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2026-08-31 Y 750655.61 Registered investment company 0.00 0.0603 Registered investment company 0.00 0.0658 Registered investment company 0.00 0.0802 Registered investment company 0.00 0.1146 N Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3130B3A29 2549001DPIFGXC1TOL40 US3130B3A298 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0374 15001705.35 15001705.35 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.765000% 3130B7BV5 2549001DPIFGXC1TOL40 US3130B7BV59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-30 2027-07-30 N N N 0.0378 4076403.02 4076403.02 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630000% 3130B9E22 2549001DPIFGXC1TOL40 US3130B9E222 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-04 2027-03-04 2027-03-04 N N N 0.0361 14976293.55 14976293.55 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.850000% 3130B9YM6 2549001DPIFGXC1TOL40 US3130B9YM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N 0.0382 24973564.50 24973564.50 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.950000% 3130B9ZQ6 2549001DPIFGXC1TOL40 US3130B9ZQ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N 0.0392 29970206.70 29970206.70 0.0162 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665000% 3130BALV7 2549001DPIFGXC1TOL40 US3130BALV77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-03 2026-09-03 N N N 0.0373 38644974.88 38644974.88 0.0209 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.685000% 3130BAMB0 2549001DPIFGXC1TOL40 US3130BAMB05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-06 2027-01-06 N N N 0.0374 16999826.77 16999826.77 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3130BAMP9 2549001DPIFGXC1TOL40 US3130BAMP90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-04 2027-06-04 2027-06-04 N N N 0.0398 9979973.70 9979973.70 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.750000% 3130BARB5 2549001DPIFGXC1TOL40 US3130BARB59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-18 2027-05-18 2027-05-18 N N N 0.0389 4985721.40 4985721.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.110000% 3130BB2W4 2549001DPIFGXC1TOL40 US3130BB2W46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-09 2027-07-09 2027-07-09 N N N 0.0411 9265360.65 9265360.65 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.685000% 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-13 2026-10-13 N N N 0.0374 28999629.09 28999629.09 0.0157 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.685000% 3130BBSP1 2549001DPIFGXC1TOL40 US3130BBSP10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-22 2026-12-22 N N N 0.0374 36004023.78 36004023.78 0.0195 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.695000% 3130BBTF2 2549001DPIFGXC1TOL40 US3130BBTF29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-17 2027-02-17 N N N 0.0375 18199911.55 18199911.55 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.690000% 3130BBXZ3 2549001DPIFGXC1TOL40 US3130BBXZ37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-26 2027-01-26 N N N 0.0374 17484997.38 17484997.38 0.0095 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KGW4 549300MS654K78GYF580 US31315KGW45 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-06-14 2027-06-14 2027-06-14 N N N 0.0396 968469.86 968469.86 0.0005 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315LR75 549300MS654K78GYF580 US31315LR758 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0380 3583987.05 3583987.05 0.0019 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 4.214480% 3132X0SM4 549300MS654K78GYF580 US3132X0SM41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-10 2027-05-10 N N N 0.0391 763110.22 763110.22 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313H68 254900C5LP6DN9OP9V83 US313313H688 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0371 10964993.56 10964993.56 0.0059 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313J66 254900C5LP6DN9OP9V83 US313313J668 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0375 9052350.72 9052350.72 0.0049 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313M39 254900C5LP6DN9OP9V83 US313313M399 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0378 5419412.20 5419412.20 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384AH2 2549001DPIFGXC1TOL40 US313384AH20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-08 2027-01-08 2027-01-08 N N N 0.0393 8777412.11 8777412.11 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0381 10327663.10 10327663.10 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385F43 2549001DPIFGXC1TOL40 US313385F433 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0368 3441196.82 3441196.82 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank 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 0.0373 40240174.57 40240174.57 0.0218 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385G83 2549001DPIFGXC1TOL40 US313385G837 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0370 14965375.35 14965375.35 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-25 2026-09-25 2026-09-25 N N N 0.0380 10683128.29 10683128.29 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385H58 2549001DPIFGXC1TOL40 US313385H587 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-28 2026-09-28 2026-09-28 N N N 0.0373 9260902.51 9260902.51 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0368 10127415.99 10127415.99 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0374 7419221.70 7419221.70 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385J64 2549001DPIFGXC1TOL40 US313385J641 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0366 8494486.04 8494486.04 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385J72 2549001DPIFGXC1TOL40 US313385J724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0373 10373217.63 10373217.63 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0378 8456873.23 8456873.23 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 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 0.0379 15630549.50 15630549.50 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank 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 0.0376 3197107.76 3197107.76 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385L61 2549001DPIFGXC1TOL40 US313385L613 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0371 2006977.81 2006977.81 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385M37 2549001DPIFGXC1TOL40 US313385M371 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0375 13803000.32 13803000.32 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank 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 0.0371 10413516.75 10413516.75 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0374 16847099.11 16847099.11 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385R40 2549001DPIFGXC1TOL40 US313385R404 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0374 13847941.70 13847941.70 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N 0.0390 6024258.45 6024258.45 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397G21 S6XOOCT0IEG5ABCC6L87 US313397G212 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0370 8345736.67 8345736.67 0.0045 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.875000% 3133ERRW3 254900C5LP6DN9OP9V83 US3133ERRW34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 1499988.93 1499988.93 0.0008 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-05 2027-11-05 N N N 0.0377 3898821.62 3898821.62 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETT98 254900C5LP6DN9OP9V83 US3133ETT987 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-13 2027-08-13 N N N 0.0379 1222059.82 1222059.82 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.625000% 3134HB2E0 S6XOOCT0IEG5ABCC6L87 US3134HB2E05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0372 4638417.44 4638417.44 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.550000% 3134HCLY3 S6XOOCT0IEG5ABCC6L87 US3134HCLY31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-22 2027-01-22 2027-01-22 N N N 0.0360 19977604.80 19977604.80 0.0108 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HCXE4 S6XOOCT0IEG5ABCC6L87 US3134HCXE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0372 14975320.80 14975320.80 0.0081 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.080000% 3134HCZ36 S6XOOCT0IEG5ABCC6L87 US3134HCZ361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-22 2027-06-22 2027-06-22 N N N 0.0405 4194890.87 4194890.87 0.0023 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.650000% 3136GCET8 B1V7KEBTPIMZEU4LTD58 US3136GCET85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-09 2027-02-09 2027-02-09 N N N 0.0362 29470861.38 29470861.38 0.0160 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.125000% 3136GDJJ3 B1V7KEBTPIMZEU4LTD58 US3136GDJJ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-02 2027-07-02 2027-07-02 N N N 0.0410 12729574.47 12729574.47 0.0069 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.240000% 3136GDNU3 B1V7KEBTPIMZEU4LTD58 US3136GDNU31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-09-10 2027-09-10 2027-09-10 N N N 0.0421 13979517.16 13979517.16 0.0076 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.184999% 3136GDPK3 B1V7KEBTPIMZEU4LTD58 US3136GDPK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-09-24 2027-09-24 2027-09-24 N N N 0.0415 6990023.29 6990023.29 0.0038 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.880000% 31422XTD4 549300MS654K78GYF580 US31422XTD48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-18 2028-01-18 N N N 0.0384 12015365.28 12015365.28 0.0065 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.715000% 31424W2C5 549300MS654K78GYF580 US31424W2C53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-27 2026-10-27 N N N 0.0377 20999574.75 20999574.75 0.0114 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.770000% 31424W2S0 549300MS654K78GYF580 US31424W2S06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-12 2027-05-12 N N N 0.0379 1800296.12 1800296.12 0.0010 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.720000% 31424W6B3 549300MS654K78GYF580 US31424W6B35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-08 2027-02-08 N N N 0.0377 14999860.50 14999860.50 0.0081 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.735000% 31424W6T4 549300MS654K78GYF580 US31424W6T43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-16 2027-06-16 N N N 0.0379 12001747.08 12001747.08 0.0065 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 4.450000% 31424WDA7 549300MS654K78GYF580 US31424WDA71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-07 2026-12-07 2026-12-07 N N N 0.0376 25030763.00 25030763.00 0.0136 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 4.600000% 31424WDH2 549300MS654K78GYF580 US31424WDH25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0378 10015019.00 10015019.00 0.0054 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 4.202500% 31424WEV0 549300MS654K78GYF580 US31424WEV00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-19 2027-01-19 2027-01-19 N N N 0.0376 33903935.56 33903935.56 0.0184 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.795000% 31424WK68 549300MS654K78GYF580 US31424WK685 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-15 2027-06-15 N N N 0.0385 9003680.55 9003680.55 0.0049 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.625000% 31424WPB2 549300MS654K78GYF580 US31424WPB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0364 8997883.11 8997883.11 0.0049 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.790000% 31424WQD7 549300MS654K78GYF580 US31424WQD73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-15 2026-10-15 N N N 0.0384 10000347.60 10000347.60 0.0054 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.900000% 31424WQJ4 549300MS654K78GYF580 US31424WQJ44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-21 2027-10-21 N N N 0.0385 3503074.33 3503074.33 0.0019 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.810000% 31424WQU9 549300MS654K78GYF580 US31424WQU98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0387 3243278.41 3243278.41 0.0018 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.810000% 31424WU42 549300MS654K78GYF580 US31424WU429 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0378 24999494.00 24999494.00 0.0135 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.750000% 31424WWA6 549300MS654K78GYF580 US31424WWA60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-04 2027-03-04 N N N 0.0378 1800140.42 1800140.42 0.0010 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.740000% 31424WX56 549300MS654K78GYF580 US31424WX563 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-07 2026-12-07 N N N 0.0379 8999715.33 8999715.33 0.0049 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.770000% 31424WX64 549300MS654K78GYF580 US31424WX647 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-08 2027-03-08 N N N 0.0382 9999740.30 9999740.30 0.0054 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.580000% 31428JAG2 549300MS654K78GYF580 US31428JAG22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-27 2027-01-27 2027-01-27 N N N 0.0356 4989559.15 4989559.15 0.0027 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.590000% 31428JAK3 549300MS654K78GYF580 US31428JAK34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-26 2027-02-26 2027-02-26 N N N 0.0357 24931152.00 24931152.00 0.0135 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.740000% 31428JBR7 549300MS654K78GYF580 US31428JBR77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-23 2027-08-23 N N N 0.0379 6999973.89 6999973.89 0.0038 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.715000% 31428JCK1 549300MS654K78GYF580 US31428JCK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-02 2027-04-02 N N N 0.0377 19999770.40 19999770.40 0.0108 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.630000% 31428JDE4 549300MS654K78GYF580 US31428JDE47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-10 2027-03-10 2027-03-10 N N N 0.0361 31923433.60 31923433.60 0.0173 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.800000% 31428JFF9 549300MS654K78GYF580 US31428JFF93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-08 2027-04-08 2027-04-08 N N N 0.0380 1996341.80 1996341.80 0.0011 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.730000% 31428JGP6 549300MS654K78GYF580 US31428JGP66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-23 2027-04-23 2027-04-23 N N N 0.0373 12967575.27 12967575.27 0.0070 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.920000% 31428JJR9 549300MS654K78GYF580 US31428JJR95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0390 15966744.16 15966744.16 0.0087 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.950000% 31428JJV0 549300MS654K78GYF580 US31428JJV08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-27 2027-05-27 2027-05-27 N N N 0.0393 2993562.45 2993562.45 0.0016 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.940000% 31428JKD8 549300MS654K78GYF580 US31428JKD80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-01 2027-06-01 2027-06-01 N N N 0.0394 16973602.74 16973602.74 0.0092 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.710000% 31428JNV5 549300MS654K78GYF580 US31428JNV51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-10 2026-12-10 N N N 0.0376 19999761.80 19999761.80 0.0108 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.735000% 31428JQV2 549300MS654K78GYF580 US31428JQV25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-02 2027-07-02 N N N 0.0379 19041978.29 19041978.29 0.0103 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 3.710000% 31428JRK5 549300MS654K78GYF580 US31428JRK50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N 0.0376 27007000.00 27007000.00 0.0146 N N N N Repurchase Agreement with State Street Corp. Repurchase Agreement with State Street Corp. 3.650000% 85748R009 549300H47WTHXPU08X20 0000093751 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 174258600.00 175440003.60 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0365 172000000.00 172000000.00 0.0932 N Y Y N Repurchase Agreement with State Street Corp. Repurchase Agreement with State Street Corp. 1.060000% 85748R009 549300H47WTHXPU08X20 0000093751 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 26200.00 26150.47 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0106 25455.01 25455.01 0.0000 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 0.0374 39876783.20 39876783.20 0.0216 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 70670600.00 70670600.00 0.0383 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0372 14935279.20 14935279.20 0.0081 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 0.0384 19883605.60 19883605.60 0.0108 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.910608% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0393 118105335.06 118105335.06 0.0640 N Y Y N Tri-Party Repurchase Agreement with Goldman Sachs Group, Inc. Tri-Party Repurchase Agreement with Goldman Sachs Group, Inc. 3.640000% 944WXU908 FOR8UP27PHTHYVLBNG30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 144668700.00 138734069.14 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0364 136000000.00 136000000.00 0.0737 N Y Y N Tri-Party Repurchase Agreement with Goldman Sachs Group, Inc. Tri-Party Repurchase Agreement with Goldman Sachs Group, Inc. 3.000000% 944WXU908 FOR8UP27PHTHYVLBNG30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N Y U.S. Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 200.00 199.94 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 1000.00 996.33 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 6200.00 6163.42 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0.00 0.00 417300.00 396608.60 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 800.00 519.37 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803CZ4 2037-02-15 0.00 0.00 200.00 123.11 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803DA8 2037-05-15 0.00 0.00 390700.00 237754.23 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803DF7 2039-02-15 0.00 0.00 1905900.00 1050553.04 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803DX8 2042-05-15 0.00 0.00 237500.00 105979.62 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0.00 0.00 707700.00 279561.32 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0.00 0.00 960000.00 342850.56 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 6374200.00 2246248.96 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0.00 0.00 400.00 117.89 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0.00 0.00 401000.00 193156.49 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803GB3 2041-08-15 0.00 0.00 6440800.00 3007673.26 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0.00 0.00 200.00 52.38 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803GJ6 2042-05-15 0.00 0.00 500000.00 222665.00 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803GL1 2042-08-15 0.00 0.00 265900.00 116558.59 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803GN7 2042-11-15 0.00 0.00 13000.00 5612.54 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912803GQ0 2043-02-15 0.00 0.00 243000.00 103276.94 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 1518455.21 1604491.88 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 1756133.80 1757720.09 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 3298394.34 3332839.26 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 118800.00 114076.83 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 40640.08 38347.16 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 10000.00 9561.75 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 1831800.00 1788573.58 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 267660.32 249779.24 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 20600.00 17849.23 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1900.00 1423.10 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 74300.00 50429.93 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 6300.00 3967.24 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 3013400.00 2167726.51 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 700.00 492.06 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 134320.74 91120.61 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 1842900.00 1031838.91 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 134066.09 72519.93 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 3455000.00 2112169.79 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 154100.00 95725.63 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 3920200.00 2089636.02 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bond 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 200379.61 101248.48 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 295600.00 192919.16 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 53.11 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 118900.00 84363.79 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 83300.00 67408.70 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1566000.00 1066681.44 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 2380000.00 1830548.65 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 3841000.00 3336574.08 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 2000.00 1828.02 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 3905000.00 3349544.31 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 100000.00 92500.65 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 200.00 184.99 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 3052000.00 2617287.85 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 5220800.00 4580941.25 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1850000.00 1751887.78 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2400.00 2310.05 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 110100.00 102429.65 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 900.00 890.51 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0.00 0.00 713000.00 677214.53 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 9128205B9 2028-05-15 0.00 0.00 394000.00 365952.72 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821DF9 2029-11-15 0.00 0.00 60000.00 52123.92 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821DV4 2030-02-15 0.00 0.00 437000.00 375213.88 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821FP5 2030-11-15 0.00 0.00 500000.00 414692.50 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821GD1 2031-02-15 0.00 0.00 9300.00 7637.49 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 0.00 0.00 263000.00 205688.88 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0.00 0.00 100.00 74.56 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0.00 0.00 55000.00 44589.60 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821NP6 2033-11-15 0.00 0.00 170000.00 122152.48 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821PD1 2034-02-15 0.00 0.00 184000.00 130609.64 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821SB2 2035-05-15 0.00 0.00 326000.00 217290.41 U.S. Treasuries (including strips) U.S. Treasury Principal STRIPS 254900HROIFWPRGM1V77 912821UK9 2036-05-15 0.00 0.00 12700.00 8053.65 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 2185.30 2153.14 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1485081.18 1413941.77 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 1846097.00 1804816.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 100.00 93.97 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 12577441.40 12537625.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 623100.00 535610.11 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 161988.29 145480.98 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 2333881.43 2296334.67 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 118158.86 118199.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 1600.00 1534.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 3900.00 3926.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 631000.00 634421.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 3400.00 3273.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 1800.00 1794.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2900.00 2889.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 299900.00 302040.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 495000.00 500083.97 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 124826.52 124112.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 65000.00 64795.22 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 1774542.65 1751370.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 167800.00 164653.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1100.00 1061.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 8000.00 7844.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 114800.00 114762.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 300.00 297.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 4300.00 4263.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 3600.00 3555.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 2510000.00 2487473.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 3200.00 3181.44 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 107.00 85.35 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 6489.01 4811.44 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 3.07 2.22 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 69.00 47.41 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 134.00 80.66 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0.00 0.00 114.01 94.26 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0.00 0.00 5711.82 4500.37 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0.00 0.00 544.63 419.25 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 133.12 97.53 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 219.00 156.43 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 807.42 547.56 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 338.90 332.75 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 117.75 109.35 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 98.38 89.33 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 0.00 0.00 11050.04 7303.49 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 29.00 26.02 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0.00 0.00 2068.56 1813.82 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 754.39 646.00 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0.00 0.00 73.13 45.87 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0.00 0.00 595.33 348.11 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834A65 2051-11-15 0.00 0.00 3.12 0.80 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 690.30 397.71 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0.00 0.00 752.00 415.00 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 139.82 74.96 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 7.00 1.75 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 10.00 2.47 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 482.24 262.03 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834F94 2053-02-15 0.00 0.00 10.00 2.41 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834H84 2053-08-15 0.00 0.00 76575.00 18035.56 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0.00 0.00 201.07 100.01 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 281.00 137.63 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 288.44 139.08 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 197175.00 93334.76 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834K56 2054-02-15 0.00 0.00 390.50 89.45 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0.00 0.00 4208.02 1531.05 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 21.53 9.87 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 275.85 122.54 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 295.90 123.45 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 442000.00 181683.66 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0.00 0.00 90.00 35.86 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0.00 0.00 141.00 55.31 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0.00 0.00 504999.00 192091.52 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 166.90 62.58 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0.00 0.00 343336.49 121321.04 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0.00 0.00 101590.50 34925.70 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 208421.00 70529.67 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0.00 0.00 22.90 7.65 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0.00 0.00 9.48 3.13 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0.00 0.00 586.26 191.31 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0.00 0.00 4.77 1.54 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0.00 0.00 45.00 14.31 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 4.85 1.52 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0.00 0.00 9.00 2.74 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0.00 0.00 31600.00 9367.00 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 3051029.00 893673.85 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0.00 0.00 5582.77 1594.62 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 36.00 10.15 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 1.00 0.27 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 95251.39 24826.70 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 1.00 0.23 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0.00 0.00 30.00 6.73 U.S. Treasuries (including strips) U.S. Treasury Interest STRIPS 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0.00 0.00 2.57 0.56 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0300 72000000.00 72000000.00 0.0390 N Y Y N Tri-Party Repurchase Agreement with Barclays Capital, Inc. Tri-Party Repurchase Agreement with Barclays Capital, Inc. 3.660000% 977HDM000 AC28XWWI3WIBK2824319 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 144668800.00 138734165.04 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 136000000.00 136000000.00 0.0737 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313384GB9 2549001DPIFGXC1TOL40 US313384GB95 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0387 1565748.96 1565748.96 0.0008 N N N N John Hancock Collateral Trust 2026-09-04 /s/Salvatore Schiavone Salvatore Schiavone Treasurer