bill UST BILLS 0% 01/19/2027 912797WQ6 254900HROIFWPRGM1V77 US912797WQ64 NRO864000 U.S. Treasury Debt Y N/A N/A 2027-01-19 2027-01-19 2027-01-19 N N N 0.0418 987544.72 987544.72 0.0045 N Y Y N US Treasury Bill UST BILLS 0% 03/25/2027 912797WL7 254900HROIFWPRGM1V77 US912797WL77 NRR547000 U.S. Treasury Debt Y N/A N/A 2027-03-25 2027-03-25 2027-03-25 N N N 0.0425 2939260.41 2939260.41 0.0134 N Y Y N US Treasury Bill UST BILLS 0% 01/26/2027 912797WR4 254900HROIFWPRGM1V77 US912797WR48 NRT305919 U.S. Treasury Debt Y N/A N/A 2027-01-26 2027-01-26 2027-01-26 N N N 0.0420 2960145.42 2960145.42 0.0135 N Y Y N US Treasury Notes UST NOTES 2% 11/15/2026 2.00 912828U24 254900HROIFWPRGM1V77 US912828U246 BBC370000 U.S. Treasury Debt Y N/A N/A 2026-11-15 2026-11-15 2026-11-15 N N N 0.0425 997168.75 997168.75 0.0045 N Y Y N US Treasury Notes USTN TII 0.125% 10/15/2026 0.13 91282CDC2 254900HROIFWPRGM1V77 US91282CDC29 ICE210000 U.S. Treasury Debt Y N/A N/A 2026-10-15 2026-10-15 2026-10-15 N N N 0.0490 4885401.05 4885401.05 0.0223 N Y Y N US Treasury Notes UST NOTES 3.25% 06/30/2027 3.25 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 JKA321000 U.S. Treasury Debt Y N/A N/A 2027-06-30 2027-06-30 2027-06-30 N N N 0.0446 495550.78 495550.78 0.0023 N Y Y N US Treasury Notes UST NOTES 4.625% 10/15/2026 4.63 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 JYW590000 U.S. Treasury Debt Y N/A N/A 2026-10-15 2026-10-15 2026-10-15 N N N 0.0424 1000119.79 1000119.79 0.0046 N Y Y N US Treasury Notes UST NOTES 4.625% 06/15/2027 4.63 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 KKQ924000 U.S. Treasury Debt Y N/A N/A 2027-06-15 2027-06-15 2027-06-15 N N N 0.0443 1001281.25 1001281.25 0.0046 N Y Y N US Treasury Notes UST NOTES 3.375% 09/15/2027 3.38 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 KPN262000 U.S. Treasury Debt Y N/A N/A 2027-09-15 2027-09-15 2027-09-15 N N N 0.0459 988718.75 988718.75 0.0045 N Y Y N US Treasury Notes UST NOTES 4.125% 02/28/2027 4.13 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 LAO469000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0426 999389.06 999389.06 0.0046 N Y Y N US Treasury Notes UST NOTES 3MB+19 10/31/2027 4.34 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 LTT488000 U.S. Treasury Debt Y N/A N/A 2026-10-01 2027-10-31 2027-10-31 N N N 0.0416 1001902.49 1001902.49 0.0046 N Y Y N US Treasury Notes USTN 3MB+9.9 01/31/2028 4.25 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 MDG296000 U.S. Treasury Debt Y N/A N/A 2026-10-01 2028-01-31 2028-01-31 N N N 0.0416 1001122.00 1001122.00 0.0046 N Y Y N US Treasury Notes UST NOTES 3MB+10.3 04/30/2028 4.26 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 MLF217000 U.S. Treasury Debt Y N/A N/A 2026-10-01 2028-04-30 2028-04-30 N N N 0.0418 2002331.88 2002331.88 0.0091 N Y Y N Wells Fargo Bank NA WFBK G G RP 3.85% 10/9/26 3.85 N/A KB1H1DSPRFMYMCUFXT09 0000740906 NNH169000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 2027-12-31 3.375 N/A 1030500.00 1022336.89 U.S. Treasuries (including strips) Y N/A N/A 2026-10-09 2026-10-09 2026-10-09 N N N 0.0378 1000000.00 1000000.00 0.0046 N N N Y Wells Fargo Bank NA WFBK G G RP 3.97% 10/29/26 3.97 N/A KB1H1DSPRFMYMCUFXT09 0000740906 NRT308565 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427S5E4 2055-02-01 2055-02-01 5.000 N/A 563239.00 510394.37 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-29 2026-10-29 2026-10-29 N N N 0.0750 498560.60 498560.60 0.0023 N N N Y Wells Fargo Securities LLC FICASH MA 3.891% 10/01/26 3.89 N/A N/A NRT317584_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ62 2041-09-20 2068-02-16 1.500 - 5.500 N/A 61004.17 46329.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810UT3 2026-11-15 2056-08-15 1.625 - 6.500 N/A 206078.39 168351.68 U.S. Treasuries (including strips) Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 210000.00 210000.00 0.0010 N Y Y N Wells Fargo Securities, LLC WFSEC G G RP 3.95% 10/29/26 3.95 N/A VYVVCKR63DVZZN70PB21 0000276523 NRT304118 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G4JS6 2056-09-01 2056-09-01 5.500 N/A 1057003.00 1021119.39 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-29 2026-10-29 2026-10-29 N N N 0.0389 1000000.00 1000000.00 0.0046 N N N Y Wells Fargo Securities, LLC WFSEC G G RP 3.91% 10/7/26 3.91 N/A VYVVCKR63DVZZN70PB21 0000276523 NRT317446 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G6A76 2047-02-01 2056-10-01 4.000 - 7.000 N/A 2790488.00 1020110.84 Agency Mortgage-Backed Securities Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0384 1000000.00 1000000.00 0.0046 N N Y N Fidelity Flex Government Money Market Fund 2026-10-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer