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3130BAD53 2549001DPIFGXC1TOL40 US3130BAD538 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-18 2026-08-18 N N N 0.0366 249999587.50 249999587.50 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAEH6 2549001DPIFGXC1TOL40 US3130BAEH66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-19 2026-10-19 N N N 0.0368 100001467.00 100001467.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAFC6 2549001DPIFGXC1TOL40 US3130BAFC60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-22 2026-09-22 N N N 0.0367 100000535.00 100000535.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAPN1 2549001DPIFGXC1TOL40 US3130BAPN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-13 2026-11-13 N N N 0.0368 125002843.75 125002843.75 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BAQZ3 2549001DPIFGXC1TOL40 US3130BAQZ37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-21 2026-09-21 N N N 0.0367 125000363.75 125000363.75 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BARX7 2549001DPIFGXC1TOL40 US3130BARX79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0367 299999376.00 299999376.00 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BAS99 2549001DPIFGXC1TOL40 US3130BAS999 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-17 2026-09-17 N N N 0.0367 100000193.00 100000193.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BAVV6 2549001DPIFGXC1TOL40 US3130BAVV67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-01 2026-10-01 N N N 0.0367 100001147.00 100001147.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-12 2026-11-12 N N N 0.0368 150004620.00 150004620.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BB2T1 2549001DPIFGXC1TOL40 US3130BB2T17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0367 249999977.50 249999977.50 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BB3L7 2549001DPIFGXC1TOL40 US3130BB3L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-16 2026-09-16 N N N 0.0367 100000023.00 100000023.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.720000% 3130BB3M5 2549001DPIFGXC1TOL40 US3130BB3M54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-10 2027-09-10 N N N 0.0375 199974426.00 199974426.00 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130BBHN8 2549001DPIFGXC1TOL40 US3130BBHN80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-10 2027-05-10 N N N 0.0372 250021412.50 250021412.50 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBJ22 2549001DPIFGXC1TOL40 US3130BBJ228 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-16 2027-02-16 N N N 0.0371 250014165.00 250014165.00 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBM69 2549001DPIFGXC1TOL40 US3130BBM693 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-30 2026-11-30 N N N 0.0369 100003273.00 100003273.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBQV0 2549001DPIFGXC1TOL40 US3130BBQV06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-30 2026-12-30 N N N 0.0369 200008066.00 200008066.00 0.0046 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 3.640000% 313313F86 254900C5LP6DN9OP9V83 US313313F864 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0364 19906977.80 19906977.80 0.0005 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 3.640000% 313313F94 254900C5LP6DN9OP9V83 US313313F948 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 0.0364 119429733.60 119429733.60 0.0028 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.585000% 313385A55 2549001DPIFGXC1TOL40 US313385A558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0359 42087422.63 42087422.63 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.585000% 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0359 49975104.00 49975104.00 0.0012 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.585000% 313385B62 2549001DPIFGXC1TOL40 US313385B622 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-12 2026-08-12 2026-08-12 N N N 0.0359 15661262.40 15661262.40 0.0004 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.585000% 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 0.0359 449372623.50 449372623.50 0.0104 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.585000% 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N 0.0359 13269844.80 13269844.80 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.585000% 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0359 99790875.00 99790875.00 0.0023 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.640000% 313385E44 2549001DPIFGXC1TOL40 US313385E444 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0364 318899910.40 318899910.40 0.0074 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.640000% 313385F43 2549001DPIFGXC1TOL40 US313385F433 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0364 63931346.80 63931346.80 0.0015 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.640000% 313385F92 2549001DPIFGXC1TOL40 US313385F920 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 0.0364 293598095.10 293598095.10 0.0068 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.640000% 313385G34 2549001DPIFGXC1TOL40 US313385G340 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0364 438118560.06 438118560.06 0.0101 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.640000% 313385G83 2549001DPIFGXC1TOL40 US313385G837 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0364 198908000.00 198908000.00 0.0046 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.710000% 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0371 184013277.24 184013277.24 0.0042 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.800000% 3133EP6M2 254900C5LP6DN9OP9V83 US3133EP6M26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-22 2027-03-22 N N N 0.0368 250185125.00 250185125.00 0.0058 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.900000% 3133EPP33 254900C5LP6DN9OP9V83 US3133EPP330 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0373 50030939.00 50030939.00 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.900000% 3133EPZ32 254900C5LP6DN9OP9V83 US3133EPZ321 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-29 2027-01-29 N N N 0.0371 10009234.70 10009234.70 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ER3B5 254900C5LP6DN9OP9V83 US3133ER3B51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-04 2027-02-04 N N N 0.0368 250012335.00 250012335.00 0.0058 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-07 2026-08-07 N N N 0.0367 21000159.39 21000159.39 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133ER4D0 254900C5LP6DN9OP9V83 US3133ER4D09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-18 2026-11-18 N N N 0.0368 197905979.35 197905979.35 0.0046 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ER4Z1 254900C5LP6DN9OP9V83 US3133ER4Z11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-26 2027-02-26 N N N 0.0368 100003965.00 100003965.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ERD65 254900C5LP6DN9OP9V83 US3133ERD654 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-20 2026-11-20 N N N 0.0374 100002141.00 100002141.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-25 2026-11-25 N N N 0.0370 10003172.00 10003172.00 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-02 2026-12-02 N N N 0.0370 40013884.80 40013884.80 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ERK67 254900C5LP6DN9OP9V83 US3133ERK675 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0373 125001742.50 125001742.50 0.0029 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.880000% 3133ERKL4 254900C5LP6DN9OP9V83 US3133ERKL42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-09 2027-07-09 N N N 0.0374 163989595.73 163989595.73 0.0038 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.890000% 3133ERLX7 254900C5LP6DN9OP9V83 US3133ERLX70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-19 2027-07-19 N N N 0.0373 25041440.00 25041440.00 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-23 2026-12-23 N N N 0.0372 15004734.45 15004734.45 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-19 2026-08-19 N N N 0.0372 60001820.40 60001820.40 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-30 2026-12-30 N N N 0.0374 50013590.50 50013590.50 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ERS77 254900C5LP6DN9OP9V83 US3133ERS777 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-13 2027-01-13 N N N 0.0372 249990487.50 249990487.50 0.0058 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-09 2026-09-09 N N N 0.0368 10001173.40 10001173.40 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERVV0 254900C5LP6DN9OP9V83 US3133ERVV05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-02 2026-10-02 N N N 0.0366 225032712.75 225032712.75 0.0052 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-27 2027-01-27 N N N 0.0372 175069049.75 175069049.75 0.0040 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ERZ53 254900C5LP6DN9OP9V83 US3133ERZ533 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-28 2027-01-28 N N N 0.0369 250010800.00 250010800.00 0.0058 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-04 2026-11-04 N N N 0.0373 15002966.25 15002966.25 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.810000% 3133ERZQ7 254900C5LP6DN9OP9V83 US3133ERZQ73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-06 2026-11-06 N N N 0.0367 85030643.35 85030643.35 0.0020 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ET4H7 254900C5LP6DN9OP9V83 US3133ET4H76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-15 2027-12-15 N N N 0.0376 100044813.00 100044813.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-05 2028-01-05 N N N 0.0374 147013989.99 147013989.99 0.0034 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.650000% 3133ETAN7 254900C5LP6DN9OP9V83 US3133ETAN73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-24 2026-11-24 N N N 0.0366 24498867.37 24498867.37 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-16 2027-04-16 N N N 0.0372 75039088.50 75039088.50 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-23 2027-04-23 N N N 0.0372 30017125.20 30017125.20 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETEN3 254900C5LP6DN9OP9V83 US3133ETEN38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-23 2027-04-23 N N N 0.0371 100006251.00 100006251.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETG50 254900C5LP6DN9OP9V83 US3133ETG505 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-14 2027-10-14 N N N 0.0373 52423966.19 52423966.19 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ETGF8 254900C5LP6DN9OP9V83 US3133ETGF85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-12 2027-03-12 N N N 0.0370 75002916.00 75002916.00 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133ETLU9 254900C5LP6DN9OP9V83 US3133ETLU97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0369 188981585.73 188981585.73 0.0044 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETMF1 254900C5LP6DN9OP9V83 US3133ETMF12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-23 2027-03-23 N N N 0.0371 195970666.64 195970666.64 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ETND5 254900C5LP6DN9OP9V83 US3133ETND54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-30 2027-06-30 N N N 0.0368 50012030.50 50012030.50 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ETPA9 254900C5LP6DN9OP9V83 US3133ETPA97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-07 2027-07-07 N N N 0.0370 90006624.90 90006624.90 0.0021 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ETQ26 254900C5LP6DN9OP9V83 US3133ETQ264 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-03 2027-11-03 N N N 0.0377 40004966.40 40004966.40 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133ETRJ8 254900C5LP6DN9OP9V83 US3133ETRJ88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-29 2027-07-29 N N N 0.0371 125011671.25 125011671.25 0.0029 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETSC2 254900C5LP6DN9OP9V83 US3133ETSC27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-04 2027-08-04 N N N 0.0374 25011874.50 25011874.50 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ETTB3 254900C5LP6DN9OP9V83 US3133ETTB35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-12 2027-08-12 N N N 0.0375 5298870.31 5298870.31 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ETTH0 254900C5LP6DN9OP9V83 US3133ETTH05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-13 2026-08-13 N N N 0.0369 100000605.00 100000605.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ETWK9 254900C5LP6DN9OP9V83 US3133ETWK96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0369 114998714.30 114998714.30 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ETX51 254900C5LP6DN9OP9V83 US3133ETX518 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-21 2027-10-21 N N N 0.0377 150016534.50 150016534.50 0.0035 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133EWAP5 254900C5LP6DN9OP9V83 US3133EWAP50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-21 2028-01-21 N N N 0.0376 335044504.75 335044504.75 0.0077 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.655000% 3133EWBZ2 254900C5LP6DN9OP9V83 US3133EWBZ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-04 2026-08-04 N N N 0.0366 34999993.35 34999993.35 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-18 2028-01-18 N N N 0.0374 25003400.00 25003400.00 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.665000% 3133EWEK2 254900C5LP6DN9OP9V83 US3133EWEK28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-20 2026-08-20 N N N 0.0367 99999788.00 99999788.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-25 2028-02-25 N N N 0.0377 24993841.50 24993841.50 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-02 2028-03-02 N N N 0.0374 69010452.81 69010452.81 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-11 2028-01-11 N N N 0.0376 9996882.20 9996882.20 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-13 2028-03-13 N N N 0.0374 120022058.40 120022058.40 0.0028 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133EWHG8 254900C5LP6DN9OP9V83 US3133EWHG88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-17 2028-03-17 N N N 0.0373 190025897.00 190025897.00 0.0044 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-16 2028-03-16 N N N 0.0374 74013139.44 74013139.44 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-24 2028-03-24 N N N 0.0374 10001873.50 10001873.50 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWKR0 254900C5LP6DN9OP9V83 US3133EWKR07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-07 2028-04-07 N N N 0.0377 69979521.50 69979521.50 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-10 2028-04-10 N N N 0.0374 155023369.35 155023369.35 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-17 2028-04-17 N N N 0.0378 99957404.00 99957404.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.765000% 3133EWMU1 254900C5LP6DN9OP9V83 US3133EWMU18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-27 2028-04-27 N N N 0.0375 65010589.80 65010589.80 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133EWRJ1 254900C5LP6DN9OP9V83 US3133EWRJ18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-27 2026-11-27 N N N 0.0368 25000602.25 25000602.25 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWTF7 254900C5LP6DN9OP9V83 US3133EWTF77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-16 2027-03-16 N N N 0.0367 150006009.00 150006009.00 0.0035 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133EWTN0 254900C5LP6DN9OP9V83 US3133EWTN02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-22 2028-06-22 N N N 0.0377 49985016.50 49985016.50 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWUC2 254900C5LP6DN9OP9V83 US3133EWUC28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-24 2027-02-24 N N N 0.0371 170009826.00 170009826.00 0.0039 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWUN8 254900C5LP6DN9OP9V83 US3133EWUN82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-29 2027-01-29 N N N 0.0372 115007478.45 115007478.45 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133EWVA5 254900C5LP6DN9OP9V83 US3133EWVA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-06 2028-07-06 N N N 0.0378 75013993.50 75013993.50 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133EWVB3 254900C5LP6DN9OP9V83 US3133EWVB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-06 2028-07-06 N N N 0.0377 70011753.00 70011753.00 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133EWVJ6 254900C5LP6DN9OP9V83 US3133EWVJ61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-08 2028-06-08 N N N 0.0377 120020474.40 120020474.40 0.0028 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWWA4 254900C5LP6DN9OP9V83 US3133EWWA44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-16 2026-10-16 N N N 0.0369 160002219.20 160002219.20 0.0037 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133EWWJ5 254900C5LP6DN9OP9V83 US3133EWWJ52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-21 2028-07-21 N N N 0.0377 140025352.60 140025352.60 0.0032 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133EWWX4 254900C5LP6DN9OP9V83 US3133EWWX47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-27 2028-06-27 N N N 0.0378 100018086.00 100018086.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWXE5 254900C5LP6DN9OP9V83 US3133EWXE56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-24 2027-03-24 N N N 0.0371 30001900.80 30001900.80 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWXS4 254900C5LP6DN9OP9V83 US3133EWXS43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-04 2026-10-29 2026-10-29 N N N 0.0368 89994600.00 89994600.00 0.0021 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWXV7 254900C5LP6DN9OP9V83 US3133EWXV71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-06 2027-01-06 2027-01-06 N N N 0.0369 40000000.00 40000000.00 0.0009 N N N N Fannie Mae Discount Notes Fannie Mae Discount Notes 3.640000% 313589F81 B1V7KEBTPIMZEU4LTD58 US313589F810 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0364 199069778.00 199069778.00 0.0046 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.735000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-06 2028-03-06 N N N 0.0378 72970522.60 72970522.60 0.0017 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.735000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-06 2028-04-06 N N N 0.0377 282925938.90 282925938.90 0.0065 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N 0.0375 65011321.05 65011321.05 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-08 2028-06-08 N N N 0.0377 167935755.12 167935755.12 0.0039 N N N N State Street Institutional U.S. Government Money Market Fund - Premier Class State Street Institutional U.S. Government Money Market Fund - Premier Class 3.621000% 7839989D1 549300BZ5TGIFZUZDZ37 0001107414 Investment Company Y 2026-08-03 2030-12-31 2030-12-31 N N N 0.0362 2030239177.47 2030239177.47 0.0469 N Y Y N FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 3.640000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) N USTR 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 67218900.00 135745972.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 15000000.00 15875619.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 227000000.00 238903167.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 424383900.00 444127783.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 658220600.00 661678423.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 44799500.00 46546326.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 472000000.00 497122889.10 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2000000000.00 2000000000.00 0.0462 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.693000% 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0369 1196247144.00 1196247144.00 0.0276 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.742000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0374 1515830678.25 1515830678.25 0.0350 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.756000% 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0376 495563360.00 495563360.00 0.0114 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.938000% 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0394 196960852.00 196960852.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.876000% 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0388 195854166.00 195854166.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.658000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0366 399040000.00 399040000.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.866000% 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0387 195286598.00 195286598.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.933000% 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0393 194622050.00 194622050.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.689000% 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 398469444.00 398469444.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.717000% 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0372 1592699792.00 1592699792.00 0.0368 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.756000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0376 397017384.00 397017384.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.757000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0376 595098576.00 595098576.00 0.0137 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.658000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0366 649024324.00 649024324.00 0.0150 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.681000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 398833556.00 398833556.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.678000% 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0368 523102072.50 523102072.50 0.0121 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.688000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0369 398269248.00 398269248.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.748000% 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0375 547189956.50 547189956.50 0.0126 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.758000% 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0376 198833084.00 198833084.00 0.0046 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.960000% 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N 0.0396 96709706.00 96709706.00 0.0022 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.749000% 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0375 396820776.00 396820776.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.733000% 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0373 396552304.00 396552304.00 0.0092 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.766000% 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 396238604.00 396238604.00 0.0091 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.866000% 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0387 296451486.00 296451486.00 0.0068 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.874000% 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0387 231080908.50 231080908.50 0.0053 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0407 99044295.00 99044295.00 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0390 100042293.00 100042293.00 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0414 300648774.00 300648774.00 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0403 200102896.00 200102896.00 0.0046 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 599429262.00 599429262.00 0.0138 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0407 124705622.50 124705622.50 0.0029 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0410 299435343.00 299435343.00 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0413 99665053.00 99665053.00 0.0023 N Y Y N Federated Govt Oblg Pr Shares Federated Govt Oblg Pr Shares 3.573500% 927XCDII9 254900VAJ9169N7JRF45 0000856517 Investment Company Y 2026-08-03 2049-01-01 2049-01-01 N N N 0.0357 519903389.43 519903389.43 0.0120 N Y Y N Dreyfus Government Cash Management, Institutional Shares Dreyfus Government Cash Management, Institutional Shares 3.576500% 975LFWII1 549300F7IDB6WRO7VJ11 0000740766 Investment Company Y 2026-08-03 2030-12-31 2030-12-31 N N N 0.0358 258968787.48 258968787.48 0.0060 N Y Y N Fixed Income Clearing Corporation (Bank of New York) Fixed Income Clearing Corporation (Bank of New York) 3.640000% ARP1KFF18 549300H47WTHXPU08X20 0001497973 ARP1KFF18_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Bank of New York) N USTR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 85319200.00 81158665.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 69876000.00 68694980.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 83936900.00 57609259.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 29222900.00 21600959.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 101050000.00 68184709.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 56700000.00 56669699.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 7081500.00 4716080.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 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S6XOOCT0IEG5ABCC6L87 3132DWC76 2052-02-01 2.500000 0.00 940195.00 569624.11 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWEC3 2052-07-01 4.500000 0.00 40000.00 27921.42 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWPQ0 2055-05-01 4.500000 0.00 7059000.00 6202860.77 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132E0RF1 2052-08-01 3.000000 0.00 378000.00 259168.77 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133BFWT3 2052-07-01 4.500000 0.00 1463632.00 956151.78 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133BSL42 2052-12-01 5.500000 0.00 140000.00 95468.71 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133CCHG4 2053-09-01 5.500000 0.00 159480.00 99047.79 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133CT6K0 2054-09-01 5.500000 0.00 3822896.00 2906522.83 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133CYVD7 2054-10-01 5.500000 0.00 848693.00 525991.68 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133D44M2 2045-02-01 5.500000 0.00 1030286.00 867518.87 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133KQF27 2047-10-01 4.500000 0.00 3413148.00 2259820.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138EPPE8 2034-06-01 4.000000 0.00 144000.00 14803.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138ET2L9 2044-11-01 5.000000 0.00 200000.00 19552.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138WGDN1 2046-01-01 3.500000 0.00 175996.00 17540.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138WJLU0 2036-12-01 3.000000 0.00 7000.00 1158.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138X5VL8 2028-09-01 3.000000 0.00 1825000.00 19977.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140A1QB6 2053-09-01 6.500000 0.00 2242732.00 1713658.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140A23F0 2053-09-01 5.500000 0.00 1073746.00 873173.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140A7FH2 2054-03-01 6.500000 0.00 3727128.00 1684545.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140A7KZ6 2054-03-01 5.500000 0.00 1759170.00 1422095.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AQDK5 2054-08-01 7.000000 0.00 2679676.00 2507060.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140ATJF4 2054-11-01 5.500000 0.00 5402040.00 4095424.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AVAB7 2054-11-01 5.500000 0.00 1892192.00 1225350.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AWW70 2055-01-01 5.000000 0.00 1969476.00 1579732.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140B4LG3 2055-02-01 7.000000 0.00 1293896.00 1357340.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140B8FA4 2055-04-01 6.500000 0.00 1539512.00 1341023.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BELG1 2055-07-01 7.000000 0.00 1062778.00 1126009.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BNXX1 2040-09-01 4.500000 0.00 1032908.00 917389.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BQF71 2055-09-01 5.599000 0.00 1544726.00 1553437.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BV6D7 2055-12-01 5.000000 0.00 1179000.00 1151670.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BWMB1 2055-11-01 6.000000 0.00 1244850.00 1101388.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BXGJ9 2056-01-01 6.500000 0.00 1633686.00 1269739.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BYE67 2055-11-01 6.000000 0.00 1673242.00 1735682.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140HLPX8 2048-07-01 4.500000 0.00 45000.00 9571.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140JBYA8 2052-04-01 3.000000 0.00 400000.00 235361.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140JQR62 2034-08-01 2.500000 0.00 3425000.00 523414.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140M2LX8 2052-03-01 3.000000 0.00 1566086.00 1021604.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140MLQN3 2052-03-01 3.500000 0.00 1326422.00 928460.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140MMZZ4 2052-08-01 5.000000 0.00 1443218.00 1002096.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140N5DF8 2052-10-01 3.500000 0.00 874283.00 488389.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7.000000 0.00 1501184.00 1573948.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QKDU9 2041-04-01 2.500000 0.00 770000.00 425086.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QKR59 2051-05-01 2.500000 0.00 408780.00 214831.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QMFW9 2036-10-01 2.000000 0.00 482861.00 274654.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QPJU2 2047-06-01 3.000000 0.00 33000.00 21823.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U8XY1 2056-04-01 5.000000 0.00 1922742.00 1879875.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UDF79 2056-05-01 5.500000 0.00 1344410.00 1360643.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UDJL4 2056-06-01 6.500000 0.00 1031708.00 1082217.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UFFA7 2056-07-01 5.000000 0.00 2549072.00 2492336.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UGXX5 2056-05-01 5.000000 0.00 2546332.00 2476217.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UHHE3 2056-06-01 5.000000 0.00 1072420.00 1050086.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UHSN1 2056-06-01 5.000000 0.00 1229848.00 1136505.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UKUZ4 2056-06-01 5.000000 0.00 1232728.00 1205800.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UNRZ2 2056-06-01 6.500000 0.00 1544648.00 1618592.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UT6D1 2056-07-01 5.000000 0.00 1680432.00 1643320.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W44A2 2055-06-01 7.000000 0.00 36736000.00 29037890.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140X46N1 2034-10-01 3.000000 0.00 91508.00 8003.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140X7NM7 2049-01-01 3.500000 0.00 8000000.00 1642135.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XB5S5 2051-07-01 3.000000 0.00 4764376.00 2185298.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XBDR8 2049-03-01 4.500000 0.00 115000.00 35446.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XGJZ3 2049-12-01 3.500000 0.00 2340000.00 1330026.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XHRQ2 2050-04-01 5.500000 0.00 5000000.00 2578809.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XKGQ7 2052-07-01 2.500000 0.00 1823562.00 1211067.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XKXZ8 2053-03-01 4.500000 0.00 6500000.00 4223028.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XNZY3 2054-01-01 2.500000 0.00 35000.00 24568.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XRFH3 2053-07-01 2.500000 0.00 415289.00 300591.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y8C87 2040-11-01 6.000000 0.00 1157124.00 919053.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 2037-11-01 6.200000 0.00 274990.00 1478.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418AK72 2042-09-01 4.000000 0.00 200000.00 19775.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418AM96 2042-11-01 3.500000 0.00 6800000.00 898046.14 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418BZ25 2036-03-01 3.500000 0.00 44000.00 4775.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418CG81 2037-03-01 3.000000 0.00 4012256.00 758582.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418CUG7 2033-01-01 2.500000 0.00 875000.00 103922.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DCA8 2049-05-01 4.000000 0.00 5112000.00 382925.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DQ70 2050-07-01 2.000000 0.00 5675000.00 2283938.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DWR9 2051-02-01 2.000000 0.00 3653244.00 1879624.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2.000000 0.00 11341104.00 6242921.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 24796320.00 12940020.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418FPE1 2055-09-01 4.500000 0.00 1409000.00 1282413.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418FZJ9 2056-07-01 5.000000 0.00 71576576.00 69757433.49 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426JTG4 2055-03-01 6.500000 0.00 2329948.00 2426942.09 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426TZ91 2055-07-01 7.000000 0.00 1537720.00 1387000.05 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427DY70 2055-10-01 6.500000 0.00 1178362.00 1239017.69 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NYT0 2047-03-01 2.500000 0.00 3165996.00 2444586.00 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142GSFR4 2054-07-01 6.000000 0.00 9346336.00 7530611.47 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142GTTM8 2055-01-01 5.500000 0.00 1460000.00 1277749.50 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JCA59 2040-09-01 6.000000 0.00 6235880.00 4526257.07 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JPLX7 2055-12-01 4.500000 0.00 1705444.00 1612766.31 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JPZK0 2055-12-01 6.500000 0.00 1208178.00 1261620.03 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JPZU8 2056-01-01 4.500000 0.00 3436432.00 3237488.81 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JQ6W4 2055-12-01 6.500000 0.00 2142052.00 1956629.74 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JQCK3 2055-12-01 6.500000 0.00 1476122.00 1553667.10 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JQCQ0 2055-12-01 6.500000 0.00 1452388.00 1521552.46 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JSFR1 2056-01-01 4.500000 0.00 1189414.00 1128249.30 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JWK54 2056-02-01 4.500000 0.00 2633980.00 2460772.59 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JXEH3 2056-02-01 5.500000 0.00 1588760.00 1584029.18 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JXSK1 2056-03-01 6.000000 0.00 3235876.00 3313306.35 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JYG48 2056-03-01 4.500000 0.00 1931744.00 1825755.04 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K2FE5 2056-04-01 6.000000 0.00 1134852.00 1180457.23 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K2K82 2056-03-01 6.000000 0.00 1032842.00 1071967.72 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K3C55 2056-04-01 5.000000 0.00 1320600.00 1285053.77 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K4NC6 2056-05-01 5.500000 0.00 1532500.00 1529371.42 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K4SD9 2056-05-01 5.000000 0.00 2291164.00 2248953.56 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K8JL2 2056-06-01 5.000000 0.00 1143750.00 1117228.80 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K9LW3 2056-07-01 5.500000 0.00 1090200.00 1088541.18 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142K9Z73 2056-06-01 4.500000 0.00 1090392.00 1037042.39 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142KASH6 2056-07-01 4.500000 0.00 1175760.00 1122130.06 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142KATD4 2056-07-01 5.000000 0.00 9423152.00 9249640.36 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142KB3X6 2056-07-01 5.000000 0.00 3607408.00 3528361.27 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142KBC81 2056-07-01 5.500000 0.00 5007650.00 5036120.16 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36178CBA0 2042-11-15 3.000000 0.00 1719894.00 103526.54 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179QGC9 2044-06-20 3.500000 0.00 300000.00 18327.03 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179RZX0 2046-02-20 5.500000 0.00 7533800.00 549841.95 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179SH42 2031-08-20 3.500000 0.00 242022.00 19614.41 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179T3S2 2030-10-20 8.000000 0.00 73412.00 6353.44 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179TNV3 2047-12-20 5.500000 0.00 2031970.00 232852.58 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179U7C0 2037-10-20 7.000000 0.00 5000.00 735.36 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VHT0 2050-02-20 3.500000 0.00 1869000.00 251288.14 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VKM1 2050-04-20 3.500000 0.00 22824240.00 4124844.43 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179W7J1 2052-05-20 2.500000 0.00 214856.00 125418.14 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 1300000.00 738516.14 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 4000.00 2278.95 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5.000000 0.00 7851760.00 5840246.43 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179XAC0 2052-06-20 5.500000 0.00 335000.00 176489.24 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179YHS6 2053-10-20 5.500000 0.00 4762448.00 3156735.37 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3617BYTG6 2048-06-15 4.000000 0.00 56318.00 5249.07 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3617GBN28 2048-02-20 4.000000 0.00 511400.00 67455.91 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3617HCVS9 2048-09-20 4.000000 0.00 150000.00 30357.21 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3617XDFX6 2052-01-20 3.500000 0.00 3093504.00 2094646.37 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3617XLG74 2051-12-20 3.500000 0.00 1806448.00 1459159.72 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36188KDT7 2045-10-15 3.000000 0.00 25109.00 3094.49 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618F0AE9 2053-07-20 6.500000 0.00 1362118.00 899997.18 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618FBRD9 2053-07-20 6.500000 0.00 1427830.00 957664.66 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618FY6B6 2054-01-20 6.500000 0.00 1828596.00 1055443.75 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618G0KF4 2054-01-20 7.000000 0.00 1129428.00 736002.15 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618G8FM8 2054-01-20 7.000000 0.00 1106516.00 682573.02 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618GUZX3 2054-06-20 7.500000 0.00 1662752.00 1765137.47 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618GX6X9 2054-03-20 7.000000 0.00 1181456.00 740201.72 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618GYVX9 2054-04-20 6.000000 0.00 30481.00 18561.90 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618H8Y61 2054-06-20 6.000000 0.00 869688.00 639227.13 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618HBG56 2054-06-20 7.000000 0.00 1756632.00 1352148.81 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618HHU65 2054-08-20 6.500000 0.00 1210542.00 1133543.24 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618HT3Q5 2054-07-20 8.000000 0.00 2365040.00 1608735.11 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618K6ML1 2055-02-20 7.000000 0.00 1020020.00 930207.41 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618K7AF5 2055-02-20 7.000000 0.00 4169888.00 1586942.28 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618K8NS1 2055-02-20 7.000000 0.00 1699966.00 884184.67 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618KYQA0 2055-05-20 7.000000 0.00 1132398.00 629480.00 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618L6KR9 2055-06-20 6.500000 0.00 1222316.00 1052529.21 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618L7H91 2055-07-20 6.500000 0.00 2054360.00 1888661.77 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618L7JN8 2055-07-20 7.000000 0.00 1178366.00 1226346.58 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618L8JS5 2050-07-20 6.500000 0.00 1208790.00 360316.03 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618LCNE2 2055-08-20 6.500000 0.00 72375.00 74504.14 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618LSD40 2055-10-20 6.000000 0.00 1056752.00 1125261.17 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618LSV32 2055-08-20 6.000000 0.00 3620052.00 2110244.83 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618M0NK3 2055-10-20 7.500000 0.00 1289668.00 1390339.60 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618M8UW2 2055-10-20 6.500000 0.00 2115800.00 2227178.19 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MAKG3 2055-12-20 6.500000 0.00 1482062.00 1585949.58 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MFMY1 2056-02-20 7.500000 0.00 1307942.00 1412158.83 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MJ7A2 2056-01-20 6.500000 0.00 1391084.00 1450719.37 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MMGD9 2056-01-20 6.500000 0.00 1198534.00 1249942.72 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MQUT9 2056-07-20 6.000000 0.00 1046160.00 1078374.40 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MWHU8 2076-03-20 4.704000 0.00 378993.00 316566.54 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618MY4M6 2056-06-20 6.000000 0.00 852196.00 884279.79 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N32Z6 2056-05-20 6.000000 0.00 3046176.00 3192645.10 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 131218944.00 127778025.90 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V0EN7 2055-12-20 6.500000 0.00 1409710.00 1473667.05 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V1QH5 2056-01-20 6.500000 0.00 4014952.00 4192260.30 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V8C77 2056-04-20 6.500000 0.00 2806952.00 2985955.52 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VACP2 2056-07-20 5.000000 0.00 1471538.00 1444973.31 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VAQ28 2056-03-20 6.500000 0.00 1088076.00 1140071.60 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VBNG8 2056-04-20 4.500000 0.00 1598932.00 1522878.54 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VH7F5 2066-05-20 6.500000 0.00 725290.00 756213.22 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VHCW2 2056-04-20 6.000000 0.00 2956324.00 3015509.08 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VU7F6 2056-06-20 6.000000 0.00 1084072.00 1147155.07 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VWWP2 2056-07-20 5.000000 0.00 5288672.00 5193209.71 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VWYR6 2056-06-20 5.500000 0.00 2343972.00 2369686.53 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618W17F9 2056-07-20 5.500000 0.00 2338700.00 2374424.42 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618W5AS8 2056-07-20 6.000000 0.00 3642460.00 3754622.27 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618W5AZ2 2056-07-20 5.500000 0.00 3406304.00 3445613.88 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36195KKL7 2046-10-20 3.500000 0.00 4998760.00 803389.32 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36200HV68 2033-03-15 5.250000 0.00 1243112.00 86352.12 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202C2Z5 2028-05-20 7.500000 0.00 2080768.00 664.44 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202DKM2 2030-11-20 8.000000 0.00 8581120.00 6089.28 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202DLF6 2031-01-20 7.000000 0.00 2043904.00 1542.85 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202DRV5 2032-02-20 6.000000 0.00 506505216.00 1398849.63 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202FE51 2040-03-20 4.000000 0.00 95000.00 3814.39 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202FPM2 2038-12-20 6.000000 0.00 1505794.00 23093.20 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202TY75 2030-01-20 3.000000 0.00 1083312.00 98488.33 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36207ENS9 2033-12-15 6.500000 0.00 45000.00 1825.30 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36208YLS6 2028-09-15 7.000000 0.00 19988480.00 8989.67 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3620A6DC8 2039-07-15 5.000000 0.00 1569000.00 19462.36 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3620A9K83 2042-04-15 3.500000 0.00 81176.00 7331.94 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3620ART27 2033-05-20 6.500000 0.00 38000.00 1310.76 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622A2TA0 2046-02-20 3.500000 0.00 100000.00 14460.50 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622A2WB4 2041-06-15 6.000000 0.00 125204.00 25100.11 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622A2XH0 2041-02-15 5.500000 0.00 8592.00 1598.75 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622AAAM6 2038-10-20 7.000000 0.00 26314.00 4584.81 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622ABCP5 2046-01-20 3.500000 0.00 3000000.00 1260108.71 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622AC3F5 2053-09-20 5.500000 0.00 76510.00 49571.67 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36295GJY9 2045-03-15 3.000000 0.00 159037.00 18421.60 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36295GLK6 2045-07-15 3.000000 0.00 1000000.00 118785.68 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36296WGK6 2040-03-15 4.500000 0.00 30000.00 5153.88 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 500000000.00 500000000.00 0.0115 N Y Y N CREDIT AGRICOLE CREDIT AGRICOLE 3.640000% ARP1KFMA0 549300WO2DKF0Q3YMV43 0001330437 ARP1KFMA0_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 912821EK7 2030-05-15 N/A 0.00 100.00 84.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912821SB2 2035-05-15 N/A 0.00 24000.00 16002.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912821SR7 2035-08-15 N/A 0.00 11000.00 7243.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 61722300.00 71638030.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 54294100.00 57479007.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1000.00 1005.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 16284300.00 15629338.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 13894900.00 13508390.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 84538000.00 82230112.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 N/A 0.00 49999735.00 34438417.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912833700 2036-08-15 N/A 0.00 48208074.48 29824793.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 N/A 0.00 138.59 122.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 N/A 0.00 2688346.21 1203155.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 N/A 0.00 5072.30 2158.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 N/A 0.00 2.56 1.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 N/A 0.00 1.28 0.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 N/A 0.00 1.91 0.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 N/A 0.00 349.99 123.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 N/A 0.00 5190083.40 1816788.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 N/A 0.00 7468778.75 2314387.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 N/A 0.00 42329.27 12284.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 N/A 0.00 4527197.67 1279639.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912834XP8 2054-05-15 N/A 0.00 1.27 0.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 N/A 0.00 200.00 82.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 N/A 0.00 98200.00 30616.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912803FP3 2050-05-15 N/A 0.00 2102800.00 593094.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 49999800.00 38832753.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 300.00 191.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 56.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 5716700.00 3355059.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 2974600.00 1986930.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 276.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 820000.00 769085.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 600.00 535.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 300.00 282.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912821AW5 2028-11-15 N/A 0.00 33000.00 29945.82 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 350000000.00 350000000.00 0.0081 N Y Y N CREDIT AGRICOLE CREDIT AGRICOLE 3.650000% ARP1KFNS0 549300WO2DKF0Q3YMV43 0001330437 ARP1KFNS0_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 23065724.00 22391914.58 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N6HV2 2056-04-20 5.500000 0.00 1000.00 996.80 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1000.00 1003.45 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V9Z54 2056-04-20 7.000000 0.00 1063840.00 1140111.56 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VMRF2 2056-07-20 6.500000 0.00 1000.00 1069.36 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618W2KM7 2056-07-20 6.500000 0.00 1000.00 1049.44 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618W2W51 2056-07-20 6.000000 0.00 1000.00 1034.94 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618W6CQ8 2056-07-20 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Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 3020.00 1690.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QNLY6 2052-03-01 2.500000 0.00 1000.00 600.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QNWS7 2052-04-01 2.500000 0.00 485023.00 314214.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QPJ32 2052-06-01 5.000000 0.00 2047.00 1358.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QPJQ1 2052-06-01 5.000000 0.00 1000.00 664.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QPLK1 2052-06-01 5.000000 0.00 2152.00 1373.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QPPM3 2052-07-01 4.500000 0.00 1000.00 665.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QPRY5 2052-07-01 4.500000 0.00 6144.00 3863.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QQ2D6 2052-12-01 5.000000 0.00 3000.00 2213.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QQDE2 2052-09-01 3.500000 0.00 1000.00 610.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QQDZ5 2052-09-01 4.500000 0.00 1000.00 691.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QQQC2 2052-10-01 5.000000 0.00 2144.00 1545.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6.000000 0.00 10000.00 6763.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QR5Q2 2053-05-01 5.500000 0.00 12030.00 8619.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRHS5 2053-02-01 5.000000 0.00 1808021.00 1383267.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRUQ4 2053-03-01 5.500000 0.00 10000.00 8288.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRW74 2053-04-01 5.500000 0.00 8124.00 5410.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRWQ2 2053-04-01 5.000000 0.00 1303185.00 904304.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRXH1 2053-04-01 5.500000 0.00 5121.00 3256.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRXP3 2053-04-01 6.000000 0.00 3000.00 2048.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QRXW8 2053-04-01 6.000000 0.00 3072.00 1837.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QSEE7 2053-06-01 5.500000 0.00 7169.00 6085.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QSFY2 2053-06-01 5.500000 0.00 2262519.00 1959928.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QT3W7 2054-02-01 6.500000 0.00 2064.00 1426.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.500000 0.00 6928764.00 5529007.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QTG78 2053-11-01 5.500000 0.00 4000.00 3320.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QTKQ1 2053-11-01 6.000000 0.00 3683457.00 2595108.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QTUX5 2054-01-01 6.500000 0.00 6120.00 3982.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QTZS1 2054-02-01 4.500000 0.00 3000.00 2405.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QU6P6 2054-08-01 5.000000 0.00 1024.00 909.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QUAV8 2054-03-01 5.000000 0.00 1024.00 787.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QUG26 2054-04-01 5.000000 0.00 3000.00 2449.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QUQK5 2054-05-01 6.500000 0.00 1283806.00 947901.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 29241858.00 25889940.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QUZC3 2054-07-01 5.500000 0.00 1000.00 821.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QVKS2 2054-10-01 5.000000 0.00 645999.00 557859.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QVLD4 2054-10-01 5.500000 0.00 1000.00 852.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 17104.00 15158.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 40427650.00 35828503.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.500000 0.00 1804358.00 1572461.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.500000 0.00 1008.00 865.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QWCG5 2055-02-01 5.500000 0.00 3024.00 2673.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U0GY7 2056-01-01 5.500000 0.00 1000.00 999.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U1CX1 2056-01-01 6.000000 0.00 2000.00 2036.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U1QT5 2056-01-01 5.000000 0.00 1006.00 975.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U4GT0 2056-02-01 5.500000 0.00 3004.00 2887.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U6KL7 2056-03-01 4.500000 0.00 923236.00 812935.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U9KM9 2056-05-01 6.000000 0.00 3056.00 3116.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U9PM4 2056-04-01 5.000000 0.00 231878.00 213737.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UAMF9 2056-04-01 5.000000 0.00 3000.00 2937.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UBRY1 2056-04-01 5.500000 0.00 597381.00 596635.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UCN49 2056-05-01 6.500000 0.00 1057.00 1101.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UFWT7 2056-06-01 5.000000 0.00 1001.00 982.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UG6E7 2056-06-01 5.000000 0.00 1000.00 972.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UKXE8 2056-07-01 5.500000 0.00 2000.00 2026.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W03M5 2055-02-01 4.500000 0.00 4000.00 3430.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W0NE1 2053-03-01 4.500000 0.00 1000.00 828.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W0RY3 2055-02-01 5.500000 0.00 2086543.00 1926736.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W14A8 2055-01-01 5.500000 0.00 7136.00 6298.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W1X24 2055-05-01 5.500000 0.00 4983.00 4016.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W2DB4 2055-06-01 6.000000 0.00 9308.00 7691.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W2DD0 2055-06-01 6.500000 0.00 1024.00 816.51 Agency 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Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5VV3 2056-04-01 5.500000 0.00 3000.00 2881.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5WS9 2056-03-01 4.500000 0.00 1000.00 918.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5XR0 2052-06-01 3.000000 0.00 1980.00 1687.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5XS8 2052-08-01 3.500000 0.00 3104.00 2703.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5Y81 2052-08-01 3.000000 0.00 2048.00 1750.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5YD0 2049-05-01 4.000000 0.00 3000.00 2709.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5ZU1 2056-04-01 5.000000 0.00 24480.00 23409.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5ZW7 2056-04-01 5.000000 0.00 4000.00 3875.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W6EJ7 2055-10-01 5.500000 0.00 1008.00 976.05 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Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179RXE4 2046-01-20 4.000000 0.00 1000.00 76.54 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179S5M5 2047-05-20 4.000000 0.00 3000.00 249.23 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179SB97 2046-05-20 4.000000 0.00 2000.00 170.20 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179SJT5 2046-08-20 3.500000 0.00 1000.00 104.81 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179SQW0 2046-11-20 3.500000 0.00 1000.00 111.75 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179SUU9 2047-01-20 3.000000 0.00 4096.00 520.90 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179SV53 2032-02-20 3.500000 0.00 2000.00 148.51 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.500000 0.00 13239.00 1078.33 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179TF83 2032-09-20 3.500000 0.00 2000.00 176.19 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.500000 0.00 3000.00 203.07 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179TZ73 2048-06-20 5.000000 0.00 1000.00 67.66 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UCA8 2048-09-20 3.500000 0.00 3000.00 294.90 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UCB6 2048-09-20 4.000000 0.00 1000.00 84.95 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 4024.00 245.11 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.500000 0.00 2000.00 117.80 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179USV5 2049-05-20 4.500000 0.00 4096.00 351.24 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UVX7 2049-07-20 3.500000 0.00 3000.00 91.12 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UXJ6 2049-08-20 3.500000 0.00 3000.00 125.62 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179UXS6 2049-07-20 3.000000 0.00 3000.00 368.92 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179V4X5 2051-01-20 3.500000 0.00 7144.00 2406.53 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VA75 2049-12-20 3.500000 0.00 1000.00 96.85 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VEU0 2035-02-20 3.500000 0.00 1000.00 174.35 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VME7 2050-05-20 3.500000 0.00 1000.00 195.19 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 2000.00 457.32 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VQJ2 2050-07-20 3.000000 0.00 1000.00 147.22 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VRM4 2035-08-20 2.000000 0.00 2000.00 539.37 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VV23 2050-10-20 3.500000 0.00 5000.00 1424.59 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VX39 2050-11-20 4.000000 0.00 2048.00 578.42 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VZR4 2050-12-20 2.500000 0.00 1000.00 378.38 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VZT0 2050-12-20 3.500000 0.00 2048.00 639.62 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 312940R50 2040-05-01 5.000000 0.00 2382612.00 71200.79 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3131Y9U76 2049-02-01 4.500000 0.00 1008.00 259.36 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132A5GE9 2047-01-01 3.000000 0.00 5117.00 872.91 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132ADB49 2048-01-01 4.000000 0.00 16232.00 3442.67 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132AEUD6 2048-04-01 4.000000 0.00 1000.00 667.51 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DMPD1 2050-02-01 3.500000 0.00 2024.00 796.21 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DMS97 2051-01-01 2.000000 0.00 1054000.00 555646.12 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DNUC5 2052-08-01 5.000000 0.00 3112.00 2188.63 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DNYQ0 2052-09-01 5.000000 0.00 1991577.00 1387474.96 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DPFX1 2052-12-01 5.500000 0.00 1869385.00 1386304.24 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DPN53 2053-01-01 5.500000 0.00 2048.00 1614.34 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.500000 0.00 38835.00 27602.02 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DQCP9 2053-03-01 5.500000 0.00 217211.00 147311.82 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DQNE2 2052-02-01 2.500000 0.00 1055822.00 639150.45 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DS4B5 2054-04-01 6.500000 0.00 3000.00 2113.28 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DS5N8 2054-04-01 6.000000 0.00 409394.00 305361.11 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DSAG7 2053-12-01 5.500000 0.00 7867.00 5938.57 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DSM66 2054-02-01 6.500000 0.00 3056.00 2310.73 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DTD31 2054-05-01 6.000000 0.00 4388.00 3304.63 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 4072.00 3093.01 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DTFT2 2052-09-01 3.500000 0.00 1000.00 779.07 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DUEB9 2054-05-01 5.500000 0.00 1000.00 829.22 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 5.500000 0.00 10137.00 9500.50 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DVCF0 2054-12-01 6.000000 0.00 1000.00 782.60 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DVMY8 2055-01-01 5.500000 0.00 5712.00 4909.99 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.500000 0.00 4810380.00 4154689.48 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5.000000 0.00 1008.00 970.48 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.500000 0.00 85207.00 50512.67 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 10382.00 7376.96 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 6079231.00 4449151.38 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 2000.00 1160.31 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 1835593.00 1085790.51 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 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S6XOOCT0IEG5ABCC6L87 3132H7FV1 2042-09-01 4.000000 0.00 1120.00 245.96 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132L63W9 2045-05-01 4.000000 0.00 3032.00 536.74 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132L6J93 2044-05-01 4.000000 0.00 10041.00 1269.04 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132M5E57 2044-02-01 4.500000 0.00 2032.00 307.77 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132QRQQ6 2045-07-01 4.000000 0.00 6032.00 848.94 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132VNNF6 2049-03-01 4.000000 0.00 6144.00 924.85 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132VPKK3 2049-04-01 4.500000 0.00 1000.00 171.26 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132WPRQ2 2047-07-01 4.500000 0.00 1000.00 120.04 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VZU7 2050-12-20 4.000000 0.00 4288.00 1220.18 Agency Mortgage-Backed Securities GNMA 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549300M8ZYFG0OCMTT87 3618MYAL1 2056-07-20 6.000000 0.00 1008.00 1037.78 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N6DB0 2056-02-20 5.500000 0.00 1000.00 988.93 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V3PT6 2055-12-20 6.500000 0.00 1000.00 1042.25 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V3TD7 2056-06-20 6.000000 0.00 1000.00 1053.24 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V93P5 2056-05-20 5.500000 0.00 1000.00 1026.46 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V9CL4 2056-03-20 6.500000 0.00 1000.00 1080.90 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618V9FG2 2056-04-20 5.000000 0.00 1000.00 978.62 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VAFJ3 2056-04-20 5.000000 0.00 1000.00 977.23 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VC3T0 2056-03-20 5.500000 0.00 1000.00 1026.04 Agency Mortgage-Backed Securities GNMA 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549300M8ZYFG0OCMTT87 3618VQWU4 2056-07-20 6.000000 0.00 1000.00 1062.27 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VQX33 2056-07-20 6.000000 0.00 1000.00 1033.47 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VRDD1 2056-07-20 6.000000 0.00 2000.00 2091.46 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VRDE9 2056-07-20 6.000000 0.00 2000.00 2088.96 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VRWQ1 2056-07-20 6.000000 0.00 1000.00 1043.24 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VSRZ5 2056-05-20 5.000000 0.00 1000.00 967.67 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618VTF52 2056-06-20 5.000000 0.00 1635.00 1603.66 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36202EV97 2038-09-20 6.500000 0.00 1024.00 2.66 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3620AP7M1 2031-09-20 6.000000 0.00 2000.00 178.21 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3622ABB76 2051-07-20 3.000000 0.00 10720.00 5864.16 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 73.22 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 500000000.00 500000000.00 0.0115 N Y Y N SOCIETE' GENERALE NY SOCIETE' GENERALE NY 3.650000% ARP1KFNY7 254900J6B390XMPVLV82 0001238163 ARP1KFNY7_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 33624100.00 31984443.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 304202900.00 193813045.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 173063200.00 143420859.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 236165500.00 202210981.38 U.S. Treasuries 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232.74 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132A5G33 2047-05-01 4.000000 0.00 1000.00 93.60 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132ACSH4 2047-04-01 3.000000 0.00 1001.00 202.23 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132D55S7 2035-08-01 2.000000 0.00 1000.00 295.46 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DNJ95 2052-06-01 3.500000 0.00 1000.00 729.95 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DU4V6 2054-12-01 5.000000 0.00 44464873.00 40414553.68 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3132DWPV9 2055-05-01 7.000000 0.00 644849.00 314587.15 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133CWBP6 2054-10-01 5.500000 0.00 1000.00 860.00 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133KPP36 2052-08-01 4.500000 0.00 1000.00 731.41 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133W4YH9 2056-08-01 4.500000 0.00 1000.00 950.16 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133W4YP1 2056-08-01 5.000000 0.00 1000.00 977.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BVA26 2056-01-01 6.500000 0.00 4286.00 4502.54 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140QEYP1 2050-09-01 2.000000 0.00 1000.00 435.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U3Q53 2056-01-01 6.500000 0.00 682208.00 719257.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UGC34 2056-03-01 7.000000 0.00 352387.00 372579.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W3K24 2055-09-01 5.500000 0.00 1000.00 907.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XR7B5 2054-04-01 5.500000 0.00 1000.00 764.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y64Z0 2055-08-01 6.000000 0.00 32073.00 28743.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 1000.00 701.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418EX39 2053-10-01 6.500000 0.00 1000.00 363.28 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31425WGK1 2054-12-01 6.500000 0.00 1000.00 558.46 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427TY59 2053-09-01 5.000000 0.00 1000.00 982.05 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142JYJS2 2056-03-01 5.000000 0.00 1000.00 975.12 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142KAD82 2056-07-01 5.000000 0.00 1000.00 979.16 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3142KBPG9 2056-07-01 5.000000 0.00 1000.00 977.66 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2.000000 0.00 299778005.00 135803707.51 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 99310999.00 42279623.56 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 36179XLJ3 2052-10-20 5.500000 0.00 134380572.00 82652936.29 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618GSBF3 2054-03-20 7.500000 0.00 1000.00 767.27 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 10589.00 9859.31 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 28908901.00 27728289.97 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N53Y3 2055-12-20 5.500000 0.00 7108603.00 6945322.34 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 50584136.00 48655455.56 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 64679756.00 63548360.41 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 698823.00 609704.75 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1000.00 883.99 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 2678885.00 2492646.23 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 20605900.00 19164041.77 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1000.00 970.79 Agency Mortgage-Backed Securities GNMA 549300M8ZYFG0OCMTT87 3618N6HT7 2056-05-20 4.500000 0.00 1100.00 1037.49 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 912797RS8 2026-09-03 N/A 0.00 4900.00 4884.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 N/A 0.00 100.00 99.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797SU2 2026-11-27 N/A 0.00 900.00 889.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797TW7 2026-08-13 N/A 0.00 200.00 199.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 200.00 426.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 200.00 158.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 200.00 166.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 400.00 334.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 1200.00 915.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 600.00 442.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 200.00 135.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 200.00 144.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 63.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 71.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 400.00 285.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 400.00 288.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 56.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 200.00 112.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 90.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 62.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 54.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 1300.00 1060.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 92.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 800.00 693.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 100.00 93.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 2600.00 2371.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 46400.00 43213.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 115800.00 113194.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 300.00 292.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 94.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 100.00 97.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 200.00 198.15 U.S. Treasuries (including strips) USTR 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Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140U8B25 2056-04-01 5.500000 0.00 1008.00 921.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UDNK1 2056-05-01 5.000000 0.00 1007.00 986.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UFPH1 2056-06-01 5.000000 0.00 1000.00 974.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140UKRZ8 2056-07-01 6.000000 0.00 1000.00 1029.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140USCM6 2041-08-01 4.500000 0.00 1000.00 986.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W0KV6 2055-01-01 5.000000 0.00 1000.00 913.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W0LW3 2055-01-01 5.500000 0.00 1000.00 841.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W0WR2 2055-02-01 4.500000 0.00 1000.00 883.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W15X7 2055-06-01 5.500000 0.00 1024.00 941.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W1N58 2055-03-01 5.500000 0.00 1280.00 994.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W2DD0 2055-06-01 6.500000 0.00 1024.00 816.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W44Y0 2056-02-01 5.000000 0.00 1024.00 984.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W54A9 2052-09-01 3.500000 0.00 1008.00 898.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W54B7 2052-03-01 3.000000 0.00 1024.00 877.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W5JW5 2055-10-01 6.500000 0.00 1120.00 1003.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140W7BF6 2056-04-01 7.000000 0.00 1006.00 1073.62 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140XN3P7 2053-09-01 5.000000 0.00 2000.00 1485.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y6NV8 2055-05-01 6.000000 0.00 1040.00 920.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y7MK1 2055-10-01 6.500000 0.00 1024.00 943.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y8AS5 2056-01-01 4.500000 0.00 1000.00 924.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y9KL7 2056-07-01 5.500000 0.00 1017.00 1026.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y9L93 2056-07-01 5.500000 0.00 1024.00 1029.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140Y9MV3 2056-07-01 6.500000 0.00 1000.00 1049.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31413JN59 2037-09-01 6.000000 0.00 1000.00 17.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31417C4G7 2042-09-01 3.500000 0.00 1105.00 165.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418CLG7 2047-06-01 3.500000 0.00 1000.00 95.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DQ96 2050-07-01 3.000000 0.00 1000.00 259.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DTE2 2030-10-01 2.000000 0.00 1377601.00 268549.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418DVU3 2031-01-01 2.000000 0.00 1000.00 240.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2.000000 0.00 3532850.00 2213262.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.500000 0.00 1120.00 812.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418ES35 2053-06-01 4.500000 0.00 1024.00 785.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 1024.00 760.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418EVA5 2053-08-01 6.000000 0.00 1040.00 591.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418FJT5 2055-04-01 5.500000 0.00 1024.00 775.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 6.000000 0.00 1024.00 826.18 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418FU39 2041-03-01 3.500000 0.00 1008.00 930.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 31418FVX2 2056-04-01 5.000000 0.00 1024.00 975.94 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426DNG3 2055-03-01 5.500000 0.00 1000.00 841.64 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426F3H8 2055-03-01 5.000000 0.00 1008.00 950.87 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426G4J1 2055-04-01 7.000000 0.00 1000.00 804.10 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426JDX4 2055-04-01 5.500000 0.00 1000.00 875.67 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426Q2V4 2055-06-01 5.500000 0.00 1008.00 914.97 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426Q6Z1 2055-06-01 5.500000 0.00 2024.00 1724.30 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426SMW6 2055-07-01 5.500000 0.00 13006000.00 11663730.16 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426STP4 2055-07-01 6.500000 0.00 1000.00 893.77 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426U5A8 2055-08-01 6.500000 0.00 1000.00 710.65 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426UZ64 2055-08-01 6.000000 0.00 1000.00 820.18 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426WK25 2055-08-01 5.500000 0.00 1008.00 973.98 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426XAE8 2055-08-01 5.000000 0.00 1000.00 858.84 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426XKZ0 2055-07-01 4.500000 0.00 1000.00 936.02 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31426YXB7 2055-09-01 6.000000 0.00 1024.00 917.22 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427BQK4 2055-09-01 6.000000 0.00 1000.00 1010.97 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427H3F7 2055-11-01 5.500000 0.00 1000.00 938.88 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427JL97 2055-11-01 6.500000 0.00 1000.00 861.84 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427M5U1 2055-04-01 5.000000 0.00 1000.00 889.33 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MDC2 2054-09-01 6.000000 0.00 1023.00 808.59 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MHU8 2054-12-01 5.500000 0.00 76913792.00 61355231.09 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MLZ2 2055-02-01 5.000000 0.00 1000.00 859.94 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MP54 2055-01-01 4.500000 0.00 1008.00 877.25 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MZA2 2055-02-01 5.500000 0.00 1000.00 895.69 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133KGGN2 2049-07-01 3.500000 0.00 1000.00 299.90 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133KPLS5 2052-06-01 4.500000 0.00 1024.00 723.34 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133KQCT1 2052-11-01 5.000000 0.00 1024.00 759.03 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133KYX79 2042-11-01 5.000000 0.00 1000.00 596.43 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133W4ZM7 2056-08-01 5.500000 0.00 1000.00 1003.56 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 3133W87B3 2054-04-01 5.000000 0.00 1000.00 938.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138ASSB9 2041-09-01 4.500000 0.00 1000.00 59.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138EKYV1 2040-05-01 5.000000 0.00 1000.00 49.75 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427MZK0 2055-04-01 6.500000 0.00 1024.00 725.64 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NFV6 2054-12-01 5.500000 0.00 1024.00 877.05 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NG52 2055-05-01 5.500000 0.00 1024.00 888.82 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NGB9 2055-01-01 4.500000 0.00 1000.00 842.07 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NHL6 2055-05-01 5.500000 0.00 1024.00 958.70 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NLG2 2055-05-01 5.500000 0.00 1000.00 929.38 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427NQG7 2055-04-01 6.000000 0.00 1024.00 791.39 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427PB45 2055-01-01 6.500000 0.00 1000.00 812.38 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427PHX5 2055-08-01 5.000000 0.00 1120.00 1040.40 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427Q2R2 2055-09-01 5.500000 0.00 1000.00 966.36 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427Q3C4 2052-09-01 3.500000 0.00 1000.00 846.38 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427RAB6 2056-01-01 6.000000 0.00 2144.00 2067.91 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427RVV9 2056-02-01 5.500000 0.00 1040.00 959.15 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427RXV7 2056-02-01 5.000000 0.00 1024.00 955.89 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427SFM5 2056-03-01 5.000000 0.00 25759642.00 24225786.56 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427SN61 2052-08-01 3.000000 0.00 1007.00 863.07 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427SPF9 2056-04-01 5.000000 0.00 1000.00 978.10 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427SU63 2054-05-01 5.000000 0.00 1008.00 966.30 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427SU89 2056-04-01 5.500000 0.00 1024.00 961.04 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427TAM8 2055-01-01 4.500000 0.00 1024.00 963.02 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427TDC7 2056-06-01 5.500000 0.00 1040.00 1042.66 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427TG26 2056-04-01 5.000000 0.00 1000.00 970.00 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427TNH5 2054-12-01 5.500000 0.00 1000.00 1000.07 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 31427TQJ8 2056-07-01 5.500000 0.00 2048.00 2053.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3138MKRG3 2043-06-01 4.000000 0.00 1000.00 147.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AFEU6 2054-05-01 6.500000 0.00 1000.00 730.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AFT30 2054-06-01 6.000000 0.00 1000.00 903.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AGMF8 2054-07-01 6.500000 0.00 1024.00 515.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AGNW0 2054-06-01 6.500000 0.00 1000.00 838.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140ANSF7 2054-08-01 6.500000 0.00 1000.00 855.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140ASHH4 2055-01-01 5.500000 0.00 1008.00 917.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140AVT50 2054-12-01 5.000000 0.00 1000.00 919.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140B4RX0 2055-03-01 6.500000 0.00 1000.00 772.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BCJM5 2055-06-01 5.500000 0.00 1000.00 987.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BDDQ0 2055-06-01 5.000000 0.00 1000.00 916.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BEM96 2055-06-01 7.000000 0.00 1001.00 913.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BGC35 2055-08-01 6.000000 0.00 1000.00 912.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BGDH3 2055-08-01 6.000000 0.00 1000.00 967.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140BQTE1 2056-03-01 5.500000 0.00 1000.00 955.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140FLNF1 2046-12-01 3.000000 0.00 1000.00 316.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 1000.00 814.78 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 7142400.00 7091831.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 200.00 197.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 5629500.00 5631880.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 505000.00 502725.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 493000.00 491351.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 2178400.00 2168565.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797RG4 2026-08-06 N/A 0.00 100.00 99.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797SK4 2026-10-29 N/A 0.00 100.00 99.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912797TY3 2026-08-27 N/A 0.00 100.00 99.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 400.00 852.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 4584900.00 4998959.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 688500.00 399099.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 3745700.00 3056961.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 4199200.00 3257180.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 200.00 194.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 2172200.00 2050940.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 3497300.00 3394014.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 399800.00 390047.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 500.00 606.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 100.00 97.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 91.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 100.00 101.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 100.00 102.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 300.00 303.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 300.00 289.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 200.00 194.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 58011000.00 58254110.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 300.00 300.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 132504000.00 137868236.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 100.00 101.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 200.00 197.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 97.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 3034500.00 2974128.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 3698700.00 3644700.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 3369900.00 3348926.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 5400000.00 5301948.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 5000000.00 4890002.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 12666700.00 12665053.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 4083600.00 3898296.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 12999900.00 12861650.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 9997700.00 9690034.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 11190000.00 10804238.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 14255700.00 13837318.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 8224800.00 8077170.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 7496700.00 7260231.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 15292300.00 14877905.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 2676100.00 2612429.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 1800100.00 1786350.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 4268700.00 4296235.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 2057200.00 2027157.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 1141600.00 1123357.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 300.00 300.47 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0360 500000000.00 500000000.00 0.0115 N Y Y N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 3.600000% ARP1KGYU1 RILFO74KP1CM8P6PCT96 0000861350 ARP1KGYU1_3.60_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 50802500.00 50449536.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 568000.00 550520.56 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0360 50000000.00 50000000.00 0.0012 N Y Y N The HSBC Funds 2026-08-07 \s\James D Levy James D Levy Vice President