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N N N 0.0376 4000088.20 4000088.20 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B7LW2 2549001DPIFGXC1TOL40 US3130B7LW23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-27 2026-11-27 N N N 0.0367 24504387.71 24504387.71 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B8AZ5 2549001DPIFGXC1TOL40 US3130B8AZ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-22 2027-10-22 N N N 0.0374 2500950.73 2500950.73 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B8HV7 2549001DPIFGXC1TOL40 US3130B8HV78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-10 2027-05-10 N N N 0.0374 21999178.96 21999178.96 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B8SZ6 2549001DPIFGXC1TOL40 US3130B8SZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-03 2027-12-03 N N N 0.0373 28898115.43 28898115.43 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B8TB8 2549001DPIFGXC1TOL40 US3130B8TB86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-04 2027-10-04 N N N 0.0371 9600827.42 9600827.42 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-20 2028-01-20 N N N 0.0372 20699675.42 20699675.42 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9EJ5 2549001DPIFGXC1TOL40 US3130B9EJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-09 2028-02-09 N N N 0.0373 3499917.05 3499917.05 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9GY0 2549001DPIFGXC1TOL40 US3130B9GY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-11 2028-02-11 N N N 0.0373 10599738.71 10599738.71 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-20 2027-08-20 N N N 0.0370 8799814.94 8799814.94 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130B9QY9 2549001DPIFGXC1TOL40 US3130B9QY99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-06 2027-12-06 N N N 0.0371 6899855.79 6899855.79 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B9RU6 2549001DPIFGXC1TOL40 US3130B9RU68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-06 2028-03-06 N N N 0.0371 7001321.53 7001321.53 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BADD6 2549001DPIFGXC1TOL40 US3130BADD61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-21 2026-12-21 N N N 0.0365 97407026.44 97407026.44 0.0120 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 50000129.50 50000129.50 0.0061 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 39500104.28 39500104.28 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-04 2027-01-04 N N N 0.0367 64999989.60 64999989.60 0.0080 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BAMG9 2549001DPIFGXC1TOL40 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3130BBA21 2549001DPIFGXC1TOL40 US3130BBA219 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 11499978.96 11499978.96 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBA39 2549001DPIFGXC1TOL40 US3130BBA391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-25 2026-11-25 N N N 0.0367 15699985.40 15699985.40 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBA88 2549001DPIFGXC1TOL40 US3130BBA888 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-18 2027-02-18 N N N 0.0369 11799972.86 11799972.86 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130BBEF8 2549001DPIFGXC1TOL40 US3130BBEF83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-03 2028-01-03 N N N 0.0375 9099928.02 9099928.02 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-05 2028-01-05 N N N 0.0375 8600000.00 8600000.00 0.0011 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.580000% 313384AW9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0381 14479323.07 14479323.07 0.0018 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.494960% 313385F92 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0369 16713482.70 16713482.70 0.0021 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.490000% 313385G67 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-21 2026-09-21 2026-09-21 N N N 0.0369 12592101.18 12592101.18 0.0015 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.605000% 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0371 5834333.00 5834333.00 0.0007 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.595000% 313385N85 2549001DPIFGXC1TOL40 US313385N858 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0376 14594684.93 14594684.93 0.0018 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.590000% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0376 14571529.14 14571529.14 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.820000% 3133EP7F6 254900C5LP6DN9OP9V83 US3133EP7F65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-29 2027-03-29 N N N 0.0375 2501564.13 2501564.13 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.890000% 3133EPN76 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-18 2026-12-18 N N N 0.0367 1201310.34 1201310.34 0.0001 N N N 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 3801477.71 3801477.71 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-16 2026-11-16 N N N 0.0367 5600829.30 5600829.30 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-12 2027-02-12 N N N 0.0354 9511177.42 9511177.42 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-07 2026-12-07 N N N 0.0368 4800746.69 4800746.69 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERD32 254900C5LP6DN9OP9V83 US3133ERD324 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-20 2026-11-20 N N N 0.0367 11104523.03 11104523.03 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.815000% 3133ERDR9 254900C5LP6DN9OP9V83 US3133ERDR94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-03 2027-05-03 N N N 0.0369 3003569.34 3003569.34 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-25 2026-11-25 N N N 0.0368 2679984.51 2679984.51 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.810000% 3133ERF97 254900C5LP6DN9OP9V83 US3133ERF972 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-02 2026-11-02 N N N 0.0372 8702472.80 8702472.80 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-02 2026-12-02 N N N 0.0367 2801250.28 2801250.28 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-08 2026-09-08 N N N 0.0371 3000297.24 3000297.24 0.0004 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 12810801.92 12810801.92 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0371 5550648.57 5550648.57 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-09 2026-10-09 N N N 0.0371 29005508.55 29005508.55 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERWZ0 254900C5LP6DN9OP9V83 US3133ERWZ00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-09 2026-07-09 N N N 0.0370 4900050.72 4900050.72 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-16 2026-09-16 N N N 0.0370 13101942.08 13101942.08 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-21 2026-07-21 N N N 0.0370 5000135.50 5000135.50 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-28 2026-08-28 N N N 0.0369 1900217.51 1900217.51 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-28 2027-09-28 N N N 0.0370 48017196.48 48017196.48 0.0059 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-23 2027-11-23 N N N 0.0365 1501459.31 1501459.31 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-12 2028-01-12 N N N 0.0375 10594981.75 10594981.75 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-17 2026-09-17 N N N 0.0368 3599959.25 3599959.25 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-01 2027-10-01 N N N 0.0380 9796982.68 9796982.68 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-01 2027-04-01 N N N 0.0369 12091269.45 12091269.45 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-20 2026-10-20 N N N 0.0371 15898362.62 15898362.62 0.0020 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-23 2027-06-23 N N N 0.0375 3799518.50 3799518.50 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-12 2027-05-12 N N N 0.0373 1999926.90 1999926.90 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-11 2027-08-11 N N N 0.0377 5399490.19 5399490.19 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 1499854.74 1499854.74 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETXF9 254900C5LP6DN9OP9V83 US3133ETXF92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-09 2027-06-09 N N N 0.0377 7999338.72 7999338.72 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETYC5 254900C5LP6DN9OP9V83 US3133ETYC52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-16 2027-06-16 N N N 0.0377 999908.71 999908.71 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-21 2028-01-21 N N N 0.0374 3601051.70 3601051.70 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWAY6 254900C5LP6DN9OP9V83 US3133EWAY67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-26 2027-01-26 N N N 0.0369 15999722.72 15999722.72 0.0020 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-02 2028-02-02 N N N 0.0372 5000516.05 5000516.05 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-03 2028-01-03 N N N 0.0375 1999106.00 1999106.00 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-09 2028-02-09 N N N 0.0372 3410353.86 3410353.86 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-11 2028-02-11 N N N 0.0373 1999953.68 1999953.68 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-17 2028-02-17 N N N 0.0371 3000980.67 3000980.67 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-18 2028-01-18 N N N 0.0372 2999964.51 2999964.51 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-20 2027-05-20 N N N 0.0370 4999231.35 4999231.35 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-23 2028-02-23 N N N 0.0372 2000039.20 2000039.20 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-25 2028-02-25 N N N 0.0372 3000168.75 3000168.75 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-02 2028-03-02 N N N 0.0372 1999985.36 1999985.36 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWGF1 254900C5LP6DN9OP9V83 US3133EWGF15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-06 2027-12-06 N N N 0.0371 999978.32 999978.32 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-11 2028-01-11 N N N 0.0371 1000004.28 1000004.28 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-13 2028-03-13 N N N 0.0372 4400121.31 4400121.31 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-16 2028-03-16 N N N 0.0372 3000063.51 3000063.51 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-20 2027-07-20 N N N 0.0369 4399970.48 4399970.48 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-24 2028-03-24 N N N 0.0367 3002746.74 3002746.74 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWJU5 254900C5LP6DN9OP9V83 US3133EWJU54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-27 2028-03-27 N N N 0.0372 5600494.20 5600494.20 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWJW1 254900C5LP6DN9OP9V83 US3133EWJW11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-27 2027-09-27 N N N 0.0370 3799968.84 3799968.84 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.665000% 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-26 2027-05-26 N N N 0.0368 7999954.48 7999954.48 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133EWKB5 254900C5LP6DN9OP9V83 US3133EWKB54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-01 2027-04-01 N N N 0.0369 41996435.46 41996435.46 0.0052 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-27 2027-08-27 N N N 0.0370 1999986.80 1999986.80 0.0002 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 129999330.50 129999330.50 0.0160 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-08 2027-10-08 N N N 0.0370 9999926.20 9999926.20 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWKT6 254900C5LP6DN9OP9V83 US3133EWKT62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-08 2027-07-08 N N N 0.0369 34999773.20 34999773.20 0.0043 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.655000% 3133EWLB4 254900C5LP6DN9OP9V83 US3133EWLB46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-09 2027-02-09 N N N 0.0367 61999764.40 61999764.40 0.0076 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-16 2027-07-16 N N N 0.0369 11799824.18 11799824.18 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.655000% 3133EWLS7 254900C5LP6DN9OP9V83 US3133EWLS70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-21 2027-01-21 N N N 0.0366 95205510.18 95205510.18 0.0117 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-01 2027-02-01 N N N 0.0368 36699599.60 36699599.60 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133EWUU2 254900C5LP6DN9OP9V83 US3133EWUU26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-02 2027-12-02 2027-12-02 N N N 0.0373 5200000.00 5200000.00 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWUV0 254900C5LP6DN9OP9V83 US3133EWUV09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-01 2028-03-01 N N N 0.0376 1400000.00 1400000.00 0.0002 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 25003257.00 25003257.00 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-23 2026-09-23 N N N 0.0371 26504018.99 26504018.99 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-16 2026-10-16 N N N 0.0371 17603353.15 17603353.15 0.0022 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 31903426.38 31903426.38 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.740000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-11 2027-08-11 N N N 0.0377 4299594.04 4299594.04 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.750000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-02 2027-09-02 N N N 0.0378 6799263.56 6799263.56 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-22 2027-09-22 N N N 0.0373 23013893.15 23013893.15 0.0028 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 21618574.06 21618574.06 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-14 2027-10-14 N N N 0.0371 10008746.60 10008746.60 0.0012 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 63902755.37 63902755.37 0.0078 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 25206515.21 25206515.21 0.0031 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 23703480.10 23703480.10 0.0029 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 5201026.43 5201026.43 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-20 2026-11-20 N N N 0.0368 29210718.15 29210718.15 0.0036 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 4701392.33 4701392.33 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-22 2027-12-22 N N N 0.0375 13394409.79 13394409.79 0.0016 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-07 2028-01-07 N N N 0.0374 27991451.60 27991451.60 0.0034 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-02 2028-02-02 N N N 0.0375 8597142.05 8597142.05 0.0011 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-06 2028-03-06 N N N 0.0376 9994072.00 9994072.00 0.0012 N N N N U.S. Treasury Bill U.S. Treasury Bill 3.531000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 45235879.00 45235879.00 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.712000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0382 128759150.00 128759150.00 0.0158 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 75692431.52 75692431.52 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0365 32229170.30 32229170.30 0.0040 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0366 35696324.27 35696324.27 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0372 39029142.88 39029142.88 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0375 44372292.02 44372292.02 0.0054 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0374 25848877.08 25848877.08 0.0032 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0374 26469494.36 26469494.36 0.0032 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.609000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0381 96601954.11 96601954.11 0.0119 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0379 94955405.76 94955405.76 0.0117 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0384 20258923.08 20258923.08 0.0025 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0386 95715059.43 95715059.43 0.0117 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y 2026-07-21 2026-07-21 2026-07-21 N N N 0.0366 34929970.95 34929970.95 0.0043 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0373 14628298.25 14628298.25 0.0018 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 60120992.91 60120992.91 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0386 127590901.31 127590901.31 0.0157 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0388 128180239.20 128180239.20 0.0157 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0373 29768991.60 29768991.60 0.0037 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.617400% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 14877491.32 14877491.32 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.691900% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0380 2987929.68 2987929.68 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.780700% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 27350683.53 27350683.53 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.679200% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 16226881.16 16226881.16 0.0020 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.660700% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0377 17412756.38 17412756.38 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.553900% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 47950328.29 47950328.29 0.0059 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.723600% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 64138902.10 64138902.10 0.0079 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0378 9291429.64 9291429.64 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.724300% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 49239749.74 49239749.74 0.0060 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.569300% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0379 5799202.50 5799202.50 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.753500% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 238785272.83 238785272.83 0.0293 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.746600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0391 2002640.62 2002640.62 0.0002 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.640000% 926QFA006 K5HU16E3LMSVCCJJJ255 0000867626 926QFA006_3.64_0828 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797UN5 2026-07-07 N/A 0.00 12563200.00 12554405.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 3182000.00 3104426.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 1000.00 1010.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 10000000.00 10082742.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 600.00 598.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 4828200.00 4860006.55 U.S. Treasuries (including strips) Y 2026-07-01 2026-08-28 2026-08-28 N N N 0.0364 30000000.00 30000000.00 0.0037 N N N Y Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 3.700000% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.70_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 19117700.00 19843270.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 10659600.00 10756788.92 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 30000000.00 30000000.00 0.0037 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.639900% 927NEC009 R0MUWSFPU8MPRO8K5P83 0001197610 927NEC009_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803DM2 2040-05-15 N/A 0.00 10950400.00 5741973.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 200.00 136.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 18249400.00 16583429.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 1000.00 942.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 554500.00 483225.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 800.00 753.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 96.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 21271100.00 20590149.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 5447300.00 5442893.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 12153600.00 12279209.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 5090600.00 5124588.08 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 6847200.00 7274268.16 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 1600.00 1694.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1000.00 1005.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 13450300.00 13468550.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 899800.00 905727.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 14081300.00 14099720.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AT5 2038-08-15 N/A 0.00 80.18 45.67 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834FB9 2040-02-15 N/A 0.00 79.65 41.64 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 N/A 0.00 120.57 53.48 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MM7 2043-05-15 N/A 0.00 3469.05 1494.60 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 100000000.00 100000000.00 0.0123 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.650000% 927NEF002 R0MUWSFPU8MPRO8K5P83 0001197610 927NEF002_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 FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LFJ54 2032-02-01 2.240000 0.00 1094.00 974.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LFK37 2052-03-01 2.940000 0.00 1543.00 1118.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LKMJ9 2033-06-01 4.520000 0.00 1000.00 1002.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142FEDE7 2029-11-01 4.370000 0.00 1000.00 616.06 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXWB9 2056-06-01 5.500000 0.00 18861295.00 19177458.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 7.000000 0.00 3644544.00 2970786.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 908179.00 881076.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-05-01 5.000000 0.00 426782.00 417694.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6EL3 2056-06-01 6.000000 0.00 11164363.00 11488501.67 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VEUW9 2076-04-20 5.426000 0.00 1054.00 1152.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DT5T3 2053-11-01 5.000000 0.00 694000.00 581271.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.500000 0.00 1000.00 598.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBC6 2051-03-01 2.500000 0.00 1000.00 465.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 1000.00 639.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 1480.00 1180.27 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132XF5S3 2035-09-01 4.400000 0.00 2083.00 2057.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132XFZH4 2035-06-01 4.350000 0.00 1441.00 1420.10 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4.000000 0.00 1000.00 767.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 1001.00 972.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.730000 0.00 1029.00 1000.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31376KA22 2033-09-01 4.500000 0.00 69963745.00 650191.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31377U5M1 2038-09-01 3.880000 0.00 1541504.00 1383323.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.620000 0.00 1008.00 967.94 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Morgan Securities LLC Tri Party Repo J.P. 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Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.639900% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 512209800.00 500820046.78 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 491000000.00 491000000.00 0.0603 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.639900% 930REQ004 VYVVCKR63DVZZN70PB21 0000072971 930REQ004_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 11441000.00 7277224.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 217367000.00 161987766.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 34183300.00 34142419.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 621800.00 613286.27 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 200000000.00 200000000.00 0.0245 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.650000% 930RFC004 VYVVCKR63DVZZN70PB21 0000072971 930RFC004_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 FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LSLL8 2051-06-01 3.000000 0.00 1033387.00 338300.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNQG0 2052-03-01 2.000000 0.00 124578.00 78409.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNTA0 2037-01-01 1.500000 0.00 1033260.00 597779.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNTK8 2052-04-01 3.500000 0.00 20086207.00 12488721.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U9VN5 2056-04-01 5.000000 0.00 6565299.00 6513599.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3MK2 2039-09-01 6.000000 0.00 15584541.00 12402941.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4HF7 2049-08-01 3.500000 0.00 5000.00 4451.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7MX3 2055-10-01 6.500000 0.00 25364000.00 22182073.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7SM1 2055-11-01 4.500000 0.00 14399040.00 13804938.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7ZQ4 2055-09-01 6.500000 0.00 32584196.00 25133287.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECT5 2037-04-01 1.500000 0.00 12102632.00 6918930.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5.000000 0.00 2219000.00 19068.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BKUQ5 2040-11-01 5.000000 0.00 1623240.00 1526633.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9UR0 2048-12-01 5.500000 0.00 16000.00 1204.40 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 100000000.00 100000000.00 0.0123 N Y Y N MUFG Securities EMEA Repo MUFG Securities EMEA Repo 3.639900% 931NXA006 K5HU16E3LMSVCCJJJ255 931NXA006_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 900.00 899.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 51233800.00 50981257.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 900.00 868.50 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 50000000.00 50000000.00 0.0061 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.740000% 932KXR004 ZBUT11V806EZRVTWT807 0001168163 932KXR004_3.74_1023 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREMF MORTGAGE TRUST 549300KQ08QVSM4XK212 30297RAC3 2051-11-25 0.100000 0.00 275055104.00 624803.07 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST 549300KQ08QVSM4XK212 30298PAQ5 2030-01-25 0.100000 0.00 202808320.00 557835.44 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST 549300KQ08QVSM4XK212 30305EAC2 2049-10-25 0.100000 0.00 226049012.00 260759.97 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30318NAG8 2041-01-25 0.778700 0.00 8021956.00 130773.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FG3P8 2048-05-15 4.000000 0.00 8464000.00 5000590.01 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FTRB5 2027-11-25 1.409000 0.00 55684800.00 26793562.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0WV6 2049-06-25 3.500000 0.00 41763903.00 3559639.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBQL1 2054-03-25 5.500000 0.00 9000000.00 10362365.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKQH0 2055-04-25 5.000000 0.00 3116000.00 3214443.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394UN99 2035-12-25 8.520200 0.00 13047648.00 903660.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376WM85 2040-03-20 5.000000 0.00 85000000.00 414480.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377TZK0 2041-02-16 4.500000 0.00 20000000.00 4998143.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KFV5 2056-10-16 0.609400 0.00 205095424.00 692049.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379QRK3 2045-09-20 2.165100 0.00 17018360.00 60569.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379R2G7 2059-02-16 0.544100 0.00 72000000.00 744604.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379TBN8 2045-12-20 2.165100 0.00 17141696.00 78357.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379TJ75 2046-01-20 1.886500 0.00 30193344.00 251334.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379U6W1 2057-02-16 0.645500 0.00 74070000.00 814881.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JNM6 2059-05-16 0.602200 0.00 62400000.00 565236.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380R4L1 2063-05-16 0.826300 0.00 25000000.00 1286516.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RQU7 2063-05-16 0.994600 0.00 13500000.00 828048.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RXJ4 2063-03-16 1.279300 0.00 17950000.00 1124139.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RYD6 2062-08-16 1.144800 0.00 12700000.00 715539.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DD56 2063-11-16 1.043500 0.00 15000000.00 1028865.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DFX3 2061-04-16 0.791300 0.00 12200000.00 605346.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HET4 2064-02-16 0.807900 0.00 15100000.00 749793.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382P3F7 2051-03-20 N/A 0.00 11000000.00 18732.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384PRT9 2054-06-20 3.691300 0.00 39628160.00 2647604.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385RVU6 2056-04-20 4.608700 0.00 3305743.00 3067322.92 Agency Mortgage-Backed Securities Y 2026-07-01 2026-10-23 2026-10-23 N N N 0.0373 70000000.00 70000000.00 0.0086 N N N Y Royal Bank of Canada Tri Party Repo Royal Bank of Canada Tri Party Repo 3.639900% 933UAA003 ES7IP3U3RHIGC71XBU11 933UAA003_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 56232000.00 46811368.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 328000.00 306284.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 11439200.00 11400206.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 43583000.00 43482214.31 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 100000000.00 100000000.00 0.0123 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.650000% 934QAM005 549300H47WTHXPU08X20 0000093748 934QAM005_3.65_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION - BNYM Y FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JQHC6 2055-12-01 5.000000 0.00 1000.00 960.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 1000.00 892.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1000.00 902.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 1000.00 922.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 24604292.00 22322102.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 19690417.00 18781745.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K65L1 2056-06-01 5.500000 0.00 3324644.00 3398000.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K6UB5 2056-05-01 5.000000 0.00 20166800.00 19397448.43 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7DT3 2056-06-01 5.000000 0.00 8923929.00 8879557.24 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XYQQ5 2047-11-01 4.500000 0.00 1000.00 331.31 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y3MK9 2048-10-01 4.500000 0.00 1001.00 376.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131YASS0 2049-03-01 4.500000 0.00 1000.00 253.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQFT8 2053-05-01 5.000000 0.00 22444.00 16559.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132J8UH1 2043-04-01 4.000000 0.00 2515183.00 273967.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132Y2VL7 2048-09-01 5.000000 0.00 1000.00 327.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132Y37B4 2048-11-01 5.000000 0.00 401292.00 66227.73 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31339UXS4 2049-11-01 3.500000 0.00 1000.00 388.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BDCA1 2052-06-01 5.000000 0.00 1001.00 770.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BKX79 2052-09-01 4.500000 0.00 1000.00 651.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMHA6 2052-09-01 5.000000 0.00 1000.00 732.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMRS6 2052-09-01 5.000000 0.00 354831.00 292024.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1J43 2053-04-01 5.000000 0.00 1001.00 956.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C4GT5 2053-04-01 5.500000 0.00 1016595.00 293726.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MTBQ5 2053-03-01 4.500000 0.00 1000.00 664.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0JZ9 2052-11-01 5.500000 0.00 178006.00 133775.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N13U5 2052-09-01 5.000000 0.00 1000.00 868.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N2PJ4 2052-10-01 5.000000 0.00 1000.00 712.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8NB0 2052-10-01 4.500000 0.00 1000.00 660.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NDE29 2053-05-01 5.000000 0.00 1000.00 713.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NDM79 2053-03-01 4.500000 0.00 21991.00 8167.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGHX1 2053-04-01 5.000000 0.00 1000.00 721.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJ5Z3 2053-05-01 6.500000 0.00 1000.00 791.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJMZ4 2053-07-01 6.500000 0.00 1000.00 782.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMMT1 2053-06-01 5.500000 0.00 1000.00 595.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2X52 2036-05-01 4.615000 0.00 75921.00 76182.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2XW3 2033-05-01 4.500000 0.00 28103.00 28127.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QAMA5 2049-02-01 4.500000 0.00 1111.00 70.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QLH90 2051-07-01 3.500000 0.00 1008.00 552.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPAZ0 2052-05-01 4.000000 0.00 26919198.00 18168990.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417TK64 2039-11-01 5.500000 0.00 1037.00 26.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AQ27 2043-02-01 3.500000 0.00 5075.00 686.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425UMV4 2054-11-01 5.500000 0.00 106557.00 105269.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427MDC2 2054-09-01 6.000000 0.00 168557.00 135433.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427RQL7 2056-01-01 5.000000 0.00 28966.00 28369.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427RQL7 2056-01-01 5.000000 0.00 32277.00 31612.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K2VP2 2056-05-01 5.500000 0.00 12845.00 12853.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K3Z35 2056-05-01 5.000000 0.00 1133497.00 1124391.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WH2B7 2046-09-01 3.500000 0.00 1000.00 311.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YR5C8 2045-07-01 3.500000 0.00 1082639.00 283656.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31407HQ58 2036-02-01 6.000000 0.00 51631876.00 293311.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FC6F0 2047-06-01 4.000000 0.00 1000.00 255.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUTZ7 2049-06-01 3.500000 0.00 122057.00 36673.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K8EF4 2050-01-01 4.000000 0.00 1000.00 258.42 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N3ZH0 2056-05-20 6.000000 0.00 1000.00 1051.34 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 7840747.00 7690220.36 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622AEP34 2056-04-20 4.514000 0.00 103600.00 103413.15 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 100000000.00 100000000.00 0.0123 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.639900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BNYM Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 1089951700.00 765000039.87 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 750000000.00 750000000.00 0.0920 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Northern Trust Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.639900% 954ZEB000 549300H47WTHXPU08X20 0000093748 954ZEB000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 21856400.00 21832488.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 181312400.00 182167511.87 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 200000000.00 200000000.00 0.0245 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.650000% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_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 FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325WVZ2 2046-11-15 4.000000 0.00 33515712.00 1291671.78 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325YB72 2052-02-15 2.000000 0.00 418690.00 44203.48 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325YBW7 2052-03-15 2.000000 0.00 170000.00 16240.23 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3132J0K48 2046-10-15 4.250000 0.00 28122080.00 4849791.33 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31351DDT5 2037-10-15 4.113700 0.00 4818840.00 259639.45 Agency Mortgage-Backed Securities FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31423XZ61 2052-10-01 2.000000 0.00 194999.00 19938.30 Agency Mortgage-Backed Securities FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31423YLS6 2051-08-01 2.000000 0.00 89370.00 8479.09 Agency Mortgage-Backed Securities FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31423YRX9 2051-12-01 2.000000 0.00 141274.00 9474.03 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 97441600.00 95500563.33 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 100000000.00 100000000.00 0.0123 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.710000% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_3.71_1028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618V2CA3 2055-11-20 6.000000 0.00 2591700.00 2683830.36 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179SNX1 2046-10-20 4.500000 0.00 536982.00 50582.05 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3128HXK38 2042-07-15 5.000000 0.00 11290000.00 1450559.31 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325WXD9 2047-09-15 4.500000 0.00 13952864.00 645243.41 Agency Mortgage-Backed Securities FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31423YSN0 2051-02-01 2.000000 0.00 53471.00 3613.11 Agency Mortgage-Backed Securities FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31424UL20 2053-09-01 6.500000 0.00 49459840.00 4775009.51 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617MCW78 2050-03-20 5.000000 0.00 1283206.00 293959.63 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618G2LS1 2053-12-20 7.000000 0.00 278195.00 109560.73 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36296TRE5 2038-10-15 6.000000 0.00 146000.00 2689.86 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36297GYM6 2028-10-15 4.500000 0.00 890040.00 91311.07 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 41724800.00 40893641.98 U.S. Treasuries (including strips) Y 2026-07-01 2026-10-28 2026-10-28 N N N 0.0371 50000000.00 50000000.00 0.0061 N N N Y Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.739900% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_3.74_0717 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3142G6GP5 2053-09-25 5.000000 0.00 21501300.00 3820171.25 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618V3JX4 2061-02-15 5.620000 0.00 865341.00 897633.42 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3128QJRA6 2036-12-01 6.265000 0.00 150000.00 1322.73 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325TPK9 2042-08-15 4.000000 0.00 6333544.00 93897.17 Agency Mortgage-Backed Securities FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FLFL5 2041-11-01 4.000000 0.00 500000.00 4426.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419AJX6 2039-09-01 6.241000 0.00 331628.00 5268.85 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549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1010.00 723.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 106424.00 96049.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 1024.00 837.34 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5RB7 2055-07-20 3.500000 0.00 1280.00 1130.91 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1008.00 835.94 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 1120.00 1087.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1000.00 957.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 1024.00 114.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 1600.00 137.67 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3.000000 0.00 1000.00 636.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.500000 0.00 1000.00 546.36 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1000.00 666.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6.000000 0.00 1070.00 532.88 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 1000.00 693.00 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XLJ3 2052-10-20 5.500000 0.00 1000.00 629.03 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 2048.00 1457.59 Agency Mortgage-Backed Securities GINNIE MAE II POOL 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549300M8ZYFG0OCMTT87 3617QABS5 2050-08-20 3.000000 0.00 1889.00 625.19 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F24X0 2053-07-20 7.000000 0.00 1000.00 813.64 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F24Y8 2053-08-20 7.000000 0.00 1000.00 706.73 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F9QM5 2053-10-20 7.000000 0.00 1000.00 726.11 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2R3 2053-09-20 7.000000 0.00 1000.00 547.85 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2Y8 2053-09-20 7.000000 0.00 1060.00 760.77 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FVT35 2053-10-20 6.500000 0.00 1000.00 499.62 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618KH5B8 2055-03-20 7.500000 0.00 1000.00 1074.64 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618LLD86 2055-09-20 6.500000 0.00 1024.00 1077.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618LV7C2 2055-09-20 7.500000 0.00 1000.00 1086.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MQTR5 2056-04-20 6.500000 0.00 1000.00 1051.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N3XY5 2056-04-20 6.500000 0.00 1000.00 1062.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 2048.00 1955.59 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 1000.00 978.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 2032.00 2025.46 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 15000000.00 15000000.00 0.0018 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.650000% 99VDKY004 CYYGQCGNHMHPSMRL3R97 0000083246 99VDKY004_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 FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ERVZ0 2046-12-01 3.000000 0.00 1334934.00 336791.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GWM71 2056-01-01 6.500000 0.00 9698320.00 9947140.98 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VFC97 2056-05-20 6.000000 0.00 1459592.00 1529102.16 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202E5B1 2039-05-20 5.500000 0.00 2196852.00 52184.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202FMB9 2040-11-20 4.500000 0.00 5066952.00 230637.21 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 31288RAY4 2053-04-01 3.799000 0.00 18045274.00 15070107.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A3ZT0 2042-03-01 4.000000 0.00 24845000.00 3830545.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DNF40 2052-06-01 3.500000 0.00 9000.00 6144.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133AUU55 2051-10-01 3.000000 0.00 140000.00 73359.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CU7M2 2054-09-01 5.500000 0.00 5378000.00 4234204.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2.000000 0.00 74100.00 39369.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LWA44 2051-05-01 2.000000 0.00 10000.00 5473.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4TY3 2039-11-01 5.000000 0.00 8234016.00 7669451.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJHE6 2037-09-01 4.000000 0.00 50000.00 27741.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XPLN7 2054-03-01 5.500000 0.00 3462000.00 2841454.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XPT33 2033-03-01 2.000000 0.00 523859.00 296864.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XQJA6 2052-08-01 3.500000 0.00 8349.00 6554.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.500000 0.00 56003.00 30988.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D6F4 2036-11-01 1.500000 0.00 77417.00 41969.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E2R0 2054-02-01 4.000000 0.00 31000.00 25556.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4.000000 0.00 38105.00 34278.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419AZV2 2040-01-01 7.000000 0.00 33542464.00 864808.01 Agency 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6.500000 0.00 2102476.00 2226154.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MFPH5 2056-02-20 6.500000 0.00 1028896.00 1092769.55 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 75000000.00 75000000.00 0.0092 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.639900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 512846100.00 509702257.94 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 499708000.00 499708000.00 0.0613 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.650000% 99VDNE005 549300HN4UKV1E2R3U73 0000065100 99VDNE005_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 FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138L8NU4 2045-02-01 3.450000 0.00 2400000.00 1668054.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5XM6 2055-10-20 4.000000 0.00 30990464.00 28490965.63 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618NSPV5 2065-04-20 6.000000 0.00 810440.00 670007.87 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618VLXD2 2061-06-15 5.700000 0.00 9929150.00 10324287.15 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VRLW0 2056-06-20 5.500000 0.00 1124060.00 1155157.74 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VVXC2 2056-06-20 5.500000 0.00 4515992.00 4622644.18 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W1D39 2056-06-20 5.500000 0.00 1576338.00 1614547.73 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36208A7J4 2060-02-20 4.730000 0.00 11337024.00 176604.99 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209J7B1 2028-04-15 7.500000 0.00 393216.00 162.51 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209YW20 2031-10-15 7.000000 0.00 786018.00 1005.86 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36210EFB0 2041-11-15 4.000000 0.00 792787.00 71343.10 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36212GX23 2031-01-15 7.000000 0.00 1001144.00 14738.09 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36213EMQ6 2031-11-15 7.000000 0.00 70000.00 741.23 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36213QYR4 2031-07-15 7.000000 0.00 561152.00 320.02 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179QGC9 2044-06-20 3.500000 0.00 574466.00 36269.31 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 3.500000 0.00 874157.00 95999.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179V4Y3 2051-01-20 4.000000 0.00 252714.00 77380.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WDT2 2051-03-20 3.500000 0.00 14209.00 5536.96 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WZF8 2052-03-20 5.500000 0.00 861452.00 278081.60 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 4000.00 2748.79 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 1662952.00 1209098.97 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YYM0 2054-05-20 7.500000 0.00 192598.00 139116.61 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617BJ5P5 2047-10-20 3.500000 0.00 1000.00 133.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31289NAP1 2049-04-01 3.500000 0.00 1550000.00 54724.18 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3128JRKK1 2034-06-01 6.119000 0.00 505614.00 3123.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KY6M6 2045-10-01 6.000000 0.00 12333200.00 10586602.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WDDC3 2054-06-01 6.500000 0.00 1554774.00 1466614.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEZX3 2050-09-01 3.500000 0.00 1985000.00 913919.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6UQ1 2055-06-01 6.000000 0.00 8407104.00 7626739.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4.000000 0.00 4385000.00 303948.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHY6 2055-03-01 5.500000 0.00 2955.00 2311.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SPW2 2052-10-01 4.000000 0.00 16604736.00 15546788.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.370000 0.00 12976224.00 12037961.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KEEM6 2050-07-01 2.500000 0.00 2400000.00 1333176.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L1ZS7 2051-01-01 2.000000 0.00 994476.00 534021.07 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617LUR91 2049-11-20 3.000000 0.00 1460000.00 335451.30 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36180MX85 2043-03-15 3.000000 0.00 290000.00 25993.09 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36181CRC4 2044-08-20 4.500000 0.00 2021204.00 102227.56 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36183QUP8 2045-02-15 3.000000 0.00 820831.00 153634.73 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36183S7K1 2045-07-15 3.000000 0.00 823965.00 95744.62 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618AVAP1 2058-04-15 4.670000 0.00 3001.00 2878.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618LFLF4 2055-11-20 5.500000 0.00 50000.00 50734.61 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618ME6V8 2056-01-20 7.000000 0.00 3001.00 3214.50 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MQRK2 2056-02-20 5.500000 0.00 2024.00 2055.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N1A81 2056-02-20 6.500000 0.00 43248.00 45628.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N1JH2 2056-03-20 6.500000 0.00 3014.00 3206.47 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BPC6 2031-07-15 7.000000 0.00 356352.00 306.13 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36241LKQ8 2035-11-15 6.000000 0.00 1972034.00 70543.74 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36290X2D1 2033-09-15 4.500000 0.00 526108.00 6281.92 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36291B3H8 2033-09-15 4.500000 0.00 1337174.00 37222.15 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 100000000.00 100000000.00 0.0123 N Y Y N Societe Generale Tri Party Repo Societe Generale Tri Party Repo 3.650000% 99VDPU007 O2RNE8IBXP4R0TD8PU41 0000865845 99VDPU007_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 6594400.00 6487971.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 75202000.00 75112065.06 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 80000000.00 80000000.00 0.0098 N Y Y N State Street Navigator Securities Lending Trust 2026-07-08 /s/ Chad Hallett Chad Hallett Treasurer