N-MFP3 0000862064 XXXXXXXX 2026-07-31 Government Cash Management Portfolio 0000862064 549300DFUINPMFFE3C04 GOVERNMENT CASH MANAGEMENT PORTFOLIO 549300DFUINPMFFE3C04 S000009009 1 N N DWS Investment Management Americas, Inc. 801-00252 Ernst & Young LLP Boston MA DWS Investment Management Americas, Inc. 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0.00 2026-07-17 0.00 0.00 2026-07-20 0.00 0.00 2026-07-21 0.00 0.00 2026-07-22 0.00 0.00 2026-07-23 0.00 0.00 2026-07-24 0.00 0.00 2026-07-27 0.00 0.00 2026-07-28 0.00 0.00 2026-07-29 0.00 0.00 2026-07-30 0.00 0.00 2026-07-31 0.00 0.00 0.0000 2026-07-01 0.0000 2026-07-02 0.0000 2026-07-06 0.0000 2026-07-07 0.0000 2026-07-08 0.0000 2026-07-09 0.0000 2026-07-10 0.0000 2026-07-13 0.0000 2026-07-14 0.0000 2026-07-15 0.0000 2026-07-16 0.0000 2026-07-17 0.0000 2026-07-20 0.0000 2026-07-21 0.0000 2026-07-22 0.0000 2026-07-23 0.0000 2026-07-24 0.0000 2026-07-27 0.0000 2026-07-28 0.0000 2026-07-29 0.0000 2026-07-30 0.0000 2026-07-31 Y 945352.00 N Banco Santander SA Banco Santander SA 3.640000% 05899J002 5493006QMFDDMYWIAM13 0000891478 05899J002_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 14492500.00 14457689.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 12137900.00 8671848.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 14311900.00 8713348.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 24715800.00 14753267.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 8301500.00 7657338.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 12200000.00 11341703.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 20462100.00 18664367.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 19745600.00 18389647.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 13104900.00 12809986.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 18472000.00 17425778.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 17252800.00 16831951.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 11793100.00 11649059.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 22185500.00 19163791.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 15140800.00 14474705.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 10811400.00 10135092.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 17603100.00 17407283.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 226184000.00 225549590.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 14311000.00 14297034.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 8048800.00 8047056.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 228000000.00 226219472.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 683000000.00 683000000.00 0.0181 N Y Y N Banco Santander SA Banco Santander SA 3.650000% 05899J002 5493006QMFDDMYWIAM13 0000891478 05899J002_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 87235100.00 111980781.49 U.S. Treasuries (including 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S6XOOCT0IEG5ABCC6L87 3128HDZC6 2029-12-01 5.648000 0.00 1598.00 0.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXJE1 2036-01-01 7.000000 0.00 1190.00 10.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.500000 0.00 1.00 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GNK9 2027-08-01 7.000000 0.00 87990.00 0.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404KNR9 2034-04-01 5.676000 0.00 5021.00 33.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UCDE8 2056-06-01 6.000000 0.00 1000.00 1022.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FZK6 2056-07-01 5.500000 0.00 50063717.00 50009815.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FZM2 2056-07-01 6.500000 0.00 43112472.00 44778625.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418UED2 2040-06-01 4.500000 0.00 122365.00 4517.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AX45 2055-01-01 5.500000 0.00 1338891.00 999099.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427H7F3 2055-11-01 5.500000 0.00 15812.00 15794.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MAR2 2054-12-01 3.500000 0.00 50000.00 40055.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MPN5 2054-08-01 6.500000 0.00 21731.00 18872.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PXD1 2055-05-01 5.500000 0.00 24638589.00 19941457.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427Q5W8 2052-01-01 2.500000 0.00 25842832.00 20874731.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QCG5 2055-05-01 6.500000 0.00 11552.00 10276.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1060616.00 1025056.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RK82 2054-05-01 5.000000 0.00 79000.00 72796.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427S5L8 2056-02-01 5.500000 0.00 8006034.00 7811288.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TD86 2056-06-01 4.500000 0.00 10370100.00 9745913.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TJC1 2052-06-01 4.000000 0.00 10836889.00 10142778.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TX50 2056-07-01 5.500000 0.00 997985.00 999112.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TYZ3 2052-04-01 3.500000 0.00 16200947.00 14821430.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TZ25 2044-12-01 5.000000 0.00 12723290.00 12740220.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TZY5 2052-08-01 3.500000 0.00 18873882.00 17090218.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TZZ2 2052-07-01 3.500000 0.00 11533907.00 10397767.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 20466166.00 19863821.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EX7 2056-07-01 7.000000 0.00 200000.00 210984.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XX68 2053-04-20 5.500000 0.00 479705.00 294774.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YDJ0 2053-07-20 5.000000 0.00 100000.00 76083.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YKQ6 2053-11-20 4.500000 0.00 3536309.00 2954736.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XP9 2055-09-20 5.000000 0.00 1023102.00 966898.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 10346902.00 10044642.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6HR1 2050-02-20 3.500000 0.00 20000.00 17620.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6HT7 2056-05-20 4.500000 0.00 9255703.00 8729729.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6K55 2056-06-20 4.500000 0.00 4955500.00 4685990.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6K63 2056-05-20 5.000000 0.00 37375093.00 36495521.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225B5K0 2034-03-15 6.500000 0.00 1085.00 5.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2B35 2042-06-15 4.000000 0.00 140174379.00 6534531.61 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 413299000.00 545512394.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 12408000.00 16936324.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 170902000.00 222231457.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 27791800.00 31319851.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 100.00 99.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0.00 0.00 100.00 23.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0.00 0.00 100.00 22.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 181782400.00 248124251.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 377300.00 458543.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 900.00 719.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 100.00 89.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 8.53 4.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 21.96 10.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 647305900.00 883541487.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 28353300.00 34458609.35 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2250000000.00 2250000000.00 0.0596 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 3.640000% 06799K008 AC28XWWI3WIBK2824319 06799K008_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 999800.00 1031952.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 26276200.00 18744026.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 75.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 172741000.00 105167904.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 92952200.00 57962764.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 34960000.00 18657734.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 128421600.00 124628919.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 10400.00 9609.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 80463000.00 97414292.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.902148 0.00 206179200.00 206178581.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0.00 0.00 38547218.29 38497723.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 150000000.00 143719500.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 28725401.00 26321142.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 6022717.43 5456365.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 43411551.00 38876042.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 20205000.00 17883041.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0.00 0.00 49999999.98 16430399.99 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 899000000.00 899000000.00 0.0238 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 3.640000% 165999004 ZBUT11V806EZRVTWT807 0001325347 165999004_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 134144000.00 131713796.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 101596800.00 104558499.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 45624700.00 45648607.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 34050800.00 34020032.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 41477500.00 41495039.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 196388600.00 196220098.58 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 542800000.00 542800000.00 0.0144 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 3.650000% 165999004 ZBUT11V806EZRVTWT807 0001325347 165999004_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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312945FL7 2041-01-01 4.500000 0.00 35944640.00 798610.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WWX56 2037-08-01 3.350000 0.00 2740000.00 2286320.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XF5G9 2035-10-01 4.400000 0.00 7540600.00 7324732.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132YBXQ4 2035-09-01 3.790000 0.00 10000000.00 9274389.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHPA4 2040-05-01 7.000000 0.00 15310704.00 2919050.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELYW7 2040-05-01 6.500000 0.00 200000.00 11555.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MLWL4 2042-11-01 2.500000 0.00 1163000.00 181380.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WQAT9 2043-05-01 2.500000 0.00 80000.00 13788.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y7XZ0 2044-10-01 3.500000 0.00 70230.00 13197.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YRF45 2045-07-01 3.000000 0.00 4494936.00 482186.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QWA5 2035-01-01 5.500000 0.00 12099297.00 87096.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DJA8 2034-10-01 7.500000 0.00 960000.00 10464.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A1VN4 2053-10-01 6.000000 0.00 7248776.00 4573553.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AAST5 2054-04-01 6.000000 0.00 1355526.00 1330421.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AFAW6 2044-06-01 5.500000 0.00 1000836.00 751005.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APE67 2054-09-01 6.000000 0.00 1280064.00 757091.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ARM80 2054-10-01 5.000000 0.00 107291.00 86692.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ARQ86 2054-10-01 4.500000 0.00 2107470.00 1959040.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B56H5 2055-03-01 6.500000 0.00 3209468.00 3171217.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B7A29 2055-04-01 5.000000 0.00 747012.00 676506.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B7S46 2055-04-01 6.000000 0.00 4414640.00 3105222.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BJX36 2055-08-01 6.500000 0.00 17581344.00 13466889.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BLZ54 2055-08-01 4.000000 0.00 1075582.00 980023.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BQPB1 2055-10-01 5.000000 0.00 24446400.00 20985111.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BXSB3 2055-12-01 6.500000 0.00 1068000.00 1123732.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXCA8 2055-09-01 4.000000 0.00 1966776.00 570284.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG55 2057-09-01 3.500000 0.00 5977792.00 1739131.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8KT9 2031-08-01 5.000000 0.00 8549230.00 14814.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KVAH3 2035-12-01 2.000000 0.00 1540198.00 634858.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNMH6 2052-04-01 3.000000 0.00 164799232.00 109092616.87 Agency Mortgage-Backed Securities Federal 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177629.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRKF9 2053-02-01 5.500000 0.00 15000.00 10274.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT2S7 2054-02-01 5.500000 0.00 210000.00 156224.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUZN9 2054-07-01 6.000000 0.00 911139.00 705058.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRN6 2054-11-01 5.500000 0.00 667000.00 547033.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U7DH2 2056-03-01 4.500000 0.00 4897504.00 4639275.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U94Q8 2056-03-01 4.500000 0.00 1950636.00 1645923.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UCN56 2056-05-01 6.000000 0.00 1699760.00 1737664.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFSH8 2056-06-01 5.000000 0.00 12053888.00 11765048.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UGDC3 2056-05-01 4.500000 0.00 1699884.00 1611215.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UJAD8 2056-06-01 4.500000 0.00 5365288.00 5101224.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UJB39 2056-06-01 5.500000 0.00 15180960.00 15150802.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ULN98 2056-07-01 7.000000 0.00 6254510.00 6626271.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UNTV9 2056-07-01 6.500000 0.00 1017900.00 1060058.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0KB0 2055-01-01 5.000000 0.00 1500000.00 1273975.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W52Z6 2056-04-01 4.500000 0.00 100000.00 93833.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6YY2 2056-06-01 7.000000 0.00 27193000.00 27745311.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8KQ9 2049-06-01 5.500000 0.00 5988304.00 622977.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUJ7 2046-11-01 4.500000 0.00 97000.00 38452.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGG94 2037-04-01 2.000000 0.00 3069650.00 1607544.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHVC8 2052-07-01 5.500000 0.00 2100000.00 1070208.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKW89 2052-03-01 2.000000 0.00 200000.00 124757.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XN2Q6 2052-09-01 3.500000 0.00 580000.00 443726.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQA98 2054-06-01 5.500000 0.00 130000.00 108038.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQJS7 2054-06-01 7.500000 0.00 127770000.00 52573040.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTBG5 2052-01-25 2.500000 0.00 250209.00 169048.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7XJ2 2040-10-01 5.500000 0.00 1300958.00 993196.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8T89 2056-04-01 5.000000 0.00 132084320.00 128131972.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LKB7 2033-02-01 2.500000 0.00 3500000.00 296596.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D5E8 2036-10-01 3.000000 0.00 5861928.00 2849089.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSL7 2035-09-01 1.500000 0.00 4239632.00 1488049.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.500000 0.00 10000.00 6742.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EPE4 2053-02-01 6.000000 0.00 20100000.00 10338649.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.500000 0.00 798500.00 600536.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 140000.00 78171.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FE60 2039-12-01 4.000000 0.00 79000.00 59279.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FTX5 2045-12-01 4.000000 0.00 5279752.00 4871593.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418QWD1 2040-04-01 6.000000 0.00 419927.00 15258.92 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 498000000.00 498000000.00 0.0132 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.770000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N 0.0374 87526209.75 87526209.75 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B6SD9 2549001DPIFGXC1TOL40 US3130B6SD95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-17 2027-06-17 N N N 0.0375 50005654.00 50005654.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-12 2026-08-12 N N N 0.0369 128500896.93 128500896.93 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.820000% 3130B7TJ3 2549001DPIFGXC1TOL40 US3130B7TJ30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-24 2027-09-24 N N N 0.0375 84009234.12 84009234.12 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.820000% 3130B7TP9 2549001DPIFGXC1TOL40 US3130B7TP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-22 2027-09-22 N N N 0.0375 125013798.75 125013798.75 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B8QN5 2549001DPIFGXC1TOL40 US3130B8QN51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-25 2026-11-25 N N N 0.0369 204999895.45 204999895.45 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-28 2026-08-28 N N N 0.0368 123998810.84 123998810.84 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0368 83499029.73 83499029.73 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.500000% 3130B9D72 2549001DPIFGXC1TOL40 US3130B9D729 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0384 165898000.54 165898000.54 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0368 122998578.12 122998578.12 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0368 122748946.81 122748946.81 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9GB0 2549001DPIFGXC1TOL40 US3130B9GB07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-10 2026-09-10 N N N 0.0368 123998893.92 123998893.92 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0368 124498651.67 124498651.67 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130BA6E2 2549001DPIFGXC1TOL40 US3130BA6E20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-06 2028-04-06 N N N 0.0375 163498561.20 163498561.20 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BA6F9 2549001DPIFGXC1TOL40 US3130BA6F94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-01 2027-06-01 N N N 0.0371 163499421.21 163499421.21 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-17 2026-12-17 N N N 0.0370 206249010.00 206249010.00 0.0055 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130BAFD4 2549001DPIFGXC1TOL40 US3130BAFD44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-20 2027-07-20 N N N 0.0373 208248748.42 208248748.42 0.0055 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-21 2026-12-21 N N N 0.0370 272998793.34 272998793.34 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BAR33 2549001DPIFGXC1TOL40 US3130BAR330 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-03 2027-05-03 N N N 0.0372 125487786.34 125487786.34 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BAX44 2549001DPIFGXC1TOL40 US3130BAX445 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-01 2027-06-01 N N N 0.0372 330997338.76 330997338.76 0.0088 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.725000% 3130BAX93 2549001DPIFGXC1TOL40 US3130BAX932 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-02 2027-12-02 N N N 0.0375 164981043.15 164981043.15 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBFY6 2549001DPIFGXC1TOL40 US3130BBFY63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-07 2026-12-07 N N N 0.0371 420249235.15 420249235.15 0.0111 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.720000% 3130BBQ65 2549001DPIFGXC1TOL40 US3130BBQ652 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-28 2027-07-28 N N N 0.0374 171249090.66 171249090.66 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313A99 254900C5LP6DN9OP9V83 US313313A998 313313A99 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0360 144898640.65 144898640.65 0.0038 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313313F78 254900C5LP6DN9OP9V83 US313313F781 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-14 2026-09-14 2026-09-14 N N N 0.0365 59527162.50 59527162.50 0.0016 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-29 2027-01-29 2027-01-29 N N N 0.0379 637545.64 637545.64 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 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 0.0360 36447077.91 36447077.91 0.0010 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 313385A89 2549001DPIFGXC1TOL40 US313385A897 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0360 17489514.53 17489514.53 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385B88 2549001DPIFGXC1TOL40 US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-14 2026-08-14 2026-08-14 N N N 0.0360 19972038.80 19972038.80 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385C61 2549001DPIFGXC1TOL40 US313385C612 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0360 329340917.40 329340917.40 0.0087 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385D52 2549001DPIFGXC1TOL40 US313385D529 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0360 324123718.75 324123718.75 0.0086 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-14 2026-09-14 2026-09-14 N N N 0.0365 85259221.88 85259221.88 0.0023 N N Y N Federal Home Loan Banks Federal Home Loan Banks 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 0.0365 593039036.24 593039036.24 0.0157 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0369 213062341.90 213062341.90 0.0056 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385L46 2549001DPIFGXC1TOL40 US313385L464 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-21 2026-10-21 2026-10-21 N N N 0.0369 218153405.80 218153405.80 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385N44 2549001DPIFGXC1TOL40 US313385N445 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0372 308345542.30 308345542.30 0.0082 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385P75 2549001DPIFGXC1TOL40 US313385P754 313385P75 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0372 307991472.71 307991472.71 0.0082 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-07 2026-12-07 2026-12-07 N N N 0.0378 205675867.50 205675867.50 0.0054 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-03 2027-02-03 N N N 0.0373 176060037.12 176060037.12 0.0047 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0376 59009779.84 59009779.84 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-26 2026-08-26 N N N 0.0369 86505590.50 86505590.50 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-08 2027-01-08 N N N 0.0373 260079547.00 260079547.00 0.0069 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-01 2027-03-01 N N N 0.0371 89996697.90 89996697.90 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133ET2H9 254900C5LP6DN9OP9V83 US3133ET2H94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-01 2026-12-01 N N N 0.0370 150996255.20 150996255.20 0.0040 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-19 2027-04-19 N N N 0.0377 49980085.00 49980085.00 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-27 2027-05-27 N N N 0.0375 68809250.85 68809250.85 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-09 2027-07-09 N N N 0.0379 128968355.01 128968355.01 0.0034 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.765000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-30 2027-07-30 N N N 0.0373 63530250.13 63530250.13 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0374 24999598.50 24999598.50 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-18 2027-08-18 N N N 0.0380 127239550.23 127239550.23 0.0034 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.795000% 3133ETVX2 254900C5LP6DN9OP9V83 US3133ETVX27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-03 2027-09-03 N N N 0.0378 247039329.81 247039329.81 0.0065 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWKN9 254900C5LP6DN9OP9V83 US3133EWKN92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-07 2027-04-07 N N N 0.0371 244247674.74 244247674.74 0.0065 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWMQ0 254900C5LP6DN9OP9V83 US3133EWMQ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-23 2027-04-23 N N N 0.0373 112989059.34 112989059.34 0.0030 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-24 2027-05-24 N N N 0.0373 126988023.90 126988023.90 0.0034 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWQA1 254900C5LP6DN9OP9V83 US3133EWQA18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-19 2027-01-19 N N N 0.0370 83500016.70 83500016.70 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWSB7 254900C5LP6DN9OP9V83 US3133EWSB72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-03 2027-06-03 N N N 0.0372 114998816.65 114998816.65 0.0030 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWSP6 254900C5LP6DN9OP9V83 US3133EWSP68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-08 2026-12-08 N N N 0.0370 79999217.60 79999217.60 0.0021 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWUB4 254900C5LP6DN9OP9V83 US3133EWUB45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-24 2026-12-24 N N N 0.0371 169998368.00 169998368.00 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133EWVC1 254900C5LP6DN9OP9V83 US3133EWVC19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N 0.0381 166981638.35 166981638.35 0.0044 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWVX5 254900C5LP6DN9OP9V83 US3133EWVX55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-15 2027-07-15 N N N 0.0374 76499571.60 76499571.60 0.0020 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWVY3 254900C5LP6DN9OP9V83 US3133EWVY39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-17 2027-02-17 N N N 0.0373 38250363.38 38250363.38 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133EWWB2 254900C5LP6DN9OP9V83 US3133EWWB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-21 2027-05-21 N N N 0.0372 59005270.47 59005270.47 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWWC0 254900C5LP6DN9OP9V83 US3133EWWC00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-24 2027-06-24 N N N 0.0374 38499992.30 38499992.30 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWWW6 254900C5LP6DN9OP9V83 US3133EWWW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-27 2027-07-27 N N N 0.0374 127499773.05 127499773.05 0.0034 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWXD7 254900C5LP6DN9OP9V83 US3133EWXD73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-20 2027-08-20 N N N 0.0374 375000911.25 375000911.25 0.0099 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWXJ4 254900C5LP6DN9OP9V83 US3133EWXJ44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-30 2027-07-30 N N N 0.0373 30003007.20 30003007.20 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3133EWXV7 254900C5LP6DN9OP9V83 US3133EWXV71 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-06 2027-01-06 2027-01-06 N N N 0.0369 43000000.00 43000000.00 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0373 55003238.40 55003238.40 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-05 2027-05-05 N N N 0.0379 73486039.41 73486039.41 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-06 2027-10-06 N N N 0.0374 200159374.00 200159374.00 0.0053 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.785000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0361 213268904.61 213268904.61 0.0056 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-11 2026-09-11 N N N 0.0370 367040494.78 367040494.78 0.0097 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-23 2026-10-23 N N N 0.0374 73760549.94 73760549.94 0.0020 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0374 237555268.63 237555268.63 0.0063 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.500000% 3136GCHQ1 B1V7KEBTPIMZEU4LTD58 US3136GCHQ10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0365 122850834.21 122850834.21 0.0033 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.750000% 322999004 FOR8UP27PHTHYVLBNG30 0000769993 322999004_2.75_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803DN0 2040-08-15 0.00 0.00 1004200.00 496606.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0.00 0.00 100.00 40.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 2082800.00 716418.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0.00 0.00 495400.00 167972.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GX5 2043-11-15 0.00 0.00 106900.00 42986.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 135862000.00 135194750.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 223425600.00 142348399.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 3840900.00 3315418.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 4100000.00 3539070.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 113388000.00 111578776.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821LW3 2033-08-15 0.00 0.00 194300.00 141542.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821RM9 2035-02-15 0.00 0.00 33900.00 22899.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821TV7 2036-02-15 0.00 0.00 4932600.00 3169545.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 500100.00 642622.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 34285700.00 32922148.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 1600.00 1585.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 118734000.00 116960351.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 154999000.00 150930844.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 1576.96 1003.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 307196723.20 181999313.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 520.00 127.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834F29 2052-11-15 0.00 0.00 458.00 110.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0.00 0.00 492.00 128.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0.00 0.00 4424.00 995.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0.00 0.00 20234120.00 4430341.51 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0275 871200000.00 871200000.00 0.0231 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.000000% 322999004 FOR8UP27PHTHYVLBNG30 0000769993 322999004_3.00_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0.00 0.00 100.00 98.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0.00 0.00 100.00 97.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0.00 0.00 100.00 90.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803DF7 2039-02-15 0.00 0.00 100.00 54.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0.00 0.00 100.00 43.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0.00 0.00 3800.00 1461.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 883300.00 303827.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0.00 0.00 200.00 58.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 200.00 55.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0.00 0.00 1500.00 389.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0.00 0.00 100.00 25.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GJ6 2042-05-15 0.00 0.00 100.00 44.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0.00 0.00 400.00 100.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GL1 2042-08-15 0.00 0.00 100.00 43.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0.00 0.00 100.00 24.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 200.00 137.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 500.00 364.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 75.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 1600.00 968.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 1600.00 979.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 77.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 95.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 206984000.00 203681354.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0.00 0.00 100.00 94.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821CR4 2029-08-15 0.00 0.00 100.00 87.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821PT6 2034-05-15 0.00 0.00 100.00 70.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 97.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 300.00 287.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 133.13 103.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 44.00 32.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 68.00 48.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 209.00 143.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 456.47 298.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 335.74 201.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 106.07 85.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0.00 0.00 101.59 80.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0.00 0.00 203.51 156.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0.00 0.00 40.96 30.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 636.17 443.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 88.12 59.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0.00 0.00 153.55 153.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 95.10 94.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0.00 0.00 132.67 128.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 65.77 63.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 59.81 54.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 8.47 7.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 163.80 105.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0.00 0.00 159.80 135.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 12.90 10.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 11.11 9.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0.00 0.00 10.73 6.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834A65 2051-11-15 0.00 0.00 13.34 3.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 319.07 183.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 334.30 186.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 285.93 152.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 7.00 1.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 2744.87 690.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 10.00 2.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 9.00 2.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 55.50 13.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 7.00 1.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 494.56 267.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 237.66 124.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 570.00 295.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834F29 2052-11-15 0.00 0.00 5426.88 1307.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834F94 2053-02-15 0.00 0.00 298.47 71.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834H84 2053-08-15 0.00 0.00 1.28 0.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834J66 2053-11-15 0.00 0.00 11.57 2.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834J66 2053-11-15 0.00 0.00 1.30 0.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 357.00 173.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 366.36 174.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 455.35 213.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 1.00 0.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834K56 2054-02-15 0.00 0.00 13.00 2.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0.00 0.00 32.08 11.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 228.61 103.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 437.61 192.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 647.92 275.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 122.92 51.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 116.88 48.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 64.79 26.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0.00 0.00 180.00 69.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0.00 0.00 199.55 75.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 300.17 111.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0.00 0.00 253.00 92.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 453.77 160.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0.00 0.00 116.03 39.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 327.00 109.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 1.00 0.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0.00 0.00 237.00 76.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0.00 0.00 1.00 0.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0.00 0.00 57.00 17.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0.00 0.00 98.01 30.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 117.00 36.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 4.85 1.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0.00 0.00 57.00 17.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 61.00 17.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0.00 0.00 1280.11 366.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0.00 0.00 133.00 37.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0.00 0.00 10.00 2.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 14.14 3.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 25.00 6.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0.00 0.00 310.03 85.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0.00 0.00 51.59 14.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0.00 0.00 240.24 64.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0.00 0.00 70.00 18.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0.00 0.00 10.00 2.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 11.00 2.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 8.02 2.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 322.56 72.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0.00 0.00 3.00 0.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0.00 0.00 1400.00 313.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0.00 0.00 10.00 2.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834ZX9 2056-05-15 0.00 0.00 2.00 0.43 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0300 200000000.00 200000000.00 0.0053 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.640000% 322999004 FOR8UP27PHTHYVLBNG30 0000769993 322999004_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1105720700.00 765000050.43 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 750000000.00 750000000.00 0.0199 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.650000% 322999004 FOR8UP27PHTHYVLBNG30 0000769993 322999004_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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283YRX8 2034-05-01 6.000000 0.00 731000.00 6870.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128ALEK0 2030-11-01 5.000000 0.00 2337432.00 7519.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WG3L1 2035-05-01 5.000000 0.00 4681000.00 104778.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WG3M9 2035-05-01 4.500000 0.00 1675950.00 7011.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WPAU3 2040-04-01 5.000000 0.00 82235.00 5380.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WX6E7 2033-06-01 6.000000 0.00 2002136.00 6043.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XJB68 2037-02-01 3.500000 0.00 3593832.00 327350.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XNU76 2043-09-01 4.000000 0.00 67500.00 7309.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XTGH7 2045-09-01 4.000000 0.00 367000.00 29342.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XTVE7 2045-12-01 4.000000 0.00 68286.00 8702.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWWV1 2047-06-01 5.000000 0.00 1032038.00 82839.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XXM99 2047-08-01 5.000000 0.00 1688774.00 209306.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XYPX1 2047-11-01 3.500000 0.00 405000.00 104280.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y1PY0 2048-06-01 4.000000 0.00 861582.00 113758.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H5L1 2032-09-01 6.000000 0.00 21813057.00 40235.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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HSBC USA, Inc. 3.640000% 4049YJ005 CYYGQCGNHMHPSMRL3R97 0000083246 4049YJ005_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 1260500.00 1208030.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803BW2 2029-02-15 0.00 0.00 548000.00 492794.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803CG6 2029-08-15 0.00 0.00 595900.00 522526.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0.00 0.00 35333000.00 13811881.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0.00 0.00 35568100.00 8877193.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GL1 2042-08-15 0.00 0.00 80000.00 34312.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GX5 2043-11-15 0.00 0.00 3350000.00 1329772.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0.00 0.00 112628000.00 25123927.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HH9 2055-02-15 0.00 0.00 45893000.00 10130879.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0.00 0.00 35080000.00 7432259.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128203H8 2027-08-15 0.00 0.00 567000.00 543041.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821AH8 2028-08-15 0.00 0.00 2259400.00 2070398.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821AW5 2028-11-15 0.00 0.00 1428000.00 1294199.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821DY8 2027-02-28 0.00 0.00 6000000.00 5867376.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821NH4 2026-10-15 0.00 0.00 765000.00 759310.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821NP6 2033-11-15 0.00 0.00 1005000.00 719189.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821RM9 2035-02-15 0.00 0.00 8500000.00 5706730.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821SR7 2035-08-15 0.00 0.00 433000.00 283360.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 70305400.00 91366345.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 24931000.00 23723417.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 77548300.00 78517144.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 40100.00 40392.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 61500.00 62458.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 120862000.00 118835027.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 58950600.00 58599814.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.011148 0.00 6419800.00 6427921.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 5676300.00 5568854.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 57522073.60 39919398.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 124752016.42 51732041.42 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 550000000.00 550000000.00 0.0146 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 3.590000% 599999000 8NAV47T0Y26Q87Y0QP81 0000065100 599999000_3.59_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 336148900.00 102000013.77 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0359 100000000.00 100000000.00 0.0026 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 3.640000% 599999000 8NAV47T0Y26Q87Y0QP81 0000065100 599999000_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0.00 0.00 61500.00 25520.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0.00 0.00 153060000.00 41928797.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 90787100.00 61802688.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912821MX0 2031-08-15 0.00 0.00 37000.00 29687.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 48588000.00 49213319.64 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 150000000.00 150000000.00 0.0040 N Y Y N Fixed Income Clearing Corp. / Northern Trust Corp. Fixed Income Clearing Corp. / Northern Trust Corp. 3.640000% 66585Q007 549300GLF98S992BC502 0000073124 66585Q007_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 Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 50000000.00 48761886.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 50000000.00 48761886.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 50000000.00 49635414.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 50000000.00 49635414.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 50000000.00 49635414.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 50000000.00 49635414.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49874998.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 6144700.00 6129338.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 50000000.00 49119053.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49062498.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49062498.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888637.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 40538400.00 40448111.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 50000000.00 49905399.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 50000000.00 49905399.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50499998.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50499998.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50499998.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50499998.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50499998.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50499998.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49407436.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49407436.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49407436.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 49142300.00 48559901.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888630.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 50000000.00 49888630.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 9461600.00 9440525.40 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2300000000.00 2300000000.00 0.0609 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.640000% 795993005 MBNUM2BPBDO7JBLYG310 0000315030 795993005_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 100.00 97.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1200.00 1032.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 6400.00 6372.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 400.00 399.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 356966400.00 356992101.58 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 350000000.00 350000000.00 0.0093 N Y Y N Fixed Income Clearing Corp. / State Street Bank & Trust Co. Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.500000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_3.50_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 1000000.00 1002293.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 209154300.00 205142551.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 101726900.00 99855256.27 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0350 300000000.00 300000000.00 0.0079 N Y Y N Fixed Income Clearing Corp. / State Street Bank & Trust Co. Fixed Income Clearing Corp. / State Street Bank & Trust Co. 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 Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 199000000.00 199051827.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 335971500.00 354678013.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1046174700.00 1037470223.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1560000000.00 1560000000.00 0.0413 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0375 774303681.66 774303681.66 0.0205 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0394 79521660.88 79521660.88 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 912797TV9 254900HROIFWPRGM1V77 US912797TV96 0781SP260228 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0389 141985854.55 141985854.55 0.0038 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0366 280218981.08 280218981.08 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0366 281821059.28 281821059.28 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0389 142782114.15 142782114.15 0.0038 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 782988307.38 782988307.38 0.0207 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0371 398176584.00 398176584.00 0.0105 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0375 401280272.00 401280272.00 0.0106 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0376 841676336.80 841676336.80 0.0223 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0381 408496695.75 408496695.75 0.0108 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0365 607439250.00 607439250.00 0.0161 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0382 415306340.40 415306340.40 0.0110 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0386 439329209.25 439329209.25 0.0116 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0375 818797268.20 818797268.20 0.0217 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N 0.0399 169928896.38 169928896.38 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0376 793052096.00 793052096.00 0.0210 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0380 408095888.00 408095888.00 0.0108 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0390 809678723.75 809678723.75 0.0214 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0390 632653385.13 632653385.13 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 672071103.76 672071103.76 0.0178 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 423533387.26 423533387.26 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0388 614624852.70 614624852.70 0.0163 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.012100% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-03 2027-04-30 2027-04-30 N N N 0.0387 786048897.65 786048897.65 0.0208 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 3.640000% 94974A003 VYVVCKR63DVZZN70PB21 0000827124 94974A003_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.902148 0.00 29617598.06 29611970.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 27909522.64 26024504.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 10741330.16 9456346.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 65633642.29 49765516.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 9031421.44 4992219.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 5725956.08 3023317.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 3482557.05 3006101.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 9356399.32 8812655.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 79342499.51 73081369.43 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 203700000.00 203700000.00 0.0054 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 3.650000% 94974A003 VYVVCKR63DVZZN70PB21 0000827124 94974A003_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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XQ3P9 2044-12-01 3.500000 0.00 3994142.22 657081.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XTPS3 2045-11-01 3.500000 0.00 1180795.56 149951.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329LL83 2028-01-01 2.500000 0.00 84120.00 1977.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A06Y7 2035-07-01 5.000000 0.00 5482131.56 38571.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3YR5 2041-12-01 3.500000 0.00 124622.22 12371.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5HR9 2047-10-01 4.000000 0.00 12026.04 1309.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CJA86 2032-09-01 4.000000 0.00 21808.89 8385.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CX2V3 2040-06-01 6.000000 0.00 4610607.23 3849414.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6J50 2040-05-01 5.000000 0.00 4936673.80 3124058.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMPV1 2050-09-01 2.500000 0.00 62311.11 28952.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNVK6 2052-08-01 4.500000 0.00 3841480.00 2782483.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQQ33 2053-06-01 5.500000 0.00 311555.56 220265.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6R1 2050-06-01 2.000000 0.00 14378912.00 5674364.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31427RBJ8 2055-12-01 6.500000 0.00 27044080.26 24261943.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TEE2 2056-05-01 5.500000 0.00 43439878.93 43135406.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TH41 2056-06-01 5.000000 0.00 161771426.85 155375540.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TRM0 2056-01-01 6.500000 0.00 96351794.49 100701082.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GR3N8 2054-06-01 5.500000 0.00 3088761.78 2256695.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRPT1 2054-04-01 5.500000 0.00 3587250.67 2887649.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.500000 0.00 2284321.59 2058853.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVK42 2055-09-01 5.500000 0.00 623111.11 582014.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWH69 2056-01-01 5.000000 0.00 7044271.11 6746793.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWLR8 2056-01-01 5.000000 0.00 4862136.00 4592027.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWUL1 2056-03-01 4.500000 0.00 3914904.30 3698938.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CK7 2055-12-01 4.000000 0.00 60679027.96 54343630.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCCZ1 2041-05-01 3.000000 0.00 5258731.27 4798831.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JNY59 2055-12-01 6.000000 0.00 667751.41 626120.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQ7K9 2055-12-01 6.500000 0.00 1930043.67 1421512.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRWP8 2056-01-01 6.000000 0.00 1148506.56 1130131.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWXY7 2056-03-01 5.000000 0.00 1338709.36 1215393.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K7QB8 2056-06-01 5.500000 0.00 3769491.35 3766701.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAY89 2056-07-01 5.000000 0.00 1704421.99 1674219.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAYF3 2056-07-01 5.500000 0.00 1221808.73 1238174.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KB2S8 2056-07-01 5.000000 0.00 951711.87 932733.47 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 560800000.00 560800000.00 0.0149 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.640000% 964FUR009 549300LCO2FLSSVFFR64 964FUR009_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 28500.00 9674.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0.00 0.00 200.00 59.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0.00 0.00 300.00 69.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 371700.00 797272.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 11163000.00 10985983.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 81.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 89600.00 115016.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 5200.00 5644.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 400.00 405.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1348400.00 1347115.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 3647800.00 3614306.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 1004871.56 706158.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 1142260.84 782768.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 1300.70 867.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 18.14 9.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 80.69 38.84 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 18000000.00 18000000.00 0.0005 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.650000% 964FUR009 549300LCO2FLSSVFFR64 964FUR009_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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4.000000 0.00 1549.00 107.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WJYV9 2036-10-01 6.500000 0.00 2406.00 68.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6QC6 2042-09-01 3.500000 0.00 69357309.00 9378176.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AA2H6 2046-08-01 3.500000 0.00 3000.00 496.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.500000 0.00 1014.00 161.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACSZ4 2048-03-01 3.500000 0.00 1000.00 210.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6JZ4 2040-04-01 6.000000 0.00 35282.00 20770.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2S3 2051-12-01 2.000000 0.00 1003.00 566.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMES0 2047-08-01 3.000000 0.00 25252745.00 5836497.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMN84 2043-01-01 3.500000 0.00 1001.00 348.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNUY7 2052-07-01 5.000000 0.00 6986831.00 4196765.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQ6B7 2053-08-01 5.000000 0.00 2588532.00 2009069.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 4870944.00 3864139.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 5.500000 0.00 3059576.00 2867464.81 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 600.00 513.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1000.00 923.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 58102000.00 56386071.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1000.00 941.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 29000.00 28827.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 255000.00 252415.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 200.00 196.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 4106000.00 2901947.96 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 86000000.00 86000000.00 0.0023 N Y Y N Government Cash Management Portfolio 2026-08-07 /s/Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer