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Note 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 50865400.00 50721908.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 41847300.00 41638063.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 169155000.00 168192508.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 42146900.00 41879267.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 365271100.00 351971579.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 39882900.00 39198110.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 400.00 398.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 1283000.00 1319812.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 19291900.00 19629604.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 16432300.00 16473888.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 9490900.00 12725301.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 13035400.00 12977249.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 29594800.00 29522940.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 21510000.00 21263167.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 15070500.00 14992654.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 213000000.00 258179795.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 97009100.00 96053035.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 27758200.00 27456041.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 14311000.00 14195309.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 64588600.00 64193790.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 257600.00 261924.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 25197500.00 25578755.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 400.00 406.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 49800000.00 50715506.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 25000000.00 25308551.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 31933900.00 32182734.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 19283000.00 19356970.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 5760000.00 5812516.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 14592500.00 14609554.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 16114464.00 12424590.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0.00 0.00 71576192.00 40765504.39 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2220000000.00 2220000000.00 0.0642 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 3.640000% 165999004 ZBUT11V806EZRVTWT807 0001325347 165999004_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 200.00 191.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0.00 0.00 200.00 189.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 4000.00 2608.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 3010000.00 2944087.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128207D3 2027-05-15 0.00 0.00 100.00 96.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 1532800.00 1334374.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1275200.00 1545625.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 300.00 280.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 800.00 790.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 21700.00 21958.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 67200.00 70917.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 3200.00 3194.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 23340800.00 23413965.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1600.00 1587.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 200.00 201.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 4000.00 3972.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 3200.00 3207.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 70573055.76 67450480.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 409.59 123.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834ZX9 2056-05-15 0.00 0.00 630.00 148.38 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 94900000.00 94900000.00 0.0027 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 3.650000% 165999004 ZBUT11V806EZRVTWT807 0001325347 165999004_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 Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFC72 2050-10-01 2.500000 0.00 174200000.00 86577995.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLYY6 2051-09-01 2.500000 0.00 387699999.00 240343978.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT4R7 2054-02-01 7.000000 0.00 52287400.00 29620051.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQ7G6 2054-09-01 7.500000 0.00 96541000.00 45828348.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQJS7 2054-06-01 7.500000 0.00 117823883.00 52189749.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6KB5 2055-04-01 6.500000 0.00 8893000.00 6539707.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6S84 2055-06-01 6.500000 0.00 61384999.00 46860167.91 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 498000000.00 498000000.00 0.0144 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-09 2027-04-09 N N N 0.0371 87530181.38 87530181.38 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B6SD9 2549001DPIFGXC1TOL40 US3130B6SD95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-17 2027-06-17 N N N 0.0372 50006531.50 50006531.50 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-12 2026-08-12 N N N 0.0371 128497309.21 128497309.21 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B7TJ3 2549001DPIFGXC1TOL40 US3130B7TJ30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-24 2027-09-24 N N N 0.0372 84016236.36 84016236.36 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B7TP9 2549001DPIFGXC1TOL40 US3130B7TP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-22 2027-09-22 N N N 0.0372 125024701.25 125024701.25 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8QN5 2549001DPIFGXC1TOL40 US3130B8QN51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-25 2026-11-25 N N N 0.0366 204999464.95 204999464.95 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-28 2026-08-28 N N N 0.0365 123998627.32 123998627.32 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0365 83499006.35 83499006.35 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.500000% 3130B9D72 2549001DPIFGXC1TOL40 US3130B9D729 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0390 165808400.10 165808400.10 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0365 122998549.83 122998549.83 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0365 122748670.62 122748670.62 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130B9GB0 2549001DPIFGXC1TOL40 US3130B9GB07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-10 2026-09-10 N N N 0.0365 123998960.88 123998960.88 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-18 2026-09-18 N N N 0.0365 124499314.01 124499314.01 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BA6E2 2549001DPIFGXC1TOL40 US3130BA6E20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0372 163497207.42 163497207.42 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BA6F9 2549001DPIFGXC1TOL40 US3130BA6F94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-01 2027-06-01 N N N 0.0368 163499661.56 163499661.56 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-17 2026-12-17 N N N 0.0367 206250534.19 206250534.19 0.0060 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 0.0370 208248823.39 208248823.39 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-21 2026-12-21 N N N 0.0367 273000720.72 273000720.72 0.0079 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BAR33 2549001DPIFGXC1TOL40 US3130BAR330 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-03 2027-05-03 N N N 0.0368 125499162.92 125499162.92 0.0036 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 0.0369 330996736.34 330996736.34 0.0096 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BAX93 2549001DPIFGXC1TOL40 US3130BAX932 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-02 2027-12-02 N N N 0.0371 164996945.85 164996945.85 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313A99 254900C5LP6DN9OP9V83 US313313A998 313313A99 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-07 2026-08-07 2026-08-07 N N N 0.0366 144439817.15 144439817.15 0.0042 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313313ZK7 254900C5LP6DN9OP9V83 US313313ZK71 313313ZK7 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 0.0361 182706387.48 182706387.48 0.0053 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-29 2027-01-29 2027-01-29 N N N 0.0381 635366.60 635366.60 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385A89 2549001DPIFGXC1TOL40 US313385A897 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0366 17434170.78 17434170.78 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385B88 2549001DPIFGXC1TOL40 US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-14 2026-08-14 2026-08-14 N N N 0.0366 19908500.00 19908500.00 0.0006 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385C61 2549001DPIFGXC1TOL40 US313385C612 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0366 328288950.00 328288950.00 0.0095 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385D52 2549001DPIFGXC1TOL40 US313385D529 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0366 323083582.25 323083582.25 0.0093 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385L46 2549001DPIFGXC1TOL40 US313385L464 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-21 2026-10-21 2026-10-21 N N N 0.0371 217438038.40 217438038.40 0.0063 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385N44 2549001DPIFGXC1TOL40 US313385N445 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0376 307308636.67 307308636.67 0.0089 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385P75 2549001DPIFGXC1TOL40 US313385P754 313385P75 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0376 306951234.03 306951234.03 0.0089 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-07 2026-12-07 2026-12-07 N N N 0.0379 204992567.13 204992567.13 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0361 35603429.33 35603429.33 0.0010 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 313385ZZ2 2549001DPIFGXC1TOL40 US313385ZZ28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0361 29411254.27 29411254.27 0.0009 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-03 2027-02-03 N N N 0.0370 176068441.12 176068441.12 0.0051 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-18 2026-12-18 N N N 0.0373 59012548.71 59012548.71 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 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 0.0358 86525436.19 86525436.19 0.0025 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 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 0.0361 260219414.00 260219414.00 0.0075 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-01 2027-03-01 N N N 0.0368 89996174.10 89996174.10 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.645000% 3133ET2H9 254900C5LP6DN9OP9V83 US3133ET2H94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-01 2026-12-01 N N N 0.0367 150995482.08 150995482.08 0.0044 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.665000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-19 2027-04-19 N N N 0.0368 49998977.50 49998977.50 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-27 2027-05-27 N N N 0.0372 68810031.73 68810031.73 0.0020 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETPB7 254900C5LP6DN9OP9V83 US3133ETPB70 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 85999591.50 85999591.50 0.0025 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 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 0.0376 128965867.89 128965867.89 0.0037 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-30 2027-07-30 N N N 0.0370 63532222.44 63532222.44 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 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 0.0371 24999647.75 24999647.75 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 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 0.0377 127237677.11 127237677.11 0.0037 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 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 0.0375 247045546.80 247045546.80 0.0071 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133EWKN9 254900C5LP6DN9OP9V83 US3133EWKN92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-07 2027-04-07 N N N 0.0368 244248742.11 244248742.11 0.0071 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWMQ0 254900C5LP6DN9OP9V83 US3133EWMQ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-23 2027-04-23 N N N 0.0369 112999004.48 112999004.48 0.0033 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-24 2027-05-24 N N N 0.0370 126986146.84 126986146.84 0.0037 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.650000% 3133EWQA1 254900C5LP6DN9OP9V83 US3133EWQA18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-19 2027-01-19 N N N 0.0367 83499921.51 83499921.51 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWSB7 254900C5LP6DN9OP9V83 US3133EWSB72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-03 2027-06-03 N N N 0.0369 114998623.45 114998623.45 0.0033 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.650000% 3133EWSP6 254900C5LP6DN9OP9V83 US3133EWSP68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-08 2026-12-08 N N N 0.0367 79999341.60 79999341.60 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133EWUB4 254900C5LP6DN9OP9V83 US3133EWUB45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-24 2026-12-24 N N N 0.0368 169999552.90 169999552.90 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0370 55007165.40 55007165.40 0.0016 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 0.0372 73507894.64 73507894.64 0.0021 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 0.0371 200171982.00 200171982.00 0.0058 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 0.0369 60002587.20 60002587.20 0.0017 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 0.0358 213305133.66 213305133.66 0.0062 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-11 2026-09-11 N N N 0.0370 367053890.28 367053890.28 0.0106 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-23 2026-10-23 N N N 0.0371 73764557.51 73764557.51 0.0021 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 0.0371 237570357.00 237570357.00 0.0069 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.500000% 3136GCHQ1 B1V7KEBTPIMZEU4LTD58 US3136GCHQ10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0372 122827004.19 122827004.19 0.0036 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.640000% 322999004 FOR8UP27PHTHYVLBNG30 0000769993 322999004_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 764790500.00 765000052.60 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 750000000.00 750000000.00 0.0217 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.650000% 322999004 FOR8UP27PHTHYVLBNG30 0000769993 322999004_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 Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30295DAL6 2049-08-25 0.00 0.00 750000.00 429395.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WMNW2 2039-01-01 5.000000 0.00 2366070.00 65882.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XTGM6 2045-09-01 3.500000 0.00 184000.00 34130.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y1UA6 2048-06-01 5.000000 0.00 4165120.00 789190.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31323AAH5 2046-12-01 3.500000 0.00 4800000.00 505973.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3D80 2039-11-01 4.500000 0.00 8850000.00 410776.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4PW2 2044-05-01 3.500000 0.00 1345000.00 230440.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AAVS0 2046-01-01 3.000000 0.00 1200000.00 248601.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMR23 2048-06-01 4.000000 0.00 381972.00 121967.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQJ80 2053-03-01 3.500000 0.00 220000.00 161498.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A9ZP3 2050-08-01 2.000000 0.00 20000000.00 9643149.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CHY58 2053-11-01 6.000000 0.00 1004240.00 525316.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CS4F5 2054-08-01 6.000000 0.00 1038038.00 716302.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USHY0 2050-07-01 2.500000 0.00 101638.00 68690.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A24U4 2042-01-25 4.000000 0.00 1500000.00 198422.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A36C0 2041-09-25 2.000000 0.00 195000.00 7841.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A45R6 2032-04-25 3.500000 0.00 100000.00 97029.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A4CM9 2042-03-25 4.250000 0.00 2286000.00 531678.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A63L6 2042-07-25 3.500000 0.00 311255.00 108174.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6AN4 2042-05-25 3.500000 0.00 2500000.00 157505.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6Y57 2041-12-25 2.500000 0.00 6500000.00 156758.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8A26 2042-09-25 3.000000 0.00 2000000.00 148129.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8CG3 2032-09-25 3.000000 0.00 100000.00 96511.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9N53 2027-11-25 1.250000 0.00 10000000.00 74759.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABSG9 2043-02-25 2.500000 0.00 622059.00 547442.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACBY6 2031-11-25 3.000000 0.00 781000.00 702306.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACF97 2043-01-25 4.000000 0.00 1000000.00 123713.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADND7 2043-04-25 3.000000 0.00 26000.00 12990.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGQE5 2040-05-25 0.00 0.00 76880000.00 1756266.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALXJ5 2035-02-25 3.000000 0.00 407000.00 198345.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AML98 2044-04-25 3.000000 0.00 10000000.00 1427745.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQQL7 2045-11-25 2.500000 0.00 13713840.00 1606052.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AS3K0 2043-03-25 2.500000 0.00 3500000.00 650950.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVRH4 2044-05-25 3.000000 0.00 7425000.00 688741.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX6D2 2046-08-25 3.000000 0.00 1000000.00 108121.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0UH7 2048-02-25 4.000000 0.00 35159936.00 1239437.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3WS5 2048-12-25 3.500000 0.00 440000.00 30722.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6HH9 2049-10-25 3.000000 0.00 1350000.00 281702.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8FR5 2049-09-25 2.500000 0.00 4150000.00 1922792.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B93L9 2050-06-25 3.500000 0.00 6957600.00 621770.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9TV9 2050-05-25 4.500000 0.00 9800000.00 477672.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BALN2 2050-06-25 3.000000 0.00 4493000.00 383622.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAWZ3 2050-07-25 1.875000 0.00 50000000.00 26027240.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAZY3 2050-07-25 5.000000 0.00 29772000.00 634947.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBF98 2050-09-25 3.500000 0.00 1500000.00 78852.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBMH2 2050-08-25 3.500000 0.00 17423712.00 849871.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBP22 2050-09-25 1.500000 0.00 50000000.00 26331163.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBPP1 2050-08-25 1.625000 0.00 161708544.00 72199320.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBXY3 2050-09-25 1.500000 0.00 100000128.00 44349504.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCD80 2050-12-25 2.500000 0.00 13700000.00 1286059.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDCD8 2050-12-25 2.500000 0.00 7100000.00 641938.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDCW6 2050-02-25 2.000000 0.00 39177500.00 1987356.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDPD4 2051-01-25 2.500000 0.00 56305680.00 5842337.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDR26 2051-02-25 2.500000 0.00 3000000.00 300926.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDTS7 2051-01-25 4.500000 0.00 2011000.00 216527.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDXA1 2051-01-25 3.000000 0.00 2100000.00 228861.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BFLG6 2051-03-25 2.500000 0.00 18850940.00 1876077.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BG6S5 2048-01-25 2.000000 0.00 500000.00 293795.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BH2S7 2051-07-25 2.000000 0.00 500000.00 274287.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJP66 2051-11-25 2.500000 0.00 3726144.00 258403.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKAD4 2051-12-25 2.500000 0.00 11684064.00 1264101.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKHZ8 2051-12-25 3.000000 0.00 12660000.00 1259171.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BL5J5 2052-01-25 3.000000 0.00 2124000.00 189677.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BL7L8 2052-04-25 3.500000 0.00 27058848.00 1871438.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLXW5 2052-02-25 2.500000 0.00 2101416.00 273787.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMGK8 2051-11-25 4.000000 0.00 1500000.00 170989.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNBG0 2047-03-25 4.000000 0.00 1522000.00 936539.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPKR1 2043-12-25 5.000000 0.00 1879000.00 1021836.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPPF2 2048-11-25 5.000000 0.00 20128000.00 10891124.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPUY5 2050-10-25 2.000000 0.00 7000000.00 707597.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQDK2 2050-08-25 0.00 0.00 2975000.00 1511985.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQHR3 2050-01-25 2.500000 0.00 16093536.00 9380792.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQJT7 2053-04-25 5.500000 0.00 57792640.00 6818101.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQWX3 2053-12-25 6.000000 0.00 500000.00 464796.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRH34 2051-10-25 2.500000 0.00 41425984.00 3357713.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRH91 2050-05-25 2.000000 0.00 20985632.00 1715465.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BS4N2 2047-06-25 5.500000 0.00 7600936.00 307908.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSAS4 2053-02-25 7.000000 0.00 10149840.00 1260554.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSUL7 2054-08-25 5.500000 0.00 250000.00 249854.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSXC4 2054-08-25 6.500000 0.00 6917432.00 675533.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTC35 2054-12-25 0.125000 0.00 50000000.00 25619677.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTHQ9 2054-10-25 5.000000 0.00 25000000.00 18780349.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTLR2 2054-07-25 6.000000 0.00 8671184.00 1029044.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTWT6 2053-09-25 5.500000 0.00 4000000.00 4354572.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUGD6 2035-12-25 5.500000 0.00 1250000.00 1132384.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVMB1 2054-09-25 6.000000 0.00 62106496.00 7028274.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWLL8 2054-11-25 4.500000 0.00 48106752.00 6231934.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYA69 2056-02-25 4.000000 0.00 24894880.00 22846217.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYB50 2047-07-25 5.000000 0.00 1850000.00 245261.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYDR0 2055-12-25 4.500000 0.00 11045984.00 10181447.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ABYV7 2041-06-15 4.000000 0.00 600000.00 13219.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATRN4 2032-08-15 3.000000 0.00 200000.00 188811.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUTR0 2042-02-15 1.250000 0.00 11000000.00 909877.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B0PX6 2043-03-15 5.000000 0.00 23608800.00 166773.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BDH74 2043-08-15 3.000000 0.00 3250000.00 1334193.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPVN6 2031-01-25 3.080000 0.00 65494656.00 62132233.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXRT1 2027-03-25 3.291000 0.00 1335000.00 1326727.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6JG3 2030-09-25 4.036150 0.00 56350000.00 17040628.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9FU0 2049-05-15 1.000000 0.00 20568384.00 7413860.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEBP4 2027-11-25 3.252000 0.00 560000.00 55996.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEBR0 2027-12-25 3.504000 0.00 4262000.00 4216761.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEQ45 2046-02-15 3.000000 0.00 1894000.00 247971.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FGVJ1 2048-04-15 3.000000 0.00 1721000.00 153755.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FHPJ6 2028-07-25 3.926000 0.00 4617000.00 4584808.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FHPM9 2045-08-25 2.345472 0.00 51603456.00 2166488.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FJKE8 2028-09-25 3.920000 0.00 13000000.00 12897843.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKJN7 2028-11-25 4.186150 0.00 62000000.00 6875711.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPJQ9 2027-06-25 1.259321 0.00 3566945.00 13074.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRZ20 2027-02-25 4.491670 0.00 14230000.00 4147255.30 Agency Mortgage-Backed Securities Freddie Mac Whole Loan Securities Trust 2015-SC02 N/A 3137G1AN7 2045-09-25 0.370130 0.00 229515262.00 120949.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9C98 2032-09-25 3.710000 0.00 12305000.00 11815022.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9M89 2032-11-25 3.780000 0.00 2620000.00 2525080.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9UD9 2033-01-25 4.350000 0.00 9275000.00 9211634.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HA2B1 2033-02-25 4.430000 0.00 3775000.00 3766719.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAGZ3 2030-07-25 4.284000 0.00 3600000.00 3591759.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ABCW7 2041-04-01 4.500000 0.00 2500000.00 220850.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AJDL3 2034-05-01 5.000000 0.00 8601344.00 187411.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQNG3 2045-10-01 3.500000 0.00 2175000.00 377228.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WVRU7 2043-06-01 4.000000 0.00 3999524.00 580543.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WWKG3 2043-06-01 4.000000 0.00 100000.00 16372.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393CEY5 2043-04-25 6.000000 0.00 300000.00 8572.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394BZ98 2044-08-25 0.00 0.00 1242500.00 14243.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394CB76 2044-10-25 0.00 0.00 1979934.00 53707.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395NZS9 2036-07-25 5.500000 0.00 1643996.00 111143.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396QTV1 2039-08-25 5.000000 0.00 100000.00 18836.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396VGT9 2037-04-25 5.500000 0.00 285000.00 6877.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397JYK4 2037-07-15 1.113839 0.00 10000000.00 177777.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398CU55 2039-05-15 5.000000 0.00 3350000.00 470944.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398EBY9 2039-03-15 5.000000 0.00 865000.00 29107.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AMV99 2054-10-01 4.500000 0.00 1068518.00 756739.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXE73 2046-08-01 4.000000 0.00 2539000.00 434329.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJHP9 2048-08-01 5.000000 0.00 1328000.00 173270.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J55S4 2045-12-01 4.500000 0.00 148000.00 24220.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M3K82 2051-11-01 3.500000 0.00 190699.00 77614.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q7RV1 2037-09-01 3.000000 0.00 2354744.00 729805.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHKB0 2051-02-01 2.500000 0.00 233000.00 140224.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS4E8 2053-09-01 6.000000 0.00 148816.00 101501.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U4BU2 2056-02-01 6.000000 0.00 75765.00 77904.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0T96 2054-10-01 6.000000 0.00 10342.00 8729.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUX6 2049-09-01 4.000000 0.00 200000.00 75114.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFX30 2042-02-01 2.500000 0.00 246000.00 139721.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKGT1 2052-11-01 4.500000 0.00 12000.00 8947.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YVG9 2040-12-01 4.000000 0.00 1383230.00 56846.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ARR1 2033-03-01 2.500000 0.00 2500000.00 243637.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CGJ7 2047-01-01 3.000000 0.00 226000.00 36040.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6A5 2051-11-01 1.500000 0.00 270835.00 165205.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LB29 2055-04-01 6.500000 0.00 1180226.00 734895.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.500000 0.00 187128.00 178693.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EN9 2056-06-01 3.000000 0.00 804455.00 708368.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBU9 2052-07-20 4.500000 0.00 30000000.00 20785615.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5RD3 2055-07-20 4.500000 0.00 71292928.00 67342900.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NYYB6 2055-10-20 6.000000 0.00 2679388.00 2733203.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VTRD2 2056-06-20 6.000000 0.00 2066336.00 2155893.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W4TX0 2056-06-20 6.000000 0.00 1105978.00 1155673.28 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 600000000.00 600000000.00 0.0173 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 3.640000% 4049YJ005 CYYGQCGNHMHPSMRL3R97 0000083246 4049YJ005_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0.00 0.00 238900.00 197485.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803DD2 2038-05-15 0.00 0.00 30790000.00 18198922.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0.00 0.00 14989000.00 6196347.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 61149900.00 19952784.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0.00 0.00 6692800.00 2101171.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0.00 0.00 46766700.00 14490802.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0.00 0.00 20873500.00 6080659.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0.00 0.00 97183800.00 26721754.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HJ5 2045-02-15 0.00 0.00 9600000.00 3810000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0.00 0.00 500000.00 193108.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 88000.00 92349.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 143200.00 147726.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 14139300.00 10166280.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 12364800.00 7837137.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 11265300.00 7345795.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 3032400.00 2918243.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 9972700.00 10142667.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0.00 0.00 264000.00 260232.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821EZ4 2030-08-15 0.00 0.00 18200.00 15341.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 0.00 0.00 108000.00 85298.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821JN6 2032-08-15 0.00 0.00 217000.00 167561.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0.00 0.00 2800000.00 2286998.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821PS8 2027-05-15 0.00 0.00 50000.00 48265.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 809100.00 984234.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 148200.00 129737.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 863600.00 824481.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 20700.00 20690.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 4633100.00 4553429.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 179000.00 178033.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 21303600.00 21736583.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 23492900.00 23727237.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 151506200.00 154218091.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2291000.00 2297732.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 21255700.00 21269000.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 335200.00 335501.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 26262159.36 20217056.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 26481950.72 19918955.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0.00 0.00 43478784.00 36167522.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 3770336.00 3069019.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0.00 0.00 33676800.00 26819934.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 12126945.28 7080608.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834A57 2028-10-31 0.00 0.00 24375.00 22166.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834C48 2029-04-30 0.00 0.00 24375.00 21665.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 7295129.60 1964388.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 2667765.76 709969.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834D96 2029-10-31 0.00 0.00 24375.00 21217.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834G93 2053-05-15 0.00 0.00 6790092.80 1749175.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834H84 2053-08-15 0.00 0.00 1065693.44 271134.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834J41 2026-10-15 0.00 0.00 23125.00 22878.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 90975.04 44581.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 7768002.56 3694143.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 15329075.20 7077326.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 28592988.16 11244707.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 34024816.64 12835930.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0.00 0.00 451655.68 163807.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 409559.04 146595.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0.00 0.00 63995084.80 21799093.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0.00 0.00 9344266.24 3027719.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0.00 0.00 12756848.64 4035552.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834UX4 2026-07-31 0.00 0.00 8437.47 8411.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 3337016.32 1003721.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VQ8 2027-02-28 0.00 0.00 33750.00 32878.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VU9 2027-04-30 0.00 0.00 24375.00 23577.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WH7 2027-10-31 0.00 0.00 24375.00 23085.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0.00 0.00 24703877.12 7149870.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WY0 2028-04-30 0.00 0.00 24375.00 22596.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0.00 0.00 555218.56 134257.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0.00 0.00 2994500.00 722390.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834ZX9 2056-05-15 0.00 0.00 95000.00 22374.78 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 550000000.00 550000000.00 0.0159 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 3.590000% 599999000 8NAV47T0Y26Q87Y0QP81 0000065100 599999000_3.59_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 35673100.00 28995497.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 74018000.00 73004540.23 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0359 100000000.00 100000000.00 0.0029 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 3.640000% 599999000 8NAV47T0Y26Q87Y0QP81 0000065100 599999000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803GL1 2042-08-15 0.00 0.00 600.00 275.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 12300000.00 12136625.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 269429956.38 140863100.36 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 150000000.00 150000000.00 0.0043 N Y Y N Fixed Income Clearing Corp. / Northern Trust Corp. Fixed Income Clearing Corp. / Northern Trust Corp. 3.650000% 66585Q007 549300GLF98S992BC502 0000073124 66585Q007_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50000000.00 50000000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 8000000.00 8000000.03 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 400000000.00 400000000.00 0.0116 N Y Y N Fixed Income Clearing Corp. / Northern Trust Corp. Fixed Income Clearing Corp. / Northern Trust Corp. 3.660000% 66585Q007 549300GLF98S992BC502 0000073124 66585Q007_3.66_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 35950800.00 35158850.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 49062499.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 49062499.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 42945800.00 42140565.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898564.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 3847900.00 3763135.83 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 3100000000.00 3100000000.00 0.0896 N Y Y N Fixed Income Clearing Corp. / Northern Trust Corp. Fixed Income Clearing Corp. / Northern Trust Corp. 3.680000% 66585Q007 549300GLF98S992BC502 0000073124 66585Q007_3.68_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 48898563.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 15041400.00 14710056.98 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 350000000.00 350000000.00 0.0101 N Y Y N Fixed Income Clearing Corp. / Northern Trust Corp. Fixed Income Clearing Corp. / Northern Trust Corp. 3.700000% 66585Q007 549300GLF98S992BC502 0000073124 66585Q007_3.70_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 50287633.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 8499500.00 8548394.82 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 600000000.00 600000000.00 0.0173 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.640000% 795993005 MBNUM2BPBDO7JBLYG310 0000315030 795993005_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 2400.00 2477.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 971400.00 1019952.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 57300.00 41552.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 100.00 68.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 2400.00 2456.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 800.00 914.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 100.00 94.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 100.00 100.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 800.00 816.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 200.00 203.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 39812800.00 39731365.42 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 40000000.00 40000000.00 0.0012 N Y Y N Fixed Income Clearing Corp. / State Street Bank & Trust Co. Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.500000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_3.50_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 126094900.00 126276088.28 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0350 123800000.00 123800000.00 0.0036 N Y Y N Fixed Income Clearing Corp. / State Street Bank & Trust Co. Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.650000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 55000000.00 54654662.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 250000000.00 223076225.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 445554600.00 443376773.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 800000000.00 804126360.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1000000000.00 871849100.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 53873400.00 54882885.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 438000000.00 408341605.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 200000000.00 213585044.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 300112900.00 343107347.16 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3350000000.00 3350000000.00 0.0969 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0368 162369096.50 162369096.50 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0382 282774445.70 282774445.70 0.0082 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0396 79236027.13 79236027.13 0.0023 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 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3.640000% 94974A003 VYVVCKR63DVZZN70PB21 0000827124 94974A003_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 1781341.64 1805679.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 26865534.61 21677047.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 54312915.00 38411310.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 36657448.75 27318122.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 66324216.84 60733085.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 125513953.30 125376829.31 U.S. Treasuries (including strips) U.S. 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2056-05-01 4.500000 0.00 22023626.85 21244501.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6UL4 2054-12-01 5.000000 0.00 4515083.73 4503050.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6V41 2056-05-01 6.500000 0.00 251881.19 262412.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6YZ9 2056-05-01 7.000000 0.00 24016197.87 25849063.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X3CH9 2040-02-01 3.500000 0.00 200766.67 54662.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5BM4 2034-11-01 3.500000 0.00 1472288.89 168513.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9MC6 2037-03-01 3.500000 0.00 66922.22 19302.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9X67 2036-04-01 1.500000 0.00 2007666.67 948366.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBCN8 2050-01-01 3.500000 0.00 3218552.00 1266250.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCLG1 2044-05-01 5.500000 0.00 6023.00 2418.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XD2U9 2036-11-01 2.000000 0.00 97126056.79 51947065.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XD6K7 2051-12-01 2.500000 0.00 234227.78 144512.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDXX9 2051-12-01 2.500000 0.00 5314392.04 3628871.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XECK8 2051-08-01 3.000000 0.00 8030666.67 4716645.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFK67 2041-11-01 1.500000 0.00 139694.12 82551.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFRY9 2052-01-01 2.500000 0.00 145393.88 102222.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHK48 2052-06-01 4.500000 0.00 160613.33 106788.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHNB9 2052-06-01 4.000000 0.00 8030666.67 5657450.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHXJ1 2052-06-01 3.000000 0.00 49522.44 31668.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJ6Z1 2053-08-01 6.000000 0.00 14510010.64 8631416.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLTP3 2038-01-01 2.500000 0.00 2684028.82 1752597.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMGG5 2037-08-01 1.500000 0.00 122934.78 80122.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNFM1 2052-05-01 3.000000 0.00 428302.22 310951.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XP6M6 2050-02-01 3.000000 0.00 772951.67 577585.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6BP4 2040-02-01 5.000000 0.00 1912294.47 1746053.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7WM6 2055-11-01 6.500000 0.00 5135071.94 4031705.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7ZV3 2055-12-01 4.500000 0.00 4865724.05 4639160.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8AW6 2056-01-01 5.000000 0.00 38395255.10 37664794.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8UL8 2056-04-01 5.500000 0.00 6692222.22 6625652.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8UU8 2056-04-01 6.000000 0.00 1673055.56 1727591.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9B52 2056-02-01 5.500000 0.00 93499.04 93982.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9B86 2056-03-01 5.500000 0.00 5713284.62 5691218.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FYQ2 2037-03-01 5.500000 0.00 1248099.44 7333.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PHY0 2039-03-01 5.000000 0.00 246196.15 8151.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412QNN5 2039-09-01 5.000000 0.00 501916.67 15475.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412QSM2 2039-11-01 4.500000 0.00 26768.89 1043.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412REZ6 2040-02-01 4.500000 0.00 1637400.73 134956.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414MZ66 2038-10-01 5.500000 0.00 5362984.94 132081.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415XJF9 2039-01-01 5.000000 0.00 327621.75 7638.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GHR0 2043-05-01 3.000000 0.00 76840.76 12999.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417LS97 2047-06-01 5.000000 0.00 1314306.27 72854.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YJN8 2029-12-01 5.000000 0.00 41442.92 589.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ADQ8 2032-03-01 3.500000 0.00 635761.11 29062.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AQ35 2043-03-01 3.500000 0.00 86998.89 13268.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AZS0 2033-11-01 3.500000 0.00 78697.19 7373.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DAN2 2039-03-01 4.000000 0.00 3346111.11 294623.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHD7 2034-11-01 2.500000 0.00 153921.11 21380.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DJK9 2034-12-01 3.000000 0.00 602300.00 76507.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTS1 2050-10-01 3.000000 0.00 16730.56 5084.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYZ9 2051-05-01 3.000000 0.00 14722.89 6226.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E5E6 2039-04-01 4.500000 0.00 220662.64 139868.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E7L8 2044-04-01 7.500000 0.00 717414.25 493344.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2.000000 0.00 74952.89 46428.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDM9 2042-05-01 2.500000 0.00 21509074.60 13717403.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4.000000 0.00 36029586.00 26120949.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ENU0 2053-01-01 3.500000 0.00 274709.03 204974.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEZ6 2054-12-01 4.500000 0.00 42830.22 37816.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FHV2 2055-03-01 4.000000 0.00 78529786.64 69424182.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 76409.79 68600.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FJ81 2035-03-01 4.500000 0.00 944925.05 686897.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FKW6 2040-05-01 3.500000 0.00 4925293.53 3656959.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FLF2 2055-05-01 3.500000 0.00 669.22 581.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQT7 2045-10-01 5.500000 0.00 3885739.79 3326168.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUC9 2041-02-01 5.000000 0.00 783598.32 749244.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FW94 2056-03-01 7.500000 0.00 2505551.27 2679471.46 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 602300000.00 602300000.00 0.0174 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.630000% 964FUR009 549300LCO2FLSSVFFR64 964FUR009_3.63_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 100.00 99.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0.00 0.00 21935600.00 8252172.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 28400.00 10409.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0.00 0.00 24999200.00 8920214.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 4420800.00 1537386.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0.00 0.00 165499300.00 53283823.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 848100.00 1818177.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 300.00 279.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 8700.00 6681.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 62464800.00 66789135.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 3098500.00 2684158.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 114328700.00 135398321.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 1984900.00 2021096.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 76.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1270000.00 955922.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 24999800.00 24413301.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 79139100.00 59272562.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 200.00 147.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 36953100.00 18467894.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 174902500.00 110857829.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 10490300.00 6101793.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 55.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 200.00 125.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 4138600.00 2900449.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 52800.00 43954.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 1458800.00 1304423.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2607100.00 2555793.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 446000.00 434927.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 25086100.00 22959286.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 300.00 277.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 9063100.00 8843657.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 300000.00 292736.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 40256300.00 39225011.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 59500.00 58488.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 300.00 306.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 233422700.00 232323999.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 2540400.00 2449281.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 91.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 431600.00 417960.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 133864100.00 116364019.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 100.00 95.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 300.00 285.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 7999900.00 7637527.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 21330200.00 20158553.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 114999000.00 108344197.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 200.00 174.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1000.00 941.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 11702600.00 11018652.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 182900.00 181101.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 998800.00 969994.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 100.00 99.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 200.00 193.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 67740200.00 65534177.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 197400.00 221567.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 70714000.00 70603845.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 316000000.00 317455104.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 96.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 31814400.00 31261358.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 650900.00 619047.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 44758300.00 44079450.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 400.00 404.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 24999500.00 25542022.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 5000.00 5178.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 13967800.00 15427428.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 72149000.00 72779659.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 30329200.00 30594309.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 2500.00 2523.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 43716600.00 43480579.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 49999900.00 50837732.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 19000000.00 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S6XOOCT0IEG5ABCC6L87 3142K6NT4 2056-06-01 5.000000 0.00 2283300.00 2265993.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K7C98 2056-05-01 4.500000 0.00 2094528.00 2038275.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K86W2 2056-07-01 5.000000 0.00 1025312.00 1026483.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8QE0 2056-06-01 5.500000 0.00 1000.00 1021.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8XC6 2056-05-01 5.000000 0.00 3802196.00 3790853.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8YQ4 2056-07-01 5.500000 0.00 1187450.00 1214947.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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3618MWSK8 2056-04-20 6.000000 0.00 507106.00 531182.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MWYN5 2056-03-20 5.000000 0.00 142364.00 142388.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXVL0 2056-06-20 5.500000 0.00 63668.00 64778.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXVQ9 2056-06-20 5.500000 0.00 2791288.00 2848170.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXVS5 2056-06-20 5.500000 0.00 1000.00 1019.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYSQ1 2056-03-20 5.500000 0.00 4438776.00 4531191.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56F1 2055-12-20 4.000000 0.00 57985.00 53755.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5C64 2054-12-20 5.500000 0.00 1000.00 747.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GQ6 2055-02-20 6.000000 0.00 54214.00 28593.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5HK8 2040-07-20 5.000000 0.00 242774.00 197261.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5JD2 2055-03-20 5.500000 0.00 940024.00 652206.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KQ1 2052-01-20 2.500000 0.00 1000.00 797.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FE2 2055-11-20 2.000000 0.00 400074.00 328973.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6HT7 2056-05-20 4.500000 0.00 376937.00 364269.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6K55 2056-06-20 4.500000 0.00 49000.00 47453.32 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NRGT2 2060-07-15 5.500000 0.00 80500.00 81861.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NWAT7 2056-01-20 5.500000 0.00 706053.00 730317.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V14Z9 2065-11-20 6.000000 0.00 255999.00 263111.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V15F2 2065-12-20 6.000000 0.00 218208.00 214775.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V9SA1 2056-04-20 5.500000 0.00 1710426.00 1748479.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VAFH7 2056-04-20 5.000000 0.00 1881698.00 1872900.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VAQ51 2056-03-20 5.500000 0.00 4973950.00 5069833.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VCFP5 2056-04-20 6.000000 0.00 1001750.00 1045262.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VD4Z3 2056-04-20 4.500000 0.00 3990968.00 3886473.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VE5Y3 2056-06-20 5.500000 0.00 1082228.00 1110144.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VER78 2056-06-20 6.000000 0.00 1758092.00 1859205.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VFMK1 2056-06-20 6.000000 0.00 924643.00 980120.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VFT73 2056-05-20 5.000000 0.00 2506516.00 2511738.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VGU38 2056-06-20 6.000000 0.00 3468304.00 3648348.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWQ9 2056-06-20 6.000000 0.00 5174968.00 5395371.61 Agency Mortgage-Backed Securities Government 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Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VPYV2 2056-06-20 5.500000 0.00 1556062.00 1612162.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VQB94 2056-06-20 5.500000 0.00 1411662.00 1467829.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VSV98 2056-06-20 5.500000 0.00 1725004.00 1793642.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VUBM6 2056-06-20 6.000000 0.00 1149800.00 1213203.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3DP6 2056-06-20 5.500000 0.00 3248148.00 3369292.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3DQ4 2056-06-20 6.000000 0.00 6043009.00 6360498.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3DR2 2056-06-20 6.000000 0.00 9851142.00 10417694.31 Agency Mortgage-Backed Securities Government 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Mortgage-Backed Securities Government National Mortgage Association N/A 3620ARCG4 2040-05-15 4.500000 0.00 4536000.00 176111.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AS2S7 2041-10-15 4.000000 0.00 447000.00 52345.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620ASTJ8 2041-08-15 4.500000 0.00 618557.00 15743.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620C1E51 2030-08-20 4.000000 0.00 2879096.00 69277.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2AK8 2041-11-15 4.500000 0.00 1674490.00 66765.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2DV1 2043-02-15 3.000000 0.00 3153120.00 1113614.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2LP5 2044-05-20 4.500000 0.00 2615120.00 30445.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2YZ9 2046-11-20 3.000000 0.00 499000.00 138936.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AA6B5 2038-10-15 6.500000 0.00 332770.00 65628.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAAE4 2042-01-15 4.500000 0.00 587000.00 148937.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AABF0 2046-09-15 4.000000 0.00 168481.00 43428.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AACC6 2049-02-20 4.500000 0.00 117566.00 19102.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AANA8 2048-09-20 3.500000 0.00 489000.00 82222.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AASY1 2049-12-20 4.500000 0.00 53072832.00 11484932.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAVN1 2050-12-20 2.000000 0.00 60000.00 28353.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAWA8 2050-12-20 3.500000 0.00 26608112.00 10028528.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAWD2 2050-12-20 3.500000 0.00 19926560.00 7087601.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAWJ9 2050-11-20 4.000000 0.00 7492832.00 2749756.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAZN7 2051-03-20 2.500000 0.00 248000.00 141270.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABB43 2051-07-20 3.000000 0.00 435000.00 248371.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABC42 2051-08-20 3.000000 0.00 99000.00 58796.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABWC2 2067-10-20 4.516000 0.00 927000.00 99591.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACA67 2052-06-20 4.000000 0.00 200000.00 137972.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACCP3 2053-01-20 5.500000 0.00 72656.00 49622.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACEF3 2053-02-20 5.500000 0.00 499000.00 354831.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACEG1 2053-02-20 5.500000 0.00 199000.00 135488.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACMM9 2038-06-20 2.500000 0.00 316000.00 182459.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACPG9 2053-07-20 5.500000 0.00 799000.00 608875.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACTU4 2053-09-20 6.000000 0.00 99000.00 67906.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AD5Y0 2052-02-20 2.500000 0.00 776174.00 624750.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ADHE1 2041-04-20 5.000000 0.00 291000.00 238311.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ADN53 2045-11-15 5.500000 0.00 62000.00 50716.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ADVC9 2055-04-20 5.500000 0.00 5348860.00 4437487.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AEBM7 2054-10-20 5.500000 0.00 3145192.00 2432071.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AEKA3 2051-07-20 5.000000 0.00 228000.00 220867.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36230QVV7 2041-01-15 4.500000 0.00 587067.00 115591.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241L2E5 2041-11-15 3.500000 0.00 2396956.00 108270.32 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LA48 2039-07-15 5.000000 0.00 1311468.00 29322.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36295KMF7 2038-06-15 5.500000 0.00 2640600.00 41766.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36296TP98 2038-10-15 6.500000 0.00 3498000.00 26946.33 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 239000.00 237614.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797UP0 2026-07-14 0.00 0.00 494600.00 493960.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0.00 0.00 300.00 112.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 100.00 76.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 289500.00 144682.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 49.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 800.00 423.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 91915100.00 52159650.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 300.00 188.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 3449700.00 2990596.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 343900.00 343735.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 43100.00 41781.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 24614700.00 24630102.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 1337.28 959.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 167.35 117.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 0.02 0.01 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1146000000.00 1146000000.00 0.0331 N Y Y N Government Cash Management Portfolio 2026-07-08 /s/Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer