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Treasury Bill 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 400.00 397.12 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 3886300.00 3922678.04 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 36547800.00 36350483.07 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 2797500.00 2842062.18 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 1509000.00 1528493.66 U.S. Treasuries (including strips) T 4 1/2 05/31/29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 91259200.00 92483763.82 U.S. Treasuries (including strips) T 4 5/8 05/31/31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 1000000.00 1023248.98 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 606000.00 607854.36 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 493790400.00 498715863.80 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 796000.00 791950.39 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 600.00 592.05 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 26226900.00 26275404.94 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 538300.00 541784.76 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1728100.00 1718541.24 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 119100.00 113271.69 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 3000000.00 3050542.82 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 999900.00 1019123.15 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 182300.00 187610.46 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 292837400.00 298208916.40 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 18867100.00 18542661.35 U.S. Treasuries (including strips) BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 100.00 96.70 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 124000000.00 121979296.00 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 3011200.00 3160042.80 U.S. Treasuries (including strips) 4 3/4 BOND 37 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 8526300.00 8941062.62 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 200.00 201.93 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 300.00 294.35 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 339000.00 325006.25 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 25062100.00 24280281.52 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 913100.00 828654.51 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 316033500.00 262135252.50 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 25700600.00 19739101.67 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 7882400.00 6114667.36 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 100973400.00 99889873.20 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 89900.00 91509.17 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 204174800.00 205596261.60 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 6018000.00 6052905.29 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 500.00 498.30 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 9000000.00 9055209.03 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 200.00 186.69 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 4257100.00 4251026.40 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 4740400.00 4398681.16 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 11311300.00 11218688.39 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 75301600.00 65457406.85 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 1000.00 952.61 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 36681100.00 35019553.41 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 900.00 850.56 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 87.43 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 51459600.00 44578249.71 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 200.00 154.75 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 10873000.00 8033611.19 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 1200.00 762.24 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 65203100.00 42043464.20 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 322442400.00 191812137.10 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 64126200.00 30877310.37 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 46100.00 23039.20 U.S. Treasuries 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91282CNQ0 2027-07-31 3.934695 0.00 71787100.00 72336005.92 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 500.00 496.67 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 15372700.00 15276592.64 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 360307800.00 356545308.40 U.S. Treasuries (including strips) T 3 5/8 09/30/30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 400.00 395.31 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 18616200.00 18639194.47 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 13000.00 9162.69 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 300.00 189.99 U.S. Treasuries (including strips) 2 BOND 41 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0.0348 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.650000% 01399W007 8I5DZWZKVSZI1NUHU748 0001168163 01399W007_3.65_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FMZC 12/17/2029 A S6XOOCT0IEG5ABCC6L87 312902LX5 2029-12-17 0.00 0.00 131437000.00 113631229.60 Agency Mortgage-Backed Securities FNMS 04.500 CLBU8663 B1V7KEBTPIMZEU4LTD58 3140MATV6 2052-05-01 4.500000 0.00 225828.92 221195.36 Agency Mortgage-Backed Securities FNMS 06.000 CLBW2659 B1V7KEBTPIMZEU4LTD58 3140MT5V1 2056-04-01 6.000000 0.00 2439818.52 2555610.68 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2425 B1V7KEBTPIMZEU4LTD58 3140W2VT5 2054-09-01 6.500000 0.00 17320652.81 18131503.78 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3881 B1V7KEBTPIMZEU4LTD58 3140W4J32 2055-10-01 6.000000 0.00 246042899.17 254860420.50 Agency Mortgage-Backed Securities FNMS 04.000 CIFA5303 B1V7KEBTPIMZEU4LTD58 3140W53M4 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2027-01-31 1.500000 0.00 149000.00 147780.06 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 7000.00 6421.48 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 94999900.00 90389529.66 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 2682800.00 2716521.02 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 90.60 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 1000.00 975.27 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 243165000.00 237771843.50 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 182308200.00 182653233.90 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 100.00 99.84 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 102592600.00 98912834.27 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 27900.00 27561.90 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1250500.00 1226708.92 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 352400.00 351677.49 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 1000000000.00 1000000000.00 0.0070 N Y Y N Ashton Portfolio Borrowers Ashton Portfolio Borrowers 3.720000% 034154AA2 N/A US034154AA27 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2066-05-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 70000000.00 70000000.00 0.0005 N N Y N Fixed Income Clearing Corp. - BBVA Fixed Income Clearing Corp. - BBVA 3.650000% 05499X005 K8MS7FD7N5Z2WQ51AZ71 05499X005_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 100.00 101.84 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 23500000.00 23373126.49 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 1000000.00 1015929.29 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 30000.00 29495.61 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 5000000.00 4974562.73 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 15019000.00 13019486.74 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 94.90 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 100.00 93.38 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1358100.00 1263756.22 U.S. Treasuries (including strips) T 3 1/8 08/31/29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 49016302.72 U.S. Treasuries (including strips) T 3 5/8 05/31/28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100000000.00 99355731.15 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 14999100.00 14959247.39 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 6164000.00 6267971.53 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 5000000.00 5096125.38 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 5000000.00 5020005.16 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 78871200.00 76927695.33 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 40000000.00 40140385.43 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 200.00 200.27 U.S. Treasuries (including strips) T 4 1/4 01/15/28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 100.00 102.10 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 66058800.00 68460627.16 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 400000.00 405784.11 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 11979100.00 12048580.55 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 154823900.00 155399075.80 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 2312200.00 2024151.33 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 100.00 96.51 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.93 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 74381400.00 64742061.64 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 368900.00 266565.49 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 85800.00 55947.84 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 300.00 298.97 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 29998900.00 29929527.54 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 50000100.00 49882734.19 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 646400.00 359747.94 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 100.00 74.30 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100.00 83.25 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 100.00 89.42 U.S. Treasuries (including strips) T 4 1/8 08/15/53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 93548200.00 83750175.50 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 765668400.00 757183262.80 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 25000000.00 25015643.09 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 20000000.00 19938911.26 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 20000000.00 19872484.67 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 768800.00 751965.01 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 999900.00 925490.73 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 8600000.00 8291537.35 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 8500000.00 8705853.00 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 132308600.00 130340997.10 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 555800.00 545247.16 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 227100.00 227889.34 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 2076000.00 2071743.68 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 1500.00 1502.09 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 1547900.00 1550284.65 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1779700.00 1791139.31 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 1750000000.00 1750000000.00 0.0122 N Y Y N Fehr Family Investments Project Fehr Family Investments Project 3.720000% 05557FAA0 N/A US05557FAA03 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2056-02-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0372 25000000.00 25000000.00 0.0002 N N Y N Fixed Income Clearing Corp. - Barclays Fixed Income Clearing Corp. - Barclays 3.660000% 06799C006 AC28XWWI3WIBK2824319 06799C006_3.66_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 07/09/26 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0.00 0.00 50000000.00 49959900.00 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 19566100.00 19495446.81 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 7994400.00 7942492.36 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 100.00 98.75 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 25110300.00 24796119.93 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 200.00 196.88 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 3204000.00 3154075.27 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 5000200.00 4906516.25 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 626296100.00 614561816.30 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 800.00 799.92 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 33000000.00 32996700.00 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 100.00 97.92 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 7000000.00 6854330.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 1871500.00 1867393.93 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 12097600.00 12062383.89 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 200000.00 195171.60 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 93900.00 93223.17 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 44800000.00 44310963.20 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 50000000.00 49339000.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 7665000.00 7638984.99 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 1318100.00 1342353.75 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 54099800.00 54797989.60 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 400.00 397.84 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 553077600.00 550091604.30 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 490043000.00 498508333.00 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 53612800.00 54360663.01 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 231789400.00 233629146.70 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 63500000.00 64119134.37 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 227362600.00 229579418.90 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 100.00 101.29 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 100.00 102.70 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 123296800.00 126628580.40 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 505474200.00 509999584.10 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 15423500.00 15630460.61 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 53424000.00 54140871.26 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 10000000.00 10067184.92 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 152115500.00 152580973.40 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 4762000.00 4776571.72 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 101054500.00 103344410.60 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957695 0.00 4000000.00 4026513.10 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 24479200.00 24936311.19 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 18750000.00 19100127.24 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 105419000.00 106954801.10 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 18198700.00 17892724.65 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 93266400.00 91698308.93 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 30138300.00 30438923.71 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 11713800.00 11859379.87 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 33900000.00 33635141.51 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 5100200.00 5060352.47 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 42522500.00 37011864.74 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 67131000.00 58431265.61 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 2100.00 2094.69 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 560300.00 558882.11 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 769900.00 724903.91 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 132534600.00 124740798.40 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 64738700.00 56119891.21 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 113895100.00 98731989.07 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 1960600.00 1832925.73 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 26400000.00 23513223.45 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 18900000.00 18753336.62 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 26682600.00 25625890.45 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 9762300.00 9713623.68 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 200.00 198.76 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 51136000.00 47750477.20 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 14465500.00 13950327.11 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28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 372000500.00 372093492.00 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 130600.00 130632.65 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 318700.00 313159.92 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 5960000.00 5921601.58 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 58600.00 58444.30 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 322800.00 329514.03 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 26846700.00 27128820.85 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 40000000.00 40420343.43 U.S. 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2030-10-31 4.875000 0.00 20000000.00 20714016.85 U.S. Treasuries (including strips) T 4 1/2 11/15/33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 196754400.00 200363466.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 19614500.00 19974288.77 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 167200.00 168591.31 U.S. Treasuries (including strips) T 4 3/8 11/30/28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 48809700.00 49236348.79 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 15501900.00 15563923.61 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 6400000.00 6289945.60 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 400.00 398.05 U.S. Treasuries (including strips) 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301559321.60 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 600000.00 604749.11 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 76943700.00 77314295.34 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 25600000.00 25723301.07 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 35059800.00 35275054.41 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 6152000.00 6189771.04 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 50175481.79 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 250000000.00 249940536.90 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 214961600.00 214888157.10 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 85070000.00 86314914.38 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 353872900.00 356480943.30 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 6077800.00 6204373.21 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.873695 0.00 30000.00 30203.97 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.873695 0.00 3364200.00 3387073.00 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 266100.00 273088.44 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 313294800.00 324685863.10 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 335631200.00 341480395.10 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 49998800.00 50721796.23 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 37661800.00 38206399.86 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 4662000.00 4706873.02 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 72755000.00 73176989.73 U.S. Treasuries (including strips) T 4 03/31/30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 11841900.00 11896542.73 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 4587100.00 4626735.13 U.S. Treasuries (including strips) 3 3/4 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Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 17516900.00 16069196.93 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 300.00 293.02 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 100000.00 97673.80 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 102800.00 99913.77 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1083800.00 948782.63 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.54 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 21001500.00 20206380.43 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 74400.00 64673.67 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.93 U.S. Treasuries (including strips) T 0 1/2 08/31/27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 400.00 384.35 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 759600.00 729872.00 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 4658000.00 4055006.76 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 50116800.00 47741829.75 U.S. Treasuries (including strips) T 0 5/8 12/31/27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 54935000.00 52153256.41 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 11438600.00 10883481.71 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 42500000.00 37315698.78 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 375167000.00 329402794.50 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 84039500.00 80232756.34 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 1130400.00 1075610.65 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 5545700.00 5276905.53 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 149000200.00 140815768.00 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 7321800.00 7321842.31 U.S. Treasuries (including strips) T 1 07/31/28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 16242300.00 15302384.84 U.S. Treasuries 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35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 20.00 19.51 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 50000000.00 50000000.00 0.0003 N Y Y N ELK Grove Independent Living LLC/ELK Grove Memory Care LLC ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.720000% 287295AA7 549300WMQF4NHYKQLX60 US287295AA70 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2065-11-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 57250000.00 57250000.00 0.0004 N N Y N Federal Home Loan Banks Federal Home Loan Banks 1.020000% 3130ALED2 2549001DPIFGXC1TOL40 US3130ALED27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0350 27214293.74 27214293.74 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.250000% 3130AQF65 2549001DPIFGXC1TOL40 US3130AQF655 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-21 2026-12-21 2026-12-21 N N N 0.0347 219053931.76 219053931.76 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.625000% 3130AWTQ3 2549001DPIFGXC1TOL40 US3130AWTQ30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0356 100123248.00 100123248.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.125000% 3130AYPN0 2549001DPIFGXC1TOL40 US3130AYPN01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0364 56365550.71 56365550.71 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130B2FD2 2549001DPIFGXC1TOL40 US3130B2FD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N 0.0381 50004584.00 50004584.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0381 149993620.50 149993620.50 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130B2PJ8 2549001DPIFGXC1TOL40 US3130B2PJ88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0355 49968338.50 49968338.50 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.000000% 3130B3A29 2549001DPIFGXC1TOL40 US3130B3A298 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0365 132456298.00 132456298.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B5R42 2549001DPIFGXC1TOL40 US3130B5R420 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0371 500000000.00 500000000.00 0.0035 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.720000% 3130B5X94 2549001DPIFGXC1TOL40 US3130B5X949 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-16 2026-10-16 N N N 0.0377 150011038.50 150011038.50 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B6PC4 2549001DPIFGXC1TOL40 US3130B6PC40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-11 2027-06-11 N N N 0.0377 299962713.00 299962713.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B6QR0 2549001DPIFGXC1TOL40 US3130B6QR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-14 2027-06-14 N N N 0.0377 99992957.00 99992957.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B6S49 2549001DPIFGXC1TOL40 US3130B6S491 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-16 2027-06-16 N N N 0.0377 249982060.00 249982060.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.720000% 3130B6WA0 2549001DPIFGXC1TOL40 US3130B6WA01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-02 2027-07-02 N N N 0.0377 249977335.00 249977335.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B7DZ4 2549001DPIFGXC1TOL40 US3130B7DZ46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-10 2026-08-10 N N N 0.0374 249995432.50 249995432.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B7H23 2549001DPIFGXC1TOL40 US3130B7H237 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-18 2027-08-18 N N N 0.0380 100002205.00 100002205.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B7VA9 2549001DPIFGXC1TOL40 US3130B7VA92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0378 249883062.50 249883062.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.840000% 3130B84L3 2549001DPIFGXC1TOL40 US3130B84L34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0383 499188770.00 499188770.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8JX1 2549001DPIFGXC1TOL40 US3130B8JX17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0372 499507330.00 499507330.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.810000% 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0378 333185043.50 333185043.50 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0373 499479830.00 499479830.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-02 2027-12-02 N N N 0.0376 249983797.50 249983797.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B8TP7 2549001DPIFGXC1TOL40 US3130B8TP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-06 2027-12-06 N N N 0.0376 250062147.50 250062147.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8W32 2549001DPIFGXC1TOL40 US3130B8W325 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-08 2027-01-08 2027-01-08 N N N 0.0373 499422305.00 499422305.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B94R8 2549001DPIFGXC1TOL40 US3130B94R85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-20 2028-01-20 N N N 0.0375 249987022.50 249987022.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N 0.0365 99815799.00 99815799.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B95S5 2549001DPIFGXC1TOL40 US3130B95S59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-14 2028-01-14 N N N 0.0378 49975945.50 49975945.50 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-20 2028-01-20 N N N 0.0376 249996080.00 249996080.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B9NL0 2549001DPIFGXC1TOL40 US3130B9NL06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N 0.0368 499041665.00 499041665.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-10 2028-03-10 N N N 0.0376 74968111.50 74968111.50 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130B9SP6 2549001DPIFGXC1TOL40 US3130B9SP64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0370 997618000.00 997618000.00 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0372 249404322.50 249404322.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.375000% 3130B9W30 2549001DPIFGXC1TOL40 US3130B9W307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0363 997485070.00 997485070.00 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.850000% 3130B9X47 2549001DPIFGXC1TOL40 US3130B9X479 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-14 2027-04-14 2027-04-14 N N N 0.0382 499192380.00 499192380.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.970000% 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N 0.0393 249585952.50 249585952.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BAEL7 2549001DPIFGXC1TOL40 US3130BAEL78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-17 2028-04-17 N N N 0.0376 36756558.04 36756558.04 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAFD4 2549001DPIFGXC1TOL40 US3130BAFD44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-20 2027-07-20 N N N 0.0373 249998587.50 249998587.50 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.855000% 3130BAL88 2549001DPIFGXC1TOL40 US3130BAL887 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-28 2027-05-28 2027-05-28 N N N 0.0384 499061805.00 499061805.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAX44 2549001DPIFGXC1TOL40 US3130BAX445 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-01 2027-06-01 N N N 0.0373 699993098.00 699993098.00 0.0049 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313C48 335800QFR6AM34FHIC10 US313313C481 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0363 24875458.25 24875458.25 0.0002 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit 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99929806.00 99929806.00 0.0007 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313ZH4 335800QFR6AM34FHIC10 US313313ZH43 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-14 2026-07-14 2026-07-14 N N N 0.0361 34950863.85 34950863.85 0.0002 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313ZW1 335800QFR6AM34FHIC10 US313313ZW10 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-27 2026-07-27 2026-07-27 N N N 0.0400 19945850.00 19945850.00 0.0001 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0360 125538840.00 125538840.00 0.0009 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D94 2549001DPIFGXC1TOL40 US313385D941 U.S. 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Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0350 144684697.16 144684697.16 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZJ8 2549001DPIFGXC1TOL40 US313385ZJ85 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0361 27957883.24 27957883.24 0.0002 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0362 249598890.00 249598890.00 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0361 479181734.40 479181734.40 0.0033 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-22 2026-07-22 2026-07-22 N N N 0.0361 99779389.00 99779389.00 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0361 170588459.43 170588459.43 0.0012 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0360 22781556.65 22781556.65 0.0002 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ER2G5 254900C5LP6DN9OP9V83 US3133ER2G57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-03 2027-02-03 N N N 0.0382 40012141.60 40012141.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-12 2027-02-12 N N N 0.0377 140164719.80 140164719.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-25 2027-02-25 N N N 0.0377 124992830.00 124992830.00 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133ER5G2 254900C5LP6DN9OP9V83 US3133ER5G21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-26 2027-02-26 N N N 0.0374 99987341.00 99987341.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N 0.0376 144991387.00 144991387.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N 0.0375 39982745.20 39982745.20 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.755000% 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-19 2026-08-19 N N N 0.0381 62005418.80 62005418.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.725000% 3133ERQ53 254900C5LP6DN9OP9V83 US3133ERQ532 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0378 375000577.50 375000577.50 0.0026 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-02 2026-11-02 N N N 0.0380 150023227.50 150023227.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ERQJ3 254900C5LP6DN9OP9V83 US3133ERQJ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-23 2026-07-23 N N N 0.0380 110003931.40 110003931.40 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.760000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-26 2026-08-26 N N N 0.0381 50014703.00 50014703.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.755000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-08 2027-01-08 N N N 0.0381 45037975.50 45037975.50 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.760000% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0381 70008307.60 70008307.60 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.760000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0381 70008180.20 70008180.20 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-08 2027-01-08 N N N 0.0382 225000265.50 225000265.50 0.0016 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.760000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-09 2026-09-09 N N N 0.0381 25003551.25 25003551.25 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133ERVU2 254900C5LP6DN9OP9V83 US3133ERVU22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0358 124868482.50 124868482.50 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.810000% 3133ERZQ7 254900C5LP6DN9OP9V83 US3133ERZQ73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-06 2026-11-06 N N N 0.0386 175075829.25 175075829.25 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.870000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-12 2027-11-12 N N N 0.0375 100192547.00 100192547.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133ET2A4 254900C5LP6DN9OP9V83 US3133ET2A42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-26 2027-11-26 N N N 0.0379 270051113.70 270051113.70 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-28 2027-09-28 N N N 0.0376 155055530.30 155055530.30 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-01 2027-12-01 N N N 0.0375 114981313.65 114981313.65 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.685000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-09 2027-07-09 N N N 0.0373 44881255.60 44881255.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133ET4B0 254900C5LP6DN9OP9V83 US3133ET4B07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-09 2027-12-09 N N N 0.0376 300009537.00 300009537.00 0.0021 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-23 2027-11-23 N N N 0.0375 120116744.40 120116744.40 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ET5L7 254900C5LP6DN9OP9V83 US3133ET5L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-22 2027-12-22 N N N 0.0375 274997063.00 274997063.00 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ET5S2 254900C5LP6DN9OP9V83 US3133ET5S23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-29 2027-12-29 N N N 0.0375 135013822.65 135013822.65 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-05 2028-01-05 N N N 0.0375 174992461.00 174992461.00 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-06 2028-01-06 N N N 0.0376 209992366.50 209992366.50 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.690000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-05 2027-11-05 N N N 0.0374 230072042.90 230072042.90 0.0016 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-12 2028-01-12 N N N 0.0378 354831935.90 354831935.90 0.0025 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.375000% 3133ET7H4 254900C5LP6DN9OP9V83 US3133ET7H40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-13 2027-01-13 2027-01-13 N N N 0.0354 24912978.25 24912978.25 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.690000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-24 2027-03-24 N N N 0.0374 125060096.25 125060096.25 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.690000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-01 2027-04-01 N N N 0.0374 400042000.00 400042000.00 0.0028 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.810000% 3133ETBU0 254900C5LP6DN9OP9V83 US3133ETBU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-03 2028-04-03 N N N 0.0376 190340538.90 190340538.90 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-16 2027-04-16 N N N 0.0380 149990088.00 149990088.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-17 2026-08-17 N N N 0.0376 60001459.80 60001459.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.870000% 3133ETEE3 254900C5LP6DN9OP9V83 US3133ETEE39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-21 2028-04-21 N N N 0.0377 175490848.75 175490848.75 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.955700% 3133ETFL6 254900C5LP6DN9OP9V83 US3133ETFL62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2027-04-30 2027-04-30 N N N 0.0401 95037108.90 95037108.90 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-05 2027-05-05 N N N 0.0380 149995255.50 149995255.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.800000% 3133ETG68 254900C5LP6DN9OP9V83 US3133ETG687 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-16 2027-08-16 N N N 0.0385 89997891.30 89997891.30 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.725000% 3133ETGX9 254900C5LP6DN9OP9V83 US3133ETGX91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-14 2027-05-14 N N N 0.0378 115052969.00 115052969.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ETJY4 254900C5LP6DN9OP9V83 US3133ETJY48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-27 2027-05-27 N N N 0.0378 230023416.30 230023416.30 0.0016 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETKJ5 254900C5LP6DN9OP9V83 US3133ETKJ51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-09 2027-06-09 N N N 0.0380 124997927.50 124997927.50 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133ETL62 254900C5LP6DN9OP9V83 US3133ETL620 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0358 102845672.01 102845672.01 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-17 2027-06-17 N N N 0.0377 139963870.20 139963870.20 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133ETLQ8 254900C5LP6DN9OP9V83 US3133ETLQ85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-18 2027-03-18 N N N 0.0375 279984415.20 279984415.20 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETMH7 254900C5LP6DN9OP9V83 US3133ETMH77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-23 2027-06-23 N N N 0.0380 210059656.80 210059656.80 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-23 2027-06-23 N N N 0.0377 64991763.85 64991763.85 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.755000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-09 2027-07-09 N N N 0.0381 99999351.00 99999351.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-09 2027-07-09 N N N 0.0377 319915331.20 319915331.20 0.0022 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133ETPS0 254900C5LP6DN9OP9V83 US3133ETPS06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-15 2027-07-15 N N N 0.0379 124989460.00 124989460.00 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.940700% 3133ETQW0 254900C5LP6DN9OP9V83 US3133ETQW09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2027-07-23 2027-07-23 N N N 0.0451 199967524.00 199967524.00 0.0014 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ETR41 254900C5LP6DN9OP9V83 US3133ETR411 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0375 99944402.00 99944402.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.675000% 3133ETRT6 254900C5LP6DN9OP9V83 US3133ETRT60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-30 2026-07-30 N N N 0.0373 150001225.50 150001225.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.680000% 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0373 64998566.10 64998566.10 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.940700% 3133ETSA6 254900C5LP6DN9OP9V83 US3133ETSA60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2027-07-30 2027-07-30 N N N 0.0400 49998930.00 49998930.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133ETSB4 254900C5LP6DN9OP9V83 US3133ETSB44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-04 2027-02-04 N N N 0.0376 130019670.30 130019670.30 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.685000% 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-18 2026-09-18 N N N 0.0374 99998591.00 99998591.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-18 2027-08-18 N N N 0.0380 89991284.40 89991284.40 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETUX3 254900C5LP6DN9OP9V83 US3133ETUX36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-24 2027-08-24 N N N 0.0380 100018930.00 100018930.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ETVX2 254900C5LP6DN9OP9V83 US3133ETVX27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-03 2027-09-03 N N N 0.0380 50009220.00 50009220.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.810000% 3133ETW45 254900C5LP6DN9OP9V83 US3133ETW452 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-19 2027-11-19 N N N 0.0386 100079412.00 100079412.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133ETW52 254900C5LP6DN9OP9V83 US3133ETW528 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0368 18994694.32 18994694.32 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-26 2027-11-26 N N N 0.0379 130024610.30 130024610.30 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-20 2028-01-20 N N N 0.0376 154925012.55 154925012.55 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-28 2028-01-28 N N N 0.0377 89998686.90 89998686.90 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-03 2028-01-03 N N N 0.0374 16492624.50 16492624.50 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-11 2028-02-11 N N N 0.0376 49998842.00 49998842.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-17 2028-02-17 N N N 0.0376 45014710.05 45014710.05 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.685000% 3133EWEA4 254900C5LP6DN9OP9V83 US3133EWEA46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-18 2027-08-18 N N N 0.0374 49998973.50 49998973.50 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133EWFC9 254900C5LP6DN9OP9V83 US3133EWFC92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-26 2027-02-26 2027-02-26 N N N 0.0357 284023786.65 284023786.65 0.0020 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-25 2028-02-25 N N N 0.0376 80004500.00 80004500.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-02 2028-03-02 N N N 0.0376 44999670.60 44999670.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-09 2028-03-09 N N N 0.0376 256999211.01 256999211.01 0.0018 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133EWGG9 254900C5LP6DN9OP9V83 US3133EWGG97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0358 127436343.33 127436343.33 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.695000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-11 2028-01-11 N N N 0.0375 30000128.40 30000128.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-13 2028-03-13 N N N 0.0376 155004273.35 155004273.35 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWHA1 254900C5LP6DN9OP9V83 US3133EWHA19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-17 2028-03-17 N N N 0.0376 320004492.80 320004492.80 0.0022 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-16 2028-03-16 N N N 0.0376 95002011.15 95002011.15 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWHW3 254900C5LP6DN9OP9V83 US3133EWHW39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-20 2028-03-20 N N N 0.0376 279997267.20 279997267.20 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-24 2028-03-24 N N N 0.0376 45041201.10 45041201.10 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWJM3 254900C5LP6DN9OP9V83 US3133EWJM39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-27 2028-03-27 N N N 0.0376 224998011.00 224998011.00 0.0016 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.865700% 3133EWJS0 254900C5LP6DN9OP9V83 US3133EWJS09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2027-10-27 2027-10-27 N N N 0.0394 99971893.00 99971893.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133EWKF6 254900C5LP6DN9OP9V83 US3133EWKF68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0383 108801119.69 108801119.69 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0377 67987730.08 67987730.08 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-10 2028-04-10 N N N 0.0376 85998736.67 85998736.67 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133EWMY3 254900C5LP6DN9OP9V83 US3133EWMY30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-29 2027-04-29 2027-04-29 N N N 0.0374 29903026.80 29903026.80 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133EWMZ0 254900C5LP6DN9OP9V83 US3133EWMZ05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-27 2028-04-27 N N N 0.0377 129998069.50 129998069.50 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-15 2028-05-15 N N N 0.0376 29999616.90 29999616.90 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.875000% 3133EWQP8 254900C5LP6DN9OP9V83 US3133EWQP86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0386 69873429.50 69873429.50 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.675000% 3133EWTK6 254900C5LP6DN9OP9V83 US3133EWTK62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-15 2027-06-15 N N N 0.0374 74988951.75 74988951.75 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWUH1 254900C5LP6DN9OP9V83 US3133EWUH15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-06-26 2028-06-26 N N N 0.0379 249998867.50 249998867.50 0.0017 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-16 2026-10-16 N N N 0.0381 141026863.32 141026863.32 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.715000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-05 2027-05-05 N N N 0.0377 268028785.88 268028785.88 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.735000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-05 2027-05-05 N N N 0.0379 665155874.93 665155874.93 0.0046 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-22 2027-09-22 N N N 0.0380 335202356.75 335202356.75 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.840000% 3134HBTK7 S6XOOCT0IEG5ABCC6L87 US3134HBTK71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-23 2028-05-23 N N N 0.0377 392268976.19 392268976.19 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-06 2027-10-06 N N N 0.0381 300257973.00 300257973.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.700000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-08 2027-01-08 N N N 0.0375 250049807.50 250049807.50 0.0017 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.637000% 3134HCVY2 S6XOOCT0IEG5ABCC6L87 US3134HCVY21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0367 498625415.00 498625415.00 0.0035 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-29 2026-07-29 N N N 0.0379 149006424.88 149006424.88 0.0010 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.755000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N 0.0381 329085059.66 329085059.66 0.0023 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.880000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-05 2027-11-05 N N N 0.0375 356299084.71 356299084.71 0.0025 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-20 2026-11-20 N N N 0.0381 182967135.27 182967135.27 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0381 478141602.72 478141602.72 0.0033 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-22 2027-12-22 N N N 0.0376 632735925.06 632735925.06 0.0044 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-07 2028-01-07 N N N 0.0376 727777741.60 727777741.60 0.0051 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-02 2028-02-02 N N N 0.0376 155948158.08 155948158.08 0.0011 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-06 2028-03-06 N N N 0.0376 226865434.40 226865434.40 0.0016 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0376 319942857.60 319942857.60 0.0022 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-08 2028-05-08 N N N 0.0376 148998271.60 148998271.60 0.0010 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-06-08 2028-06-08 N N N 0.0376 391993426.16 391993426.16 0.0027 N N N N Hotel Legado Redondo LLC Hotel Legado Redondo LLC 3.720000% 44143AAA1 254900PJHXJR7LBMCJ17 US44143AAA16 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2066-06-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0372 44300000.00 44300000.00 0.0003 N N Y N Fixed Income Clearing Corp. - ING 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2052-10-01 6.000000 0.00 1331.74 1402.13 Agency Mortgage-Backed Securities FNMS 06.500 CLMA6121 B1V7KEBTPIMZEU4LTD58 31418FYT8 2056-06-01 6.500000 0.00 1024.00 1066.82 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4767 S6XOOCT0IEG5ABCC6L87 31346YJL8 2049-11-01 3.500000 0.00 6680355.93 6210315.69 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1056 S6XOOCT0IEG5ABCC6L87 3142GRE63 2054-03-01 5.000000 0.00 16518301.36 16489935.77 Agency Mortgage-Backed Securities 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 12082000.00 11982613.47 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 776.96 767.02 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 500.00 319.86 U.S. Treasuries (including strips) Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0375 500000000.00 500000000.00 0.0035 N N N Y Karlo Lacey Apartments LLC Karlo Lacey Apartments LLC 3.720000% 485913AA5 N/A US485913AA56 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2066-01-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 53120000.00 53120000.00 0.0004 N N Y N Ken-Vin Life Co. LLC Ken-Vin Life Co. LLC 3.720000% 48849PAB4 N/A US48849PAB40 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2075-02-01 Y Federal Home Loan Bank - Cincinnati 1.0000 7 N N N 0.0372 45930000.00 45930000.00 0.0003 N N Y N L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 3.720000% 50248DAA6 N/A US50248DAA63 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2071-04-01 Y Federal Home Loan Bank - Dallas 1.0000 7 N N N 0.0372 21350000.00 21350000.00 0.0001 N N Y N La Mesa Senior Living LP La Mesa Senior Living LP 3.720000% 503667AA5 549300MT3J8CYDB9JX03 US503667AA54 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2057-08-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 48125000.00 48125000.00 0.0003 N N Y N Magnolia Place Arlington LLC / MP Smokey Point LLC Magnolia Place Arlington LLC / MP Smokey Point LLC 3.720000% 55967TAA9 549300YMXOCHKGQZTQ40 US55967TAA97 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2065-12-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 36000000.00 36000000.00 0.0003 N N Y N MUFG Securities Americas MUFG Securities Americas 3.620000% 606745008 K5HU16E3LMSVCCJJJ255 606745008_3.62_0702 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 06.000 FGPC T30440 G S6XOOCT0IEG5ABCC6L87 31286DPZ8 2038-02-01 6.000000 0.00 58.20 60.84 Agency Mortgage-Backed Securities FNMS 06.500 CL596462 B1V7KEBTPIMZEU4LTD58 31387WTT4 2031-08-01 6.500000 0.00 0.69 0.71 Agency Mortgage-Backed Securities FNMS 06.500 CL634928 B1V7KEBTPIMZEU4LTD58 31389TLH3 2032-03-01 6.500000 0.00 3813.42 3972.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAH6622 B1V7KEBTPIMZEU4LTD58 3138A8LC8 2041-03-01 4.000000 0.00 13201.00 12903.56 Agency Mortgage-Backed Securities FNMS 05.500 CLAH9785 B1V7KEBTPIMZEU4LTD58 3138AB2T5 2041-04-01 5.500000 0.00 27576.74 28235.70 Agency Mortgage-Backed Securities FNMS 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Agency Mortgage-Backed Securities FNMS 04.500 CLMA3593 B1V7KEBTPIMZEU4LTD58 31418C7F5 2049-02-01 4.500000 0.00 185.57 181.24 Agency Mortgage-Backed Securities FNMS 02.000 CIMA2774 B1V7KEBTPIMZEU4LTD58 31418CCL6 2031-10-01 2.000000 0.00 9020.05 8587.37 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2803 B1V7KEBTPIMZEU4LTD58 31418CDH4 2031-11-01 2.500000 0.00 7577.51 7283.61 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2806 B1V7KEBTPIMZEU4LTD58 31418CDL5 2046-11-01 3.000000 0.00 48717.76 43998.70 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2829 B1V7KEBTPIMZEU4LTD58 31418CEB6 2026-12-01 2.500000 0.00 1757.54 1752.08 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2834 B1V7KEBTPIMZEU4LTD58 31418CEG5 2046-12-01 3.500000 0.00 6208.23 5799.07 Agency Mortgage-Backed Securities FNMS 02.000 CIMA2845 B1V7KEBTPIMZEU4LTD58 31418CET7 2031-12-01 2.000000 0.00 13062.71 12427.10 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2866 B1V7KEBTPIMZEU4LTD58 31418CFG4 2037-01-01 3.000000 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70575.02 68551.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4784 B1V7KEBTPIMZEU4LTD58 3138WEJ67 2045-04-01 3.000000 0.00 371212.29 339177.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5082 B1V7KEBTPIMZEU4LTD58 3138WEUG2 2045-06-01 4.000000 0.00 103685.72 99751.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 B1V7KEBTPIMZEU4LTD58 3138WEW39 2045-06-01 3.000000 0.00 95300.91 86859.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5170 B1V7KEBTPIMZEU4LTD58 3138WEW88 2045-06-01 3.000000 0.00 198158.93 180852.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6191 B1V7KEBTPIMZEU4LTD58 3138WF2Z8 2045-11-01 3.500000 0.00 8465.39 7942.56 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6233 B1V7KEBTPIMZEU4LTD58 3138WF4T0 2045-11-01 4.500000 0.00 499.41 492.88 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6269 B1V7KEBTPIMZEU4LTD58 3138WF6F8 2030-12-01 2.500000 0.00 2192.25 2117.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5469 B1V7KEBTPIMZEU4LTD58 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Mortgage-Backed Securities FNMS 03.000 CIFM2743 B1V7KEBTPIMZEU4LTD58 3140X6BM2 2034-02-01 3.000000 0.00 229044.83 221829.15 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2876 B1V7KEBTPIMZEU4LTD58 3140X6FS5 2033-09-01 4.500000 0.00 29.98 29.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2993 B1V7KEBTPIMZEU4LTD58 3140X6KF7 2044-07-01 3.500000 0.00 33239.35 31380.19 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2995 B1V7KEBTPIMZEU4LTD58 3140X6KH3 2027-01-01 4.500000 0.00 0.07 0.07 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3002 B1V7KEBTPIMZEU4LTD58 3140X6KQ3 2049-11-01 4.500000 0.00 151827.92 149473.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFM3039 B1V7KEBTPIMZEU4LTD58 3140X6LV1 2050-03-01 5.000000 0.00 64569.97 64628.59 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3041 B1V7KEBTPIMZEU4LTD58 3140X6LX7 2049-08-01 5.500000 0.00 71123.25 73409.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3142 B1V7KEBTPIMZEU4LTD58 3140X6P47 2048-10-01 4.000000 0.00 97293.11 92722.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3249 B1V7KEBTPIMZEU4LTD58 3140X6TF8 2050-03-01 3.000000 0.00 371771.11 334090.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 71334.83 67648.77 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3060 B1V7KEBTPIMZEU4LTD58 31418CMJ0 2032-07-01 3.000000 0.00 2722.93 2636.74 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3090 B1V7KEBTPIMZEU4LTD58 31418CNG5 2032-08-01 3.000000 0.00 130474.44 126293.60 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3143 B1V7KEBTPIMZEU4LTD58 31418CP57 2047-09-01 3.000000 0.00 4507.79 4036.47 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3120 B1V7KEBTPIMZEU4LTD58 31418CPE8 2047-09-01 3.500000 0.00 43475.16 40546.64 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.500000 0.00 10834.53 10043.17 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3184 B1V7KEBTPIMZEU4LTD58 31418CRE6 2047-11-01 4.500000 0.00 631.70 620.21 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3239 B1V7KEBTPIMZEU4LTD58 31418CS54 2048-01-01 4.000000 0.00 1995.26 1898.53 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3212 B1V7KEBTPIMZEU4LTD58 31418CSA3 2047-12-01 4.500000 0.00 237.97 234.50 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3245 B1V7KEBTPIMZEU4LTD58 31418CTB0 2038-01-01 4.500000 0.00 79433.62 79366.50 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3278 B1V7KEBTPIMZEU4LTD58 31418CUC6 2048-01-01 4.500000 0.00 1022.80 1003.76 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3286 B1V7KEBTPIMZEU4LTD58 31418CUL6 2028-02-01 3.000000 0.00 74490.77 73876.57 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3333 B1V7KEBTPIMZEU4LTD58 31418CV35 2048-04-01 4.000000 0.00 2727.19 2609.04 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3334 B1V7KEBTPIMZEU4LTD58 31418CV43 2048-04-01 4.500000 0.00 1158706.48 1130880.14 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3315 B1V7KEBTPIMZEU4LTD58 31418CVH4 2028-03-01 3.000000 0.00 43347.66 42979.79 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 31418CW26 2033-05-01 3.500000 0.00 12790.02 12516.57 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3366 B1V7KEBTPIMZEU4LTD58 31418CW42 2028-05-01 3.500000 0.00 364.71 361.14 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3372 B1V7KEBTPIMZEU4LTD58 31418CXA7 2033-05-01 4.000000 0.00 14488.39 14361.07 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3386 B1V7KEBTPIMZEU4LTD58 31418CXQ2 2048-06-01 5.000000 0.00 64779.54 65429.72 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3389 B1V7KEBTPIMZEU4LTD58 31418CXT6 2038-06-01 4.000000 0.00 68900.44 67160.72 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3439 B1V7KEBTPIMZEU4LTD58 31418CZD9 2033-08-01 4.000000 0.00 7170.66 7103.17 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3448 B1V7KEBTPIMZEU4LTD58 31418CZN7 2048-08-01 5.000000 0.00 148179.27 149605.61 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 B1V7KEBTPIMZEU4LTD58 31418D2L5 2051-07-01 2.000000 0.00 196345.08 159237.45 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4380 B1V7KEBTPIMZEU4LTD58 31418D2N1 2051-07-01 3.000000 0.00 614143.55 544067.72 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2.000000 0.00 21694.70 17583.25 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4399 B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.500000 0.00 7104827.34 6036999.42 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4400 B1V7KEBTPIMZEU4LTD58 31418D3J9 2051-08-01 3.000000 0.00 228604.63 202236.61 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4413 B1V7KEBTPIMZEU4LTD58 31418D3X8 2051-09-01 2.000000 0.00 314226.63 254360.52 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4414 B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.500000 0.00 5399.15 4581.99 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4415 B1V7KEBTPIMZEU4LTD58 31418D3Z3 2051-09-01 3.000000 0.00 5742746.16 5076786.69 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4438 B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.500000 0.00 561675.04 476083.57 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 B1V7KEBTPIMZEU4LTD58 31418D6B3 2051-11-01 2.000000 0.00 235554.51 190559.15 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 36575.69 31018.16 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4467 B1V7KEBTPIMZEU4LTD58 31418D6D9 2051-11-01 3.000000 0.00 1311442.37 1160713.93 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4471 B1V7KEBTPIMZEU4LTD58 31418D6H0 2036-11-01 2.500000 0.00 5340.65 5027.76 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3630 B1V7KEBTPIMZEU4LTD58 31418DA85 2049-04-01 5.000000 0.00 5751.47 5821.85 Agency Mortgage-Backed Securities FNMS 04.500 CIMA3601 B1V7KEBTPIMZEU4LTD58 31418DAB8 2034-01-01 4.500000 0.00 22321.16 22402.05 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 B1V7KEBTPIMZEU4LTD58 31418DB27 2029-05-01 3.500000 0.00 180.44 178.98 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3634 B1V7KEBTPIMZEU4LTD58 31418DBC5 2039-04-01 3.500000 0.00 9570.08 9151.55 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3665 B1V7KEBTPIMZEU4LTD58 31418DCB6 2049-05-01 4.500000 0.00 2242.80 2201.65 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3680 B1V7KEBTPIMZEU4LTD58 31418DCS9 2029-06-01 3.500000 0.00 137254.12 136086.01 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3685 B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3.000000 0.00 909.98 813.23 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3687 B1V7KEBTPIMZEU4LTD58 31418DCZ3 2049-06-01 4.000000 0.00 4290.39 4059.28 Agency Mortgage-Backed Securities FNMS 04.500 CIMA3756 B1V7KEBTPIMZEU4LTD58 31418DE65 2034-07-01 4.500000 0.00 28431.07 28377.02 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3746 B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4.000000 0.00 5470.90 5229.26 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3775 B1V7KEBTPIMZEU4LTD58 31418DFR8 2049-09-01 3.500000 0.00 2299.31 2127.33 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3804 B1V7KEBTPIMZEU4LTD58 31418DGN6 2049-10-01 4.000000 0.00 1084.96 1036.70 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3833 B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.500000 0.00 16826.02 14352.49 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3872 B1V7KEBTPIMZEU4LTD58 31418DJS2 2049-12-01 3.500000 0.00 22250.99 20595.06 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3879 B1V7KEBTPIMZEU4LTD58 31418DJZ6 2049-12-01 4.500000 0.00 104452.42 102315.32 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 B1V7KEBTPIMZEU4LTD58 31418DKQ4 2050-01-01 2.500000 0.00 276269.32 235611.84 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3906 B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.500000 0.00 139472.12 129063.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3908 B1V7KEBTPIMZEU4LTD58 31418DKW1 2050-01-01 4.500000 0.00 393318.78 384655.15 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5957 B1V7KEBTPIMZEU4LTD58 3138ENTP4 2027-05-01 4.000000 0.00 6.20 6.20 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6039 B1V7KEBTPIMZEU4LTD58 3138ENV97 2032-08-01 4.000000 0.00 183439.09 180994.26 Agency Mortgage-Backed Securities FNMS 04.500 CIAL6132 B1V7KEBTPIMZEU4LTD58 3138ENY60 2029-03-01 4.500000 0.00 26.07 26.09 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7081 B1V7KEBTPIMZEU4LTD58 3138EP2P8 2029-07-01 4.000000 0.00 91450.08 91222.29 Agency Mortgage-Backed Securities FNMS 06.500 CLAL7083 B1V7KEBTPIMZEU4LTD58 3138EP2R4 2039-10-01 6.500000 0.00 21792.52 23174.19 Agency Mortgage-Backed Securities FNMS 04.500 CIAL6449 B1V7KEBTPIMZEU4LTD58 3138EPEX8 2027-01-01 4.500000 0.00 3.89 3.90 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6598 B1V7KEBTPIMZEU4LTD58 3138EPKL7 2030-04-01 3.500000 0.00 275905.20 272825.12 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6841 B1V7KEBTPIMZEU4LTD58 3138EPS70 2029-02-01 4.000000 0.00 166.38 166.15 Agency Mortgage-Backed Securities FNMS 06.000 CLAL6965 B1V7KEBTPIMZEU4LTD58 3138EPW34 2038-09-01 6.000000 0.00 1987.72 2096.71 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7970 B1V7KEBTPIMZEU4LTD58 3138EQ2C5 2029-04-01 4.000000 0.00 4.27 4.26 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7971 B1V7KEBTPIMZEU4LTD58 3138EQ2D3 2027-01-01 4.000000 0.00 338.87 339.05 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7299 B1V7KEBTPIMZEU4LTD58 3138EQDD1 2027-08-01 4.000000 0.00 8.09 8.08 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7359 B1V7KEBTPIMZEU4LTD58 3138EQE99 2029-05-01 4.000000 0.00 2.30 2.30 Agency Mortgage-Backed Securities FNMS 03.000 CLBT2247 B1V7KEBTPIMZEU4LTD58 3140LQP95 2052-03-01 3.000000 0.00 7808229.79 6882225.79 Agency Mortgage-Backed Securities FNMS 02.000 CLBT2780 B1V7KEBTPIMZEU4LTD58 3140LRCS5 2051-08-01 2.000000 0.00 51802.72 42012.22 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7183 B1V7KEBTPIMZEU4LTD58 3140LV6V6 2051-08-01 2.500000 0.00 240493.53 204821.10 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9029 B1V7KEBTPIMZEU4LTD58 3140LYA78 2051-08-01 2.000000 0.00 24814.88 20047.72 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1028 B1V7KEBTPIMZEU4LTD58 3140M2EA6 2051-11-01 2.000000 0.00 10164.68 8371.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 B1V7KEBTPIMZEU4LTD58 3140M2FC1 2051-10-01 2.500000 0.00 723775.75 611816.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5878 B1V7KEBTPIMZEU4LTD58 3140KDQ86 2050-06-01 2.500000 0.00 13582.03 11558.36 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6626 B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 307286.34 249834.89 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1226 B1V7KEBTPIMZEU4LTD58 3140KLLG5 2050-09-01 2.000000 0.00 99666.35 81161.41 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4495 B1V7KEBTPIMZEU4LTD58 3140KP7H0 2051-02-01 2.000000 0.00 269442.78 218859.24 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7006 B1V7KEBTPIMZEU4LTD58 3140KSYC5 2052-01-01 2.000000 0.00 96076.52 77561.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBR5765 B1V7KEBTPIMZEU4LTD58 3140L4MP1 2051-04-01 5.000000 0.00 575851.23 578556.45 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8896 B1V7KEBTPIMZEU4LTD58 3140L73E0 2051-04-01 2.500000 0.00 26188.12 22550.69 Agency Mortgage-Backed Securities FNMS 02.000 CIBT0101 B1V7KEBTPIMZEU4LTD58 3140LNDF1 2036-05-01 2.000000 0.00 7470.35 6869.22 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0426 B1V7KEBTPIMZEU4LTD58 3140UFPL2 2056-06-01 4.500000 0.00 5396888.00 5221888.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0725 B1V7KEBTPIMZEU4LTD58 3140UFYX6 2056-06-01 5.000000 0.00 1786965.75 1786647.28 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0866 B1V7KEBTPIMZEU4LTD58 3140W06C4 2055-02-01 5.500000 0.00 36101.74 36951.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0048 B1V7KEBTPIMZEU4LTD58 3140W0BS3 2053-09-01 5.500000 0.00 157765.30 160827.61 Agency Mortgage-Backed Securities FNMS 04.500 CTFA0357 B1V7KEBTPIMZEU4LTD58 3140W0MF9 2040-07-01 4.500000 0.00 10494.80 10442.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0445 B1V7KEBTPIMZEU4LTD58 3140W0P74 2055-01-01 5.500000 0.00 75839.18 76711.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0438 B1V7KEBTPIMZEU4LTD58 3140W0PY5 2052-09-01 3.500000 0.00 10664.05 9778.40 Agency Mortgage-Backed Securities FNMS 06.500 CLFA0724 B1V7KEBTPIMZEU4LTD58 3140W0YW9 2054-07-01 6.500000 0.00 154603.95 163718.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0740 B1V7KEBTPIMZEU4LTD58 3140W0ZE8 2055-03-01 4.500000 0.00 811410.72 784654.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0978 B1V7KEBTPIMZEU4LTD58 3140W1CQ4 2051-02-01 3.500000 0.00 3824711.86 3546423.70 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.500000 0.00 15537.28 13141.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1046 B1V7KEBTPIMZEU4LTD58 3140W1EU3 2050-05-01 3.500000 0.00 1482825.88 1383291.85 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1109 B1V7KEBTPIMZEU4LTD58 3140W1GT4 2055-02-01 4.500000 0.00 1278798.61 1243842.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1172 B1V7KEBTPIMZEU4LTD58 3140W1JS3 2051-10-01 2.500000 0.00 3073209.98 2665987.80 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1189 B1V7KEBTPIMZEU4LTD58 3140W1KB8 2054-10-01 6.000000 0.00 7582.42 7814.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1318 B1V7KEBTPIMZEU4LTD58 3140W1PC1 2054-11-01 5.000000 0.00 7648777.65 7620131.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1404 B1V7KEBTPIMZEU4LTD58 3140W1R21 2052-09-01 3.000000 0.00 73419.80 64656.10 Agency Mortgage-Backed Securities FNMS 05.500 CIFA1399 B1V7KEBTPIMZEU4LTD58 3140W1RV7 2040-04-01 5.500000 0.00 2583.36 2661.00 Agency Mortgage-Backed Securities FNMS 05.500 CL888996 B1V7KEBTPIMZEU4LTD58 31410GUV3 2036-09-01 5.500000 0.00 60172.70 61127.68 Agency Mortgage-Backed Securities FNMS 06.500 CL889072 B1V7KEBTPIMZEU4LTD58 31410GW90 2037-12-01 6.500000 0.00 72747.58 77530.31 Agency Mortgage-Backed Securities FNMS 05.500 CL889633 B1V7KEBTPIMZEU4LTD58 31410KLN2 2037-08-01 5.500000 0.00 127.93 132.55 Agency Mortgage-Backed Securities FNMS 05.500 CL889641 B1V7KEBTPIMZEU4LTD58 31410KLW2 2037-08-01 5.500000 0.00 3927.41 3992.56 Agency Mortgage-Backed Securities FNMS 06.000 CL889733 B1V7KEBTPIMZEU4LTD58 31410KPS7 2038-07-01 6.000000 0.00 14740.77 15550.23 Agency Mortgage-Backed Securities FNMS 05.000 CL889974 B1V7KEBTPIMZEU4LTD58 31410KXB5 2035-09-01 5.000000 0.00 11619.67 11652.76 Agency Mortgage-Backed Securities FNMS 05.500 CL889992 B1V7KEBTPIMZEU4LTD58 31410KXV1 2038-06-01 5.500000 0.00 127384.68 131863.60 Agency Mortgage-Backed Securities FNMS 05.500 CL889996 B1V7KEBTPIMZEU4LTD58 31410KXZ2 2038-06-01 5.500000 0.00 18801.38 19475.80 Agency Mortgage-Backed Securities FNMS 04.500 CI890611 B1V7KEBTPIMZEU4LTD58 31410LN40 2027-01-01 4.500000 0.00 0.38 0.38 Agency Mortgage-Backed Securities FNMS 05.500 CL890737 B1V7KEBTPIMZEU4LTD58 31410LS29 2046-03-01 5.500000 0.00 9059.96 9384.95 Agency Mortgage-Backed Securities FNMS 04.000 CI890805 B1V7KEBTPIMZEU4LTD58 31410LU67 2031-03-01 4.000000 0.00 27.03 26.95 Agency Mortgage-Backed Securities FNMS 03.500 CI890786 B1V7KEBTPIMZEU4LTD58 31410LUK6 2032-06-01 3.500000 0.00 194028.79 190351.84 Agency Mortgage-Backed Securities FNMS 06.000 CL899496 B1V7KEBTPIMZEU4LTD58 31410WKH0 2037-05-01 6.000000 0.00 15804.22 16482.22 Agency Mortgage-Backed Securities FNMS 05.500 CL899509 B1V7KEBTPIMZEU4LTD58 31410WKW7 2037-05-01 5.500000 0.00 21.16 21.90 Agency Mortgage-Backed Securities FNMS 06.000 CL904017 B1V7KEBTPIMZEU4LTD58 31411CK67 2037-02-01 6.000000 0.00 18351.41 19128.08 Agency Mortgage-Backed Securities FNMS 06.000 CL907830 B1V7KEBTPIMZEU4LTD58 31411GST0 2037-02-01 6.000000 0.00 23527.82 24474.59 Agency Mortgage-Backed Securities FNMS 05.500 CL909106 B1V7KEBTPIMZEU4LTD58 31411JAF3 2037-10-01 5.500000 0.00 33173.09 34195.51 Agency Mortgage-Backed Securities FNMS 05.500 CL916381 B1V7KEBTPIMZEU4LTD58 31411WCS4 2037-05-01 5.500000 0.00 1292.65 1322.97 Agency Mortgage-Backed Securities FNMS 06.000 CL918622 B1V7KEBTPIMZEU4LTD58 31411YSK0 2037-06-01 6.000000 0.00 13401.42 14101.38 Agency Mortgage-Backed Securities FNMS 05.500 CL922269 B1V7KEBTPIMZEU4LTD58 31412DT24 2036-12-01 5.500000 0.00 103458.18 107203.42 Agency Mortgage-Backed Securities FNMS 05.500 CL929155 B1V7KEBTPIMZEU4LTD58 31412MH84 2038-01-01 5.500000 0.00 7031.77 7242.24 Agency Mortgage-Backed Securities FNMS 05.500 CL995072 B1V7KEBTPIMZEU4LTD58 31416BMV7 2038-08-01 5.500000 0.00 19419.48 20053.83 Agency Mortgage-Backed Securities FNMS 05.000 CL995871 B1V7KEBTPIMZEU4LTD58 31416CJQ0 2039-07-01 5.000000 0.00 291.03 295.74 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0281 B1V7KEBTPIMZEU4LTD58 31416HJ30 2039-04-01 5.500000 0.00 737.34 755.34 Agency Mortgage-Backed Securities FNMS 04.000 CTAB1763 B1V7KEBTPIMZEU4LTD58 31416W5Z1 2030-11-01 4.000000 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3138X0Y36 2043-07-01 3.000000 0.00 890142.85 816845.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3735 B1V7KEBTPIMZEU4LTD58 3138X3EH1 2043-08-01 3.000000 0.00 57356.37 52562.10 Agency Mortgage-Backed Securities FNMS 02.500 CIAU3779 B1V7KEBTPIMZEU4LTD58 3138X3FV9 2028-08-01 2.500000 0.00 8350.19 8222.95 Agency Mortgage-Backed Securities FNMS 03.000 CIAU3826 B1V7KEBTPIMZEU4LTD58 3138X3HC9 2026-12-01 3.000000 0.00 857.66 856.25 Agency Mortgage-Backed Securities FNMS 03.000 CIAW8166 B1V7KEBTPIMZEU4LTD58 3138XYCC6 2027-02-01 3.000000 0.00 3471.46 3463.18 Agency Mortgage-Backed Securities FNMS 04.000 CLAX2501 B1V7KEBTPIMZEU4LTD58 3138Y3X71 2044-10-01 4.000000 0.00 1330.63 1281.94 Agency Mortgage-Backed Securities FNMS 04.000 CIAY4688 B1V7KEBTPIMZEU4LTD58 3138YJF68 2031-08-01 4.000000 0.00 2766.85 2737.38 Agency Mortgage-Backed Securities FNMS 03.000 CIAY5652 B1V7KEBTPIMZEU4LTD58 3138YKH63 2030-06-01 3.000000 0.00 2713.45 2655.51 Agency Mortgage-Backed Securities FNMS 05.500 CL677036 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1035556.41 873195.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7599 B1V7KEBTPIMZEU4LTD58 3140QFNR6 2050-11-01 2.500000 0.00 77255.89 66652.75 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7734 B1V7KEBTPIMZEU4LTD58 3140QFSY6 2050-11-01 2.500000 0.00 319242.79 270929.83 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8251 B1V7KEBTPIMZEU4LTD58 3140QGEZ6 2050-12-01 2.500000 0.00 102133.30 86881.01 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9038 B1V7KEBTPIMZEU4LTD58 3140QHBG9 2051-02-01 2.500000 0.00 174309.66 150100.47 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0045 B1V7KEBTPIMZEU4LTD58 3140QKBP2 2051-04-01 3.000000 0.00 960771.79 855026.04 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0415 B1V7KEBTPIMZEU4LTD58 3140QKN95 2051-05-01 2.500000 0.00 49212.49 41823.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0517 B1V7KEBTPIMZEU4LTD58 3140QKSF6 2051-05-01 2.500000 0.00 35798.25 30270.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1784 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Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3.000000 0.00 675.34 599.62 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3371 B1V7KEBTPIMZEU4LTD58 3140X6W98 2047-07-01 4.500000 0.00 56354.89 56211.47 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3387 B1V7KEBTPIMZEU4LTD58 3140X6XR7 2035-03-01 3.500000 0.00 1780.82 1740.47 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4.000000 0.00 170463.68 161845.41 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3783 B1V7KEBTPIMZEU4LTD58 3140X7FZ7 2050-03-01 4.000000 0.00 46654.13 44545.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFM3977 B1V7KEBTPIMZEU4LTD58 3140X7M30 2050-08-01 2.000000 0.00 294641.95 239877.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4264 B1V7KEBTPIMZEU4LTD58 3140X7W21 2050-09-01 2.500000 0.00 1616146.17 1364906.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4324 B1V7KEBTPIMZEU4LTD58 3140X7YW3 2050-07-01 3.500000 0.00 25112.55 23216.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5349 B1V7KEBTPIMZEU4LTD58 3140X85K9 2051-01-01 2.500000 0.00 75633.01 65286.63 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4512 B1V7KEBTPIMZEU4LTD58 3140X8AN7 2050-04-01 3.500000 0.00 33782.30 31485.05 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4537 B1V7KEBTPIMZEU4LTD58 3140X8BF3 2034-06-01 4.000000 0.00 9768.90 9675.78 Agency Mortgage-Backed Securities FNMS 04.500 CIFM4674 B1V7KEBTPIMZEU4LTD58 3140X8FQ5 2028-10-01 4.500000 0.00 13.33 13.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4817 B1V7KEBTPIMZEU4LTD58 3140X8K71 2049-06-01 5.000000 0.00 145323.89 146609.54 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4940 B1V7KEBTPIMZEU4LTD58 3140X8P27 2050-12-01 2.500000 0.00 2243712.10 1932556.10 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4946 B1V7KEBTPIMZEU4LTD58 3140X8P84 2048-09-01 5.000000 0.00 57333.90 57411.52 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4931 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0.00 36618.72 36037.73 Agency Mortgage-Backed Securities FNMS 04.000 CIFM7190 B1V7KEBTPIMZEU4LTD58 3140XA7C0 2034-03-01 4.000000 0.00 629.94 619.54 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8029 B1V7KEBTPIMZEU4LTD58 3140XB4P2 2051-07-01 2.500000 0.00 2990382.26 2561803.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8095 B1V7KEBTPIMZEU4LTD58 3140XB7H7 2049-02-01 3.000000 0.00 12979358.08 11691749.52 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7261 B1V7KEBTPIMZEU4LTD58 3140XBB74 2036-05-01 2.000000 0.00 1307.57 1198.23 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7322 B1V7KEBTPIMZEU4LTD58 3140XBD49 2047-07-01 4.500000 0.00 39000.13 38541.29 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7311 B1V7KEBTPIMZEU4LTD58 3140XBDR8 2049-03-01 4.500000 0.00 165054.52 161857.58 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7346 B1V7KEBTPIMZEU4LTD58 3140XBEU0 2051-05-01 3.000000 0.00 255672.91 227530.14 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7411 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0.00 72335.04 73464.23 Agency Mortgage-Backed Securities FNMS 05.500 CL745428 B1V7KEBTPIMZEU4LTD58 31403DD97 2036-01-01 5.500000 0.00 178073.98 184514.84 Agency Mortgage-Backed Securities FNMS 05.500 CL745730 B1V7KEBTPIMZEU4LTD58 31403DPP8 2035-03-01 5.500000 0.00 8601.32 8740.73 Agency Mortgage-Backed Securities FNMS 06.500 CL745852 B1V7KEBTPIMZEU4LTD58 31403DTH2 2036-01-01 6.500000 0.00 5683.24 5920.87 Agency Mortgage-Backed Securities FNMS 05.500 CL750699 B1V7KEBTPIMZEU4LTD58 31403J7L4 2033-11-01 5.500000 0.00 100.47 101.57 Agency Mortgage-Backed Securities FNMS 05.500 CL755617 B1V7KEBTPIMZEU4LTD58 31403RPA0 2034-01-01 5.500000 0.00 789.91 798.59 Agency Mortgage-Backed Securities FNMS 06.500 CL759666 B1V7KEBTPIMZEU4LTD58 31403V6B0 2031-04-01 6.500000 0.00 0.55 0.58 Agency Mortgage-Backed Securities FNMS 05.500 CL759854 B1V7KEBTPIMZEU4LTD58 31403WE37 2034-02-01 5.500000 0.00 14549.27 14833.46 Agency Mortgage-Backed Securities FNMS 05.500 CL761903 B1V7KEBTPIMZEU4LTD58 31403YNU3 2034-01-01 5.500000 0.00 7897.75 7984.47 Agency Mortgage-Backed Securities FNMS 05.500 CL776648 B1V7KEBTPIMZEU4LTD58 31404RZM2 2034-05-01 5.500000 0.00 2537.36 2565.22 Agency Mortgage-Backed Securities FNMS 05.500 CL779607 B1V7KEBTPIMZEU4LTD58 31404VDL9 2034-07-01 5.500000 0.00 738.25 746.36 Agency Mortgage-Backed Securities FNMS 05.500 CL781721 B1V7KEBTPIMZEU4LTD58 31404XPE8 2035-06-01 5.500000 0.00 26681.91 27647.27 Agency Mortgage-Backed Securities FNMS 06.000 CL797544 B1V7KEBTPIMZEU4LTD58 31405SBM5 2035-04-01 6.000000 0.00 1624.64 1671.81 Agency Mortgage-Backed Securities FNMS 05.500 CL808178 B1V7KEBTPIMZEU4LTD58 31406E2K9 2035-03-01 5.500000 0.00 1408.43 1431.95 Agency Mortgage-Backed Securities FNMS 05.500 CL808438 B1V7KEBTPIMZEU4LTD58 31406FEK3 2034-12-01 5.500000 0.00 1032.16 1061.07 Agency Mortgage-Backed Securities FNMS 06.000 CL824324 B1V7KEBTPIMZEU4LTD58 31406YYV6 2035-06-01 6.000000 0.00 122.44 127.81 Agency Mortgage-Backed Securities FNMS 05.500 CL825392 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6794448.33 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 B1V7KEBTPIMZEU4LTD58 3140QMZN7 2052-01-01 2.500000 0.00 34653.40 29679.94 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2556 B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3.000000 0.00 8484.25 7484.70 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3.000000 0.00 757.69 672.42 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 B1V7KEBTPIMZEU4LTD58 3140QN6Y3 2052-05-01 3.000000 0.00 988579.77 872158.36 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2835 B1V7KEBTPIMZEU4LTD58 3140QNEH1 2052-02-01 2.000000 0.00 418082.48 345777.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 B1V7KEBTPIMZEU4LTD58 3140QNEW8 2052-02-01 2.000000 0.00 197712.12 161578.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3000 B1V7KEBTPIMZEU4LTD58 3140QNKN1 2051-12-01 2.000000 0.00 119001.37 96003.30 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3049 B1V7KEBTPIMZEU4LTD58 3140QNL75 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3140XKXY1 2035-09-01 3.500000 0.00 426566.57 419424.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4336 B1V7KEBTPIMZEU4LTD58 3140XKZA1 2052-05-01 2.500000 0.00 843338.38 725247.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5304 B1V7KEBTPIMZEU4LTD58 3140XL3N6 2053-07-01 5.500000 0.00 7232.80 7399.05 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5343 B1V7KEBTPIMZEU4LTD58 3140XL5D6 2053-07-01 6.000000 0.00 18399.04 18965.24 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5387 B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.500000 0.00 17145.17 14456.70 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5394 B1V7KEBTPIMZEU4LTD58 3140XL7G7 2053-07-01 6.500000 0.00 3560461.64 3748475.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4524 B1V7KEBTPIMZEU4LTD58 3140XLA24 2053-05-01 5.000000 0.00 75934.04 75994.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4571 B1V7KEBTPIMZEU4LTD58 3140XLCH9 2053-05-01 5.500000 0.00 1083897.23 1101304.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4687 B1V7KEBTPIMZEU4LTD58 3140XLF52 2053-05-01 5.500000 0.00 26801.30 27277.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4695 B1V7KEBTPIMZEU4LTD58 3140XLGD4 2053-05-01 5.000000 0.00 9868165.44 9907320.13 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4701 B1V7KEBTPIMZEU4LTD58 3140XLGK8 2053-04-01 4.500000 0.00 277963.64 270651.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4703 B1V7KEBTPIMZEU4LTD58 3140XLGM4 2053-05-01 4.500000 0.00 160839.47 157094.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4815 B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3.000000 0.00 23725.41 20893.46 Agency Mortgage-Backed Securities FNMS 02.000 CIFS4794 B1V7KEBTPIMZEU4LTD58 3140XLKG2 2037-08-01 2.000000 0.00 171545.28 157183.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 B1V7KEBTPIMZEU4LTD58 3140XLPN2 2050-06-01 3.500000 0.00 46946.57 43194.52 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5508 B1V7KEBTPIMZEU4LTD58 31418FDN4 2039-10-01 5.500000 0.00 6765.74 6913.95 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5553 B1V7KEBTPIMZEU4LTD58 31418FE37 2054-12-01 5.500000 0.00 802670.64 812006.14 Agency Mortgage-Backed Securities FNMS 04.000 CIMA5556 B1V7KEBTPIMZEU4LTD58 31418FE60 2039-12-01 4.000000 0.00 456205.45 446210.54 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5559 B1V7KEBTPIMZEU4LTD58 31418FE94 2039-12-01 5.500000 0.00 2531.38 2587.55 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5534 B1V7KEBTPIMZEU4LTD58 31418FEG8 2039-11-01 4.500000 0.00 6940.82 6914.54 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 270959.01 255512.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 B1V7KEBTPIMZEU4LTD58 31418FEZ6 2054-12-01 4.500000 0.00 707569.75 684278.68 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5617 B1V7KEBTPIMZEU4LTD58 31418FG35 2040-02-01 5.000000 0.00 7996.99 8078.77 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 B1V7KEBTPIMZEU4LTD58 31418FGW1 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CLMA5672 B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5.000000 0.00 131649.67 130456.63 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5699 B1V7KEBTPIMZEU4LTD58 31418FKM8 2055-05-01 5.000000 0.00 164530.85 163048.06 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5771 B1V7KEBTPIMZEU4LTD58 31418FMV6 2040-07-01 5.000000 0.00 2238.98 2261.88 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5792 B1V7KEBTPIMZEU4LTD58 31418FNJ2 2055-08-01 5.500000 0.00 804419.21 813363.19 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5793 B1V7KEBTPIMZEU4LTD58 31418FNK9 2055-08-01 6.000000 0.00 294941.90 303505.05 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5800 B1V7KEBTPIMZEU4LTD58 31418FNS2 2040-08-01 5.000000 0.00 1514.59 1530.08 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5820 B1V7KEBTPIMZEU4LTD58 31418FPE1 2055-09-01 4.500000 0.00 563239.92 544665.39 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5823 B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 278194.18 286271.08 Agency 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CL357342 B1V7KEBTPIMZEU4LTD58 31376J5B1 2033-02-01 5.500000 0.00 90716.31 92240.39 Agency Mortgage-Backed Securities FNMS 05.500 CL555330 B1V7KEBTPIMZEU4LTD58 31385W4P1 2033-04-01 5.500000 0.00 14333.86 14526.89 Agency Mortgage-Backed Securities FNMS 05.500 CL555424 B1V7KEBTPIMZEU4LTD58 31385XAZ0 2033-05-01 5.500000 0.00 5383.12 5464.84 Agency Mortgage-Backed Securities FNMS 05.500 CL555591 B1V7KEBTPIMZEU4LTD58 31385XF85 2033-07-01 5.500000 0.00 526.92 535.01 Agency Mortgage-Backed Securities FNMS 05.500 CL555800 B1V7KEBTPIMZEU4LTD58 31385XNR4 2033-10-01 5.500000 0.00 432.34 439.14 Agency Mortgage-Backed Securities FNMS 05.500 CL555880 B1V7KEBTPIMZEU4LTD58 31385XQ91 2033-11-01 5.500000 0.00 10639.70 10810.05 Agency Mortgage-Backed Securities FNMS 06.500 CL589499 B1V7KEBTPIMZEU4LTD58 31387N3G0 2031-08-01 6.500000 0.00 671.80 699.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 B1V7KEBTPIMZEU4LTD58 3140J9MF5 2048-03-01 4.000000 0.00 72484.40 69727.69 Agency Mortgage-Backed 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3140JSN47 2049-05-01 5.000000 0.00 162887.29 163815.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1012 B1V7KEBTPIMZEU4LTD58 3140JVDS8 2049-08-01 3.500000 0.00 1980.85 1833.02 Agency Mortgage-Backed Securities FNMS 03.000 CLBO1314 B1V7KEBTPIMZEU4LTD58 3140JVN81 2049-08-01 3.000000 0.00 46507.43 41580.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1464 B1V7KEBTPIMZEU4LTD58 3140JVTW2 2049-10-01 3.500000 0.00 2508.11 2320.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2325 B1V7KEBTPIMZEU4LTD58 3140JWSP6 2049-09-01 3.500000 0.00 7066.13 6520.58 Agency Mortgage-Backed Securities FNMS 07.000 CL256851 B1V7KEBTPIMZEU4LTD58 31371NH40 2037-07-01 7.000000 0.00 12138.08 12902.37 Agency Mortgage-Backed Securities FNMS 05.500 CT257075 B1V7KEBTPIMZEU4LTD58 31371NQ40 2028-02-01 5.500000 0.00 5715.84 5778.60 Agency Mortgage-Backed Securities FNMS 05.500 CT257164 B1V7KEBTPIMZEU4LTD58 31371NTV7 2028-04-01 5.500000 0.00 14158.88 14314.35 Agency Mortgage-Backed Securities FNMS 04.500 CT257202 B1V7KEBTPIMZEU4LTD58 31371NU37 2028-04-01 4.500000 0.00 2.57 2.57 Agency Mortgage-Backed Securities FNMS 05.500 ZL310104 B1V7KEBTPIMZEU4LTD58 31374CNV4 2037-08-01 5.500000 0.00 244397.86 248649.55 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 31374CQC3 2044-09-01 5.500000 0.00 1155.17 1173.48 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8944 B1V7KEBTPIMZEU4LTD58 3140K45E6 2050-01-01 3.000000 0.00 42987.28 37888.84 Agency Mortgage-Backed Securities FNMS 03.000 CLBP1418 B1V7KEBTPIMZEU4LTD58 3140K8SG7 2050-03-01 3.000000 0.00 156585.31 140381.34 Agency Mortgage-Backed Securities FNMS 04.500 CL930673 B1V7KEBTPIMZEU4LTD58 31412N6J0 2039-03-01 4.500000 0.00 107770.57 107496.29 Agency Mortgage-Backed Securities FNMS 04.000 CL932123 B1V7KEBTPIMZEU4LTD58 31412QSL4 2039-10-01 4.000000 0.00 16546.37 16189.42 Agency Mortgage-Backed Securities FNMS 04.500 CL932745 B1V7KEBTPIMZEU4LTD58 31412RHW0 2040-04-01 4.500000 0.00 98620.10 98369.12 Agency Mortgage-Backed Securities FNMS 06.000 CL938338 B1V7KEBTPIMZEU4LTD58 31412X4X9 2037-07-01 6.000000 0.00 32072.67 33747.93 Agency Mortgage-Backed Securities FNMS 05.500 CL939444 B1V7KEBTPIMZEU4LTD58 31413AER0 2037-06-01 5.500000 0.00 711.00 727.69 Agency Mortgage-Backed Securities FNMS 05.500 CL985661 B1V7KEBTPIMZEU4LTD58 31415P5W4 2038-06-01 5.500000 0.00 10557.22 10890.23 Agency Mortgage-Backed Securities FNMS 05.500 CL994637 B1V7KEBTPIMZEU4LTD58 31416A4W7 2038-11-01 5.500000 0.00 10020.06 10340.21 Agency Mortgage-Backed Securities FNMS 05.500 CL940765 B1V7KEBTPIMZEU4LTD58 31413BTW1 2037-06-01 5.500000 0.00 11896.77 12310.79 Agency Mortgage-Backed Securities FNMS 06.000 CL940907 B1V7KEBTPIMZEU4LTD58 31413BYC9 2037-07-01 6.000000 0.00 1529.09 1605.38 Agency Mortgage-Backed Securities FNMS 06.000 CL942595 B1V7KEBTPIMZEU4LTD58 31413DUU9 2037-08-01 6.000000 0.00 26344.19 27650.82 Agency Mortgage-Backed Securities FNMS 06.000 CL942981 B1V7KEBTPIMZEU4LTD58 31413ECS2 2037-09-01 6.000000 0.00 7265.30 7644.98 Agency Mortgage-Backed Securities FNMS 06.000 CL944706 B1V7KEBTPIMZEU4LTD58 31413GAF7 2037-07-01 6.000000 0.00 23430.44 24654.01 Agency Mortgage-Backed Securities FNMS 05.500 CL948287 B1V7KEBTPIMZEU4LTD58 31413K6Y2 2037-07-01 5.500000 0.00 2522.31 2588.80 Agency Mortgage-Backed Securities FNMS 05.500 CL963737 B1V7KEBTPIMZEU4LTD58 31414EEJ9 2038-06-01 5.500000 0.00 1409.47 1454.51 Agency Mortgage-Backed Securities 6 3/4 BOND 26 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 100.00 102.87 U.S. Treasuries (including strips) T 6 1/4 05/15/30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 100.00 108.26 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 500.00 536.03 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 9783700.00 10385192.09 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 100.00 101.21 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 32859900.00 33488441.81 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 2980200.00 3057414.27 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 28711730.31 21270247.05 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 3508300.00 3535637.33 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 82.78 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1318500.00 1023696.58 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 500.00 380.32 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 2300.00 1763.55 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 3000.00 1912.71 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 2012000.00 1302457.64 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 59.73 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 9260400.00 4479630.53 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 63.61 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 70.36 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 4744000.00 4580500.92 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 3170000.00 3186782.26 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 553000.00 413786.59 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0367 750000000.00 750000000.00 0.0052 N N Y N Morris Family Insurance Trust/The Morris Family Insurance Trust/The 3.720000% 618052AA2 N/A US618052AA20 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2069-10-01 Y Federal Home Loan Bank - Dallas 1.0000 7 N N N 0.0372 8170000.00 8170000.00 0.0001 N N Y N Natixis Natixis 3.640000% 63899Y008 2549003L5ZG5M2ZSE107 0001274981 63899Y008_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 37267409.42 37180653.37 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 4203580.00 4099997.48 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 172535000.00 156578584.78 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 167860242.60 139232350.61 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 107912800.00 86779696.81 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 2658231.06 2070367.31 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 8959.96 7430.24 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 108226500.00 68540789.45 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 15684968.63 8729324.21 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 31370000.00 21944444.32 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 8589045.59 4513055.26 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 25741312.27 19124972.43 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 107586.88 83310.97 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 15252784.14 14681119.06 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 74454906.91 72547515.76 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 5332900.00 3834401.76 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0369 627400000.00 627400000.00 0.0044 N Y Y N CLC Irrevocable Life Insurance Trust CLC Irrevocable Life Insurance Trust 3.720000% 66981LAC1 N/A US66981LAC19 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2051-05-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0372 18115000.00 18115000.00 0.0001 N N Y N Our Family IV LLC Our Family IV LLC 3.720000% 689878AA4 N/A US689878AA49 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2044-01-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 N N N 0.0372 13785000.00 13785000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 6903532P1 549300IDY55XMYWXSD28 US6903532P13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0386 6125275.00 6125275.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903533H8 549300IDY55XMYWXSD28 US6903533H87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0382 8501207.00 8501207.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903533V7 549300IDY55XMYWXSD28 US6903533V71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-07 2027-06-20 Y U.S. Government 1.0000 7 N N N 0.0382 1333333.69 1333333.69 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903533X3 549300IDY55XMYWXSD28 US6903533X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2038-09-20 Y U.S. Government 1.0000 7 N N N 0.0382 2792490.21 2792490.21 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903534F1 549300IDY55XMYWXSD28 US6903534F13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2027-09-20 Y U.S. Government 1.0000 7 N N N 0.0382 4464284.78 4464284.78 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 6903535F0 549300IDY55XMYWXSD28 US6903535F04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-07 2027-01-20 Y U.S. Government 1.0000 7 N N N 0.0386 8499999.98 8499999.98 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 6903537A9 549300IDY55XMYWXSD28 US6903537A98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-12-20 Y U.S. Government 1.0000 7 N N N 0.0386 33255814.41 33255814.41 0.0002 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353A31 549300IDY55XMYWXSD28 US690353A310 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 3991600.01 3991600.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353A49 549300IDY55XMYWXSD28 US690353A492 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 7484250.02 7484250.02 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353C39 549300IDY55XMYWXSD28 US690353C399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 2345065.01 2345065.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353P76 549300IDY55XMYWXSD28 US690353P763 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0382 15456740.00 15456740.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.830000% 690353P84 549300IDY55XMYWXSD28 US690353P847 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2030-01-15 Y U.S. Government 1.0000 7 N N N 0.0383 5660377.16 5660377.16 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353Q75 549300IDY55XMYWXSD28 US690353Q753 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0386 6127881.50 6127881.50 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353S57 549300IDY55XMYWXSD28 US690353S577 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0382 6646398.20 6646398.20 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353T80 549300IDY55XMYWXSD28 US690353T807 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0386 9294779.00 9294779.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353V46 549300IDY55XMYWXSD28 US690353V464 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0382 11206136.50 11206136.50 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.840000% 690353VS3 549300IDY55XMYWXSD28 US690353VS38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2030-05-15 Y U.S. Government 1.0000 7 N N N 0.0384 10574000.00 10574000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353W94 549300IDY55XMYWXSD28 US690353W942 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0386 7001059.00 7001059.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.840000% 690353WB9 549300IDY55XMYWXSD28 US690353WB93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2032-10-15 Y U.S. Government 1.0000 7 N N N 0.0384 10458119.87 10458119.87 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353XK8 549300IDY55XMYWXSD28 US690353XK83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 6336665.02 6336665.02 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.840000% 690353YG6 549300IDY55XMYWXSD28 US690353YG62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2033-11-15 Y U.S. Government 1.0000 7 N N N 0.0384 12170941.81 12170941.81 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353YY7 549300IDY55XMYWXSD28 US690353YY78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 2494750.01 2494750.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353Z59 549300IDY55XMYWXSD28 US690353Z598 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0386 1824550.00 1824550.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353Z83 549300IDY55XMYWXSD28 US690353Z838 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0382 3786901.30 3786901.30 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353ZD2 549300IDY55XMYWXSD28 US690353ZD23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 5837715.02 5837715.02 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353ZF7 549300IDY55XMYWXSD28 US690353ZF70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 3392860.01 3392860.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353ZP5 549300IDY55XMYWXSD28 US690353ZP52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 3492650.01 3492650.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 690353ZT7 549300IDY55XMYWXSD28 US690353ZT74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0386 10128685.03 10128685.03 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.840000% 690353ZU4 549300IDY55XMYWXSD28 US690353ZU48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2034-06-15 Y U.S. Government 1.0000 7 N N N 0.0384 9559057.17 9559057.17 0.0001 N N Y N Renaissance 88 Co. LP Renaissance 88 Co. LP 3.720000% 75972XAA1 254900D7X1HWVKEPZK68 US75972XAA19 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2062-04-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 27000000.00 27000000.00 0.0002 N N Y N Rock Hill SI LLC Rock Hill SI LLC 3.720000% 77227PAA7 N/A US77227PAA75 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2061-06-01 Y Federal Home Loan Bank - Indianapolis 1.0000 7 N N N 0.0372 35700000.00 35700000.00 0.0002 N N Y N Rohnert Park 668 LP Rohnert Park 668 LP 3.720000% 77540BAA8 5493003XKPAFCX3G2362 US77540BAA89 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2058-06-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 20920000.00 20920000.00 0.0001 N N Y N Senior Living Riverside LP Senior Living Riverside LP 3.720000% 81723AAA1 N/A US81723AAA16 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2065-08-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 43940000.00 43940000.00 0.0003 N N Y N 17th Street Rentals LLC 17th Street Rentals LLC 3.720000% 81815VAA4 549300NEPGL3MYTX1E03 US81815VAA44 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2061-02-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 18200000.00 18200000.00 0.0001 N N Y N Southside Brookshore Associates LP Southside Brookshore Associates LP 3.720000% 84471LAA5 549300WK0XETJF5RWI83 US84471LAA52 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2059-09-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0372 7640000.00 7640000.00 0.0001 N N Y N Fixed Income Clearing Corp. - State Street Bank & Trust Co. Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.660000% 857466007 549300ZFEEJ2IP5VME73 857466007_3.66_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y 03.500 FGPC G08800 G S6XOOCT0IEG5ABCC6L87 3128MJ3J7 2048-02-01 3.500000 0.00 284.55 263.24 Agency Mortgage-Backed Securities 05.000 FGPC G08864 G S6XOOCT0IEG5ABCC6L87 3128MJ6A3 2049-02-01 5.000000 0.00 95.91 96.82 Agency Mortgage-Backed Securities 03.000 FGPC G08635 G S6XOOCT0IEG5ABCC6L87 3128MJV56 2045-04-01 3.000000 0.00 48245.32 44010.18 Agency Mortgage-Backed Securities FEPC 05.000 CLZI7765 S6XOOCT0IEG5ABCC6L87 3131WLTW8 2037-08-01 5.000000 0.00 73.43 74.41 Agency Mortgage-Backed Securities FEPC 03.500 CTZL0082 S6XOOCT0IEG5ABCC6L87 3131XFCT5 2035-04-01 3.500000 0.00 542.01 523.42 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 S6XOOCT0IEG5ABCC6L87 3131XJFB3 2042-03-01 3.500000 0.00 6749187.60 6380691.70 Agency 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CLSL4400 S6XOOCT0IEG5ABCC6L87 31427R3J7 2054-10-01 5.500000 0.00 162220944.76 164209863.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4498 S6XOOCT0IEG5ABCC6L87 31427R7L8 2056-02-01 5.500000 0.00 1019.38 1036.13 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3612 S6XOOCT0IEG5ABCC6L87 31427RAN0 2054-12-01 5.000000 0.00 1009.27 1000.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3741 S6XOOCT0IEG5ABCC6L87 31427REP1 2055-12-01 5.500000 0.00 40888393.38 41353521.59 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3975 S6XOOCT0IEG5ABCC6L87 31427RMZ0 2056-01-01 5.000000 0.00 1017.37 1011.17 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4036 S6XOOCT0IEG5ABCC6L87 31427RPW4 2053-10-01 2.500000 0.00 11662.22 9868.27 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6019 B1V7KEBTPIMZEU4LTD58 3140ATVM5 2054-12-01 5.000000 0.00 1047353.04 1045554.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7716 B1V7KEBTPIMZEU4LTD58 3140AVSE2 2054-12-01 6.000000 0.00 1254975.93 1294836.90 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2055-11-01 6.000000 0.00 1116808.99 1168417.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4889 B1V7KEBTPIMZEU4LTD58 3140QQNF8 2052-10-01 4.500000 0.00 2562887.28 2505868.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5136 B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.500000 0.00 36480031.58 37426416.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5139 B1V7KEBTPIMZEU4LTD58 3140QQV93 2052-11-01 5.500000 0.00 45057.98 45770.60 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6202 B1V7KEBTPIMZEU4LTD58 3140QR3L5 2053-05-01 5.000000 0.00 11570087.83 11573139.76 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 B1V7KEBTPIMZEU4LTD58 3140QRCE1 2053-01-01 5.500000 0.00 17409649.06 17870927.39 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5479 B1V7KEBTPIMZEU4LTD58 3140QRCR2 2053-01-01 6.000000 0.00 16652210.80 17350110.50 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 B1V7KEBTPIMZEU4LTD58 3140QRHH9 2053-02-01 4.500000 0.00 790.02 771.04 Agency Mortgage-Backed 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2053-08-01 5.000000 0.00 5969272.37 5973568.92 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 B1V7KEBTPIMZEU4LTD58 3140QT3P2 2054-02-01 6.000000 0.00 4980938.27 5137749.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7416 B1V7KEBTPIMZEU4LTD58 3140QTG29 2053-11-01 5.500000 0.00 20577640.21 20932183.81 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3045 B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5.000000 0.00 728.46 729.96 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3159 B1V7KEBTPIMZEU4LTD58 3140XJQM8 2052-10-01 4.500000 0.00 96422.67 94095.22 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5973 B1V7KEBTPIMZEU4LTD58 31418FT72 2056-02-01 6.000000 0.00 1018.58 1048.15 Agency Mortgage-Backed Securities FNMS 04.500 CTMA5981 B1V7KEBTPIMZEU4LTD58 31418FUF2 2046-02-01 4.500000 0.00 972.14 951.57 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 3600652.02 3481560.45 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6052 B1V7KEBTPIMZEU4LTD58 31418FWN3 2056-05-01 4.500000 0.00 4416648.95 4270568.29 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6053 B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 4866345.65 4821588.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6116 B1V7KEBTPIMZEU4LTD58 31418FYN1 2056-06-01 4.000000 0.00 1000.00 942.72 Agency Mortgage-Backed Securities FEPC 05.500 CIQO5539 S6XOOCT0IEG5ABCC6L87 3133WQEL3 2041-05-01 5.500000 0.00 1002585.50 1030404.79 Agency Mortgage-Backed Securities FNMS 07.000 GL252482 B1V7KEBTPIMZEU4LTD58 31371HM70 2029-04-01 7.000000 0.00 43287.56 44187.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 B1V7KEBTPIMZEU4LTD58 3140JACU0 2049-02-01 4.000000 0.00 70991.91 67915.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1946 B1V7KEBTPIMZEU4LTD58 3140JJEU9 2048-10-01 4.500000 0.00 1724996.24 1704789.63 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 B1V7KEBTPIMZEU4LTD58 3140JNAM2 2049-04-01 4.500000 0.00 4066453.35 4014036.77 Agency Mortgage-Backed Securities FNMS 05.000 CIBO9370 B1V7KEBTPIMZEU4LTD58 3140K5MU8 2034-11-01 5.000000 0.00 546858.74 553117.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBP2898 B1V7KEBTPIMZEU4LTD58 3140KAGG5 2050-03-01 4.000000 0.00 26282.33 25043.38 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1333 S6XOOCT0IEG5ABCC6L87 3142GRPT1 2054-04-01 5.500000 0.00 54109307.05 55324740.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1335 S6XOOCT0IEG5ABCC6L87 3142GRPV6 2054-04-01 5.500000 0.00 1126213.29 1156057.44 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1955 S6XOOCT0IEG5ABCC6L87 3142GSE53 2054-07-01 5.500000 0.00 7093815.47 7250770.08 Agency Mortgage-Backed Securities 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 755000.00 765531.75 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1110300.00 1125198.59 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 2707700.00 2550070.21 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 15550100.00 14520586.19 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 6933300.00 6455290.33 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1086300.00 1084719.98 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 1362800.00 1369449.93 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 122700.00 109262.91 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 7866800.00 7459933.75 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 249500.00 193052.37 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0371 2000000000.00 2000000000.00 0.0139 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.780000% 86562A007 35380028MYWPB6AUO129 0001184915 86562A007_3.78_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA3735 M 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3.000000 0.00 85160937.60 77066958.25 Agency Mortgage-Backed Securities GNII SF MA4962 M 549300M8ZYFG0OCMTT87 36179TQP3 2048-01-20 3.500000 0.00 63874191.60 59135968.55 Agency Mortgage-Backed Securities GNII SF MA5263 M 549300M8ZYFG0OCMTT87 36179TZ40 2048-03-20 3.500000 0.00 21419964.00 19830976.32 Agency Mortgage-Backed Securities GNII SF MA5466 M 549300M8ZYFG0OCMTT87 36179UCB6 2048-09-20 4.000000 0.00 77925212.00 74477973.77 Agency Mortgage-Backed Securities GNII SF MA5876 M 549300M8ZYFG0OCMTT87 36179UQ54 2049-04-20 4.000000 0.00 60275264.00 57456926.59 Agency Mortgage-Backed Securities GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 183129426.00 177519256.00 Agency Mortgage-Backed Securities 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 13100000.00 13351848.50 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-16 N N N 0.0383 464950000.00 464950000.00 0.0032 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.700000% 86599Z009 35380028MYWPB6AUO129 0001184915 86599Z009_3.70_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 24000000.00 24224654.06 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 55000000.00 54703061.99 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4500000.00 4560383.36 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 40000000.00 35626096.13 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 10000000.00 6338264.42 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 10000000.00 6520727.50 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 10000000.00 7048224.03 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 8000000.00 5889740.00 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 6500000.00 4425871.08 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 146250625.00 146250625.00 0.0010 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.700000% 86599Z009 35380028MYWPB6AUO129 0001184915 86599Z009_3.70_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 24000000.00 23782512.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 55000000.00 53686160.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4500000.00 4539582.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 40000000.00 35264680.00 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 800000.00 803274.40 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 10000000.00 6242990.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 10000000.00 6445200.00 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 10000000.00 6916220.00 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 8000000.00 5814896.00 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 8000000.00 5344216.00 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-15 N N N 0.0000 147555625.00 147555625.00 0.0010 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.720000% 86599Z009 35380028MYWPB6AUO129 0001184915 86599Z009_3.72_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 3550000.00 3618249.02 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 50000000.00 50139457.38 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 100000000.00 100737000.00 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-24 N N N 0.0377 151375000.00 151375000.00 0.0011 N N Y N TD Securities USA LLC TD Securities USA LLC 3.650000% 87299D009 SUVUFHICNZMP2WKHG940 0001335977 87299D009_3.65_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.500 CLRJ6897 S6XOOCT0IEG5ABCC6L87 3142GXUX3 2056-06-01 5.500000 0.00 44027279.00 44676970.01 Agency Mortgage-Backed Securities GNII SF MA3106 M 549300M8ZYFG0OCMTT87 36179RNX3 2045-09-20 4.000000 0.00 34493.80 33307.29 Agency Mortgage-Backed Securities GNII SF MA5018 M 549300M8ZYFG0OCMTT87 36179TSF3 2048-02-20 3.000000 0.00 1442990.10 1296738.24 Agency Mortgage-Backed Securities GNII SF MA6541 M 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3.000000 0.00 8821.15 7900.55 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 237652.10 213153.42 Agency Mortgage-Backed Securities GNII SF MA6994 M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 38129.12 31525.58 Agency Mortgage-Backed Securities GNII SF MA8096 M 549300M8ZYFG0OCMTT87 36179W7H5 2052-06-20 2.000000 0.00 57806.64 47785.34 Agency Mortgage-Backed Securities GNII SF MA8097 M 549300M8ZYFG0OCMTT87 36179W7J1 2052-05-20 2.500000 0.00 52370.98 45104.08 Agency Mortgage-Backed Securities GNII SF MA7417 M 549300M8ZYFG0OCMTT87 36179WG28 2051-06-20 2.000000 0.00 120998.61 100040.57 Agency Mortgage-Backed Securities GNII SF MA7418 M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 3602.74 3103.61 Agency Mortgage-Backed Securities GNII SF MA7419 M 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3.000000 0.00 1054.09 943.75 Agency Mortgage-Backed Securities GNII SF MA7535 M 549300M8ZYFG0OCMTT87 36179WLQ9 2051-08-20 3.000000 0.00 118894.00 106448.50 Agency Mortgage-Backed Securities GNII SF MA7705 M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.500000 0.00 200671.34 172867.10 Agency Mortgage-Backed Securities GNII SF MA8724 M 549300M8ZYFG0OCMTT87 36179XVR4 2053-03-20 4.500000 0.00 143875.88 140246.04 Agency Mortgage-Backed Securities GNII SF MA9669 M 549300M8ZYFG0OCMTT87 36179YW67 2054-05-20 6.000000 0.00 85724.48 88350.42 Agency Mortgage-Backed Securities GNII SF CP8519 C 549300M8ZYFG0OCMTT87 3617FYPC5 2052-10-20 5.000000 0.00 1324339.33 1303354.88 Agency Mortgage-Backed Securities GNII SF BZ6343 C 549300M8ZYFG0OCMTT87 3617U2BL3 2050-11-20 2.000000 0.00 14903.42 12136.30 Agency Mortgage-Backed Securities GNII SF MA9906 M 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 5.500000 0.00 95902.95 97253.13 Agency Mortgage-Backed Securities GNII SF CR5500 C 549300M8ZYFG0OCMTT87 3618ALDD7 2053-05-20 6.500000 0.00 652743.93 687977.81 Agency Mortgage-Backed Securities GNII SF CS9226 C 549300M8ZYFG0OCMTT87 3618B3HB6 2053-05-20 6.500000 0.00 1086463.81 1174671.75 Agency Mortgage-Backed Securities GNII SF CU4088 C 549300M8ZYFG0OCMTT87 3618BMRH0 2053-05-20 6.500000 0.00 1080276.34 1144144.56 Agency Mortgage-Backed Securities GNII SF CU4175 C 549300M8ZYFG0OCMTT87 3618BMT88 2053-05-20 6.500000 0.00 878367.31 960447.32 Agency Mortgage-Backed Securities GNII SF CU5093 C 549300M8ZYFG0OCMTT87 3618BNUS0 2053-05-20 6.500000 0.00 956208.03 1015559.01 Agency Mortgage-Backed Securities GNII SF CU7818 C 549300M8ZYFG0OCMTT87 3618BRVK7 2053-11-20 8.000000 0.00 632372.16 665742.72 Agency Mortgage-Backed Securities GNII SF CU7819 C 549300M8ZYFG0OCMTT87 3618BRVL5 2053-11-20 8.000000 0.00 912471.36 960622.88 Agency Mortgage-Backed Securities GNII SF CU7820 C 549300M8ZYFG0OCMTT87 3618BRVM3 2053-11-20 8.000000 0.00 1056731.66 1113149.97 Agency Mortgage-Backed Securities GNII SF CV1396 C 549300M8ZYFG0OCMTT87 3618BWRR6 2053-08-20 6.000000 0.00 353792.70 369299.19 Agency Mortgage-Backed Securities GNII SF CV1439 C 549300M8ZYFG0OCMTT87 3618BWS46 2053-09-20 6.500000 0.00 1156119.85 1225528.79 Agency Mortgage-Backed Securities GNII SF CV1463 C 549300M8ZYFG0OCMTT87 3618BWTU7 2053-10-20 6.500000 0.00 993919.19 1056341.40 Agency Mortgage-Backed Securities GNII SF CV7040 C 549300M8ZYFG0OCMTT87 3618F3ZD8 2053-10-20 6.500000 0.00 1021043.58 1087978.21 Agency Mortgage-Backed Securities GNII SF CW5712 C 549300M8ZYFG0OCMTT87 3618FEKZ1 2053-10-20 6.500000 0.00 880217.61 937652.79 Agency Mortgage-Backed Securities GNII SF CW7135 C 549300M8ZYFG0OCMTT87 3618FF4U7 2053-09-20 6.500000 0.00 699838.62 736722.30 Agency Mortgage-Backed Securities GNII SF CW6337 C 549300M8ZYFG0OCMTT87 3618FFBE5 2053-09-20 6.500000 0.00 1012632.82 1066559.68 Agency Mortgage-Backed Securities GNII SF CW9222 C 549300M8ZYFG0OCMTT87 3618FJG77 2053-09-20 6.500000 0.00 402134.67 426654.47 Agency Mortgage-Backed Securities GNII SF CW9572 C 549300M8ZYFG0OCMTT87 3618FJT57 2053-08-20 6.500000 0.00 554881.87 589881.66 Agency Mortgage-Backed Securities GNII SF CX2890 C 549300M8ZYFG0OCMTT87 3618FPF74 2053-09-20 6.500000 0.00 676787.84 717003.32 Agency Mortgage-Backed Securities GNII SF CX2879 C 549300M8ZYFG0OCMTT87 3618FPFU3 2053-09-20 6.500000 0.00 1104790.08 1168817.21 Agency Mortgage-Backed Securities GNII SF CX3653 C 549300M8ZYFG0OCMTT87 3618FQBW1 2053-09-20 6.500000 0.00 443081.62 466562.78 Agency Mortgage-Backed Securities GNII SF CY6039 C 549300M8ZYFG0OCMTT87 3618G5V87 2053-10-20 7.500000 0.00 917062.93 997726.56 Agency Mortgage-Backed Securities GNII SF CZ0150 C 549300M8ZYFG0OCMTT87 3618GBEX8 2053-11-20 7.500000 0.00 1093715.32 1189915.96 Agency Mortgage-Backed Securities GNII ET CZ0413 C 549300M8ZYFG0OCMTT87 3618GBN67 2065-04-20 6.500000 0.00 680697.89 712289.84 Agency Mortgage-Backed Securities GNII SF CZ4779 C 549300M8ZYFG0OCMTT87 3618GGJY0 2054-01-20 7.500000 0.00 251881.88 264519.21 Agency Mortgage-Backed Securities GNII SF DB0490 C 549300M8ZYFG0OCMTT87 3618H2RK1 2054-05-20 7.000000 0.00 656317.10 691079.52 Agency Mortgage-Backed Securities GNII SF DC4644 C 549300M8ZYFG0OCMTT87 3618HKER0 2054-06-20 7.500000 0.00 1014588.35 1131438.15 Agency Mortgage-Backed Securities GNII ET DE0801 C 549300M8ZYFG0OCMTT87 3618J53J1 2064-10-20 6.000000 0.00 458425.78 472388.21 Agency Mortgage-Backed Securities GNII ET DE0836 C 549300M8ZYFG0OCMTT87 3618J54V3 2064-10-20 6.000000 0.00 662064.89 682230.95 Agency Mortgage-Backed Securities GNII ET DE7566 C 549300M8ZYFG0OCMTT87 3618JDMP9 2064-10-20 6.000000 0.00 634678.96 654010.86 Agency Mortgage-Backed Securities GNII ET DE7658 C 549300M8ZYFG0OCMTT87 3618JDQK6 2064-09-20 6.000000 0.00 145828.82 150270.67 Agency Mortgage-Backed Securities GNII ET DE7666 C 549300M8ZYFG0OCMTT87 3618JDQT7 2064-10-20 6.000000 0.00 56370.52 58087.47 Agency Mortgage-Backed Securities GNII ET DE9356 C 549300M8ZYFG0OCMTT87 3618JFMD1 2064-09-20 7.000000 0.00 1153588.08 1218866.04 Agency Mortgage-Backed Securities GNII ET DF2252 C 549300M8ZYFG0OCMTT87 3618JKQD6 2064-08-20 7.000000 0.00 258857.50 273505.44 Agency Mortgage-Backed Securities GNII SF DG6502 C 549300M8ZYFG0OCMTT87 3618K3GK7 2054-12-20 6.500000 0.00 377038.98 405530.35 Agency Mortgage-Backed Securities GNII ET DH5183 C 549300M8ZYFG0OCMTT87 3618KDXL4 2065-03-20 6.500000 0.00 66221.78 69295.21 Agency Mortgage-Backed Securities GNII ET DJ0071 C 549300M8ZYFG0OCMTT87 3618KLCG0 2065-01-20 6.500000 0.00 946780.60 990721.74 Agency Mortgage-Backed Securities GNII ET DJ2776 C 549300M8ZYFG0OCMTT87 3618KPCM8 2065-03-20 7.000000 0.00 1300361.80 1374380.85 Agency Mortgage-Backed Securities GNII SF DM4350 C 549300M8ZYFG0OCMTT87 3618LTZP7 2055-09-20 6.000000 0.00 1256140.18 1289660.70 Agency Mortgage-Backed Securities GNII SF DN6669 C 549300M8ZYFG0OCMTT87 3618M9MS8 2056-03-20 6.000000 0.00 1146650.86 1185207.37 Agency Mortgage-Backed Securities GNII SF DP4729 C 549300M8ZYFG0OCMTT87 3618MKHE0 2056-02-20 6.000000 0.00 1161779.56 1212693.78 Agency Mortgage-Backed Securities GNII SF DP8077 C 549300M8ZYFG0OCMTT87 3618MN6N6 2056-03-20 5.000000 0.00 162911.23 162507.99 Agency Mortgage-Backed Securities GNII SF DQ2470 C 549300M8ZYFG0OCMTT87 3618MUW76 2056-03-20 6.000000 0.00 1197881.07 1237264.21 Agency Mortgage-Backed Securities GNII SF DQ3614 C 549300M8ZYFG0OCMTT87 3618MWAP6 2056-04-20 6.000000 0.00 973887.98 1016168.68 Agency Mortgage-Backed Securities GNII SF DQ3639 C 549300M8ZYFG0OCMTT87 3618MWBG5 2056-04-20 6.000000 0.00 1064476.34 1105573.99 Agency Mortgage-Backed Securities GNII SF DQ3800 C 549300M8ZYFG0OCMTT87 3618MWGH8 2056-03-20 6.000000 0.00 1229841.45 1273030.21 Agency Mortgage-Backed 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1166380.75 1221865.88 Agency Mortgage-Backed Securities GNII SF DQ9916 C 549300M8ZYFG0OCMTT87 3618N4AR3 2056-04-20 6.000000 0.00 1073421.19 1115599.48 Agency Mortgage-Backed Securities GNII SF DQ9919 C 549300M8ZYFG0OCMTT87 3618N4AU6 2056-04-20 6.000000 0.00 1263123.83 1313191.95 Agency Mortgage-Backed Securities GNII SF DQ9978 C 549300M8ZYFG0OCMTT87 3618N4CP5 2056-04-20 6.000000 0.00 1109766.48 1152610.50 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 110555.59 111924.00 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 65385.05 64981.29 Agency Mortgage-Backed Securities GNII SF MB0486 M 549300M8ZYFG0OCMTT87 3618N5RG6 2055-06-20 6.000000 0.00 75803.69 77848.14 Agency Mortgage-Backed Securities GNII SF MB0625 M 549300M8ZYFG0OCMTT87 3618N5VT3 2055-08-20 6.500000 0.00 81206.37 84768.42 Agency Mortgage-Backed Securities GNII SF MB0995 M 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 204164.60 197720.15 Agency Mortgage-Backed Securities GNII ET DI4291 C 549300M8ZYFG0OCMTT87 3618NMXU1 2065-03-20 6.500000 0.00 517822.95 541855.68 Agency Mortgage-Backed Securities GNII SF DO0601 C 549300M8ZYFG0OCMTT87 3618NVU26 2056-02-20 6.000000 0.00 1004397.40 1039665.14 Agency Mortgage-Backed Securities GNII SF DO1197 C 549300M8ZYFG0OCMTT87 3618NWKJ8 2056-04-20 6.000000 0.00 1147135.34 1198679.95 Agency Mortgage-Backed Securities GNII SF DR0158 C 549300M8ZYFG0OCMTT87 3618V8E75 2056-04-20 6.000000 0.00 1150865.64 1196082.38 Agency Mortgage-Backed Securities GNII SF DR4625 C 549300M8ZYFG0OCMTT87 3618VDD67 2056-04-20 5.500000 0.00 439158.22 448913.49 Agency Mortgage-Backed Securities GNII SF DR5555 C 549300M8ZYFG0OCMTT87 3618VEE49 2056-04-20 5.500000 0.00 1055765.98 1079216.18 Agency Mortgage-Backed Securities GNII SF DR6871 C 549300M8ZYFG0OCMTT87 3618VFT40 2056-05-20 5.000000 0.00 1165057.51 1162172.57 Agency Mortgage-Backed Securities GNII SF DS3400 C 549300M8ZYFG0OCMTT87 3618VPX50 2056-05-20 6.000000 0.00 1240369.39 1282073.50 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 300000000.00 300000000.00 0.0021 N Y Y N Thomas Bently Durant Irrevocable Life Insurance Trust Thomas Bently Durant Irrevocable Life Insurance Trust 3.720000% 88434TAA5 N/A US88434TAA51 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2044-03-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 N N N 0.0372 10000000.00 10000000.00 0.0001 N N Y N 2020 Sheu Family Exempt Trust 2020 Sheu Family Exempt Trust 3.720000% 90138RAA4 N/A US90138RAA41 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2041-07-01 Y Federal Home Loan Bank - Dallas 1.0000 7 N N N 0.0372 9175000.00 9175000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 90376PBJ9 549300IDY55XMYWXSD28 US90376PBJ93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2026-12-15 Y U.S. Government 1.0000 7 N N N 0.0386 300000.70 300000.70 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.860000% 90376PEU1 549300IDY55XMYWXSD28 US90376PEU12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-07-07 2037-11-20 Y U.S. Government 1.0000 7 N N N 0.0386 12235770.00 12235770.00 0.0001 N N Y N United States International Development Finance Corp. 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14841.52 14849.27 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3625 B1V7KEBTPIMZEU4LTD58 3140M5A39 2051-12-01 2.500000 0.00 1518508.88 1287910.99 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6727 B1V7KEBTPIMZEU4LTD58 3140M8PM5 2051-12-01 2.500000 0.00 244811.00 206951.93 Agency Mortgage-Backed Securities FNMS 06.000 CLBV1687 B1V7KEBTPIMZEU4LTD58 3140ME2V7 2055-05-01 6.000000 0.00 2576744.82 2656534.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4151 B1V7KEBTPIMZEU4LTD58 3140MHTH2 2052-03-01 3.000000 0.00 18445251.87 16317161.69 Agency Mortgage-Backed Securities FNMS 04.500 CIBV6012 B1V7KEBTPIMZEU4LTD58 3140MKVE9 2040-07-01 4.500000 0.00 782875.87 779897.81 Agency Mortgage-Backed Securities FNMS 05.000 CNBW2861 B1V7KEBTPIMZEU4LTD58 3140MUFB1 2036-04-01 5.000000 0.00 4930921.27 4999223.30 Agency Mortgage-Backed Securities FNMS 06.500 CLBW5083 B1V7KEBTPIMZEU4LTD58 3140MWUH7 2053-01-01 6.500000 0.00 3086309.97 3227829.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7327 B1V7KEBTPIMZEU4LTD58 3140N0D93 2052-08-01 4.500000 0.00 89183.64 86874.68 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2608 B1V7KEBTPIMZEU4LTD58 3140W23S8 2051-07-01 3.000000 0.00 207216.62 182483.59 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3031 B1V7KEBTPIMZEU4LTD58 3140W3LM9 2053-02-01 5.500000 0.00 17797991.93 18114930.67 Agency Mortgage-Backed Securities FNMS 02.000 CIFA3054 B1V7KEBTPIMZEU4LTD58 3140W3MC0 2036-11-01 2.000000 0.00 8110288.91 7436584.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3464 B1V7KEBTPIMZEU4LTD58 3140W3Z69 2050-08-01 3.500000 0.00 37263594.05 34566248.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3632 B1V7KEBTPIMZEU4LTD58 3140W4BA4 2055-03-01 5.000000 0.00 326440829.24 323600068.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3796 B1V7KEBTPIMZEU4LTD58 3140W4GE1 2055-04-01 6.000000 0.00 18948406.23 19854961.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3921 B1V7KEBTPIMZEU4LTD58 3140W4LB1 2055-10-01 6.500000 0.00 18163804.55 19229095.54 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3930 B1V7KEBTPIMZEU4LTD58 3140W4LL9 2055-11-01 6.500000 0.00 60453877.53 64132865.41 Agency Mortgage-Backed Securities FNMS 04.000 CIFA4321 B1V7KEBTPIMZEU4LTD58 3140W4YT8 2035-07-01 4.000000 0.00 7032.48 6968.78 Agency Mortgage-Backed Securities FNMS 05.000 CIFA4646 B1V7KEBTPIMZEU4LTD58 3140W5EU4 2041-02-01 5.000000 0.00 48187.99 49058.64 Agency Mortgage-Backed Securities FNMS 05.000 CLAC3318 B1V7KEBTPIMZEU4LTD58 31417MVL4 2039-10-01 5.000000 0.00 21914.04 22150.88 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1546 B1V7KEBTPIMZEU4LTD58 31418AWG9 2043-08-01 3.500000 0.00 66641.06 62775.17 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 B1V7KEBTPIMZEU4LTD58 31418B6G6 2046-07-01 3.000000 0.00 1335265.17 1208544.05 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2776 B1V7KEBTPIMZEU4LTD58 31418CCN2 2026-10-01 2.500000 0.00 371191.48 370532.20 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2895 B1V7KEBTPIMZEU4LTD58 31418CGD0 2047-02-01 3.000000 0.00 63564.07 57109.50 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9867 B1V7KEBTPIMZEU4LTD58 3138ER6D7 2032-02-01 3.000000 0.00 871.20 845.52 Agency Mortgage-Backed Securities FNMS 04.000 CIAL9421 B1V7KEBTPIMZEU4LTD58 3138ERPF1 2031-03-01 4.000000 0.00 9901.98 9883.45 Agency Mortgage-Backed Securities FNMS 03.500 CRAO5526 B1V7KEBTPIMZEU4LTD58 3138LWD81 2042-07-01 3.500000 0.00 471767.77 444414.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAP7488 B1V7KEBTPIMZEU4LTD58 3138MBKA3 2042-09-01 3.500000 0.00 3365.71 3180.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAP9363 B1V7KEBTPIMZEU4LTD58 3138MDMM1 2042-09-01 3.500000 0.00 42666.91 40165.29 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ1607 B1V7KEBTPIMZEU4LTD58 3138MGYD1 2032-11-01 3.500000 0.00 254905.34 248333.48 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ3751 B1V7KEBTPIMZEU4LTD58 3138MKEZ5 2042-11-01 3.000000 0.00 8778.19 8074.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3315 B1V7KEBTPIMZEU4LTD58 3138W0VH9 2043-02-01 3.500000 0.00 1064638.07 1009728.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAS3133 B1V7KEBTPIMZEU4LTD58 3138WCPT4 2044-08-01 3.500000 0.00 15444.23 14519.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9461 B1V7KEBTPIMZEU4LTD58 3140N2QP9 2052-11-01 5.500000 0.00 2905640.98 2946402.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 B1V7KEBTPIMZEU4LTD58 3140N6SJ2 2052-12-01 5.000000 0.00 641417.96 638888.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6074 B1V7KEBTPIMZEU4LTD58 3140NAXC2 2053-03-01 5.000000 0.00 31651086.95 31595943.73 Agency Mortgage-Backed Securities FNMS 03.000 CLBY1455 B1V7KEBTPIMZEU4LTD58 3140NHTM0 2053-12-01 3.000000 0.00 1870.27 1647.25 Agency Mortgage-Backed Securities FNMS 06.000 CLBY7307 B1V7KEBTPIMZEU4LTD58 3140NQDM7 2053-09-01 6.000000 0.00 6325479.36 6534222.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0487 B1V7KEBTPIMZEU4LTD58 3140Q7RH2 2047-10-01 3.500000 0.00 30312.47 28207.86 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1354 B1V7KEBTPIMZEU4LTD58 3140Q8QG3 2048-03-01 3.500000 0.00 68338.80 63752.34 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3385 B1V7KEBTPIMZEU4LTD58 3140QAXP0 2049-04-01 4.000000 0.00 19923356.75 19097398.57 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5475 B1V7KEBTPIMZEU4LTD58 3140W6CM2 2054-04-01 5.000000 0.00 130467743.19 130218129.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5594 B1V7KEBTPIMZEU4LTD58 3140W6GC0 2056-05-01 5.000000 0.00 65248300.88 65386547.54 Agency Mortgage-Backed Securities FNMS 05.000 CIFA5773 B1V7KEBTPIMZEU4LTD58 3140W6MX7 2041-05-01 5.000000 0.00 2491040.47 2516515.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6136 B1V7KEBTPIMZEU4LTD58 3140W6ZA3 2055-10-01 6.000000 0.00 48223490.00 50037866.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 B1V7KEBTPIMZEU4LTD58 3140X3CN6 2050-03-01 3.000000 0.00 6069521.89 5421021.80 Agency Mortgage-Backed 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396287.04 399353.03 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2297 B1V7KEBTPIMZEU4LTD58 3140Q9RT2 2048-09-01 4.500000 0.00 61293.05 60339.64 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2339 B1V7KEBTPIMZEU4LTD58 3140Q9S53 2048-09-01 4.500000 0.00 5755738.35 5669776.40 Agency Mortgage-Backed Securities FNMS 03.500 CIFA5555 B1V7KEBTPIMZEU4LTD58 3140W6E57 2039-11-01 3.500000 0.00 19766849.72 18941355.32 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5915 B1V7KEBTPIMZEU4LTD58 3140W6SD5 2056-05-01 4.500000 0.00 45140568.78 43720943.03 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1842 B1V7KEBTPIMZEU4LTD58 3140X5BL6 2034-06-01 3.500000 0.00 47844.49 46729.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3494 B1V7KEBTPIMZEU4LTD58 3140X63C3 2048-04-01 2.500000 0.00 206640.73 179260.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 B1V7KEBTPIMZEU4LTD58 3140X6C33 2049-07-01 4.000000 0.00 4913.42 4684.66 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3334 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Agency Mortgage-Backed Securities FNMS 01.500 CLCA8553 B1V7KEBTPIMZEU4LTD58 3140QGQF7 2051-01-01 1.500000 0.00 1456333.13 1132739.31 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1152 B1V7KEBTPIMZEU4LTD58 3140QLH66 2051-07-01 3.000000 0.00 8238.09 7285.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1261 B1V7KEBTPIMZEU4LTD58 3140QLMK9 2051-08-01 2.000000 0.00 164519.56 135167.80 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1630 B1V7KEBTPIMZEU4LTD58 3140QLY42 2051-09-01 2.500000 0.00 40270.79 34405.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3734 B1V7KEBTPIMZEU4LTD58 3140X7EG0 2049-09-01 3.500000 0.00 17629.67 16540.85 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4947 B1V7KEBTPIMZEU4LTD58 3140X8P92 2050-12-01 2.000000 0.00 150204.51 122759.16 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6099 B1V7KEBTPIMZEU4LTD58 3140X9X59 2051-02-01 2.000000 0.00 14056.24 11363.50 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6556 B1V7KEBTPIMZEU4LTD58 3140XAJA1 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Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133EWFD7 2028-02-25 3.705000 0.00 45000000.00 45169624.98 Agency Mortgage-Backed Securities 4.00 FCSB 36 AN 254900C5LP6DN9OP9V83 3133EWGB0 2036-03-05 4.000000 0.00 236000.00 229246.34 Agency Mortgage-Backed Securities Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133EWJA9 2028-03-24 3.705000 0.00 20000000.00 20030794.44 Agency Mortgage-Backed Securities FCFR 03SF BR 28/03 254900C5LP6DN9OP9V83 3133EWJU5 2028-03-27 3.705000 0.00 39823000.00 39838945.79 Agency Mortgage-Backed Securities 3 7/8 FCSB 28 GK 254900C5LP6DN9OP9V83 3133EWJZ4 2028-03-27 3.875000 0.00 26000.00 26089.89 Agency Mortgage-Backed Securities 3.75 FCSB 27/04 N/A 3133EWLC2 2027-04-14 3.750000 0.00 22710000.00 22830332.72 Agency Mortgage-Backed Securities Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133EWPQ7 2028-05-15 3.710000 0.00 250000000.00 251177916.50 Agency Mortgage-Backed Securities 4.00 FCSB 28 GS N/A 3133EWSM3 2028-06-09 4.000000 0.00 8120000.00 8110867.71 Agency Mortgage-Backed Securities 4.65 FCOR 27-30 KE N/A 3133EWTH3 2030-12-16 4.650000 0.00 7176000.00 7174194.04 Agency Mortgage-Backed Securities 7.125 FHLB 30 C 2549001DPIFGXC1TOL40 3133MAWE5 2030-02-15 7.125000 0.00 10000.00 11261.64 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2549001DPIFGXC1TOL40 3133XGAY0 2036-07-15 5.500000 0.00 115000.00 127262.95 Agency Mortgage-Backed Securities FMZC 12/14/2029 A S6XOOCT0IEG5ABCC6L87 3134A3ZU3 2029-12-14 0.00 0.00 414000.00 358037.55 Agency Mortgage-Backed Securities 6.75 FMNT GB 31 A S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.750000 0.00 11000.00 12400.50 Agency Mortgage-Backed Securities 6.25 FMNT GB 32 A S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 32000.00 36304.73 Agency Mortgage-Backed Securities 6.25 FMPR GB 32 A S6XOOCT0IEG5ABCC6L87 3134A4KY9 2032-07-15 0.00 0.00 5004000.00 3849927.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HATA1 2026-10-16 3.760000 0.00 32000.00 32256.54 Agency Mortgage-Backed Securities 3.95 FMNT 26-27 T6 N/A 3134HBLT6 2027-04-30 3.950000 0.00 22150000.00 22271234.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBQ61 2027-09-22 3.760000 0.00 5500000.00 5507961.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBTK7 2028-05-23 3.840000 0.00 1977000.00 1989917.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBU66 2027-10-06 3.760000 0.00 783000.00 790619.90 Agency Mortgage-Backed Securities 4.00 FMNT GB27-3048 S6XOOCT0IEG5ABCC6L87 3134HBX48 2030-10-09 4.000000 0.00 13150000.00 13116467.50 Agency Mortgage-Backed Securities FMFR 00SO GB 27 55 S6XOOCT0IEG5ABCC6L87 3134HBX55 2027-10-14 3.760000 0.00 302000.00 304693.00 Agency Mortgage-Backed Securities FMFR 00SO GB 28 M8 S6XOOCT0IEG5ABCC6L87 3134HBXM8 2028-07-07 3.840000 0.00 8375000.00 8464635.76 Agency Mortgage-Backed Securities 4.25 FMNT 26-28 F4 N/A 3134HC3F4 2028-03-30 4.250000 0.00 12215000.00 12198937.28 Agency Mortgage-Backed Securities 4.01 FMNT 26-30 S6 S6XOOCT0IEG5ABCC6L87 3134HCCS6 2030-12-04 4.010000 0.00 9440000.00 9320906.01 Agency Mortgage-Backed Securities 4.00 FMNT 27-31 61 N/A 3134HCF61 2031-03-26 4.000000 0.00 6600000.00 6585018.00 Agency Mortgage-Backed Securities 4.125 FMNT 27-31 80 N/A 3134HCL80 2031-04-30 4.125000 0.00 9860000.00 9850859.78 Agency Mortgage-Backed Securities 4.10 FMNT 27-31 63 N/A 3134HCM63 2031-05-12 4.100000 0.00 11500000.00 11493406.67 Agency Mortgage-Backed Securities 3.85 FMNT 26-29 Y2 N/A 3134HCMY2 2029-10-09 3.850000 0.00 9050000.00 9014012.68 Agency Mortgage-Backed Securities 4.00 FMNT 27-29 54 S6XOOCT0IEG5ABCC6L87 3134HCN54 2029-05-14 4.000000 0.00 29795000.00 29769260.43 Agency Mortgage-Backed Securities 3.75 FMNT 26-28 D7 S6XOOCT0IEG5ABCC6L87 3134HCND7 2028-01-13 3.750000 0.00 44224000.00 44698250.81 Agency Mortgage-Backed Securities 4.25 FMNT 27-29 88 N/A 3134HCW88 2029-02-26 4.250000 0.00 2965000.00 2961237.09 Agency Mortgage-Backed Securities 3.875 FMNT 26-29 D7 N/A 3134HCWD7 2029-09-11 3.875000 0.00 12515000.00 12505934.62 Agency Mortgage-Backed Securities 3.85 FMNT 27-30 F2 N/A 3134HCWF2 2030-03-11 3.850000 0.00 8000000.00 7988487.56 Agency Mortgage-Backed Securities 4.20 FMNT 27-31 Y78 N/A 3134HCY78 2031-06-02 4.200000 0.00 4220000.00 4209098.33 Agency Mortgage-Backed Securities 4.05 FMNT 27-31 J2 N/A 3134HCYJ2 2031-03-11 4.050000 0.00 4535000.00 4530054.58 Agency Mortgage-Backed Securities 4.1 FMNT 27-31 G7 S6XOOCT0IEG5ABCC6L87 3134HCZG7 2031-03-17 4.100000 0.00 670000.00 669339.75 Agency Mortgage-Backed Securities 7.125 FNPR BB 01/30 B1V7KEBTPIMZEU4LTD58 31358DDG6 2030-01-15 0.00 0.00 600000.00 515949.60 Agency Mortgage-Backed Securities 6.625 FNPR BB 11/30 B1V7KEBTPIMZEU4LTD58 31358DDS0 2030-11-15 0.00 0.00 4919000.00 4091983.29 Agency Mortgage-Backed Securities 6.25 FNSM GDBB 05/29 B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 122000.00 129813.06 Agency Mortgage-Backed Securities 7.125 FNSM BB 01/30 B1V7KEBTPIMZEU4LTD58 31359MFJ7 2030-01-15 7.125000 0.00 3171000.00 3577500.80 Agency Mortgage-Backed Securities 7.25 FNSM BB 05/30 B1V7KEBTPIMZEU4LTD58 31359MFP3 2030-05-15 7.250000 0.00 2000000.00 2233151.00 Agency Mortgage-Backed Securities 6.625 FNSM BB 11/30 B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 1090000.00 1203903.09 Agency Mortgage-Backed Securities FNIN 05/15/30 B1V7KEBTPIMZEU4LTD58 31359YEA1 2030-05-15 0.00 0.00 978000.00 830868.70 Agency Mortgage-Backed Securities 0.875 FNSM A 08/30 B1V7KEBTPIMZEU4LTD58 3135G05Q2 2030-08-05 0.875000 0.00 155000.00 136243.50 Agency Mortgage-Backed Securities 0.75 FNSM A 10/27 B1V7KEBTPIMZEU4LTD58 3135G05Y5 2027-10-08 0.750000 0.00 5000.00 4805.45 Agency Mortgage-Backed Securities 1.875 FNSM A 09/26 B1V7KEBTPIMZEU4LTD58 3135G0Q22 2026-09-24 1.875000 0.00 1414000.00 1414145.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G1AG6 2028-03-06 3.705000 0.00 108000000.00 108203700.00 Agency Mortgage-Backed Securities 6.03 FNPR A 10/27 B1V7KEBTPIMZEU4LTD58 31364EAV6 2027-10-08 0.00 0.00 97000.00 92053.19 Agency Mortgage-Backed Securities RFIN 07/15/28 N/A 76116EGN4 2028-07-15 0.00 0.00 48032000.00 44021424.06 Corporate Debt Securities RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0.00 0.00 435000.00 411796.23 Corporate Debt Securities RFIN 10/15/28 N/A 76116EHL7 2028-10-15 0.00 0.00 1131000.00 1025515.02 Corporate Debt Securities RFIN 04/15/29 N/A 76116EHM5 2029-04-15 0.00 0.00 10337000.00 9174852.44 Corporate Debt Securities 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 125000.00 106150.25 Corporate Debt Securities Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0376 1000000000.00 1000000000.00 0.0070 N N N Y United States Treasury Bill United States Treasury Bill 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0398 149878783.50 149878783.50 0.0010 N Y Y N United States Treasury Bill United States Treasury Bill 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0358 597831000.00 597831000.00 0.0042 N Y Y N United States Treasury Bill United States Treasury Bill 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0366 1345398052.50 1345398052.50 0.0094 N Y Y N United States Treasury Bill United States Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0372 344294457.50 344294457.50 0.0024 N Y Y N United States Treasury Bill United States Treasury Bill 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0374 368579062.50 368579062.50 0.0026 N Y Y N United States Treasury Bill United States Treasury Bill 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0000 735412507.50 735412507.50 0.0051 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.625000% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0347 263302733.70 263302733.70 0.0018 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.500000% 912828ZV5 254900HROIFWPRGM1V77 US912828ZV59 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0390 337774608.50 337774608.50 0.0024 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.625000% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0406 802965290.05 802965290.05 0.0056 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.750000% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0368 149252197.50 149252197.50 0.0010 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0365 233298698.70 233298698.70 0.0016 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0357 538915587.30 538915587.30 0.0038 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0350 715395446.50 715395446.50 0.0050 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0369 395725000.00 395725000.00 0.0028 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.500000% 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 U.S. Treasury Debt Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0416 890255501.20 890255501.20 0.0062 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.625000% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0358 180416109.60 180416109.60 0.0013 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.375000% 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0354 501160155.00 501160155.00 0.0035 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0351 1462414329.00 1462414329.00 0.0102 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0390 583796062.50 583796062.50 0.0041 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0405 576436833.00 576436833.00 0.0040 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0406 630329628.60 630329628.60 0.0044 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0373 331954350.00 331954350.00 0.0023 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0370 359676561.60 359676561.60 0.0025 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0371 655864803.05 655864803.05 0.0046 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0356 1146520697.40 1146520697.40 0.0080 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.873700% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-01 2027-01-31 2027-01-31 N N N 0.0394 520151148.40 520151148.40 0.0036 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0368 874085695.00 874085695.00 0.0061 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.935700% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-01 2027-04-30 2027-04-30 N N N 0.0399 100106368.00 100106368.00 0.0007 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0372 1156918750.00 1156918750.00 0.0081 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury 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1177346.96 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 420.00 429.52 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 901005.00 784240.70 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 52500.00 49821.31 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 855750.00 762175.80 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 6011565.00 5613561.82 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 105.00 101.26 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 1155000.00 1153910.90 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 36190.00 35864.11 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 3290.00 3281.26 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 13475.00 13636.97 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 349930.00 360123.57 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1540350.00 1568604.64 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 3003350.00 2879373.21 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 5402810.00 5428832.35 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 175.00 174.74 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 37940.00 38125.13 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 785120.00 790906.33 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 315000.00 321560.03 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 1107308.67 1120153.98 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1637685.00 1565161.35 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 1001875.00 935191.28 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 349965.00 321041.77 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 2100000.00 2041039.99 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 105.00 91.27 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 350035.00 333954.32 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 700000.00 666827.91 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 3499860.00 3341326.57 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 164360.00 156393.64 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 331170.00 289542.76 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 4339930.00 3315710.86 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 1400000.00 1034402.25 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 3713885.00 2824349.55 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 35.00 25.29 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 35.00 22.23 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 35.00 22.57 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 9176475.00 4418550.71 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 4144350.00 4130149.38 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 565460.00 563593.48 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 866915.00 863982.23 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 348915.00 353601.85 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 349930.00 352179.23 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 2101785.00 2104381.09 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 279230.00 278541.60 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 35.00 19.86 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 70.00 49.34 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 3731315.00 2540664.48 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 7731500.00 5408462.58 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 5949930.00 4169882.00 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 5759145.00 4794306.80 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 628040.00 455860.22 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 2565115.00 2185265.91 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 12705.00 11597.18 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 4427511.79 3428487.68 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 349965.00 317070.73 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 175.00 141.70 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 2098040.00 1876016.49 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 173250.00 166756.70 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 18550.00 18474.60 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 350.00 346.12 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 215810.00 214610.81 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 9006340.00 8998178.98 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 261555.00 260001.00 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 47530.00 47586.06 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 2889075.00 2817353.04 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 475755.00 448785.88 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 4655.00 4542.29 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 5516770.00 5375440.99 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 6650000.00 6791937.60 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 332745.00 331178.80 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 35.00 34.42 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 69720.00 68875.12 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 2295160.00 2300327.80 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 3608285.74 2620073.70 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 1050000000.00 1050000000.00 0.0073 N Y Y N MUFG Securities CA MUFG Securities CA 3.690000% 933USN006 549300Y1PMK3RWXMWR72 933USN006_3.69_0730 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 05.500 FGPC H03116 G S6XOOCT0IEG5ABCC6L87 3128MVN90 2037-07-01 5.500000 0.00 95.12 95.66 Agency Mortgage-Backed Securities FMAR 1B8894 G S6XOOCT0IEG5ABCC6L87 3128UHHW8 2041-10-01 6.473000 0.00 1083.57 1135.79 Agency Mortgage-Backed Securities 05.500 FGPC H09119 G S6XOOCT0IEG5ABCC6L87 3128UNDY5 2037-12-01 5.500000 0.00 32.87 32.59 Agency Mortgage-Backed Securities 2.875 FHLB 29 EC 2549001DPIFGXC1TOL40 3130AG3X1 2029-03-09 2.875000 0.00 5670000.00 5517656.08 Agency Mortgage-Backed Securities 4.50 FHOR 26-30 9H 2549001DPIFGXC1TOL40 3130B7BK9 2030-08-14 4.500000 0.00 10000000.00 10122440.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1073 S6XOOCT0IEG5ABCC6L87 3131WRFN0 2041-01-01 4.000000 0.00 2042580.79 1987129.26 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5563 S6XOOCT0IEG5ABCC6L87 3131X9FC3 2028-06-01 2.500000 0.00 25.07 24.74 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3304 S6XOOCT0IEG5ABCC6L87 3131XJU59 2042-07-01 3.500000 0.00 258.02 244.87 Agency Mortgage-Backed Securities FEPC 03.500 CLZM1720 S6XOOCT0IEG5ABCC6L87 3131XU4D6 2046-09-01 3.500000 0.00 92.43 86.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3756 S6XOOCT0IEG5ABCC6L87 3131XXE56 2047-07-01 4.500000 0.00 207.90 205.44 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4550 S6XOOCT0IEG5ABCC6L87 3131XYBT5 2047-10-01 3.500000 0.00 297.96 274.46 Agency Mortgage-Backed Securities FEPC 04.500 3SZN0099 S6XOOCT0IEG5ABCC6L87 3131Y6DC0 2041-03-01 4.500000 0.00 45.83 45.40 Agency Mortgage-Backed Securities FEPC 05.000 3SZN0157 S6XOOCT0IEG5ABCC6L87 3131Y6E62 2044-01-01 5.000000 0.00 121.03 122.11 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0595 S6XOOCT0IEG5ABCC6L87 3131Y6UU1 2043-01-01 3.500000 0.00 3937.50 3716.92 Agency Mortgage-Backed Securities FEPC 04.000 CLZN4495 S6XOOCT0IEG5ABCC6L87 3131YA7G9 2048-12-01 4.000000 0.00 244.00 233.39 Agency Mortgage-Backed Securities FNMS 04.500 CZAL0315 B1V7KEBTPIMZEU4LTD58 3138EGK52 2051-04-01 4.500000 0.00 148.83 145.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2154 B1V7KEBTPIMZEU4LTD58 3138EJMC9 2042-06-01 3.500000 0.00 139.23 132.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5161 N/A 3138EMWX5 2044-03-01 4.000000 0.00 639.84 619.54 Agency Mortgage-Backed Securities FNMS 02.500 CLBU2794 B1V7KEBTPIMZEU4LTD58 3140M4C89 2051-11-01 2.500000 0.00 8961.04 7730.88 Agency Mortgage-Backed Securities FNMS 06.000 CIBU4312 B1V7KEBTPIMZEU4LTD58 3140M5YJ8 2038-12-01 6.000000 0.00 646.09 667.97 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4936 B1V7KEBTPIMZEU4LTD58 3140M6PW7 2054-08-01 6.500000 0.00 742.11 781.48 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8766 B1V7KEBTPIMZEU4LTD58 3140MAW42 2052-04-01 3.000000 0.00 3571618.45 3197118.78 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4583 B1V7KEBTPIMZEU4LTD58 3140MJCV5 2052-04-01 3.500000 0.00 292700.41 268973.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7861 B1V7KEBTPIMZEU4LTD58 3140MMWX2 2052-07-01 5.000000 0.00 771.34 779.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.500000 0.00 818.10 797.84 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 B1V7KEBTPIMZEU4LTD58 3140MVCB2 2052-07-01 4.000000 0.00 799.28 756.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3835 B1V7KEBTPIMZEU4LTD58 3140MVHM3 2052-10-01 5.000000 0.00 5061531.76 5104012.07 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4886 B1V7KEBTPIMZEU4LTD58 3140MWNC6 2053-04-01 5.500000 0.00 599.26 619.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6373 B1V7KEBTPIMZEU4LTD58 3140MYCK6 2052-08-01 5.000000 0.00 1635.35 1629.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBW6984 B1V7KEBTPIMZEU4LTD58 3140MYXN7 2052-09-01 4.500000 0.00 943.19 915.63 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1808 B1V7KEBTPIMZEU4LTD58 3140W2AJ0 2054-12-01 5.000000 0.00 948.40 944.74 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2005 B1V7KEBTPIMZEU4LTD58 3140W2GP0 2055-06-01 5.000000 0.00 1877.78 1869.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2403 B1V7KEBTPIMZEU4LTD58 3140W2U58 2055-08-01 5.500000 0.00 942.31 963.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3507 B1V7KEBTPIMZEU4LTD58 3140W33R8 2055-11-01 5.500000 0.00 2076.98 2132.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3548 B1V7KEBTPIMZEU4LTD58 3140W35J4 2055-02-01 4.000000 0.00 858367.98 811975.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3254 B1V7KEBTPIMZEU4LTD58 3140W3TL3 2055-10-01 5.500000 0.00 963.64 984.82 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4388 B1V7KEBTPIMZEU4LTD58 3140W42W6 2056-01-01 5.500000 0.00 979.89 1001.51 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3799 B1V7KEBTPIMZEU4LTD58 3140W4GH4 2055-09-01 6.000000 0.00 930.04 975.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3860 B1V7KEBTPIMZEU4LTD58 3140W4JE8 2055-12-01 5.500000 0.00 950.60 974.20 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4348 B1V7KEBTPIMZEU4LTD58 3140W4ZN0 2056-01-01 5.500000 0.00 6737348.44 6860713.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4513 B1V7KEBTPIMZEU4LTD58 3140W5AP9 2056-02-01 4.500000 0.00 983.99 954.15 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4550 B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 1011.19 979.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4660 B1V7KEBTPIMZEU4LTD58 3140W5FA7 2056-02-01 3.000000 0.00 76123282.99 67158218.60 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4740 B1V7KEBTPIMZEU4LTD58 3140W5HS6 2056-01-01 5.000000 0.00 976.56 967.88 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4972 B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 1122.73 1085.60 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5030 B1V7KEBTPIMZEU4LTD58 3140W5SU9 2056-04-01 5.000000 0.00 1012.34 1007.00 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5061 B1V7KEBTPIMZEU4LTD58 3140W5TT1 2054-05-01 4.500000 0.00 946.96 919.33 Agency Mortgage-Backed Securities FNMS 04.500 CIFA5082 B1V7KEBTPIMZEU4LTD58 3140W5UG7 2041-04-01 4.500000 0.00 975.18 976.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAB9683 B1V7KEBTPIMZEU4LTD58 31417GXM3 2043-06-01 4.000000 0.00 118.68 115.16 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC1668 B1V7KEBTPIMZEU4LTD58 31417K2A4 2039-09-01 6.530000 0.00 18.12 18.91 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 B1V7KEBTPIMZEU4LTD58 31418AQ27 2043-02-01 3.500000 0.00 142.66 135.35 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2652 B1V7KEBTPIMZEU4LTD58 31418B5N2 2031-05-01 3.500000 0.00 97.86 96.34 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2730 B1V7KEBTPIMZEU4LTD58 31418CA87 2046-08-01 2.500000 0.00 199.20 172.80 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2996 B1V7KEBTPIMZEU4LTD58 31418CKJ2 2037-05-01 3.500000 0.00 911.21 874.02 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4185 S6XOOCT0IEG5ABCC6L87 3142GUUK7 2055-05-01 6.500000 0.00 10356175.48 10863691.37 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5597 S6XOOCT0IEG5ABCC6L87 3142GWGF0 2055-12-01 5.000000 0.00 15450.99 15326.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6899 S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 2400.00 2443.80 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2300 S6XOOCT0IEG5ABCC6L87 3142JQRW1 2056-01-01 5.500000 0.00 990.99 1007.68 Agency Mortgage-Backed Securities FEPC 03.000 3PZA3131 S6XOOCT0IEG5ABCC6L87 31329LPQ9 2042-11-01 3.000000 0.00 94.67 85.97 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4555 S6XOOCT0IEG5ABCC6L87 31329NBY3 2045-05-01 4.000000 0.00 110.61 106.44 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5570 S6XOOCT0IEG5ABCC6L87 31329PFK4 2048-07-01 4.000000 0.00 338048.39 323401.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5921 S6XOOCT0IEG5ABCC6L87 31329PSJ3 2048-11-01 4.500000 0.00 1711224.93 1689312.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3859 S6XOOCT0IEG5ABCC6L87 3132A4JC3 2043-12-01 4.500000 0.00 92.74 91.78 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3861 S6XOOCT0IEG5ABCC6L87 3132A4JE9 2043-11-01 4.000000 0.00 123.46 119.62 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4522 S6XOOCT0IEG5ABCC6L87 3132A5AX3 2043-07-01 3.000000 0.00 440994.19 404544.55 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4638 S6XOOCT0IEG5ABCC6L87 3132A5EK7 2045-11-01 3.500000 0.00 103.79 97.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4651 S6XOOCT0IEG5ABCC6L87 3132A5EY7 2046-03-01 3.500000 0.00 99.42 93.12 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4790 S6XOOCT0IEG5ABCC6L87 3132A5KB0 2048-09-01 4.000000 0.00 70.30 67.25 Agency Mortgage-Backed Securities FEPC 03.000 CIZS6635 S6XOOCT0IEG5ABCC6L87 3132A7LQ2 2027-08-01 3.000000 0.00 4.74 4.72 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0528 S6XOOCT0IEG5ABCC6L87 3132ACSR2 2046-08-01 3.500000 0.00 219.16 204.32 Agency Mortgage-Backed Securities FEPC 03.000 CISB0361 S6XOOCT0IEG5ABCC6L87 3132CWMJ0 2035-07-01 3.000000 0.00 1883.53 1801.58 Agency Mortgage-Backed Securities FEPC 04.500 CISB1194 S6XOOCT0IEG5ABCC6L87 3132CXKF8 2039-03-01 4.500000 0.00 718.05 718.60 Agency Mortgage-Backed Securities FEPC 02.500 CISB1472 S6XOOCT0IEG5ABCC6L87 3132CXT51 2032-01-01 2.500000 0.00 624.60 607.91 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0086 S6XOOCT0IEG5ABCC6L87 3132D9CX0 2040-10-01 2.500000 0.00 489.41 440.36 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0114 S6XOOCT0IEG5ABCC6L87 3132D9DT8 2041-01-01 2.500000 0.00 4844.32 4368.52 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0630 S6XOOCT0IEG5ABCC6L87 3132D9VX9 2042-08-01 2.000000 0.00 1747.22 1526.98 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0823 S6XOOCT0IEG5ABCC6L87 3132DM4G7 2052-01-01 2.500000 0.00 708.21 609.50 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0094 S6XOOCT0IEG5ABCC6L87 3132DMC78 2049-09-01 3.500000 0.00 358.67 332.28 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1684 S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.500000 0.00 3572873.15 3479199.57 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1696 S6XOOCT0IEG5ABCC6L87 3132DN3D3 2047-04-01 2.000000 0.00 5191.47 4272.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1790 S6XOOCT0IEG5ABCC6L87 3132DN7B3 2052-09-01 5.000000 0.00 30960148.38 30917354.59 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1185 S6XOOCT0IEG5ABCC6L87 3132DNJ61 2051-10-01 3.000000 0.00 741.41 654.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2181 S6XOOCT0IEG5ABCC6L87 3132DPM62 2053-01-01 5.500000 0.00 1991.95 2028.16 Agency Mortgage-Backed Securities FNMS 04.000 CLAO3000 B1V7KEBTPIMZEU4LTD58 3138LTKN7 2042-05-01 4.000000 0.00 264.07 256.11 Agency Mortgage-Backed Securities FNMS 02.500 CLAR9188 B1V7KEBTPIMZEU4LTD58 3138W7F66 2043-03-01 2.500000 0.00 32713.78 28788.54 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2283 B1V7KEBTPIMZEU4LTD58 3138WBRD9 2044-04-01 4.500000 0.00 2118745.50 2094456.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3641 N/A 3138WDBK6 2044-10-01 4.000000 0.00 3364.68 3246.92 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5652 B1V7KEBTPIMZEU4LTD58 3138WFH66 2045-08-01 4.000000 0.00 1704.88 1642.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2816 B1V7KEBTPIMZEU4LTD58 3140N7DW7 2052-11-01 5.000000 0.00 108894.68 109879.28 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8751 B1V7KEBTPIMZEU4LTD58 3140NDWM5 2053-03-01 5.500000 0.00 561.33 575.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3024 B1V7KEBTPIMZEU4LTD58 3140NKLE9 2053-06-01 5.000000 0.00 25631340.17 25458271.67 Agency Mortgage-Backed Securities FNMS 04.500 CIBY4098 B1V7KEBTPIMZEU4LTD58 3140NLRU5 2038-06-01 4.500000 0.00 526.23 525.88 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9764 B1V7KEBTPIMZEU4LTD58 3140NSZ64 2053-09-01 6.500000 0.00 814.38 867.71 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0833 B1V7KEBTPIMZEU4LTD58 3140Q74T1 2047-12-01 3.500000 0.00 215.82 200.75 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2583 B1V7KEBTPIMZEU4LTD58 3140Q92R3 2048-11-01 4.500000 0.00 145.73 143.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2051 B1V7KEBTPIMZEU4LTD58 3140Q9H55 2048-07-01 4.500000 0.00 260231.35 257352.41 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 B1V7KEBTPIMZEU4LTD58 3140Q9M91 2048-08-01 4.000000 0.00 757.88 727.01 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2465 B1V7KEBTPIMZEU4LTD58 3140Q9W33 2048-10-01 4.000000 0.00 1925.56 1851.51 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 B1V7KEBTPIMZEU4LTD58 3140Q9XQ1 2048-10-01 4.500000 0.00 7342542.12 7259938.52 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2787 B1V7KEBTPIMZEU4LTD58 3140QACZ1 2048-12-01 4.000000 0.00 9500597.52 9100073.44 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2951 B1V7KEBTPIMZEU4LTD58 3140QAH52 2049-01-01 4.500000 0.00 346.83 341.32 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5714 B1V7KEBTPIMZEU4LTD58 3140W6K43 2056-05-01 5.000000 0.00 1032.21 1027.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5730 B1V7KEBTPIMZEU4LTD58 3140W6LL4 2056-05-01 5.500000 0.00 1022.62 1034.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFA6083 B1V7KEBTPIMZEU4LTD58 3140W6XM9 2053-07-01 2.500000 0.00 1024.00 867.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6114 B1V7KEBTPIMZEU4LTD58 3140W6YL0 2054-10-01 6.000000 0.00 1045.00 1075.47 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1577 B1V7KEBTPIMZEU4LTD58 3140X4XF8 2034-09-01 3.500000 0.00 190.16 185.34 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2398 B1V7KEBTPIMZEU4LTD58 3140X5UY7 2033-06-01 3.000000 0.00 5841595.80 5700881.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4.000000 0.00 277.99 268.73 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3090 B1V7KEBTPIMZEU4LTD58 31418CNG5 2032-08-01 3.000000 0.00 96.65 93.55 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3149 B1V7KEBTPIMZEU4LTD58 31418CQB3 2047-10-01 4.000000 0.00 116.39 111.35 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3151 B1V7KEBTPIMZEU4LTD58 31418CQD9 2037-10-01 3.000000 0.00 128.14 120.13 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4381 B1V7KEBTPIMZEU4LTD58 31418D2P6 2051-07-01 3.500000 0.00 432.89 399.55 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2.000000 0.00 3164.50 2757.11 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4389 B1V7KEBTPIMZEU4LTD58 31418D2X9 2031-07-01 1.500000 0.00 356.19 335.88 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4414 B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.500000 0.00 674.89 572.75 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4435 B1V7KEBTPIMZEU4LTD58 31418D4V1 2051-09-01 4.000000 0.00 460.94 437.08 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3694 B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.500000 0.00 100.14 98.17 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3803 B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.500000 0.00 122.54 113.46 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3870 B1V7KEBTPIMZEU4LTD58 31418DJQ6 2049-12-01 2.500000 0.00 261.02 222.65 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3.000000 0.00 186.33 166.11 Agency Mortgage-Backed Securities FEPC 05.500 CLTB1460 S6XOOCT0IEG5ABCC6L87 3142K2TS9 2056-04-01 5.500000 0.00 997.95 1009.17 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8000 B1V7KEBTPIMZEU4LTD58 3138EQ3J9 2045-12-01 4.000000 0.00 4844.30 4674.13 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3222 B1V7KEBTPIMZEU4LTD58 3140LRSL3 2051-07-01 2.500000 0.00 5803.26 4931.93 Agency Mortgage-Backed Securities FNMS 02.000 REBT7247 B1V7KEBTPIMZEU4LTD58 3140LWBR7 2051-09-01 2.000000 0.00 1789.12 1450.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7954 B1V7KEBTPIMZEU4LTD58 3140LWZU4 2052-10-01 4.500000 0.00 2696.91 2629.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8301 B1V7KEBTPIMZEU4LTD58 3140LXGK5 2052-08-01 4.500000 0.00 1318.74 1284.06 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9375 B1V7KEBTPIMZEU4LTD58 3140LYMZ3 2051-11-01 2.000000 0.00 28781638.14 23579878.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5421 B1V7KEBTPIMZEU4LTD58 3140KDAX8 2050-05-01 3.000000 0.00 450.19 401.47 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6345 B1V7KEBTPIMZEU4LTD58 3140KEBP2 2050-06-01 3.000000 0.00 479.22 425.84 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1866.03 1601.41 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 B1V7KEBTPIMZEU4LTD58 3140KYC85 2051-05-01 2.500000 0.00 36779490.26 31584015.39 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2660 B1V7KEBTPIMZEU4LTD58 3140L05W3 2051-02-01 2.000000 0.00 727.84 586.09 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2807 B1V7KEBTPIMZEU4LTD58 3140L1DM4 2050-12-01 2.500000 0.00 12406305.31 10572825.69 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7215 B1V7KEBTPIMZEU4LTD58 3140L6AR5 2051-04-01 2.500000 0.00 23784176.09 20217117.86 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7223 B1V7KEBTPIMZEU4LTD58 3140L6AZ7 2051-04-01 2.500000 0.00 1407.83 1197.13 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8795 B1V7KEBTPIMZEU4LTD58 3140L7XZ0 2051-05-01 2.500000 0.00 3216.31 2748.38 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9345 B1V7KEBTPIMZEU4LTD58 3140L8L32 2051-05-01 2.500000 0.00 11389083.97 9821762.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9341 B1V7KEBTPIMZEU4LTD58 3140L8LX6 2051-05-01 2.500000 0.00 1297.29 1120.97 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9357 B1V7KEBTPIMZEU4LTD58 3140L8MF4 2051-05-01 2.500000 0.00 12680526.00 10954197.78 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9718 B1V7KEBTPIMZEU4LTD58 3140L8YQ7 2051-04-01 2.500000 0.00 8560256.83 7341472.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0837 B1V7KEBTPIMZEU4LTD58 3140LN4X2 2051-06-01 2.500000 0.00 673.98 573.46 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1339 B1V7KEBTPIMZEU4LTD58 3140LPPZ9 2051-07-01 2.500000 0.00 4973.97 4194.00 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0303 B1V7KEBTPIMZEU4LTD58 3140UFKR4 2056-06-01 5.000000 0.00 1000.00 993.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0552 B1V7KEBTPIMZEU4LTD58 3140UFTJ3 2056-06-01 5.000000 0.00 1000.00 993.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0733 B1V7KEBTPIMZEU4LTD58 3140UFY73 2056-06-01 5.500000 0.00 999.82 1017.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0713 B1V7KEBTPIMZEU4LTD58 3140UFYK4 2056-06-01 5.500000 0.00 999.51 1017.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0765 B1V7KEBTPIMZEU4LTD58 3140UFZ72 2056-06-01 5.500000 0.00 1000.00 1016.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1779 B1V7KEBTPIMZEU4LTD58 3140UG6R8 2056-06-01 5.000000 0.00 999.59 994.49 Agency Mortgage-Backed Securities FNMS 05.000 CIDH1311 B1V7KEBTPIMZEU4LTD58 3140UGN57 2041-06-01 5.000000 0.00 996.36 1010.98 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1619 B1V7KEBTPIMZEU4LTD58 3140UGYR7 2056-05-01 6.000000 0.00 1000.00 1034.18 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0243 B1V7KEBTPIMZEU4LTD58 3140W0HV0 2054-12-01 5.500000 0.00 1583284.66 1618315.71 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0287 B1V7KEBTPIMZEU4LTD58 3140W0J97 2054-12-01 6.000000 0.00 606.31 623.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0307 B1V7KEBTPIMZEU4LTD58 3140W0KV6 2055-01-01 5.000000 0.00 847758.93 843297.83 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0545 B1V7KEBTPIMZEU4LTD58 3140W0TB1 2054-12-01 5.500000 0.00 737.19 749.76 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0981 B1V7KEBTPIMZEU4LTD58 3140W1CT8 2052-07-01 3.500000 0.00 916.59 843.67 Agency Mortgage-Backed Securities FNMS 05.500 CIFA1073 B1V7KEBTPIMZEU4LTD58 3140W1FP3 2039-11-01 5.500000 0.00 625.40 639.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1109 B1V7KEBTPIMZEU4LTD58 3140W1GT4 2055-02-01 4.500000 0.00 943.51 917.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1158 B1V7KEBTPIMZEU4LTD58 3140W1JC8 2055-02-01 5.000000 0.00 4302.81 4268.04 Agency Mortgage-Backed Securities FNMS 06.000 NQ889810 B1V7KEBTPIMZEU4LTD58 31410KR71 2037-11-01 6.000000 0.00 6.55 6.65 Agency Mortgage-Backed Securities FNAR XX.XXX WZ889916 B1V7KEBTPIMZEU4LTD58 31410KVH4 2038-09-01 4.299000 0.00 94.89 94.38 Agency Mortgage-Backed Securities FNMS 05.000 CL890481 N/A 31410LJ29 2041-02-01 5.000000 0.00 1481083.40 1505029.23 Agency Mortgage-Backed Securities FNMS 03.000 CT890756 B1V7KEBTPIMZEU4LTD58 31410LTM4 2035-12-01 3.000000 0.00 159.45 149.45 Agency Mortgage-Backed Securities FNMS 04.000 CL890834 B1V7KEBTPIMZEU4LTD58 31410LV33 2048-01-01 4.000000 0.00 1342.09 1287.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4453 B1V7KEBTPIMZEU4LTD58 31417A5P0 2042-02-01 4.000000 0.00 80.97 78.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 9230338.13 8737977.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4101 S6XOOCT0IEG5ABCC6L87 31427RRX0 2055-12-01 5.000000 0.00 1033.56 1026.52 Agency Mortgage-Backed Securities FEPC 03.500 CLSL4363 S6XOOCT0IEG5ABCC6L87 31427RZ52 2052-01-01 3.500000 0.00 986.20 911.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4989 S6XOOCT0IEG5ABCC6L87 31427SRK6 2055-10-01 5.500000 0.00 902.30 919.31 Agency Mortgage-Backed Securities FEPC 04.000 CLSL5196 S6XOOCT0IEG5ABCC6L87 31427SX29 2052-04-01 4.000000 0.00 1007.33 961.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5516 S6XOOCT0IEG5ABCC6L87 31427TDW3 2056-06-01 5.000000 0.00 1018.38 1012.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0879 S6XOOCT0IEG5ABCC6L87 3142GQ6R8 2054-02-01 5.500000 0.00 1754.51 1777.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0273 S6XOOCT0IEG5ABCC6L87 3142GQJT0 2053-11-01 5.500000 0.00 645336.00 659940.31 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3065 S6XOOCT0IEG5ABCC6L87 3142GTMP8 2054-12-01 5.500000 0.00 17685920.57 18033388.00 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3251 S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 1754.60 1789.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3719 S6XOOCT0IEG5ABCC6L87 3142GUDZ3 2055-03-01 5.500000 0.00 2638.39 2691.42 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2190 S6XOOCT0IEG5ABCC6L87 3132DPNF1 2052-10-01 4.500000 0.00 724.17 705.42 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2364 S6XOOCT0IEG5ABCC6L87 3132DPTV0 2053-02-01 6.500000 0.00 4263839.40 4461946.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2481 S6XOOCT0IEG5ABCC6L87 3132DPXJ2 2053-03-01 5.000000 0.00 767.52 767.78 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3551 S6XOOCT0IEG5ABCC6L87 3132DQ5L6 2053-06-01 5.000000 0.00 754.79 753.06 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2907 S6XOOCT0IEG5ABCC6L87 3132DQGQ3 2053-05-01 6.500000 0.00 905199.04 964632.70 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2990 S6XOOCT0IEG5ABCC6L87 3132DQKB1 2053-03-01 6.000000 0.00 803.57 845.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 781.46 716.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3133 S6XOOCT0IEG5ABCC6L87 3132DQPS9 2053-06-01 5.000000 0.00 784.73 780.65 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3397 S6XOOCT0IEG5ABCC6L87 3132DQX27 2050-09-01 3.500000 0.00 978.29 912.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3425 S6XOOCT0IEG5ABCC6L87 3132DQYW0 2053-07-01 5.500000 0.00 722.56 738.09 Agency Mortgage-Backed Securities FEPC 02.500 CLSD4816 S6XOOCT0IEG5ABCC6L87 3132DSK50 2054-01-01 2.500000 0.00 854.23 721.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4979 S6XOOCT0IEG5ABCC6L87 3132DSQ88 2053-02-01 5.500000 0.00 812.38 834.10 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5078 S6XOOCT0IEG5ABCC6L87 3132DSUB6 2054-02-01 6.500000 0.00 603.22 633.25 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6179 S6XOOCT0IEG5ABCC6L87 3132DT2L3 2054-04-01 5.000000 0.00 1605.29 1608.62 Agency Mortgage-Backed Securities FEPC 02.000 CLSD6197 S6XOOCT0IEG5ABCC6L87 3132DT3E8 2050-11-01 2.000000 0.00 883.63 718.51 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6299 S6XOOCT0IEG5ABCC6L87 3132DT7L8 2054-09-01 5.500000 0.00 2683.31 2716.92 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5603 S6XOOCT0IEG5ABCC6L87 3132DTGL8 2054-06-01 5.500000 0.00 977.09 1002.98 Agency Mortgage-Backed Securities FEPC 03.500 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850.85 Agency Mortgage-Backed Securities GNII SP 785550 C 549300M8ZYFG0OCMTT87 3622ABBT8 2051-07-20 4.000000 0.00 7273001.10 6770525.61 Agency Mortgage-Backed Securities GNII SP 785676 C 549300M8ZYFG0OCMTT87 3622ABFR8 2051-10-20 3.500000 0.00 14217219.15 12979005.19 Agency Mortgage-Backed Securities GNMI SP 786677 X 549300M8ZYFG0OCMTT87 3622ACJW1 2053-04-15 6.000000 0.00 805816.33 829459.25 Agency Mortgage-Backed Securities GNII SP 788131 C 549300M8ZYFG0OCMTT87 3622AD4Q8 2055-07-20 7.500000 0.00 858.21 927.82 Agency Mortgage-Backed Securities GNII SP 787333 C 549300M8ZYFG0OCMTT87 3622ADBA5 2054-03-20 7.500000 0.00 977.66 1047.00 Agency Mortgage-Backed Securities GNII SP 787339 C 549300M8ZYFG0OCMTT87 3622ADBG2 2054-04-20 6.000000 0.00 2111791.41 2189111.13 Agency Mortgage-Backed Securities GNII SP 787530 C 549300M8ZYFG0OCMTT87 3622ADHF8 2054-04-20 7.000000 0.00 111.30 116.14 Agency Mortgage-Backed Securities 1.73 FCOR 21-35 BB 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 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2041-02-01 4.500000 0.00 944.18 938.81 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 990.82 958.05 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6086 B1V7KEBTPIMZEU4LTD58 31418FXQ5 2041-06-01 4.500000 0.00 991.77 986.13 Agency Mortgage-Backed Securities GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 345750.27 343615.18 Agency Mortgage-Backed Securities GNAR AF MB0494 M 549300M8ZYFG0OCMTT87 3618N5RQ4 2055-07-20 4.500000 0.00 42570220.05 42390573.72 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 1930.12 1919.10 Agency Mortgage-Backed Securities FEPC 05.000 CIQO2391 S6XOOCT0IEG5ABCC6L87 3133WLUQ5 2039-08-01 5.000000 0.00 792.57 800.96 Agency Mortgage-Backed Securities 4.00 FMNT 23-27 21 N/A 3134GYH21 2027-06-01 4.000000 0.00 24999000.00 25053028.39 Agency Mortgage-Backed Securities 4.00 FMNT 25-29 F7 N/A 3134HADF7 2029-08-06 4.000000 0.00 1561000.00 1568675.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5746 B1V7KEBTPIMZEU4LTD58 3140JAL48 2049-03-01 4.000000 0.00 799.03 765.48 Agency Mortgage-Backed Securities MNAR XX.XXX XYBM6491 B1V7KEBTPIMZEU4LTD58 3140JBF92 2032-11-01 1.455700 0.00 5918.81 4982.22 Agency Mortgage-Backed Securities FNMS 03.000 ZK310213 B1V7KEBTPIMZEU4LTD58 31374CSA5 2047-03-25 3.000000 0.00 779.22 692.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBO5991 B1V7KEBTPIMZEU4LTD58 3140K1UR5 2050-01-01 4.000000 0.00 2966605.95 2835289.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8988 B1V7KEBTPIMZEU4LTD58 3140K47A2 2050-02-01 3.000000 0.00 795.21 714.56 Agency Mortgage-Backed Securities FNMS 02.500 CKBP3378 B1V7KEBTPIMZEU4LTD58 3140KAXG6 2051-05-01 2.500000 0.00 20128.66 16823.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4274 B1V7KEBTPIMZEU4LTD58 3140UKXC2 2056-07-01 5.000000 0.00 1000.00 995.30 Agency Mortgage-Backed Securities FEPC 07.500 CLRJ1243 S6XOOCT0IEG5ABCC6L87 3142GRLZ1 2054-03-01 7.500000 0.00 1048485.98 1127636.89 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ1455 S6XOOCT0IEG5ABCC6L87 3142GRTM2 2054-05-01 7.000000 0.00 1447781.68 1548683.21 Agency Mortgage-Backed Securities FNMS 05.700 NF968340 B1V7KEBTPIMZEU4LTD58 31414KHR4 2047-09-01 5.700000 0.00 21.88 21.90 Agency Mortgage-Backed Securities BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 25400.00 25082.20 U.S. Treasuries (including strips) BILL 07/30/26 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 1000.00 997.09 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 78000.00 77205.02 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 21117200.00 21003190.92 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 4000.00 4093.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 106.07 105.82 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 2352400.00 2340670.57 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 200.00 194.23 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 200.00 196.07 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 30612800.00 30657113.95 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 1900.00 1912.30 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 200.00 199.69 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 800.00 806.54 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 299900.00 299103.17 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 12836000.00 10322261.94 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 171692.48 126810.48 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 10129500.00 7857825.41 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.12 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 31498900.00 31731046.89 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 900.00 782.34 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 500.00 480.43 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 7924400.00 6898560.67 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 100.00 95.26 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 600.00 570.88 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 100.00 95.15 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 4084200.00 3160178.34 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 43357200.00 31329718.69 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 400.00 301.08 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 134.97 97.65 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 40165200.00 23893175.49 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 2718.46 2697.24 U.S. Treasuries (including strips) T 3 3/4 06/30/27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 35400.00 35280.24 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 11357000.00 6444829.51 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 9334700.00 6579305.69 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 319700.00 202468.81 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 13000400.00 8852014.52 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 22979800.00 16075197.37 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 8517900.00 6182682.33 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 10984100.00 9357545.10 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 111.97 86.70 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 3600.00 2914.97 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 46100.00 44372.20 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 98.03 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 238400.00 237431.02 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 300.00 274.37 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 6366200.00 6208157.61 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 13577638.77 13364022.68 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 14882500.00 13620753.43 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 2700.00 2634.63 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 38600.00 39257.87 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 400.00 299.59 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 20308100.00 14601701.60 U.S. Treasuries (including strips) Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0374 1500000000.00 1500000000.00 0.0104 N N N Y Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.650000% 935QTY008 U4LOSYZ7YG4W3S5F2G91 935QTY008_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 07/09/26 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0.00 0.00 422000.00 421661.56 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 10000000.00 9963890.00 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 2993100.00 2982291.92 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 2695000.00 2677501.37 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 150000000.00 148569300.00 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 320365000.00 320332963.50 U.S. Treasuries (including strips) BILL 07/16/26 254900HROIFWPRGM1V77 912797TN7 2026-07-16 0.00 0.00 5478900.00 5470698.09 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 31349000.00 31280220.29 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 10228800.00 10184407.01 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 78200.00 77804.54 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 687200.00 683217.68 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 156100.00 154974.83 U.S. Treasuries (including strips) BILL 07/21/26 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 0.00 0.00 3110800.00 3104569.07 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 2000.00 1994.58 U.S. Treasuries (including strips) BILL 07/28/26 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 90000.00 89756.01 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 100.00 99.66 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 155321000.00 154482441.70 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 25000000.00 25418916.85 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 99202400.00 99989784.09 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 5000000.00 5064591.31 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 5974400.00 6095826.34 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 40821800.00 41187267.37 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 147929900.00 149914901.00 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 23742000.00 24293977.37 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 19025700.00 19153524.01 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 57213000.00 57391447.35 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 100.31 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 22702900.00 23217351.23 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 25091500.00 25560044.95 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 24750000.00 25064364.24 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 21969500.00 22289563.57 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 3231100.00 3176775.41 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 8341000.00 8200762.49 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 1530000.00 1545261.45 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 72909800.00 63461171.29 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 100.00 94.18 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 200.00 199.49 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 18203900.00 17133405.32 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 6943900.00 6019442.97 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 440500.00 436168.38 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 99972600.00 94928685.67 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 8747600.00 8401169.28 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 140969100.00 140266206.50 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 21300000.00 20685700.01 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 22927600.00 22785596.16 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 50000000.00 46689687.50 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 24999000.00 24374849.97 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 300.00 290.23 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 74999300.00 69789287.99 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 121049800.00 120935656.60 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 18760000.00 18390916.78 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 19473300.00 19671482.65 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 13840000.00 13929595.12 U.S. Treasuries (including strips) T 3 7/8 11/30/29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 9539900.00 9486221.17 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 11752700.00 11747084.91 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 9199900.00 9117054.90 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 4639900.00 4621646.63 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 51384500.00 51621113.42 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 5250000.00 5089336.80 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 1331800.00 1332132.92 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 146400.00 143855.07 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 10851600.00 10320563.39 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 20186700.00 19953135.25 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 19799900.00 20133875.63 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 15290300.00 15450979.43 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 30200.00 29880.09 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 10000000.00 10120202.72 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 46651400.00 47548276.71 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 8680900.00 8933777.37 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 3876400.00 3960522.98 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 11500000.00 11910559.69 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 24600.00 25051.24 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 25300.00 25510.53 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 607900.00 613213.69 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 1661600.00 1676124.15 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 5000000.00 5020005.16 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 35995800.00 35376816.22 U.S. Treasuries (including strips) BILL 08/11/26 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0.00 0.00 388700.00 387101.67 U.S. Treasuries (including strips) BILL 08/18/26 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 221000.00 219924.83 U.S. Treasuries (including strips) BILL 08/25/26 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 132600.00 131861.55 U.S. Treasuries (including strips) BILL 09/01/26 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 95000.00 94406.63 U.S. Treasuries (including strips) BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 708200.00 702747.57 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 40000.00 39661.76 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 77980800.00 80441367.17 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1370000.00 1467539.74 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 10733500.00 11072815.64 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 401900.00 405775.92 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 10000000.00 9161724.86 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 97.54 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 200.00 201.48 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 3207100.00 3259734.69 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 2185600.00 2095379.52 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 15999200.00 16363151.22 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 100.00 82.54 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 200.00 160.83 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 200.00 155.77 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 14845200.00 11401714.83 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 699900.00 571099.51 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 11000.00 8533.10 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 3000000.00 3003462.54 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 29500000.00 28991832.36 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 5160700.00 5105321.49 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 49995900.00 50236702.66 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 5853400.00 5873943.30 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 11754000.00 11736903.81 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 17310000.00 17395152.22 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 5899500.00 5928287.24 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 10000000.00 9997621.48 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 100.28 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 13939100.00 13934337.63 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 43010900.00 43640321.51 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 17748300.00 17879104.97 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 10501400.00 10721802.86 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 70410200.00 71876527.43 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 23999500.00 24429080.04 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 5000000.00 5131312.27 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 13409500.00 13897055.05 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 5085200.00 5173822.06 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 4033900.00 4104200.58 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 14060000.00 14263311.42 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 4757700.00 4790823.03 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 3000000.00 3003242.66 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 13300000.00 13349409.93 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 700.00 653.41 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 100.00 99.51 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 92.79 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 7039600.00 6984085.48 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 11000000.00 10880661.00 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 300.00 275.21 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 163998300.00 143567760.80 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 100.00 96.51 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 13090700.00 11379350.19 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 2092500.00 1818947.06 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 53323700.00 51236802.81 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 28642700.00 27375529.11 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 575212200.00 500749111.30 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 100.00 95.26 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 40390300.00 38345056.38 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 13117900.00 12523697.48 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 48377900.00 43079951.51 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 36077700.00 34211782.65 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 951400.00 951405.50 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 50111700.00 47211818.43 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 87028000.00 75758017.28 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 23959800.00 20948113.04 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 255611600.00 221430359.60 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 88436100.00 72942603.79 U.S. Treasuries (including strips) T 3 1/8 08/15/44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 91659100.00 73258352.86 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 10295800.00 7966447.32 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 5796600.00 4146512.05 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 892000.00 638079.00 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 720200.00 553946.15 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 4120000.00 3147684.12 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 8102200.00 5702629.80 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 35198000.00 24460110.94 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 14101300.00 9384216.10 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 200.00 144.52 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 2505200.00 1787912.39 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 4669900.00 3515009.66 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 66018500.00 47467879.16 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 3263300.00 2346341.25 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 5249600.00 3334540.06 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 5250100.00 3123140.45 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100.00 48.15 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 49000.00 31057.50 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 5620000.00 3584122.69 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 13349100.00 13303596.04 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 49196200.00 48965688.00 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 45401000.00 45245433.47 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 30658300.00 30587402.68 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 37799900.00 37734436.15 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 99974200.00 98782707.48 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 800.00 797.29 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 34000000.00 34186477.41 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 71978200.00 71226572.17 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 50690900.00 50095939.80 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 573500.00 574208.38 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 36385200.00 36430142.48 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 100.00 99.32 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 64305100.00 63329323.58 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 4431400.00 4420474.96 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 4216400.00 4206005.02 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 24700.00 16106.20 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 91772900.00 52078955.21 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 498700.00 351494.93 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 5849700.00 3402539.80 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 42421600.00 24674971.76 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 14800000.00 8236803.10 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 800.00 559.63 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 28294800.00 17416210.08 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 539900.00 332322.96 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 11700000.00 8692726.12 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 70.08 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 886400.00 737900.08 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 385000.00 320500.37 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 14448100.00 10487093.36 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 25299300.00 21552912.00 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 2523600.00 2303552.17 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 300.00 245.77 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 643100.00 526844.01 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 4999700.00 4529763.03 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 9215400.00 7461831.48 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 9725600.00 8696395.67 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 7997700.00 7151349.40 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 7000000.00 6266836.01 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 5010000.00 4911405.71 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1225000.00 1220020.99 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 79900.00 73074.02 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 99999700.00 97875609.63 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 32000.00 31218.85 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 88456000.00 86296700.58 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 2200.00 2177.86 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 2299400.00 2281858.78 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 174500.00 173168.81 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 7354000.00 7178414.81 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 58102200.00 56813551.31 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 18279300.00 18076728.80 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 5126600.00 5129807.84 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 934700.00 936469.00 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 6976100.00 6937335.82 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 4399400.00 4374953.80 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 55000.00 54845.31 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 210000.00 209409.37 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 1379900.00 1378649.62 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 15000000.00 14756508.91 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 42286600.00 42157438.24 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 243900.00 243155.02 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 129433100.00 130105318.90 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 14662200.00 14568717.24 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 100.00 99.95 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 26816300.00 26150579.13 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1314900.00 1265399.60 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 14876500.00 14550738.12 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 9721200.00 8897031.29 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 400.00 370.23 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 2106700.00 1987277.50 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 19278900.00 18186037.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1731900.00 1689965.94 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1499100.00 1462802.67 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 20535600.00 20578644.43 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 3571000.00 3510291.21 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 24503800.00 25026809.11 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 14658700.00 14589702.79 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 6734600.00 6849379.46 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 7906400.00 7689331.76 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 423400.00 421852.51 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1448000.00 1423989.16 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 1649200.00 1689140.33 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 1303400.00 1329852.50 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 800.00 790.31 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 300.00 293.33 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 2726000.00 2694527.03 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 13203800.00 13007442.13 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 800.00 777.82 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 875900.00 874492.99 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 221350000.00 220896177.20 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 10698300.00 10707925.14 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 21615900.00 21664570.50 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 118728100.00 118893624.50 U.S. Treasuries (including strips) T 4 1/4 06/30/33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 35777900.00 35724054.26 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 34724400.00 34655715.14 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 36583500.00 36812016.91 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 336300.00 255762.29 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 10769900.00 8066298.03 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 200.00 158.34 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 6000000000.00 6000000000.00 0.0418 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.700000% 935QTY008 U4LOSYZ7YG4W3S5F2G91 935QTY008_3.70_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 100.00 99.66 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 100.00 101.68 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 16278100.00 16327910.99 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 30600.00 31171.41 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 101700.00 99990.11 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 478400.00 488781.91 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 642700.00 654489.05 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 16789400.00 16929108.79 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 3290000.00 3347336.30 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 2275500.00 2315156.16 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 51375600.00 49100470.09 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 100.00 63.52 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 100.00 98.48 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 100.00 98.99 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 200.00 195.05 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 249900.00 246528.21 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 100.00 97.86 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 4287100.00 4295213.70 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 2527200.00 2511087.16 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 5644200.00 5652068.85 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 100000000.00 100000000.00 0.0007 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.760000% 935QTY008 U4LOSYZ7YG4W3S5F2G91 935QTY008_3.76_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 988300.00 984731.25 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 1497500.00 1487776.73 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 100.00 99.57 U.S. Treasuries (including strips) BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 186800.00 185855.35 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 2641900.00 2620936.52 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UN5 2026-07-07 0.00 0.00 27100.00 27083.82 U.S. Treasuries (including strips) BILL 07/21/26 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 0.00 0.00 700.00 698.60 U.S. Treasuries (including strips) BILL 07/28/26 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 3042900.00 3034650.70 U.S. Treasuries (including strips) BILL 07/28/26 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 265000.00 264281.59 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 1000.00 996.61 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 99.46 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 12373900.00 12581245.41 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 200.00 204.06 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 28497900.00 28880299.77 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 200.00 204.65 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 300.00 302.02 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 100.00 102.27 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 100.00 101.87 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 200.00 196.64 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 4584500.00 3990379.07 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 600.00 565.07 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1150000.00 1082789.31 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 1100.00 1089.18 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 100.00 94.95 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 200.00 199.00 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 200.00 186.11 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 100.00 95.11 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 200.00 199.47 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 5006500.00 5059111.23 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1543700.00 1577200.32 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 300.00 305.50 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 6128900.00 6179900.11 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 200.00 201.75 U.S. Treasuries (including strips) BILL 08/11/26 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0.00 0.00 1531200.00 1524903.71 U.S. Treasuries (including strips) BILL 08/18/26 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 500.00 497.57 U.S. Treasuries (including strips) BILL 08/25/26 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 400.00 397.77 U.S. Treasuries (including strips) BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 900.00 893.07 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 50000.00 49577.20 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 1765900.00 1821620.33 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 80.42 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 100.00 77.89 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 700.00 537.63 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 630000.00 488714.15 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 749600.00 581492.27 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 12651600.00 12552753.87 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 700.00 698.98 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 7300000.00 7335621.13 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 100.28 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 100.00 102.10 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 500.00 508.95 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 900.00 932.72 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 1500.00 1554.54 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 100.00 98.92 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 128000.00 125022.46 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.54 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 200.00 191.15 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 200.00 174.11 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 300.00 261.15 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 11300400.00 9789272.62 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 400.00 329.92 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 11099400.00 8871173.31 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 2008000.00 1553704.06 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 71.53 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 200.00 140.77 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 300.00 199.65 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 7919700.00 5951868.38 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 7494300.00 5348535.77 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 14300.00 10281.83 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 3897900.00 2802624.21 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 100.00 63.52 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 59.49 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 102900.00 61212.39 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 2000.00 963.02 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 266000.00 140802.11 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 4112600.00 4093330.14 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 100200.00 99856.66 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 300.00 296.89 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 5000300.00 4983383.99 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 100.00 99.37 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 5081800.00 5028733.62 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 100.00 100.12 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 47197900.00 46878500.46 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 5397100.00 5360576.53 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2129400.00 2097088.13 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 300.00 299.26 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 13979900.00 9115911.84 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 7610600.00 4426785.88 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 9379600.00 6561367.87 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 246000.00 151419.61 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2582300.00 1874351.73 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 2680000.00 2323332.20 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 11245500.00 9748892.63 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 192100.00 171979.89 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 7834200.00 7680026.86 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 14649200.00 13397696.10 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 300.00 293.63 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 200.00 195.12 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 700.00 692.96 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 200.00 198.47 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 500000.00 488061.93 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 100.00 98.65 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 15600900.00 15254887.64 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 2655100.00 2656761.36 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 300.00 299.45 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 300.00 298.33 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 701900.00 697999.74 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 100.00 99.91 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 20000200.00 19881371.42 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 50000000.00 50496896.99 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 25895200.00 25816104.74 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 1992500.00 2002848.17 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 100.00 99.36 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 4570100.00 4567869.94 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100.00 96.24 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 15747200.00 15154384.85 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 699700.00 684378.14 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 1419500.00 1299154.01 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 19172900.00 17746115.81 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100.00 94.33 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 5848700.00 5517154.74 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100.00 97.58 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 3051100.00 2972936.70 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 5608900.00 5728616.36 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 5897700.00 5869940.05 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 6305300.00 6412762.80 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 927700.00 894425.49 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 14394900.00 13999691.62 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 5411000.00 5391223.27 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 9120400.00 8969164.87 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 2774300.00 2830604.42 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 13009300.00 12761794.82 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 200.00 200.45 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 18992300.00 19018778.07 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 4710800.00 4703710.25 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 100.00 100.62 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 9473900.00 7205073.85 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0381 500000000.00 500000000.00 0.0035 N Y Y N Fixed Income Clearing Corp. - Wells Fargo Bank Fixed Income Clearing Corp. - Wells Fargo Bank 3.650000% 936ZZN004 HPFHU0OQ28E4N0NFVK49 936ZZN004_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 23398100.00 21848999.54 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 1434195000.00 1412432283.00 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 605005200.00 605718772.20 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 2000000000.00 2000000000.00 0.0139 N Y Y N Fixed Income Clearing Corp. - BNP Paribas Fixed Income Clearing Corp. - BNP Paribas 3.650000% 942URT003 R0MUWSFPU8MPRO8K5P83 942URT003_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 163644100.00 162760606.30 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 6676000.00 6791325.72 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 15745000.00 15885961.05 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 800.00 786.55 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 89.07 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 100.00 93.38 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 12300000.00 12322748.05 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 50000000.00 49922112.50 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 165000.00 170677.20 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 127400.00 137799.98 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 200.00 211.82 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1598800.00 1399625.09 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 1005600.00 956859.58 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 500.00 472.54 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 522800.00 396233.61 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 66.55 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 113900.00 84156.01 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 9752900.00 6288745.50 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 45768700.00 22038018.08 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 63.38 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 100.00 99.66 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 2900.00 2905.49 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 1000.00 994.44 U.S. Treasuries (including strips) T 3 7/8 04/30/31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 765000.00 760122.54 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 80449100.00 75888681.87 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 150948800.00 150238297.30 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1385700.00 1335998.06 U.S. Treasuries (including strips) T 4 3/4 02/15/56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 9800.00 9764.18 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 691700.00 680230.18 U.S. Treasuries (including strips) T 3 3/8 11/15/48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 696500.00 551412.61 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 1844500.00 1374934.28 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 500000000.00 500000000.00 0.0035 N Y Y N Fixed Income Clearing Corp. - Morgan Stanley Fixed Income Clearing Corp. - Morgan Stanley 3.650000% 944JXE002 549300BI6Y5SI6BYPB26 944JXE002_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 430560800.00 434942680.80 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 1168937600.00 1156393948.00 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 430423200.00 446072926.20 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 2572600.00 2590524.94 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 2000000000.00 2000000000.00 0.0139 N Y Y N Fixed Income Clearing Corp. - Mizuho Bank Fixed Income Clearing Corp. - Mizuho Bank 3.660000% 945ABD006 5493004GRDTUI7EMIZ82 945ABD006_3.66_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y 07.000 FGPC G05394 G S6XOOCT0IEG5ABCC6L87 3128M7KF2 2035-05-01 7.000000 0.00 1074923.46 1143158.40 Agency Mortgage-Backed Securities 03.000 FGPC G18681 G S6XOOCT0IEG5ABCC6L87 3128MMXK4 2033-03-01 3.000000 0.00 2314.24 2240.27 Agency Mortgage-Backed Securities 04.000 FGPC C91385 G S6XOOCT0IEG5ABCC6L87 3128P7RE5 2031-08-01 4.000000 0.00 111.92 110.98 Agency Mortgage-Backed Securities FEPC 07.500 CLZI0724 S6XOOCT0IEG5ABCC6L87 3131WCYV4 2033-09-01 7.500000 0.00 33.65 34.31 Agency Mortgage-Backed Securities FEPC 05.500 CLZI7346 S6XOOCT0IEG5ABCC6L87 3131WLET1 2038-04-01 5.500000 0.00 21.20 21.88 Agency Mortgage-Backed Securities FEPC 04.500 CLZI7350 S6XOOCT0IEG5ABCC6L87 3131WLEX2 2038-04-01 4.500000 0.00 92.14 91.91 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9164 S6XOOCT0IEG5ABCC6L87 3131WNFD1 2039-09-01 5.500000 0.00 210585.90 217770.58 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9945 S6XOOCT0IEG5ABCC6L87 3131WPBN8 2040-04-01 5.500000 0.00 80992.53 83581.99 Agency Mortgage-Backed Securities FEPC 08.000 CLZJ5090 S6XOOCT0IEG5ABCC6L87 3131WVUP9 2030-11-01 8.000000 0.00 211.26 217.13 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5163 S6XOOCT0IEG5ABCC6L87 3131WVWY8 2031-07-01 7.000000 0.00 1280.88 1360.80 Agency Mortgage-Backed Securities FEPC 05.000 CTZJ9240 S6XOOCT0IEG5ABCC6L87 3131X1HR5 2028-03-01 5.000000 0.00 4.05 4.07 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3241 S6XOOCT0IEG5ABCC6L87 3131XJS60 2042-06-01 3.500000 0.00 1985.88 1878.09 Agency Mortgage-Backed Securities FEPC 03.500 CLZM0121 S6XOOCT0IEG5ABCC6L87 3131XTD23 2045-09-01 3.500000 0.00 39344.42 36914.88 Agency Mortgage-Backed Securities FEPC 05.000 CLZM8127 S6XOOCT0IEG5ABCC6L87 3131Y3A48 2048-08-01 5.000000 0.00 205367.53 207310.46 Agency Mortgage-Backed Securities FEPC 03.500 3PZM9304 S6XOOCT0IEG5ABCC6L87 3131Y4KR4 2042-07-01 3.500000 0.00 4906.76 4570.57 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0638 S6XOOCT0IEG5ABCC6L87 3131Y6V71 2043-02-01 3.500000 0.00 17707.94 16681.21 Agency Mortgage-Backed Securities FNMS 07.500 CL608045 B1V7KEBTPIMZEU4LTD58 31388LP61 2031-10-01 7.500000 0.00 28.95 29.47 Agency Mortgage-Backed Securities FNMS 07.500 CL609661 B1V7KEBTPIMZEU4LTD58 31388NJE7 2031-11-01 7.500000 0.00 606.84 633.96 Agency Mortgage-Backed Securities FNMS 04.500 CLAI7780 B1V7KEBTPIMZEU4LTD58 3138AMUE3 2041-07-01 4.500000 0.00 4028829.52 4018572.12 Agency Mortgage-Backed Securities FNMS 04.500 CRAL4741 B1V7KEBTPIMZEU4LTD58 3138EMHT1 2044-01-01 4.500000 0.00 11956.17 11888.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4156 B1V7KEBTPIMZEU4LTD58 3140M5TN5 2053-09-01 5.500000 0.00 4938656.25 5067049.24 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4707 B1V7KEBTPIMZEU4LTD58 3140M6GR8 2054-07-01 6.000000 0.00 3413377.96 3512479.70 Agency Mortgage-Backed Securities FNMS 02.000 CLBU5836 B1V7KEBTPIMZEU4LTD58 3140M7PW5 2051-11-01 2.000000 0.00 1002177.90 821876.19 Agency Mortgage-Backed Securities FNMS 02.000 CLBU9867 B1V7KEBTPIMZEU4LTD58 3140MB6D9 2052-01-01 2.000000 0.00 17053115.12 13954685.37 Agency Mortgage-Backed Securities FNMS 01.500 CIBV1300 B1V7KEBTPIMZEU4LTD58 3140MENS1 2037-01-01 1.500000 0.00 167269.30 149762.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7239 B1V7KEBTPIMZEU4LTD58 3140MMBH0 2052-05-01 3.500000 0.00 418245.57 383610.42 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7803 B1V7KEBTPIMZEU4LTD58 3140MMU55 2052-06-01 3.000000 0.00 2795301.84 2465726.43 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8459 B1V7KEBTPIMZEU4LTD58 3140MNMH6 2052-04-01 3.000000 0.00 1027237.82 904602.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1378 B1V7KEBTPIMZEU4LTD58 3140MSQ81 2052-12-01 5.000000 0.00 13201190.48 13164197.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2577 B1V7KEBTPIMZEU4LTD58 3140W22K6 2053-03-01 3.000000 0.00 7666733.05 6808723.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2594 B1V7KEBTPIMZEU4LTD58 3140W23C3 2049-08-01 5.000000 0.00 905.74 920.35 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2657 B1V7KEBTPIMZEU4LTD58 3140W25T4 2055-07-01 6.000000 0.00 5050740.02 5212213.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFA2674 B1V7KEBTPIMZEU4LTD58 3140W26L0 2052-04-01 3.500000 0.00 3623267.65 3347987.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1810 B1V7KEBTPIMZEU4LTD58 3140W2AL5 2055-05-01 6.000000 0.00 8855761.97 9130700.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFA2044 B1V7KEBTPIMZEU4LTD58 3140W2HW4 2052-07-01 4.000000 0.00 20215760.71 19264856.25 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2060 B1V7KEBTPIMZEU4LTD58 3140W2JE2 2055-06-01 6.500000 0.00 24855755.03 25996239.25 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3555 B1V7KEBTPIMZEU4LTD58 3140W35R6 2055-11-01 6.500000 0.00 12836902.59 13474358.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3270 B1V7KEBTPIMZEU4LTD58 3140W3T41 2051-12-01 3.000000 0.00 18245830.64 16236575.44 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3275 B1V7KEBTPIMZEU4LTD58 3140W3T90 2055-10-01 6.500000 0.00 32903712.06 34639616.85 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3276 B1V7KEBTPIMZEU4LTD58 3140W3UA5 2055-10-01 6.500000 0.00 17349620.53 18304198.58 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3418 B1V7KEBTPIMZEU4LTD58 3140W3YQ6 2054-10-01 6.500000 0.00 15968562.13 16799999.02 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4399 B1V7KEBTPIMZEU4LTD58 3140W43H8 2056-01-01 6.000000 0.00 21813827.58 22447613.79 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4404 B1V7KEBTPIMZEU4LTD58 3140W43N5 2056-01-01 6.500000 0.00 6317004.11 6587884.27 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4408 B1V7KEBTPIMZEU4LTD58 3140W43S4 2054-09-01 6.000000 0.00 26725623.98 27621422.34 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3695 B1V7KEBTPIMZEU4LTD58 3140W4C96 2055-05-01 6.500000 0.00 1056462.26 1104521.90 Agency Mortgage-Backed Securities FNMS 02.500 CLFA4620 B1V7KEBTPIMZEU4LTD58 3140W5D27 2052-04-01 2.500000 0.00 859491.15 739729.55 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4624 B1V7KEBTPIMZEU4LTD58 3140W5D68 2053-01-01 4.000000 0.00 21244048.77 20403851.36 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4625 B1V7KEBTPIMZEU4LTD58 3140W5D76 2048-12-01 4.000000 0.00 12276905.73 11821091.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4626 B1V7KEBTPIMZEU4LTD58 3140W5D84 2049-09-01 4.000000 0.00 22212511.17 21375060.00 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4627 B1V7KEBTPIMZEU4LTD58 3140W5D92 2050-04-01 4.000000 0.00 16926334.11 16189636.10 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4635 B1V7KEBTPIMZEU4LTD58 3140W5EH3 2055-12-01 6.500000 0.00 10946930.48 11545323.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4636 B1V7KEBTPIMZEU4LTD58 3140W5EJ9 2056-02-01 5.000000 0.00 24810201.03 24582040.91 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4762 B1V7KEBTPIMZEU4LTD58 3140W5JG0 2055-05-01 6.500000 0.00 13874078.70 14454183.22 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4768 B1V7KEBTPIMZEU4LTD58 3140W5JN5 2055-10-01 6.500000 0.00 21139073.18 22022942.45 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4843 B1V7KEBTPIMZEU4LTD58 3140W5LZ5 2052-03-01 2.000000 0.00 3227817.69 2657995.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5133 B1V7KEBTPIMZEU4LTD58 3140W5V35 2056-01-01 6.000000 0.00 121502.22 125029.84 Agency Mortgage-Backed Securities FNMS 02.500 CLAB9136 B1V7KEBTPIMZEU4LTD58 31417GEJ1 2043-04-01 2.500000 0.00 1153.03 1022.52 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1253 B1V7KEBTPIMZEU4LTD58 31418AMB1 2042-11-01 4.000000 0.00 102.11 99.09 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2683 B1V7KEBTPIMZEU4LTD58 31418B6V3 2046-07-01 4.000000 0.00 4066858.26 3906669.68 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 B1V7KEBTPIMZEU4LTD58 31418CGE8 2047-02-01 3.500000 0.00 68183.66 63661.68 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0014 S6XOOCT0IEG5ABCC6L87 3142J6AQ6 2055-06-01 6.000000 0.00 9815186.33 10100153.90 Agency Mortgage-Backed Securities FEPC 06.000 CIRR0050 S6XOOCT0IEG5ABCC6L87 3142JCBU3 2040-12-01 6.000000 0.00 110241.94 113757.37 Agency Mortgage-Backed Securities FEPC 06.000 CIRR0086 S6XOOCT0IEG5ABCC6L87 3142JCCY4 2041-04-01 6.000000 0.00 532107.01 549055.33 Agency Mortgage-Backed Securities FEPC 05.000 CIRR0101 S6XOOCT0IEG5ABCC6L87 3142JCDF4 2041-06-01 5.000000 0.00 1498206.00 1513527.82 Agency Mortgage-Backed Securities FEPC 04.500 CLTA0117 S6XOOCT0IEG5ABCC6L87 3142JNDX1 2055-12-01 4.500000 0.00 36889.84 35673.25 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2014 S6XOOCT0IEG5ABCC6L87 3142JQGY9 2055-12-01 5.500000 0.00 2490719.89 2518866.41 Agency Mortgage-Backed Securities FEPC 06.000 CLTA2239 S6XOOCT0IEG5ABCC6L87 3142JQPZ6 2055-12-01 6.000000 0.00 33361000.86 34590464.94 Agency Mortgage-Backed Securities FEPC 06.000 CLTA4411 S6XOOCT0IEG5ABCC6L87 3142JS3V5 2056-01-01 6.000000 0.00 1075352.37 1113519.13 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1334 S6XOOCT0IEG5ABCC6L87 31329JPT8 2042-07-01 3.500000 0.00 433827.21 410146.94 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1337 S6XOOCT0IEG5ABCC6L87 31329JPW1 2042-08-01 3.500000 0.00 37659.11 35591.79 Agency Mortgage-Backed Securities FEPC 03.500 3PZA3208 S6XOOCT0IEG5ABCC6L87 31329LR53 2046-04-01 3.500000 0.00 263076.31 244379.59 Agency Mortgage-Backed Securities FEPC 03.500 3PZA3211 S6XOOCT0IEG5ABCC6L87 31329LR87 2046-05-01 3.500000 0.00 99436.54 92371.42 Agency Mortgage-Backed Securities FEPC 03.500 3PZA3213 S6XOOCT0IEG5ABCC6L87 31329LSA1 2046-07-01 3.500000 0.00 338197.99 314165.45 Agency Mortgage-Backed Securities FEPC 03.000 3PZA3222 S6XOOCT0IEG5ABCC6L87 31329LSK9 2046-12-01 3.000000 0.00 218839.73 194364.62 Agency Mortgage-Backed Securities FEPC 03.500 CLZA5433 S6XOOCT0IEG5ABCC6L87 31329PBA0 2048-06-01 3.500000 0.00 122928.97 114677.78 Agency Mortgage-Backed Securities FEPC 05.000 CLZA5441 S6XOOCT0IEG5ABCC6L87 31329PBJ1 2048-05-01 5.000000 0.00 289189.71 292306.53 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5498 S6XOOCT0IEG5ABCC6L87 31329PDB6 2048-06-01 4.000000 0.00 3606394.75 3450137.68 Agency Mortgage-Backed Securities FEPC 08.000 CLZS0712 S6XOOCT0IEG5ABCC6L87 3132A0YH3 2032-04-01 8.000000 0.00 5624.95 5880.76 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2140 S6XOOCT0IEG5ABCC6L87 3132A2LV2 2038-05-01 6.500000 0.00 180843.80 191191.35 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2254 S6XOOCT0IEG5ABCC6L87 3132A2QF2 2038-08-01 5.500000 0.00 20454.50 21115.35 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2516 S6XOOCT0IEG5ABCC6L87 3132A2YM8 2039-01-01 5.500000 0.00 35041.02 36198.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3549 S6XOOCT0IEG5ABCC6L87 3132A35J5 2041-07-01 4.500000 0.00 3651389.19 3624054.89 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2876 S6XOOCT0IEG5ABCC6L87 3132A3FR6 2038-11-01 5.500000 0.00 30818.64 31858.29 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4596 S6XOOCT0IEG5ABCC6L87 3132A5C94 2044-12-01 3.500000 0.00 39103.06 36688.43 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4599 S6XOOCT0IEG5ABCC6L87 3132A5DC6 2045-01-01 3.500000 0.00 85.31 80.04 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4651 S6XOOCT0IEG5ABCC6L87 3132A5EY7 2046-03-01 3.500000 0.00 37079.89 34732.16 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4722 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2036-05-01 6.000000 0.00 5037.28 5236.16 Agency Mortgage-Backed Securities FNMS 08.000 CL535039 B1V7KEBTPIMZEU4LTD58 31384VLU4 2029-12-01 8.000000 0.00 194.59 201.56 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 B1V7KEBTPIMZEU4LTD58 31384WNM8 2031-06-01 7.500000 0.00 512.15 532.20 Agency Mortgage-Backed Securities FNMS 05.500 CL555330 B1V7KEBTPIMZEU4LTD58 31385W4P1 2033-04-01 5.500000 0.00 99.92 101.27 Agency Mortgage-Backed Securities FNMS 05.500 CL555424 B1V7KEBTPIMZEU4LTD58 31385XAZ0 2033-05-01 5.500000 0.00 45.97 46.66 Agency Mortgage-Backed Securities FNMS 08.000 CL557288 B1V7KEBTPIMZEU4LTD58 31386ACZ7 2030-09-01 8.000000 0.00 70.27 71.43 Agency Mortgage-Backed Securities FNMS 02.500 CLBO6208 B1V7KEBTPIMZEU4LTD58 3140K13S3 2049-12-01 2.500000 0.00 511184.83 436037.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3301 B1V7KEBTPIMZEU4LTD58 3140UJU38 2056-06-01 6.000000 0.00 1007500.00 1036891.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3293 B1V7KEBTPIMZEU4LTD58 3140UJUT1 2056-07-01 5.500000 0.00 1880121.00 1913120.05 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3294 B1V7KEBTPIMZEU4LTD58 3140UJUU8 2056-06-01 5.500000 0.00 3740825.00 3803134.26 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3308 B1V7KEBTPIMZEU4LTD58 3140UJVA1 2056-06-01 5.500000 0.00 1000.00 1025.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3309 B1V7KEBTPIMZEU4LTD58 3140UJVB9 2056-06-01 5.500000 0.00 1000.00 1023.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3314 B1V7KEBTPIMZEU4LTD58 3140UJVG8 2056-06-01 5.500000 0.00 1002.00 1018.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDH4295 B1V7KEBTPIMZEU4LTD58 3140UKXZ1 2056-07-01 6.000000 0.00 86679.00 89914.32 Agency Mortgage-Backed Securities FNMS 06.000 CL975312 B1V7KEBTPIMZEU4LTD58 31414TAM3 2038-05-01 6.000000 0.00 20034.95 21082.20 Agency Mortgage-Backed Securities FNMS 06.000 CL984281 B1V7KEBTPIMZEU4LTD58 31415MM69 2038-05-01 6.000000 0.00 22.35 23.58 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1229 S6XOOCT0IEG5ABCC6L87 3142GRLK4 2054-04-01 6.000000 0.00 1162139.36 1195880.14 Agency Mortgage-Backed Securities BILL 07/28/26 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 700.00 698.10 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 14499800.00 14250461.44 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 9900.00 10027.77 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 7900.00 8032.38 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 1821000.00 1870207.86 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 100.00 100.31 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 999300.00 990978.83 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 3541100.00 3546225.96 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 16100.00 16174.14 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 21199900.00 21557490.19 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 200.00 202.38 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 301900.00 309147.36 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 9900.00 10081.60 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1000.00 1008.32 U.S. Treasuries (including strips) BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 200.00 193.41 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 171814100.00 165567454.80 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 200.00 163.19 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 64000.00 63499.97 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 57049900.00 56874395.28 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 2540000.00 2548914.48 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 1800.00 1837.78 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 1270000.00 1316175.84 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 13984200.00 14065310.42 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 5064700.00 4904649.59 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 999700.00 955310.94 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 49.98 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 124464000.00 124248446.70 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 254800.00 254201.91 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 400.00 398.68 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 2000.00 1979.12 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 23499800.00 23441864.31 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 5697900.00 3715445.32 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 100.00 91.46 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 26096600.00 25451355.58 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 2000.00 1952.25 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 19999500.00 19943251.13 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1200000.00 1192349.08 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0371 2950000000.00 2950000000.00 0.0205 N Y Y N Fixed Income Clearing Corp. - Natixis Fixed Income Clearing Corp. - Natixis 3.650000% 954ZEB000 8EWQ2UQKS07AKK8ANH81 954ZEB000_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y T 2 3/4 08/15/32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 350000000.00 325833900.00 U.S. Treasuries (including strips) T 0 5/8 08/15/30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1000000000.00 869601000.00 U.S. Treasuries (including strips) T 3 1/2 01/15/29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 800000000.00 800585760.00 U.S. Treasuries (including strips) T 4 1/8 06/15/29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 43908600.00 43979266.50 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 2000000000.00 2000000000.00 0.0139 N Y Y N Bank of America NA Bank of America NA 3.650000% 959JAD001 NQQ6HPCNCCU6TUTQYE16 0001102113 959JAD001_3.65_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 02.500 CLCA6913 B1V7KEBTPIMZEU4LTD58 3140QEVF6 2050-09-01 2.500000 0.00 106897319.53 90976448.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8059 B1V7KEBTPIMZEU4LTD58 3140QF5V7 2050-12-01 2.000000 0.00 122158387.55 98441716.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9247 B1V7KEBTPIMZEU4LTD58 3140QHHZ1 2051-02-01 2.000000 0.00 116718042.78 95976675.95 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1674 B1V7KEBTPIMZEU4LTD58 3140QL2G0 2051-09-01 2.500000 0.00 113136480.28 97541395.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1631 B1V7KEBTPIMZEU4LTD58 3140QLY59 2051-09-01 2.500000 0.00 102018066.55 86653522.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1661 B1V7KEBTPIMZEU4LTD58 3140QLZ33 2051-09-01 2.500000 0.00 101811789.91 87974029.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1656 B1V7KEBTPIMZEU4LTD58 3140QLZW9 2051-09-01 2.000000 0.00 18383257.57 15016715.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6706 B1V7KEBTPIMZEU4LTD58 3140XANY4 2051-04-01 2.500000 0.00 113922699.82 96919496.40 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 650000000.00 650000000.00 0.0045 N Y Y N Citigroup Global Markets Holdings, Inc. Citigroup Global Markets Holdings, Inc. 3.690000% 959JDH009 6SHGI4ZSSLCXXQSBB395 959JDH009_3.69_0828 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 4.15 FHOR 23-38 Z 2549001DPIFGXC1TOL40 3130AEDV9 2038-06-01 4.150000 0.00 245000.00 228963.78 Agency Mortgage-Backed Securities TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 29482112.00 26733524.18 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 270905295.00 228037512.00 U.S. Treasuries (including strips) Y 2026-08-28 2026-08-28 2026-08-28 N N N 0.0374 250000000.00 250000000.00 0.0017 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 3.640000% 959JFK000 9J6MBOOO7BECTDTUZW19 0000058056 959JFK000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0.00 0.00 2551000.00 2538678.67 U.S. Treasuries (including strips) 6 1/2 TPRN 26 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0.00 0.00 1718500.00 1693684.86 U.S. Treasuries (including strips) 6 5/8 TPRN 27 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0.00 0.00 3789500.00 3700446.75 U.S. Treasuries (including strips) 6 3/8 TPRN 27 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 1563000.00 1494607.81 U.S. Treasuries (including strips) 6 1/8 TPRN 27 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0.00 0.00 32000.00 30267.14 U.S. Treasuries (including strips) 5 1/2 TPRN 28 254900HROIFWPRGM1V77 912803BP7 2028-08-15 0.00 0.00 1553450.00 1424182.76 U.S. Treasuries (including strips) 5 1/4 TPRN 28 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0.00 0.00 112850.00 102434.62 U.S. Treasuries (including strips) 5 1/4 TPRN 29 254900HROIFWPRGM1V77 912803BW2 2029-02-15 0.00 0.00 27500.00 24767.98 U.S. Treasuries (including strips) 6 1/8 TPRN 29 254900HROIFWPRGM1V77 912803CG6 2029-08-15 0.00 0.00 149700.00 131713.70 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0.00 0.00 265800.00 226671.05 U.S. Treasuries (including strips) 5 3/8 TPRN 31 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0.00 0.00 790400.00 654067.06 U.S. Treasuries (including strips) 2 1/4 TPRN E 27 254900HROIFWPRGM1V77 9128203H8 2027-08-15 0.00 0.00 500.00 477.50 U.S. Treasuries (including strips) 2 1/4 TPRN F 27 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0.00 0.00 92500.00 87418.42 U.S. Treasuries (including strips) 2 3/4 TPRN B 28 254900HROIFWPRGM1V77 9128204M6 2028-02-15 0.00 0.00 7721050.00 7220710.52 U.S. Treasuries (including strips) 2 7/8 TPRN C 28 254900HROIFWPRGM1V77 9128205B9 2028-05-15 0.00 0.00 98000.00 90737.61 U.S. Treasuries (including strips) 1 1/2 TPRN E 26 254900HROIFWPRGM1V77 9128205K9 2026-08-15 0.00 0.00 5500.00 5473.36 U.S. Treasuries (including strips) 2 TPRN F 26 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0.00 0.00 84750.00 83536.64 U.S. Treasuries (including strips) 2 1/4 TPRN B 27 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0.00 0.00 129750.00 126550.36 U.S. Treasuries (including strips) 2 3/8 TPRN C 27 254900HROIFWPRGM1V77 9128207D3 2027-05-15 0.00 0.00 126450.00 122054.60 U.S. Treasuries (including strips) 2 7/8 TPRN E 28 254900HROIFWPRGM1V77 912821AH8 2028-08-15 0.00 0.00 54500.00 49942.22 U.S. Treasuries (including strips) 3 1/8 TPRN F 28 254900HROIFWPRGM1V77 912821AW5 2028-11-15 0.00 0.00 24000.00 21772.22 U.S. Treasuries (including strips) 2 3/8 TPRN C 29 254900HROIFWPRGM1V77 912821CA1 2029-05-15 0.00 0.00 33500.00 29777.24 U.S. Treasuries (including strips) 1 5/8 TPRN E 29 254900HROIFWPRGM1V77 912821CR4 2029-08-15 0.00 0.00 2500.00 2200.48 U.S. Treasuries (including strips) 1 3/4 TPRN F 29 254900HROIFWPRGM1V77 912821DF9 2029-11-15 0.00 0.00 29000.00 25260.88 U.S. Treasuries (including strips) 1 1/2 TPRN B 30 254900HROIFWPRGM1V77 912821DV4 2030-02-15 0.00 0.00 26500.00 22837.28 U.S. Treasuries (including strips) 0 5/8 TPRN C 30 254900HROIFWPRGM1V77 912821EK7 2030-05-15 0.00 0.00 402500.00 343239.92 U.S. Treasuries (including strips) 0 5/8 TPRN E 30 254900HROIFWPRGM1V77 912821EZ4 2030-08-15 0.00 0.00 1425000.00 1202209.80 U.S. Treasuries (including strips) 0 7/8 TPRN F 30 N/A 912821FP5 2030-11-15 0.00 0.00 398000.00 332300.55 U.S. Treasuries (including strips) 1 3/8 TPRN F 31 254900HROIFWPRGM1V77 912821GU3 2031-11-15 0.00 0.00 19000.00 15198.78 U.S. Treasuries (including strips) 1 7/8 TPRN B 32 N/A 912821HJ7 2032-02-15 0.00 0.00 21500.00 17000.74 U.S. Treasuries (including strips) 2 3/4 TPRN E 32 254900HROIFWPRGM1V77 912821JN6 2032-08-15 0.00 0.00 18500.00 14306.66 U.S. Treasuries (including strips) 4 1/8 TPRN F 32 254900HROIFWPRGM1V77 912821KC8 2032-11-15 0.00 0.00 101000.00 77279.64 U.S. Treasuries (including strips) 3 1/2 TPRN B 33 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0.00 0.00 1343250.00 1015938.93 U.S. Treasuries (including strips) 1 5/8 TPRN C 31 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0.00 0.00 1997000.00 1632543.50 U.S. Treasuries (including strips) 1 1/4 TPRN E 31 254900HROIFWPRGM1V77 912821MX0 2031-08-15 0.00 0.00 413500.00 334448.72 U.S. Treasuries (including strips) 4 3/8 TPRN C 36 N/A 912821UK9 2036-05-15 0.00 0.00 50000.00 32525.15 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 21070642.19 16987509.94 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 16273854.69 12830274.49 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 10549404.69 8133812.56 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 25179344.69 18968355.74 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 23998241.69 17660906.02 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 25572583.69 18379910.94 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 16770851.19 11770504.51 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 23628004.69 16187144.34 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 30738448.44 20554984.90 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 1908061.94 1243590.82 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0.00 0.00 20727511.57 17261871.64 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 5370061.57 4376530.37 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0.00 0.00 15203192.82 12123786.12 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0.00 0.00 28322842.82 22088220.40 U.S. Treasuries (including strips) TINT 11/15/32 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0.00 0.00 7018924.82 5351277.42 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 15528711.57 11566172.60 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 15618511.57 11361733.10 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 11220045.07 7973637.23 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 19330611.57 13402183.63 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 24689228.05 24341356.82 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 16359414.06 15963025.46 U.S. Treasuries (including strips) TINT 05/15/27 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0.00 0.00 16409374.07 15837835.57 U.S. Treasuries (including strips) TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 17659226.56 16877276.02 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0.00 0.00 5209899.07 4925980.41 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 9929620.32 9287948.39 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 10854412.32 9945474.68 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 16255712.57 15047506.74 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 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2050-10-01 2.500000 0.00 27933.44 24041.02 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8637 B1V7KEBTPIMZEU4LTD58 3140QGS32 2051-01-01 4.000000 0.00 18699.51 17875.03 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3884 B1V7KEBTPIMZEU4LTD58 3140X7J67 2050-07-01 3.000000 0.00 18260.35 16436.63 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.500000 0.00 2732148.24 2503927.64 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.500000 0.00 648607.35 594895.81 Agency Mortgage-Backed Securities GNII SF MA7591 M 549300M8ZYFG0OCMTT87 36179WNG9 2051-09-20 3.500000 0.00 4068239.86 3736228.55 Agency Mortgage-Backed Securities GNII SF MA9170 M 549300M8ZYFG0OCMTT87 36179YFK5 2053-08-20 5.000000 0.00 1230746.60 1227222.70 Agency Mortgage-Backed Securities GNPL PN CP3717 549300M8ZYFG0OCMTT87 3617FTDW5 2058-05-15 4.550000 0.00 5044545.08 4986978.13 Agency Mortgage-Backed Securities GNII SF BI4490 C 549300M8ZYFG0OCMTT87 3617HD7B1 2048-11-20 5.000000 0.00 1320170.90 1340304.53 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1044 B1V7KEBTPIMZEU4LTD58 3140A1ES2 2053-10-01 6.000000 0.00 5495199.69 5664525.10 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2078 B1V7KEBTPIMZEU4LTD58 3140QMJY1 2051-11-01 3.000000 0.00 250485.11 222372.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3026 B1V7KEBTPIMZEU4LTD58 3140QNLG5 2052-03-01 3.500000 0.00 23747.77 21823.00 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0121 B1V7KEBTPIMZEU4LTD58 3140XFD32 2052-01-01 2.000000 0.00 23295940.20 19025587.28 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5214 B1V7KEBTPIMZEU4LTD58 31418EYL8 2053-12-01 5.000000 0.00 151467.32 150668.14 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5469 B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5.000000 0.00 1752212.88 1736910.42 Agency Mortgage-Backed Securities GNPL PN CW2333 549300M8ZYFG0OCMTT87 3618FASW8 2059-05-15 5.800000 0.00 2351329.40 2481266.74 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3140B7BH5 2055-04-01 6.000000 0.00 58789.05 61035.22 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8773 B1V7KEBTPIMZEU4LTD58 3140B9XB0 2055-11-01 6.000000 0.00 23170.64 24295.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0050 B1V7KEBTPIMZEU4LTD58 3140BCBU5 2055-06-01 6.000000 0.00 43181.74 45060.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6152 B1V7KEBTPIMZEU4LTD58 3140BJZS9 2055-08-01 6.500000 0.00 111325.13 115979.87 Agency Mortgage-Backed Securities FNMS 07.000 CLDE9404 B1V7KEBTPIMZEU4LTD58 3140BNNW4 2055-09-01 7.000000 0.00 38545.40 41049.77 Agency Mortgage-Backed Securities FNMS 07.000 CLDF0272 B1V7KEBTPIMZEU4LTD58 3140BQJS1 2055-09-01 7.000000 0.00 29408.53 31371.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2607 B1V7KEBTPIMZEU4LTD58 3140BS3R6 2055-11-01 6.500000 0.00 28225.66 29445.04 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3255 B1V7KEBTPIMZEU4LTD58 3140BTTM7 2055-10-01 6.000000 0.00 10425.95 10943.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6641 B1V7KEBTPIMZEU4LTD58 3140QSLX7 2053-06-01 5.500000 0.00 308855.77 318164.86 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7374 B1V7KEBTPIMZEU4LTD58 3140QTFQ7 2053-10-01 6.500000 0.00 34627.57 36399.74 Agency Mortgage-Backed Securities FNMS 06.500 CLFS3665 B1V7KEBTPIMZEU4LTD58 3140XKCB4 2053-01-01 6.500000 0.00 1695.70 1798.54 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4314 B1V7KEBTPIMZEU4LTD58 3140XKYL8 2052-03-01 2.000000 0.00 1287.33 1055.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4527 B1V7KEBTPIMZEU4LTD58 3140XLA57 2053-04-01 5.500000 0.00 2288.25 2345.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4639 B1V7KEBTPIMZEU4LTD58 3140XLEM6 2053-05-01 6.000000 0.00 270.32 281.56 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5805 B1V7KEBTPIMZEU4LTD58 31418FNX1 2045-08-01 5.000000 0.00 9437.42 9455.33 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5849 B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.500000 0.00 845231.53 774549.42 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5933 B1V7KEBTPIMZEU4LTD58 31418FSX6 2055-11-01 7.500000 0.00 3515.46 3768.66 Agency Mortgage-Backed Securities GNII SF MB1215 M 549300M8ZYFG0OCMTT87 3618N6K55 2056-06-20 4.500000 0.00 14583773.87 14123437.04 Agency Mortgage-Backed Securities GNAR AF MB1231 M 549300M8ZYFG0OCMTT87 3618N6LM7 2056-06-20 5.000000 0.00 4807091.20 4853310.32 Agency Mortgage-Backed Securities GNII ET DI6826 C 549300M8ZYFG0OCMTT87 3618NQSP9 2063-12-20 7.500000 0.00 2857.45 2987.14 Agency Mortgage-Backed Securities GNII SF DR8461 C 549300M8ZYFG0OCMTT87 3618VHMJ0 2056-04-20 6.000000 0.00 18231.44 18871.60 Agency Mortgage-Backed Securities GNII SF DR9286 C 549300M8ZYFG0OCMTT87 3618VJJ76 2056-05-20 5.000000 0.00 19059.41 19130.84 Agency Mortgage-Backed Securities GNII SF DT0907 C 549300M8ZYFG0OCMTT87 3618W0AG5 2056-06-20 5.500000 0.00 174076.00 177943.89 Agency Mortgage-Backed Securities GNII SF DT5946 C 549300M8ZYFG0OCMTT87 3618W5TB5 2056-06-20 6.000000 0.00 245174.67 255472.57 Agency Mortgage-Backed Securities GNII SF 737682 C 549300M8ZYFG0OCMTT87 3620ARRB9 2040-11-20 3.500000 0.00 1528.28 1390.82 Agency Mortgage-Backed Securities FEPC 06.000 CIQO2673 S6XOOCT0IEG5ABCC6L87 3133WL6J8 2039-09-01 6.000000 0.00 14997.59 15560.70 Agency Mortgage-Backed Securities FEPC 06.500 CIQO2475 S6XOOCT0IEG5ABCC6L87 3133WLXC3 2039-09-01 6.500000 0.00 6787.59 7101.97 Agency Mortgage-Backed Securities FEPC 06.000 CIQO3763 S6XOOCT0IEG5ABCC6L87 3133WNFC9 2040-06-01 6.000000 0.00 62866.12 64924.38 Agency Mortgage-Backed Securities FEPC 06.000 CIQO4741 S6XOOCT0IEG5ABCC6L87 3133WPHS7 2041-01-01 6.000000 0.00 22414.34 23220.50 Agency Mortgage-Backed Securities FEPC 04.500 CIQO5748 S6XOOCT0IEG5ABCC6L87 3133WQL50 2041-06-01 4.500000 0.00 17503.20 17436.83 Agency Mortgage-Backed Securities 6.25 FMPR GB 32 A S6XOOCT0IEG5ABCC6L87 3134A4KY9 2032-07-15 0.00 0.00 838550.00 645155.21 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 B1V7KEBTPIMZEU4LTD58 31371MVU8 2036-06-01 6.000000 0.00 7638.38 7890.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5012 B1V7KEBTPIMZEU4LTD58 3140K0SA7 2049-12-01 3.500000 0.00 13205.79 12367.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3203 B1V7KEBTPIMZEU4LTD58 3140UJRZ1 2056-06-01 5.500000 0.00 38248.13 38759.53 Agency Mortgage-Backed Securities 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0.00 0.00 7500.00 6449.44 Corporate Debt Securities 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 1174083.33 997033.91 Corporate Debt Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 300000000.00 300000000.00 0.0021 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.640000% 959JJF007 8I5DZWZKVSZI1NUHU748 0001168163 959JJF007_3.64_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N T 3 3/4 12/31/28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 1148303100.00 1137461970.00 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 983992356.88 999879596.40 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 939853851.55 922658498.40 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2050-01-01 N N N 0.0369 3000000000.00 3000000000.00 0.0209 N N Y N Fixed Income Clearing Corp. - BNY Capital Markets Fixed Income Clearing Corp. - BNY Capital Markets 3.650000% 963HZU004 549300H47WTHXPU08X20 963HZU004_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 150000000.00 147175500.00 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 150000000.00 152757551.10 U.S. Treasuries (including strips) TII 2 1/8 04/15/29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 17858965.12 18007436.85 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 50000000.00 50456600.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 100000000.00 98472096.69 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 50000000.00 47092896.17 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 100000000.00 94138650.82 U.S. Treasuries (including strips) T 1 7/8 02/28/27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 43000000.00 42666364.40 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 19009000.00 18802080.18 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 120954107.09 112767452.00 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 80524000.00 80503806.96 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 100000000.00 99626100.00 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 109000000.00 108065867.60 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 65754000.00 63742272.72 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 160000000.00 161821533.70 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 50000000.00 50647263.59 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 75000000.00 77251148.77 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 152157000.00 155523826.20 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 108695000.00 110504955.90 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 100000000.00 101265306.60 U.S. Treasuries (including strips) TII 3 5/8 04/15/28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 14408870.00 14889885.95 U.S. Treasuries (including strips) 2 3/8 TRIB 27 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 1178407.02 1188637.81 U.S. Treasuries (including strips) 2 1/2 TRIB 29 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 1023151.80 1048704.08 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 100000000.00 93394396.69 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 150000000.00 153181342.50 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 150000000.00 155716189.20 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 30000000.00 30322358.15 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 6818776.44 6415031.26 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 129000000.00 118434116.00 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 74000000.00 64843628.50 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 9086980.00 8507904.97 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 38000000.00 36566520.96 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 130000000.00 113296137.50 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 100000000.00 95270029.51 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 100000000.00 94949500.00 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 25000000.00 23790718.37 U.S. Treasuries (including strips) T 1 1/8 02/29/28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 100000000.00 95579661.96 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 87807400.00 83001876.61 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 150000000.00 131627925.00 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 120000000.00 99337170.00 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 127206900.00 91938400.43 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100000000.00 77191000.00 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100000000.00 76064768.51 U.S. Treasuries (including strips) T 2 1/2 05/15/46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 50000000.00 34882150.00 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100000000.00 66807288.40 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 50000000.00 38164892.27 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100000000.00 75398000.00 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 100000000.00 72517552.49 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 200000000.00 143241500.00 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 153000000.00 91386680.22 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100000000.00 48374050.00 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 105000000.00 55813931.25 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 26832206.28 26636983.65 U.S. Treasuries (including strips) T 3 7/8 05/31/27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 14925000.00 14945540.23 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 50000000.00 50275179.28 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 199993000.00 113960691.90 U.S. Treasuries (including strips) 2 3/8 BOND 51 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06.500 CLSL2773 S6XOOCT0IEG5ABCC6L87 31427QCK6 2055-08-01 6.500000 0.00 854.79 891.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3389 S6XOOCT0IEG5ABCC6L87 31427QXT4 2055-09-01 5.500000 0.00 946.33 964.75 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4458 S6XOOCT0IEG5ABCC6L87 31427R5U0 2056-03-01 5.500000 0.00 55310278.60 56290020.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4464 S6XOOCT0IEG5ABCC6L87 31427R6A3 2056-03-01 5.500000 0.00 4338069.23 4393954.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4466 S6XOOCT0IEG5ABCC6L87 31427R6C9 2055-08-01 6.000000 0.00 28846361.41 30215275.09 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3658 S6XOOCT0IEG5ABCC6L87 31427RB41 2053-10-01 3.000000 0.00 30071.27 26481.78 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3798 S6XOOCT0IEG5ABCC6L87 31427RGG9 2056-01-01 5.000000 0.00 985.69 984.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3826 S6XOOCT0IEG5ABCC6L87 31427RHC7 2055-11-01 5.000000 0.00 12313084.45 12227825.92 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3916 S6XOOCT0IEG5ABCC6L87 31427RK66 2056-01-01 5.500000 0.00 32481130.42 33146946.69 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3888 S6XOOCT0IEG5ABCC6L87 31427RKA7 2046-09-01 3.500000 0.00 953.74 894.75 Agency Mortgage-Backed Securities FEPC 07.000 CLSL4082 S6XOOCT0IEG5ABCC6L87 31427RRC6 2055-08-01 7.000000 0.00 925.67 984.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1110 B1V7KEBTPIMZEU4LTD58 3140ANGU7 2054-09-01 5.500000 0.00 796.08 819.35 Agency Mortgage-Backed Securities FNMS 04.500 CLDC9591 B1V7KEBTPIMZEU4LTD58 3140AXUR6 2055-01-01 4.500000 0.00 842248.92 825407.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8946 B1V7KEBTPIMZEU4LTD58 3140BM5G1 2055-09-01 6.000000 0.00 991.61 1032.79 Agency Mortgage-Backed Securities FNMS 06.500 CLDE9091 B1V7KEBTPIMZEU4LTD58 3140BNC55 2055-10-01 6.500000 0.00 760.61 807.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0848 B1V7KEBTPIMZEU4LTD58 3140BQ5J6 2055-10-01 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3140XJWG4 2052-01-01 2.500000 0.00 1118091.96 964258.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3439 B1V7KEBTPIMZEU4LTD58 3140XJZD8 2052-12-01 5.500000 0.00 680.40 692.84 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4041 B1V7KEBTPIMZEU4LTD58 3140XKP38 2053-03-01 5.500000 0.00 735421.26 749696.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4094 B1V7KEBTPIMZEU4LTD58 3140XKRQ5 2052-11-01 5.000000 0.00 1367.66 1382.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4095 B1V7KEBTPIMZEU4LTD58 3140XKRR3 2053-02-01 5.000000 0.00 737.58 738.36 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4786 B1V7KEBTPIMZEU4LTD58 3140XLJ82 2053-05-01 5.500000 0.00 1376.51 1403.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5585 B1V7KEBTPIMZEU4LTD58 31418FF36 2055-01-01 5.000000 0.00 48156.56 47723.52 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5564 B1V7KEBTPIMZEU4LTD58 31418FFE2 2044-12-01 6.000000 0.00 532.23 547.68 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5614 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Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 120722.95 122288.79 Agency Mortgage-Backed Securities GNII SF MB0399 M 549300M8ZYFG0OCMTT87 3618N5NR6 2040-06-20 5.000000 0.00 353637.10 356730.64 Agency Mortgage-Backed Securities GNII SF MB0556 M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 2728386.75 2762157.51 Agency Mortgage-Backed Securities GNII SF MB1069 M 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 3656103.86 3540698.94 Agency Mortgage-Backed Securities GNII SF MB1143 M 549300M8ZYFG0OCMTT87 3618N6HV2 2056-04-20 5.500000 0.00 5951009.55 6024668.50 Agency Mortgage-Backed Securities GNII SF DO1123 C 549300M8ZYFG0OCMTT87 3618NWG87 2056-03-20 6.000000 0.00 267377.96 282754.68 Agency Mortgage-Backed Securities GNII SF DO5961 C 549300M8ZYFG0OCMTT87 3618V2TS6 2055-12-20 6.500000 0.00 1849770.01 1954113.89 Agency Mortgage-Backed Securities GNII SF DR0512 C 549300M8ZYFG0OCMTT87 3618V8R97 2056-04-20 5.500000 0.00 1327824.45 1357320.15 Agency Mortgage-Backed Securities GNII SF DR0635 C 549300M8ZYFG0OCMTT87 3618V8V43 2056-03-20 5.000000 0.00 4991.47 5010.17 Agency Mortgage-Backed Securities GNII SF DR1019 C 549300M8ZYFG0OCMTT87 3618V9DY5 2056-03-20 6.000000 0.00 1310490.46 1374128.31 Agency Mortgage-Backed Securities GNII SF DR1062 C 549300M8ZYFG0OCMTT87 3618V9FB3 2056-04-20 5.000000 0.00 1523168.32 1528876.81 Agency Mortgage-Backed Securities GNII SF DR2616 C 549300M8ZYFG0OCMTT87 3618VA3Z0 2056-05-20 5.500000 0.00 997.63 1021.20 Agency Mortgage-Backed Securities GNII SF DR1864 C 549300M8ZYFG0OCMTT87 3618VAB99 2056-05-20 5.000000 0.00 1872518.32 1879536.10 Agency Mortgage-Backed Securities GNII SF DR2177 C 549300M8ZYFG0OCMTT87 3618VAM22 2056-06-20 5.500000 0.00 1000.00 1026.42 Agency Mortgage-Backed Securities GNII SF DR4410 C 549300M8ZYFG0OCMTT87 3618VC3T0 2056-03-20 5.500000 0.00 4537765.37 4717572.31 Agency Mortgage-Backed Securities GNII SF DR3759 C 549300M8ZYFG0OCMTT87 3618VCE84 2056-04-20 6.500000 0.00 7731.94 8171.55 Agency Mortgage-Backed Securities GNII SF DR3771 C 549300M8ZYFG0OCMTT87 3618VCFL4 2056-04-20 6.000000 0.00 43037.14 45117.92 Agency Mortgage-Backed Securities GNII SF DR4099 C 549300M8ZYFG0OCMTT87 3618VCRU1 2056-05-20 5.000000 0.00 2435695.65 2444824.10 Agency Mortgage-Backed Securities GNII SF DR5341 C 549300M8ZYFG0OCMTT87 3618VD5A7 2056-04-20 5.000000 0.00 1432213.16 1437580.77 Agency Mortgage-Backed Securities GNII SF DR5375 C 549300M8ZYFG0OCMTT87 3618VD6L2 2056-04-20 5.500000 0.00 4293888.20 4382872.83 Agency Mortgage-Backed Securities GNII SF DR6246 C 549300M8ZYFG0OCMTT87 3618VE5F4 2056-06-20 5.500000 0.00 1135330.00 1168153.02 Agency Mortgage-Backed Securities GNII SF DR6682 C 549300M8ZYFG0OCMTT87 3618VFM70 2056-05-20 6.000000 0.00 1944017.20 2060651.10 Agency Mortgage-Backed Securities GNII SF DR6661 C 549300M8ZYFG0OCMTT87 3618VFMJ4 2056-06-20 6.000000 0.00 1767320.00 1855801.46 Agency Mortgage-Backed Securities GNII SF DR6875 C 549300M8ZYFG0OCMTT87 3618VFT81 2056-05-20 5.000000 0.00 195374.22 196106.64 Agency Mortgage-Backed Securities GNII SF DR7759 C 549300M8ZYFG0OCMTT87 3618VGTQ9 2056-05-20 5.500000 0.00 999.01 1038.60 Agency Mortgage-Backed Securities GNII SF DR9654 C 549300M8ZYFG0OCMTT87 3618VJWP1 2056-06-20 6.000000 0.00 1000.00 1043.53 Agency Mortgage-Backed Securities GNII SF DR9660 C 549300M8ZYFG0OCMTT87 3618VJWV8 2056-06-20 6.000000 0.00 175558.00 184507.65 Agency Mortgage-Backed Securities GNII SF DS1773 C 549300M8ZYFG0OCMTT87 3618VM6J7 2056-06-20 5.500000 0.00 1715204.00 1753574.07 Agency Mortgage-Backed Securities GNII SF DS1228 C 549300M8ZYFG0OCMTT87 3618VMLH4 2056-06-20 5.500000 0.00 6989402.00 7150120.20 Agency Mortgage-Backed Securities GNII SF DS1267 C 549300M8ZYFG0OCMTT87 3618VMMQ3 2056-06-20 5.500000 0.00 18277393.00 18688004.80 Agency Mortgage-Backed Securities GNII SF DS1364 C 549300M8ZYFG0OCMTT87 3618VMQR7 2056-06-20 5.500000 0.00 4089175.00 4241691.23 Agency Mortgage-Backed Securities GNII SF DS1562 C 549300M8ZYFG0OCMTT87 3618VMWX7 2056-05-20 5.000000 0.00 6840107.19 6865742.39 Agency Mortgage-Backed Securities GNII SF DS3433 C 549300M8ZYFG0OCMTT87 3618VPY67 2056-06-20 6.500000 0.00 1000.00 1088.24 Agency Mortgage-Backed Securities GNII SF DS4453 C 549300M8ZYFG0OCMTT87 3618VQ5N0 2056-06-20 5.500000 0.00 3176816.00 3291348.34 Agency Mortgage-Backed Securities GNII SF DS4520 C 549300M8ZYFG0OCMTT87 3618VRAV4 2056-06-20 5.500000 0.00 1438852.00 1490727.73 Agency Mortgage-Backed Securities GNII SF DS4720 C 549300M8ZYFG0OCMTT87 3618VRG55 2056-05-20 5.500000 0.00 998.97 1021.17 Agency Mortgage-Backed Securities GNII SF DS4842 C 549300M8ZYFG0OCMTT87 3618VRLX8 2056-06-20 5.500000 0.00 2431808.00 2496057.72 Agency Mortgage-Backed Securities GNII SF DS5698 C 549300M8ZYFG0OCMTT87 3618VSKK5 2056-06-20 6.000000 0.00 4010854.00 4251498.55 Agency Mortgage-Backed Securities GNII SF DS5873 C 549300M8ZYFG0OCMTT87 3618VSQ29 2056-05-20 5.500000 0.00 598068.87 621772.46 Agency Mortgage-Backed Securities GNII SF DS5919 C 549300M8ZYFG0OCMTT87 3618VSSG6 2056-05-20 6.000000 0.00 1469931.21 1554464.51 Agency Mortgage-Backed Securities GNII SF DS6815 C 549300M8ZYFG0OCMTT87 3618VTSC3 2056-06-20 5.500000 0.00 4364197.00 4455310.77 Agency Mortgage-Backed Securities GNII SF DS8578 C 549300M8ZYFG0OCMTT87 3618VVQ71 2056-06-20 5.500000 0.00 1000.00 1039.78 Agency Mortgage-Backed Securities GNII SF DS8580 C 549300M8ZYFG0OCMTT87 3618VVQ97 2056-05-20 6.500000 0.00 1972132.60 2088944.21 Agency Mortgage-Backed Securities GNII SF DS8558 C 549300M8ZYFG0OCMTT87 3618VVQK2 2056-05-20 6.000000 0.00 2202545.01 2293905.10 Agency Mortgage-Backed Securities GNII SF DS9078 C 549300M8ZYFG0OCMTT87 3618VWCP4 2056-06-20 5.500000 0.00 181614.00 185676.99 Agency Mortgage-Backed Securities GNII SF DS9316 C 549300M8ZYFG0OCMTT87 3618VWK59 2056-06-20 6.500000 0.00 3992722.00 4200192.26 Agency Mortgage-Backed Securities GNII SF DS9952 C 549300M8ZYFG0OCMTT87 3618VXBV0 2056-06-20 6.000000 0.00 1088453.00 1153758.37 Agency Mortgage-Backed Securities GNII SF DT3713 C 549300M8ZYFG0OCMTT87 3618W3DS0 2056-06-20 6.500000 0.00 116940.00 127137.18 Agency Mortgage-Backed Securities GNII SF DT3714 C 549300M8ZYFG0OCMTT87 3618W3DT8 2056-06-20 6.500000 0.00 1000.00 1088.42 Agency Mortgage-Backed Securities GNII SF AS4285 C 549300M8ZYFG0OCMTT87 36193NXN5 2046-06-20 3.500000 0.00 124.33 113.75 Agency Mortgage-Backed Securities GNII SF AU5856 C 549300M8ZYFG0OCMTT87 36194TQH2 2046-07-20 3.500000 0.00 105.26 95.40 Agency Mortgage-Backed Securities GNII SF AV8417 C 549300M8ZYFG0OCMTT87 36195KK60 2046-10-20 3.000000 0.00 302.85 270.42 Agency Mortgage-Backed Securities GNMI SF AI4199 X 549300M8ZYFG0OCMTT87 36198QUY2 2044-06-15 4.500000 0.00 288.13 284.94 Agency Mortgage-Backed Securities GNII SF 003069 M 549300M8ZYFG0OCMTT87 36202DMS7 2031-04-20 7.000000 0.00 156106.03 163175.90 Agency Mortgage-Backed Securities GNII SF 004801 M 549300M8ZYFG0OCMTT87 36202FKN5 2040-09-20 4.500000 0.00 38.57 38.49 Agency Mortgage-Backed Securities GNII SF 004991 M 549300M8ZYFG0OCMTT87 36202FRL2 2038-12-20 6.000000 0.00 30.85 32.54 Agency Mortgage-Backed Securities GNII SF 716954 C 549300M8ZYFG0OCMTT87 3620A2QF6 2039-05-20 4.500000 0.00 116563.54 116199.52 Agency Mortgage-Backed Securities GNMI SF 733600 X 549300M8ZYFG0OCMTT87 3620AL7M0 2040-04-15 5.000000 0.00 394147.88 403484.37 Agency Mortgage-Backed Securities GNMI SF 535155 X 549300M8ZYFG0OCMTT87 36212JQG4 2030-12-15 6.375000 0.00 38693.78 39542.39 Agency Mortgage-Backed Securities GNMI SP 783610 X 549300M8ZYFG0OCMTT87 3622A2AK8 2041-11-15 4.500000 0.00 40.11 39.87 Agency Mortgage-Backed Securities GNII SP 784736 C 549300M8ZYFG0OCMTT87 3622AAEH3 2049-05-20 4.500000 0.00 19.84 19.32 Agency Mortgage-Backed Securities GNII SP 785160 C 549300M8ZYFG0OCMTT87 3622AATR5 2050-10-20 3.000000 0.00 18709437.02 16902379.81 Agency Mortgage-Backed Securities FNMS 05.500 CA991216 B1V7KEBTPIMZEU4LTD58 31415WDV2 2038-09-01 5.500000 0.00 30934.27 30722.02 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1101 S6XOOCT0IEG5ABCC6L87 3142GRGK0 2054-03-01 6.000000 0.00 1436.68 1485.40 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1212 S6XOOCT0IEG5ABCC6L87 3142GRK25 2054-04-01 5.500000 0.00 9205213.44 9411286.46 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1231 S6XOOCT0IEG5ABCC6L87 3142GRLM0 2054-04-01 6.000000 0.00 83662.47 86158.82 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1337 S6XOOCT0IEG5ABCC6L87 3142GRPX2 2054-04-01 5.500000 0.00 9543678.25 9673324.88 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2682 S6XOOCT0IEG5ABCC6L87 3142GS6U7 2054-10-01 6.000000 0.00 700.71 722.56 Agency Mortgage-Backed Securities FNMS 06.000 NP952263 B1V7KEBTPIMZEU4LTD58 31413QML9 2037-09-01 6.000000 0.00 78.52 79.04 Agency Mortgage-Backed Securities BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 220000.00 219181.60 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 100.00 99.34 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 304000.00 300160.48 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 2078500.00 2078084.30 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 1955900.00 1914845.66 U.S. Treasuries (including strips) BILL 07/16/26 254900HROIFWPRGM1V77 912797TN7 2026-07-16 0.00 0.00 100000.00 99838.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 4315600.00 4305587.81 U.S. Treasuries (including strips) BILL 07/30/26 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 595700.00 593895.03 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 200.00 194.57 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 100.00 96.98 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 1000.00 991.88 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 237400.00 235472.31 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UP0 2026-07-14 0.00 0.00 165000.00 164766.86 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 0.00 0.00 401200.00 400349.46 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 1082700.00 1097192.57 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 5320800.00 5300193.22 U.S. Treasuries (including strips) T 4 1/4 02/28/29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 7945900.00 8083353.53 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 101.04 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 2000.00 2027.87 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 400.00 401.69 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 1060.71 1059.17 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 200.00 196.94 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 18200.00 18383.29 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 200.00 174.29 U.S. Treasuries (including strips) T 1 1/8 08/31/28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 3169100.00 2985329.02 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 100.00 99.73 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 200.00 173.59 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 89.19 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 43548000.00 40722333.59 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 816500.00 787873.59 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 374926.37 374536.19 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 13263300.00 12875381.45 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 31476900.00 30955945.67 U.S. Treasuries (including strips) TII 1 3/8 07/15/33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 109.59 106.24 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 101.14 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 15800.00 15979.88 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 32144300.00 31850532.18 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 100.00 101.95 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 124180000.00 127213076.90 U.S. Treasuries (including strips) BILL 08/25/26 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 124800.00 124089.89 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 482400.00 464835.82 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 881300.00 324687.66 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 285500.00 295412.35 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 1498600.00 1516677.61 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 78500.00 71448.88 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 55956981.04 41454095.52 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 841900.00 828335.29 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 300.00 302.04 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 106336.04 106117.44 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 4018000.00 4031842.60 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 10520400.00 10519404.18 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 594500.00 607317.72 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 100.00 101.78 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 100.00 103.81 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 154900.00 150560.14 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 200.00 193.03 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 3523000.00 3065484.90 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 15000.00 14313.43 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 246700.00 215001.21 U.S. Treasuries (including strips) TII 0 1/8 01/15/31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 511.43 473.47 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 3000.00 2864.73 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 16725900.00 14537527.51 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 75.40 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 995200.00 992652.52 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 170918000.00 170861793.20 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 182400.00 180657.35 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 100.00 99.46 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 139100.00 137588.40 U.S. Treasuries (including strips) T 3 5/8 10/31/30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 20626200.00 20330396.19 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 100.00 98.57 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 23065800.00 23013016.93 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 127.84 68.90 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 859200.00 501891.85 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 4855100.00 2714116.21 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 773300.00 477931.02 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 43261800.00 30440462.57 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 30278500.00 26346079.81 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 27992250.00 21760165.26 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 200.00 162.56 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 25278100.00 22675308.84 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 109349300.00 107593970.40 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 28192618.94 25215893.48 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 200.00 195.44 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 32436400.00 31696525.72 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 200.00 198.07 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 200.00 195.77 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 100.00 99.62 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 20562700.00 20483806.83 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 5290900.00 5262020.31 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 16232800.00 15925858.04 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 6499800.00 5971362.67 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 4912800.00 4561943.97 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 33740800.00 31949669.63 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 11768700.00 12004312.30 U.S. Treasuries (including strips) 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 4630404.99 4507100.22 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 600.00 602.19 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 877700.00 879842.60 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 116243500.00 117178033.50 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 100.34 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 257600.00 259296.98 U.S. Treasuries (including strips) T 3 08/15/48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 781400.00 587345.44 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 2750000000.00 2750000000.00 0.0191 N Y Y N Fixed Income Clearing Corp. - Credit Agricole Fixed Income Clearing Corp. - Credit Agricole 3.650000% 973VFA007 254900BN8XS34XZDJ223 973VFA007_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 07/30/26 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 36497900.00 36391654.61 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 800.00 795.68 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 150000000.00 152513501.10 U.S. Treasuries (including strips) TRFR BF 07/31/26 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957695 0.00 100.00 100.66 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 17138600.00 16130751.12 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 74700.00 74120.33 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 770513000.00 719500223.70 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 153800000.00 151126437.80 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 1000.00 1016.87 U.S. Treasuries (including strips) BILL 08/11/26 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0.00 0.00 40800.00 40632.23 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 7963700.00 7296122.83 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 100.00 97.67 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 100.00 95.87 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 4767600.00 4876053.79 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 17326900.00 14371866.61 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 5503200.00 4425480.83 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 76.80 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 5131900.00 3981003.43 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 100.00 98.28 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 161399000.00 161360610.90 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 900.00 932.72 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 149999000.00 152613099.70 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 49999800.00 49776700.89 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 5418200.00 5355607.60 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 2812800.00 2625583.08 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 200.00 199.02 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 197465000.00 171650361.30 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 82658900.00 68177536.01 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 17802700.00 13153680.67 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 36999600.00 18491133.30 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 100.00 99.32 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 1200.00 845.79 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 30000300.00 24974304.74 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 401000.00 328509.48 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 90.60 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 1000.00 894.18 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 800.00 731.65 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 2230400.00 2200306.16 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 164905000.00 161247572.00 U.S. Treasuries (including strips) TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 100.00 100.70 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 47945100.00 48045597.17 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 100.00 102.13 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 200.00 194.51 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 32786700.00 32164187.12 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 22832600.00 17100860.39 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 2000000000.00 2000000000.00 0.0139 N Y Y N Wingo Family Master Trust Wingo Family Master Trust 3.720000% 97413AAC8 N/A US97413AAC80 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2050-12-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0372 23180000.00 23180000.00 0.0002 N N Y N Fixed Income Clearing Corp. - Nomura Securities Fixed Income Clearing Corp. - Nomura Securities 3.660000% 979QHS001 OXTKY6Q8X53C9ILVV871 979QHS001_3.66_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y 05.000 FGPC N31153 G S6XOOCT0IEG5ABCC6L87 31281BH60 2034-10-01 5.000000 0.00 98387.87 98355.97 Agency Mortgage-Backed Securities 05.800 FGPC T30111 G S6XOOCT0IEG5ABCC6L87 31286DDQ1 2037-07-01 5.800000 0.00 241037.22 252099.20 Agency Mortgage-Backed Securities 05.220 FGPC T30137 G S6XOOCT0IEG5ABCC6L87 31286DEJ6 2037-08-01 5.220000 0.00 41145.20 42106.48 Agency Mortgage-Backed Securities 04.500 FGPC NB0003 G S6XOOCT0IEG5ABCC6L87 31289NAC0 2049-02-01 4.500000 0.00 923259.92 905697.67 Agency Mortgage-Backed Securities 03.500 FGPC NB0014 G S6XOOCT0IEG5ABCC6L87 31289NAP1 2049-04-01 3.500000 0.00 762353.98 698125.24 Agency Mortgage-Backed Securities 03.000 FGPC G30646 G S6XOOCT0IEG5ABCC6L87 3128CUWF9 2033-05-01 3.000000 0.00 25903.37 24958.75 Agency Mortgage-Backed Securities 03.500 FGPC G16014 G S6XOOCT0IEG5ABCC6L87 3128ME3X7 2031-09-01 3.500000 0.00 96990.90 95751.21 Agency Mortgage-Backed Securities 03.500 FGPC G08788 G S6XOOCT0IEG5ABCC6L87 3128MJ2W9 2047-11-01 3.500000 0.00 320214.30 297763.90 Agency Mortgage-Backed Securities 03.500 FGPC G08816 G S6XOOCT0IEG5ABCC6L87 3128MJ4A5 2048-06-01 3.500000 0.00 204092.92 189903.65 Agency Mortgage-Backed Securities 04.000 FGPC G08847 G S6XOOCT0IEG5ABCC6L87 3128MJ5H9 2048-11-01 4.000000 0.00 404241.01 387161.10 Agency Mortgage-Backed Securities 03.000 FGPC G08521 G S6XOOCT0IEG5ABCC6L87 3128MJSK7 2043-01-01 3.000000 0.00 151646.70 139563.75 Agency Mortgage-Backed Securities 03.000 FGPC G08553 G S6XOOCT0IEG5ABCC6L87 3128MJTK6 2043-10-01 3.000000 0.00 34387.59 31561.85 Agency Mortgage-Backed Securities 04.000 FGPC G08592 G S6XOOCT0IEG5ABCC6L87 3128MJUS7 2044-06-01 4.000000 0.00 391744.76 377650.66 Agency Mortgage-Backed Securities 04.000 FGPC G08651 G S6XOOCT0IEG5ABCC6L87 3128MJWM8 2045-06-01 4.000000 0.00 561430.04 541315.25 Agency Mortgage-Backed Securities 03.000 FGPC G08737 G S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3.000000 0.00 93958.85 84588.02 Agency Mortgage-Backed Securities 03.500 FGPC G18642 G S6XOOCT0IEG5ABCC6L87 3128MMWC3 2032-04-01 3.500000 0.00 94478.49 92841.98 Agency Mortgage-Backed Securities 03.000 FGPC G18688 G S6XOOCT0IEG5ABCC6L87 3128MMXS7 2033-05-01 3.000000 0.00 233617.78 226080.49 Agency Mortgage-Backed Securities 04.000 FGPC C91354 G S6XOOCT0IEG5ABCC6L87 3128P7QF3 2031-01-01 4.000000 0.00 30640.63 30362.97 Agency Mortgage-Backed Securities 04.000 FGPC C91389 G S6XOOCT0IEG5ABCC6L87 3128P7RJ4 2031-08-01 4.000000 0.00 103053.30 102322.58 Agency Mortgage-Backed Securities 04.000 FGPC C91886 G S6XOOCT0IEG5ABCC6L87 3128P8CX7 2036-07-01 4.000000 0.00 631665.81 618472.34 Agency Mortgage-Backed Securities 04.500 FGPC C91997 G S6XOOCT0IEG5ABCC6L87 3128P8GE5 2038-04-01 4.500000 0.00 31791.09 31425.59 Agency Mortgage-Backed Securities 04.500 FGPC C92015 G S6XOOCT0IEG5ABCC6L87 3128P8GY1 2038-07-01 4.500000 0.00 645937.66 646051.99 Agency Mortgage-Backed Securities 03.500 FGPC T50017 G S6XOOCT0IEG5ABCC6L87 3128RXAS3 2036-08-01 3.500000 0.00 357606.68 339462.95 Agency Mortgage-Backed Securities 04.000 FGPC T61745 G N/A 3128S25E7 2044-01-01 4.000000 0.00 298824.30 285138.81 Agency Mortgage-Backed Securities 03.500 FGPC T61602 G N/A 3128S2X71 2043-06-01 3.500000 0.00 993158.10 926252.46 Agency Mortgage-Backed Securities 03.000 FGPC T62201 G S6XOOCT0IEG5ABCC6L87 3128S3NS4 2048-01-01 3.000000 0.00 55270.77 49407.08 Agency Mortgage-Backed Securities 02.500 FGPC J31336 G S6XOOCT0IEG5ABCC6L87 31307MPV2 2030-04-01 2.500000 0.00 64869.51 62939.90 Agency Mortgage-Backed Securities 03.000 FGPC J39602 G S6XOOCT0IEG5ABCC6L87 31307WU36 2033-09-01 3.000000 0.00 362752.36 349292.68 Agency Mortgage-Backed Securities 04.500 FGPC T65370 G S6XOOCT0IEG5ABCC6L87 31322Y6F3 2046-05-01 4.500000 0.00 370626.03 352932.71 Agency Mortgage-Backed Securities 05.000 FGPC T65054 G S6XOOCT0IEG5ABCC6L87 31322YTK7 2041-06-01 5.000000 0.00 32439.54 32023.82 Agency Mortgage-Backed Securities 04.000 FGPC T65153 G S6XOOCT0IEG5ABCC6L87 31322YWN7 2043-08-01 4.000000 0.00 752284.50 727587.92 Agency Mortgage-Backed Securities 04.000 FGPC T65160 G N/A 31322YWV9 2043-09-01 4.000000 0.00 753903.86 719360.15 Agency Mortgage-Backed Securities 04.500 FGPC T65177 G S6XOOCT0IEG5ABCC6L87 31322YXE6 2043-11-01 4.500000 0.00 92735.41 89342.96 Agency Mortgage-Backed Securities 04.500 FGPC T65229 G S6XOOCT0IEG5ABCC6L87 31322YY21 2044-06-01 4.500000 0.00 32498.95 31288.00 Agency Mortgage-Backed Securities 04.500 FGPC T65234 G S6XOOCT0IEG5ABCC6L87 31322YY70 2044-08-01 4.500000 0.00 47677.46 45899.10 Agency Mortgage-Backed Securities 04.500 FGPC T65222 G S6XOOCT0IEG5ABCC6L87 31322YYT2 2044-05-01 4.500000 0.00 76363.68 73026.58 Agency Mortgage-Backed Securities 04.000 FGPC T65246 G S6XOOCT0IEG5ABCC6L87 31322YZK0 2044-10-01 4.000000 0.00 86415.32 82455.53 Agency Mortgage-Backed Securities 03.500 FGPC T65458 G S6XOOCT0IEG5ABCC6L87 31323AB35 2048-02-01 3.500000 0.00 154777.36 143390.30 Agency Mortgage-Backed Securities 03.500 FGPC T65450 G S6XOOCT0IEG5ABCC6L87 31323ABT8 2047-12-01 3.500000 0.00 33478.30 31015.25 Agency Mortgage-Backed Securities 04.000 FGPC T65490 G S6XOOCT0IEG5ABCC6L87 31323AC34 2048-05-01 4.000000 0.00 26014.41 24402.62 Agency Mortgage-Backed Securities 04.500 FGPC T65491 G S6XOOCT0IEG5ABCC6L87 31323AC42 2048-04-01 4.500000 0.00 170920.91 163849.91 Agency Mortgage-Backed Securities 04.000 FGPC T65507 G S6XOOCT0IEG5ABCC6L87 31323ADL3 2048-11-01 4.000000 0.00 51030.73 47804.98 Agency Mortgage-Backed Securities 04.500 FGPC T65529 G S6XOOCT0IEG5ABCC6L87 31323AEA6 2048-11-01 4.500000 0.00 677177.21 657171.37 Agency Mortgage-Backed Securities 04.500 FGPC T65530 G S6XOOCT0IEG5ABCC6L87 31323AEB4 2049-01-01 4.500000 0.00 220521.71 209987.61 Agency Mortgage-Backed Securities 05.000 FGPC T69015 G S6XOOCT0IEG5ABCC6L87 31323EAQ7 2041-08-01 5.000000 0.00 631555.28 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U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0.00 0.00 3327000.00 3313319.38 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 2000.00 2018.72 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 3000.00 3047.79 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 4650000.00 4714864.42 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 22902100.00 23083877.35 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 19800.00 20051.49 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 16736100.00 16979920.57 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 5400.00 5467.11 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 75100000.00 74513248.60 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 158999900.00 149649785.60 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 48174800.00 47701077.45 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 43553700.00 40984097.39 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 137500.00 128546.00 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 97497900.00 92523301.82 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 20000.00 19207.94 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 9800000.00 9517364.32 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 30000000.00 29750190.00 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 8459900.00 8433632.24 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100000.00 93053.25 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 40100000.00 39311074.78 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 21391600.00 21358277.24 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 9684000.00 9679373.27 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 26704900.00 26827869.72 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 2625000.00 2496542.34 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 9708800.00 9646249.23 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 31900.00 31530.91 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 10000.00 10105.09 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 18148300.00 18497202.45 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1191900.00 1217765.80 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 197326400.00 202063386.50 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 391000.00 398172.11 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 9051000.00 9126315.63 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 40413400.00 40766656.18 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 17832300.00 17525120.41 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 1912000.00 1927133.84 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 1015900.00 1037221.66 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 88000.00 89575.16 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 263000.00 264525.44 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 1000.00 997.57 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 2000.00 1990.22 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 75000000.00 68801544.20 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 49771000.00 43264427.27 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 7542100.00 7246929.42 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 2250000.00 2136066.75 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 12720100.00 12021397.63 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 41000000.00 40807891.83 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 25742500.00 25697917.79 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 37852200.00 37763349.10 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 49950000.00 49785120.78 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 4000000.00 3958508.00 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 17460800.00 17695344.46 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 21672100.00 21536609.92 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 14728100.00 14574302.74 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 44087800.00 43789447.26 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 38750000.00 38162000.97 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 134699400.00 132881958.40 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 179819100.00 175979602.60 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 145774900.00 145642807.30 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 51732000.00 51573987.86 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 126179900.00 126835223.20 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 25005000.00 25069761.02 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 5891000.00 5760004.78 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 2000.00 1944.54 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 3143500.00 3163135.71 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 10000000.00 10031346.46 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0371 2500000000.00 2500000000.00 0.0174 N Y Y N Citibank NA Citibank NA 3.630000% 981ZCN003 E57ODZWZ7FF32TWEFA76 0000036684 981ZCN003_3.63_0701 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N N 1.65 FHOR 21-35 CM 2549001DPIFGXC1TOL40 3130AJVG1 2035-07-30 1.650000 0.00 2300000.00 1827821.50 Agency Mortgage-Backed Securities FHFR 03SO 06/28 7154 N/A 3130B1TW7 2028-06-27 3.900000 0.00 3000000.00 3011480.00 Agency Mortgage-Backed Securities FNAR XX.XXX WS696488 B1V7KEBTPIMZEU4LTD58 31400SXR5 2033-05-01 5.715000 0.00 12070.22 12359.10 Agency Mortgage-Backed Securities 2.71 FCSB 38 K 254900C5LP6DN9OP9V83 3133EGNS0 2038-08-26 2.710000 0.00 3500000.00 2829205.56 Agency Mortgage-Backed Securities 1.50 FCOR 21-29 EF 254900C5LP6DN9OP9V83 3133ELXQ2 2029-04-30 1.500000 0.00 1000000.00 931861.00 Agency Mortgage-Backed Securities 2.23 FCOR 21-36 BD 254900C5LP6DN9OP9V83 3133EM6L1 2036-09-29 2.230000 0.00 5000000.00 4021724.72 Agency Mortgage-Backed Securities 1.84 FCOR 22-36 AE 254900C5LP6DN9OP9V83 3133EMNM0 2036-01-25 1.840000 0.00 1376000.00 1074260.02 Agency Mortgage-Backed Securities 2.31 FCOR 22-36 AV 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.310000 0.00 3274000.00 2693950.88 Agency Mortgage-Backed Securities 2.74 FCOR 22-41 G 254900C5LP6DN9OP9V83 3133EMVE9 2041-04-01 2.740000 0.00 716000.00 550191.50 Agency Mortgage-Backed Securities 2.69 FCOR 22-41 U 254900C5LP6DN9OP9V83 3133ENFH8 2041-11-29 2.690000 0.00 2000000.00 1475112.78 Agency Mortgage-Backed Securities 2.62 FCOR 22-36 BK 254900C5LP6DN9OP9V83 3133ENHG8 2036-12-16 2.620000 0.00 2000000.00 1653853.78 Agency Mortgage-Backed Securities 4.75 FCSB 27 FT 254900C5LP6DN9OP9V83 3133ERDS7 2027-05-06 4.750000 0.00 6739000.00 6821303.41 Agency Mortgage-Backed Securities FCFR 03SF FR 27/10 254900C5LP6DN9OP9V83 3133ET3D7 2027-10-08 3.700000 0.00 4700000.00 4739867.75 Agency Mortgage-Backed Securities 3.50 FCSB 28 GA 254900C5LP6DN9OP9V83 3133ET4Y0 2028-09-22 3.500000 0.00 578000.00 574776.37 Agency Mortgage-Backed Securities Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133ETAL1 2027-03-24 3.690000 0.00 980000.00 981075.28 Agency Mortgage-Backed Securities FCFR 03SF EZ 27/11 254900C5LP6DN9OP9V83 3133ETP76 2027-11-03 3.745000 0.00 1200000.00 1208018.00 Agency Mortgage-Backed Securities 3.75 FCSB 27 HQ N/A 3133ETUE5 2027-02-22 3.750000 0.00 1000.00 1010.76 Agency Mortgage-Backed Securities Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133EWGQ7 2028-01-11 3.695000 0.00 35000000.00 35287184.72 Agency Mortgage-Backed Securities 3.94 FCOR 26-29 KM N/A 3133EWGR5 2029-03-16 3.940000 0.00 945000.00 947430.75 Agency Mortgage-Backed Securities FCFR 03SF BZ 28/01 N/A 3133EWMS6 2028-01-24 3.695000 0.00 9048000.00 9109912.20 Agency Mortgage-Backed Securities 8.625 RFBD 30 A N/A 761157AB2 2030-01-15 8.625000 0.00 276000.00 325051.07 Corporate Debt Securities 8.875 RFBD 30 B N/A 761157AC0 2030-04-15 8.875000 0.00 11000.00 12939.74 Corporate Debt Securities RFIN 07/15/29 N/A 76116EGQ7 2029-07-15 0.00 0.00 81000.00 71055.63 Corporate Debt Securities RFIN 01/15/30 N/A 76116EGR5 2030-01-15 0.00 0.00 32698000.00 28110012.83 Corporate Debt Securities RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0.00 0.00 440000.00 415434.80 Corporate Debt Securities 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0.00 0.00 46030000.00 39585063.52 Corporate Debt Securities 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 42660000.00 36229644.90 Corporate Debt Securities 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 5084700.00 5102954.07 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 40096000.00 39483371.89 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 25884000.00 25912191.49 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 250000000.00 250000000.00 0.0017 N Y Y N Allspring Funds Trust 2026-07-08 David Berardi David Berardi Assistant Treasurer