N-MFP3 0001454889 XXXXXXXX 2026-08-31 Schwab Strategic Trust 0001454889 549300NAZEQOIX80E226 Schwab Government Money Market ETF 254900HD86CLQTO0OR15 S000092777 1 N N 333-160595 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. State Street Bank and Trust Company 0000839287 085-05003 N N N Government N N 38 94 501933228.16 680230259.99 0.5795 0.7853 2026-08-03 485010776.38 677811692.71 0.5587 0.7808 2026-08-04 500499002.76 673277280.92 0.5796 0.7796 2026-08-05 437136581.11 678935567.74 0.4971 0.7720 2026-08-06 488842237.12 669658986.79 0.5618 0.7695 2026-08-07 477435077.42 671741454.47 0.5465 0.7689 2026-08-10 487993519.89 675293366.97 0.5563 0.7698 2026-08-11 516120464.54 684397351.26 0.5823 0.7722 2026-08-12 429518408.24 665415559.36 0.4952 0.7672 2026-08-13 513180257.26 688093184.71 0.5752 0.7713 2026-08-14 505186737.95 702898855.20 0.5570 0.7750 2026-08-17 511474956.78 701989406.97 0.5635 0.7734 2026-08-18 521622811.52 710940119.54 0.5694 0.7760 2026-08-19 443669943.81 706008084.04 0.4837 0.7697 2026-08-20 507217953.11 705572791.75 0.5516 0.7673 2026-08-21 485153888.84 707504423.50 0.5265 0.7677 2026-08-24 500570373.45 700389696.50 0.5313 0.7433 2026-08-25 471705025.48 668501965.77 0.5181 0.7343 2026-08-26 397020476.34 666842110.14 0.4357 0.7318 2026-08-27 460803805.09 659937882.38 0.5073 0.7265 2026-08-28 438550334.46 661446698.04 0.4829 0.7284 2026-08-31 0.39 906461067.39 0.00 1519064.99 5126814.40 902853318.37 8960000.0000 N 0.0000 0.0374 2026-08-03 0.0374 2026-08-04 0.0374 2026-08-05 0.0374 2026-08-06 0.0373 2026-08-07 0.0373 2026-08-10 0.0372 2026-08-11 0.0371 2026-08-12 0.0370 2026-08-13 0.0370 2026-08-14 0.0370 2026-08-17 0.0370 2026-08-18 0.0370 2026-08-19 0.0370 2026-08-20 0.0371 2026-08-21 0.0371 2026-08-24 0.0371 2026-08-25 0.0372 2026-08-26 0.0372 2026-08-27 0.0373 2026-08-28 0.0373 2026-08-31 100.4994 2026-08-03 100.5105 2026-08-04 100.5210 2026-08-05 100.5295 2026-08-06 100.5602 2026-08-07 100.5690 2026-08-10 100.5789 2026-08-11 100.5900 2026-08-12 100.6010 2026-08-13 100.6284 2026-08-14 100.6384 2026-08-17 100.6483 2026-08-18 100.6579 2026-08-19 100.6671 2026-08-20 100.6941 2026-08-21 100.7044 2026-08-24 100.7153 2026-08-25 100.7244 2026-08-26 100.7335 2026-08-27 100.7542 2026-08-28 100.7649 2026-08-31 N N Single Class C000260816 1000000.00 902853318.37 8960000.0000 100.4994 2026-08-03 100.5105 2026-08-04 100.5210 2026-08-05 100.5295 2026-08-06 100.5602 2026-08-07 100.5690 2026-08-10 100.5789 2026-08-11 100.5900 2026-08-12 100.6010 2026-08-13 100.6284 2026-08-14 100.6384 2026-08-17 100.6483 2026-08-18 100.6579 2026-08-19 100.6671 2026-08-20 100.6941 2026-08-21 100.7044 2026-08-24 100.7153 2026-08-25 100.7244 2026-08-26 100.7335 2026-08-27 100.7542 2026-08-28 100.7649 2026-08-31 9070187.13 4031194.28 2026-08-03 12059928.48 15074910.60 2026-08-04 0.00 8040842.40 2026-08-05 25130254.75 11057312.09 2026-08-06 4021181.04 2010590.52 2026-08-07 25140042.50 24134440.80 2026-08-10 7039829.65 0.00 2026-08-11 5028943.70 1005788.74 2026-08-12 0.00 14082602.10 2026-08-13 28168290.64 6036062.28 2026-08-14 44276479.72 27169658.01 2026-08-17 0.00 2012768.76 2026-08-18 0.00 2013341.78 2026-08-21 1006940.61 0.00 2026-08-24 1007044.33 0.00 2026-08-25 1007153.21 9064378.89 2026-08-26 3021730.98 0.00 2026-08-27 1007334.69 0.00 2026-08-28 1007542.02 0.00 2026-08-31 167992883.45 125733891.25 0.0346 2026-08-03 0.0346 2026-08-04 0.0347 2026-08-05 0.0347 2026-08-06 0.0345 2026-08-07 0.0345 2026-08-10 0.0344 2026-08-11 0.0343 2026-08-12 0.0342 2026-08-13 0.0342 2026-08-14 0.0342 2026-08-17 0.0342 2026-08-18 0.0342 2026-08-19 0.0342 2026-08-20 0.0343 2026-08-21 0.0343 2026-08-24 0.0343 2026-08-25 0.0344 2026-08-26 0.0344 2026-08-27 0.0345 2026-08-28 0.0345 2026-08-31 N 0.00 Broker-dealer 1.00 0.00 N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.830000% 3130AKYH3 2549001DPIFGXC1TOL40 US3130AKYH38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-10 2027-02-10 2027-02-10 N N N 0.0396 98608.58 98608.58 0.0001 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.625000% 3130AXU63 2549001DPIFGXC1TOL40 US3130AXU635 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0382 2002938.22 2002938.22 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0382 1600198.99 1600198.99 0.0018 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 2026-09-01 2027-06-17 2027-06-17 N N N 0.0374 50009.25 50009.25 0.0001 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.715000% 3130B7FS8 2549001DPIFGXC1TOL40 US3130B7FS84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-11 2026-09-11 N N N 0.0371 500000.62 500000.62 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B7Q72 2549001DPIFGXC1TOL40 US3130B7Q725 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-15 2027-09-15 N N N 0.0374 200005.64 200005.64 0.0002 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.830000% 3130B7V43 2549001DPIFGXC1TOL40 US3130B7V436 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-21 2027-09-21 N N N 0.0360 400052.28 400052.28 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.625000% 3130B7V76 2549001DPIFGXC1TOL40 US3130B7V766 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0394 499728.90 499728.90 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.830000% 3130B84U3 2549001DPIFGXC1TOL40 US3130B84U33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-20 2027-10-20 N N N 0.0381 1800075.71 1800075.71 0.0020 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.690000% 3130B8J45 2549001DPIFGXC1TOL40 US3130B8J454 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-06 2026-11-06 N N N 0.0366 900072.92 900072.92 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0383 614728.44 614728.44 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.750000% 3130B8V82 2549001DPIFGXC1TOL40 US3130B8V822 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-08 2027-01-08 2027-01-08 N N N 0.0419 598871.16 598871.16 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.755000% 3130B93C2 2549001DPIFGXC1TOL40 US3130B93C26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-13 2028-01-13 N N N 0.0376 600014.62 600014.62 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.755000% 3130B96H8 2549001DPIFGXC1TOL40 US3130B96H85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-20 2028-01-20 N N N 0.0376 700018.61 700018.61 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0390 798781.57 798781.57 0.0009 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.765000% 3130B9F88 2549001DPIFGXC1TOL40 US3130B9F880 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N 0.0377 3000375.21 3000375.21 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.765000% 3130B9LD0 2549001DPIFGXC1TOL40 US3130B9LD08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-02 2028-03-02 N N N 0.0376 1300143.73 1300143.73 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B9UF5 2549001DPIFGXC1TOL40 US3130B9UF54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0421 897834.62 897834.62 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.730000% 3130B9UK4 2549001DPIFGXC1TOL40 US3130B9UK40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0382 1499953.46 1499953.46 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.830000% 3130B9UN8 2549001DPIFGXC1TOL40 US3130B9UN88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0442 896834.83 896834.83 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.760000% 3130B9W48 2549001DPIFGXC1TOL40 US3130B9W489 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-17 2028-03-17 N N N 0.0377 800113.10 800113.10 0.0009 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.765000% 3130BA3X3 2549001DPIFGXC1TOL40 US3130BA3X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-30 2028-03-30 N N N 0.0377 3600498.70 3600498.70 0.0040 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.765000% 3130BA7D3 2549001DPIFGXC1TOL40 US3130BA7D38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0377 5000231.65 5000231.65 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.920000% 3130BAHW0 2549001DPIFGXC1TOL40 US3130BAHW07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0423 1895619.68 1895619.68 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.930000% 3130BAJU2 2549001DPIFGXC1TOL40 US3130BAJU23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-28 2027-05-28 2027-05-28 N N N 0.0437 897065.23 897065.23 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BALQ8 2549001DPIFGXC1TOL40 US3130BALQ82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-01 2027-06-01 2027-06-01 N N N 0.0417 4993622.20 4993622.20 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0425 3493321.41 3493321.41 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BAQY6 2549001DPIFGXC1TOL40 US3130BAQY61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N 0.0420 1198034.95 1198034.95 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.765000% 3130BARS8 2549001DPIFGXC1TOL40 US3130BARS84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-18 2028-05-18 N N N 0.0377 900061.95 900061.95 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.045000% 3130BATL1 2549001DPIFGXC1TOL40 US3130BATL14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N 0.0443 498461.11 498461.11 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.887000% 3130BAUE5 2549001DPIFGXC1TOL40 US3130BAUE51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0410 1898060.75 1898060.75 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.770000% 3130BAVS3 2549001DPIFGXC1TOL40 US3130BAVS39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-24 2028-05-24 N N N 0.0378 600042.99 600042.99 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.750000% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-15 2028-06-15 N N N 0.0376 1200069.04 1200069.04 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.700000% 3130BBJ55 2549001DPIFGXC1TOL40 US3130BBJ558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-16 2027-02-16 N N N 0.0370 7000498.61 7000498.61 0.0078 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.795000% 3130BBL60 2549001DPIFGXC1TOL40 US3130BBL604 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-21 2028-07-21 N N N 0.0380 4000311.52 4000311.52 0.0044 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.800000% 3130BBLP8 2549001DPIFGXC1TOL40 US3130BBLP82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-20 2028-07-20 N N N 0.0381 1100088.19 1100088.19 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.770000% 3130BBSQ9 2549001DPIFGXC1TOL40 US3130BBSQ92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-11 2028-02-11 N N N 0.0378 1200052.06 1200052.06 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.800000% 3130BBWN1 2549001DPIFGXC1TOL40 US3130BBWN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N 0.0381 5000473.55 5000473.55 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.785000% 3130BBWZ4 2549001DPIFGXC1TOL40 US3130BBWZ46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-26 2028-05-26 N N N 0.0379 6000419.04 6000419.04 0.0066 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.805000% 3130BBYL3 2549001DPIFGXC1TOL40 US3130BBYL32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N 0.0381 2500242.85 2500242.85 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 313312BZ2 254900C5LP6DN9OP9V83 US313312BZ24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-17 2027-02-17 2027-02-17 N N N 0.0386 196354.44 196354.44 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 313312DT4 254900C5LP6DN9OP9V83 US313312DT46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0389 97709.22 97709.22 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 313312FL9 254900C5LP6DN9OP9V83 US313312FL91 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-11 2027-05-11 2027-05-11 N N N 0.0393 194483.19 194483.19 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 313313H92 254900C5LP6DN9OP9V83 US313313H928 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0370 897040.00 897040.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 313313V39 254900C5LP6DN9OP9V83 US313313V390 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0380 1480683.33 1480683.33 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384AP4 2549001DPIFGXC1TOL40 US313384AP46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0384 2365229.33 2365229.33 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-19 2027-01-19 2027-01-19 N N N 0.0384 1969959.16 1969959.16 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0386 884174.00 884174.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384BY4 2549001DPIFGXC1TOL40 US313384BY44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0386 3436578.04 3436578.04 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384BZ1 2549001DPIFGXC1TOL40 US313384BZ19 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-17 2027-02-17 2027-02-17 N N N 0.0386 5900451.04 5900451.04 0.0065 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0386 3729919.56 3729919.56 0.0041 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384CG2 2549001DPIFGXC1TOL40 US313384CG29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0386 529751.70 529751.70 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0389 2460638.06 2460638.06 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0389 979577.50 979577.50 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384CV9 2549001DPIFGXC1TOL40 US313384CV95 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0389 979469.44 979469.44 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384DD8 2549001DPIFGXC1TOL40 US313384DD88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-17 2027-03-17 2027-03-17 N N N 0.0389 1957210.00 1957210.00 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0360 1497748.13 1497748.13 0.0017 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 0.0360 1098018.35 1098018.35 0.0012 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0360 398999.17 398999.17 0.0004 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0360 2193394.50 2193394.50 0.0024 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0370 1495220.84 1495220.84 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0370 697697.78 697697.78 0.0008 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 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 0.0370 996094.44 996094.44 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385K62 2549001DPIFGXC1TOL40 US313385K623 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0370 796300.00 796300.00 0.0009 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0370 993833.33 993833.33 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385P26 2549001DPIFGXC1TOL40 US313385P267 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0376 962614.12 962614.12 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385T55 2549001DPIFGXC1TOL40 US313385T558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0380 1878340.00 1878340.00 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0380 493930.56 493930.56 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0374 1000090.95 1000090.95 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ERVU2 254900C5LP6DN9OP9V83 US3133ERVU22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0382 1599482.61 1599482.61 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ET5B9 254900C5LP6DN9OP9V83 US3133ET5B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0392 199706.11 199706.11 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ET6W2 254900C5LP6DN9OP9V83 US3133ET6W26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-12 2027-07-12 N N N 0.0371 400027.48 400027.48 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000% 3133ETA23 254900C5LP6DN9OP9V83 US3133ETA235 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-29 2027-09-29 N N N 0.0373 100093.95 100093.95 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETG92 254900C5LP6DN9OP9V83 US3133ETG927 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-15 2026-10-15 N N N 0.0367 4000057.88 4000057.88 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-09 2027-07-09 N N N 0.0372 50013.76 50013.76 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-12 2027-11-12 N N N 0.0375 400137.29 400137.29 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETU96 254900C5LP6DN9OP9V83 US3133ETU969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-12 2026-11-12 N N N 0.0366 300019.34 300019.34 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETUK1 254900C5LP6DN9OP9V83 US3133ETUK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-25 2027-08-25 N N N 0.0379 50004.21 50004.21 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETWY9 254900C5LP6DN9OP9V83 US3133ETWY90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-08 2026-09-08 N N N 0.0368 1749997.59 1749997.59 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-19 2027-11-19 N N N 0.0375 100034.80 100034.80 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ETY27 254900C5LP6DN9OP9V83 US3133ETY276 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-24 2027-05-24 N N N 0.0382 499795.18 499795.18 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETYK7 254900C5LP6DN9OP9V83 US3133ETYK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-19 2027-07-19 N N N 0.0371 1000680.03 1000680.03 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000% 3133ETZD2 254900C5LP6DN9OP9V83 US3133ETZD27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-23 2027-09-23 N N N 0.0373 300246.89 300246.89 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-21 2028-01-21 N N N 0.0374 4401101.19 4401101.19 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N 0.0374 3000737.94 3000737.94 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N 0.0374 800104.94 800104.94 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWKE9 254900C5LP6DN9OP9V83 US3133EWKE93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-28 2028-02-28 N N N 0.0373 1100253.55 1100253.55 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0379 4997178.70 4997178.70 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWNA4 254900C5LP6DN9OP9V83 US3133EWNA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-24 2028-04-24 N N N 0.0373 1100155.47 1100155.47 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWNU0 254900C5LP6DN9OP9V83 US3133EWNU09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-06 2027-05-06 N N N 0.0373 9000220.32 9000220.32 0.0100 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWNV8 254900C5LP6DN9OP9V83 US3133EWNV81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-07 2027-05-07 N N N 0.0369 1200060.77 1200060.77 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-08 2028-05-08 N N N 0.0375 1000111.56 1000111.56 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-13 2027-09-13 N N N 0.0372 500047.34 500047.34 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWPW4 254900C5LP6DN9OP9V83 US3133EWPW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-19 2027-05-19 N N N 0.0369 800019.98 800019.98 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000% 3133EWXT2 254900C5LP6DN9OP9V83 US3133EWXT26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0418 4497469.88 4497469.88 0.0050 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWZU7 254900C5LP6DN9OP9V83 US3133EWZU70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-28 2027-07-28 N N N 0.0372 2765244.09 2765244.09 0.0031 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 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 0.0387 599549.96 599549.96 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB3N9 S6XOOCT0IEG5ABCC6L87 US3134HB3N94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0404 1673331.05 1673331.05 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0372 400106.83 400106.83 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB6V8 S6XOOCT0IEG5ABCC6L87 US3134HB6V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0398 998734.79 998734.79 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.765000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0378 300005.50 300005.50 0.0003 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-22 2027-09-22 N N N 0.0369 300373.37 300373.37 0.0003 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-06 2027-10-06 N N N 0.0373 1301116.28 1301116.28 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.730000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-08 2027-01-08 N N N 0.0370 50008.15 50008.15 0.0001 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAE9 S6XOOCT0IEG5ABCC6L87 US3134HCAE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0372 999493.37 999493.37 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAN9 S6XOOCT0IEG5ABCC6L87 US3134HCAN94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0369 999594.33 999594.33 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCQB8 S6XOOCT0IEG5ABCC6L87 US3134HCQB82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0388 699037.91 699037.91 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCQY8 S6XOOCT0IEG5ABCC6L87 US3134HCQY85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0395 2495633.65 2495633.65 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCRH4 S6XOOCT0IEG5ABCC6L87 US3134HCRH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-22 2027-02-22 2027-02-22 N N N 0.0389 799103.78 799103.78 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCTN9 S6XOOCT0IEG5ABCC6L87 US3134HCTN93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0386 799012.76 799012.76 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCTQ2 S6XOOCT0IEG5ABCC6L87 US3134HCTQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0405 798504.74 798504.74 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.660000% 3134HCTV1 S6XOOCT0IEG5ABCC6L87 US3134HCTV10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0386 799043.60 799043.60 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCUU1 S6XOOCT0IEG5ABCC6L87 US3134HCUU18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0430 1395246.83 1395246.83 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCVJ5 S6XOOCT0IEG5ABCC6L87 US3134HCVJ53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0402 698524.41 698524.41 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.685000% 3134HCVQ9 S6XOOCT0IEG5ABCC6L87 US3134HCVQ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0417 897532.20 897532.20 0.0010 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000% 3134HCWL9 S6XOOCT0IEG5ABCC6L87 US3134HCWL90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-29 2027-03-29 2027-03-29 N N N 0.0404 1397382.07 1397382.07 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 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 0.0402 1198109.08 1198109.08 0.0013 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000% 3134HCXQ7 S6XOOCT0IEG5ABCC6L87 US3134HCXQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0400 1498028.58 1498028.58 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.070000% 3134HCZ28 S6XOOCT0IEG5ABCC6L87 US3134HCZ288 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0421 998869.59 998869.59 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 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 0.0421 998880.38 998880.38 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 313589P64 B1V7KEBTPIMZEU4LTD58 US313589P645 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-16 2026-11-16 2026-11-16 N N N 0.0376 24799211.75 24799211.75 0.0275 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-07 2028-01-07 N N N 0.0375 299974.53 299974.53 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-02 2028-02-02 N N N 0.0375 2000127.80 2000127.80 0.0022 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.735000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0376 4499147.70 4499147.70 0.0050 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000% 3136GCDP7 B1V7KEBTPIMZEU4LTD58 US3136GCDP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0393 698839.66 698839.66 0.0008 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000% 3136GCFZ3 B1V7KEBTPIMZEU4LTD58 US3136GCFZ37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N 0.0378 799166.40 799166.40 0.0009 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000% 3136GCJM8 B1V7KEBTPIMZEU4LTD58 US3136GCJM87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0424 797875.63 797875.63 0.0009 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.950000% 3136GD2N2 B1V7KEBTPIMZEU4LTD58 US3136GD2N23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N 0.0422 1097907.33 1097907.33 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.000000% 3136GD3A9 B1V7KEBTPIMZEU4LTD58 US3136GD3A92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N 0.0423 1996770.42 1996770.42 0.0022 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.900000% 3136GD5Q2 B1V7KEBTPIMZEU4LTD58 US3136GD5Q27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0415 1896549.52 1896549.52 0.0021 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000% 3136GDE90 B1V7KEBTPIMZEU4LTD58 US3136GDE908 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0419 1897858.24 1897858.24 0.0021 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.090000% 3136GDH30 B1V7KEBTPIMZEU4LTD58 US3136GDH307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-14 2027-07-14 2027-07-14 N N N 0.0417 1199085.59 1199085.59 0.0013 N N N N UNITED STATES TREASURY UNITED STATES TREASURY 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0390 1383171.06 1383171.06 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 988206.94 988206.94 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 3949560.52 3949560.52 0.0044 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.250000% 912828V98 254900HROIFWPRGM1V77 US912828V988 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0396 893124.63 893124.63 0.0010 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N 0.0412 5335029.47 5335029.47 0.0059 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0384 397821.72 397821.72 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.500000% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0394 791843.76 791843.76 0.0009 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.625000% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 98076.86 98076.86 0.0001 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 97679.59 97679.59 0.0001 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.500000% 91282CAH4 254900HROIFWPRGM1V77 US91282CAH43 U.S. Treasury Debt Y 2027-08-31 2027-08-31 2027-08-31 N N N 0.0421 1108780.02 1108780.02 0.0012 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 2893429.71 2893429.71 0.0032 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0385 297392.58 297392.58 0.0003 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0398 989738.69 989738.69 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0398 2082076.17 2082076.17 0.0023 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0410 396503.55 396503.55 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0412 593447.97 593447.97 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.250000% 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0416 496295.01 496295.01 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CFB2 254900HROIFWPRGM1V77 US91282CFB28 U.S. Treasury Debt Y 2027-07-31 2027-07-31 2027-07-31 N N N 0.0422 473749.65 473749.65 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0387 100031.25 100031.25 0.0001 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0389 700962.19 700962.19 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0398 2399639.25 2399639.25 0.0027 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0395 200316.41 200316.41 0.0002 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0404 501359.75 501359.75 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N 0.0412 401035.40 401035.40 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0414 301095.37 301095.37 0.0003 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0417 4707815.49 4707815.49 0.0052 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CLG4 254900HROIFWPRGM1V77 US91282CLG41 U.S. Treasury Debt Y 2027-08-15 2027-08-15 2027-08-15 N N N 0.0422 756670.90 756670.90 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 199945.32 199945.32 0.0002 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0387 500165.07 500165.07 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.955600% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N 0.0379 2900605.15 2900605.15 0.0032 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0388 1101031.25 1101031.25 0.0012 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0391 700792.97 700792.97 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0399 3301869.17 3301869.17 0.0037 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.848600% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0375 1500487.26 1500487.26 0.0017 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0400 13908649.01 13908649.01 0.0154 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 1698671.88 1698671.88 0.0019 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.910600% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0375 275261.14 275261.14 0.0003 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0409 2294848.13 2294848.13 0.0025 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0412 1397385.66 1397385.66 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0416 1026574.51 1026574.51 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.909600% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-09-01 2027-07-31 2027-07-31 N N N 0.0374 2703919.25 2703919.25 0.0030 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.940600% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-09-01 2027-10-31 2027-10-31 N N N 0.0376 6212181.52 6212181.52 0.0069 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.849600% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-09-01 2028-01-31 2028-01-31 N N N 0.0377 1301254.63 1301254.63 0.0014 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.853600% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-09-01 2028-04-30 2028-04-30 N N N 0.0380 1301080.81 1301080.81 0.0014 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.840000% ARP1JYQV1 FOR8UP27PHTHYVLBNG30 0000769993 ARP1JYQV1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2025-030 AT 549300M8ZYFG0OCMTT87 38385C7A0 2055-02-20 5.500000 0.00 6564300.00 4609531.53 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSD1302 S6XOOCT0IEG5ABCC6L87 3132DNNT6 2052-07-01 5.000000 0.00 600000.00 360530.21 Agency Mortgage-Backed Securities GNII SF 515980 C 549300M8ZYFG0OCMTT87 36211LFV9 2041-11-20 4.000000 0.00 2545964.00 113070.70 Agency Mortgage-Backed Securities GNMI SF 663800 X 549300M8ZYFG0OCMTT87 36294YNR1 2037-01-15 5.500000 0.00 6007072.00 40232.73 Agency Mortgage-Backed Securities GNII SF AA0518 C 549300M8ZYFG0OCMTT87 36177WSF8 2042-06-20 3.740000 0.00 178950.00 21387.60 Agency Mortgage-Backed Securities Y 2026-10-14 2026-10-14 2026-10-14 N N N 0.0384 5000000.00 5000000.00 0.0055 N N N Y GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.840000% ARP1K36O5 FOR8UP27PHTHYVLBNG30 0000769993 ARP1K36O5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2010-170 B 549300M8ZYFG0OCMTT87 38377NRP1 2040-12-20 4.000000 0.00 1069000.00 151980.92 Agency Collateralized Mortgage Obligation GNRM 2022-010 UH 549300M8ZYFG0OCMTT87 38383GAV3 2051-12-20 2.500000 0.00 400000.00 203264.15 Agency Collateralized Mortgage Obligation GNRM 2022-174 AG 549300M8ZYFG0OCMTT87 38383U2A7 2044-07-20 3.000000 0.00 165000.00 75592.79 Agency Collateralized Mortgage Obligation FEPC 04.000 CLQE9001 S6XOOCT0IEG5ABCC6L87 3133BKAA7 2052-08-01 4.000000 0.00 24000.00 16408.45 Agency Mortgage-Backed Securities GNMI SF AV1853 X 549300M8ZYFG0OCMTT87 36195CBW1 2047-12-15 3.500000 0.00 267096.00 49075.33 Agency Mortgage-Backed Securities GNMI SF 747948 X 549300M8ZYFG0OCMTT87 3620C35H1 2041-01-15 4.000000 0.00 1915864.00 109123.21 Agency Mortgage-Backed Securities GNII SP 784899 C 549300M8ZYFG0OCMTT87 3622AAKL7 2048-02-20 4.000000 0.00 108972.00 13860.06 Agency Mortgage-Backed Securities GNII SF DM4767 C 549300M8ZYFG0OCMTT87 3618LUJL1 2055-12-20 6.000000 0.00 397308.00 411154.90 Agency Mortgage-Backed Securities GNII SF DH0486 C 549300M8ZYFG0OCMTT87 3618K8RF5 2055-03-20 6.500000 0.00 1029216.00 701325.77 Agency Mortgage-Backed Securities GNII SF DR3866 C 549300M8ZYFG0OCMTT87 3618VCJK2 2056-04-20 6.500000 0.00 2788032.00 2915068.30 Agency Mortgage-Backed Securities FNMS 05.000 CLAL7524 B1V7KEBTPIMZEU4LTD58 3138EQLE0 2041-07-01 5.000000 0.00 177656.00 14179.77 Agency Mortgage-Backed Securities GNMI SF AO3861 X 549300M8ZYFG0OCMTT87 3617A4JE9 2045-08-15 4.000000 0.00 525311.00 58648.57 Agency Mortgage-Backed Securities GNII SF BF4937 C 549300M8ZYFG0OCMTT87 3617GBPW0 2048-06-20 5.000000 0.00 1444970.00 384500.74 Agency Mortgage-Backed Securities Y 2026-10-21 2026-10-21 2026-10-21 N N N 0.0384 5000000.00 5000000.00 0.0055 N N N Y GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.870000% ARP1K4V80 FOR8UP27PHTHYVLBNG30 0000769993 ARP1K4V80 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMI SF 605616 X 549300M8ZYFG0OCMTT87 36200NYM7 2035-04-15 5.500000 0.00 7994329.00 99399.61 Agency Mortgage-Backed Securities GNMI SF 736661 X 549300M8ZYFG0OCMTT87 3620AQMJ9 2040-04-15 4.000000 0.00 11999976.00 503442.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6483 B1V7KEBTPIMZEU4LTD58 3140XNFZ2 2047-02-01 3.000000 0.00 2225728.00 1522704.51 Agency Mortgage-Backed Securities GNII SF DP2725 C 549300M8ZYFG0OCMTT87 3618MHA20 2056-06-20 6.000000 0.00 638081.00 660646.93 Agency Mortgage-Backed Securities GNII SF DQ7407 C 549300M8ZYFG0OCMTT87 3618N1GQ5 2056-03-20 6.000000 0.00 401294.00 413868.79 Agency Mortgage-Backed Securities GNII SF MB1143 M 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.500000 0.00 1111552.00 1101720.93 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5615 B1V7KEBTPIMZEU4LTD58 31418FGZ4 2055-02-01 6.000000 0.00 1075000.00 648346.11 Agency Mortgage-Backed Securities GNII SF 778388 C 549300M8ZYFG0OCMTT87 36176WRH6 2042-09-20 3.310000 0.00 410000.00 114356.84 Agency Mortgage-Backed Securities GNII SF MA9104 M 549300M8ZYFG0OCMTT87 36179YDH4 2053-07-20 4.500000 0.00 45588.00 35514.10 Agency Mortgage-Backed Securities Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0387 5000000.00 5000000.00 0.0055 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.770000% ARP1L1GW9 ZBUT11V806EZRVTWT807 0000782124 ARP1L1GW9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac 2549001DPIFGXC1TOL40 3137GCM75 2055-09-25 5.250000 0.00 5165539.00 5150001.06 Agency Collateralized Mortgage Obligation Y 2026-09-01 2026-12-04 2027-02-23 Y JP MORGAN SECURITIES LLC 1.0000 95 N N N 0.0377 5000000.00 5000000.00 0.0055 N N N Y SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.650000% ARP1LAB53 6PJDTY319315T5LR2241 ARP1LAB53 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 300.00 329.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 100.00 97.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 400.00 400.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 700.00 729.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 2200.00 2200.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 800.00 798.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 1024400.00 1014907.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 100.00 79.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 200.00 179.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 200.00 180.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 100.00 134.67 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0365 1000000.00 1000000.00 0.0011 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.660000% ARP1LAD51 VYVVCKR63DVZZN70PB21 0001224385 ARP1LAD51 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 06.000 CLFS5517 B1V7KEBTPIMZEU4LTD58 3140XMDX1 2053-07-01 6.000000 0.00 250000.00 152179.92 Agency Mortgage-Backed Securities FNMS 03.500 CT890827 B1V7KEBTPIMZEU4LTD58 31410LVU3 2037-12-01 3.500000 0.00 399998.00 96584.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3032 B1V7KEBTPIMZEU4LTD58 3140W3LN7 2052-02-01 3.500000 0.00 16061024.00 13003747.30 Agency Mortgage-Backed Securities FNMS 04.000 CIDF9576 B1V7KEBTPIMZEU4LTD58 3140U1UA1 2041-01-01 4.000000 0.00 304333.00 267488.19 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 13000000.00 13000000.00 0.0144 N Y Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.660000% ARP1LADA0 KB1H1DSPRFMYMCUFXT09 0000740906 ARP1LADA0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 10356400.00 10200041.45 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 10000000.00 10000000.00 0.0111 N Y Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.660000% ARP1LAEF8 549300H47WTHXPU08X20 ARP1LAEF8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 22338000.00 22440073.98 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 22000000.00 22000000.00 0.0244 N Y Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.660000% ARP1LBJB0 549300H47WTHXPU08X20 ARP1LBJB0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 30460900.00 30600091.74 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 30000000.00 30000000.00 0.0332 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.650000% ARP1LBL35 1VUV7VQFKUOQSJ21A208 0001330437 ARP1LBL35 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 200.00 200.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 101900.00 104087.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 13942500.00 16990477.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 64900.00 68172.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 6113000.00 4263373.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1921800.00 1762888.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 10325100.00 12510817.12 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0365 35000000.00 35000000.00 0.0388 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.700000% ARP1LC3U3 549300H47WTHXPU08X20 ARP1LC3U3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 77400.00 76267.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 5135400.00 5093158.10 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0370 5000000.00 5000000.00 0.0055 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.650000% ARP1LCZK0 1VUV7VQFKUOQSJ21A208 0001330437 ARP1LCZK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 11716900.00 14278337.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 5708200.00 4026429.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 600.00 538.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 60300.00 54707.19 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 18000000.00 18000000.00 0.0199 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.660000% ARP1LD2X6 VYVVCKR63DVZZN70PB21 0001224385 ARP1LD2X6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 07.000 CZ257147 B1V7KEBTPIMZEU4LTD58 31371NTC9 2048-02-01 7.000000 0.00 528404.00 6578.11 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5917 B1V7KEBTPIMZEU4LTD58 3140W6SF0 2056-05-01 4.500000 0.00 4842649.00 4543783.14 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2893 B1V7KEBTPIMZEU4LTD58 3140X6GB1 2044-07-01 4.000000 0.00 23000.00 6389.86 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4502 B1V7KEBTPIMZEU4LTD58 3140X8AC1 2050-10-01 2.000000 0.00 545000.00 235014.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8781 B1V7KEBTPIMZEU4LTD58 3140XCXK9 2051-07-01 2.500000 0.00 61862.00 32993.59 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0034 B1V7KEBTPIMZEU4LTD58 3140XFBC4 2051-12-01 3.000000 0.00 100000.00 55272.88 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2694 B1V7KEBTPIMZEU4LTD58 3140XH7G6 2052-08-01 4.500000 0.00 232500.00 148239.03 Agency Mortgage-Backed Securities FNMS 06.000 CICC1121 B1V7KEBTPIMZEU4LTD58 3140Y7G77 2040-09-01 6.000000 0.00 1355942.00 822015.45 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3561 B1V7KEBTPIMZEU4LTD58 31418C5X8 2039-01-01 4.000000 0.00 5075960.00 446866.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4684 B1V7KEBTPIMZEU4LTD58 3140U8F21 2056-05-01 5.000000 0.00 1741677.00 1688699.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDH8960 B1V7KEBTPIMZEU4LTD58 3140UQ5W6 2056-08-01 5.500000 0.00 1662940.00 1666000.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0966 B1V7KEBTPIMZEU4LTD58 3140UUCC3 2056-08-01 5.500000 0.00 5560686.00 5547186.33 Agency Mortgage-Backed Securities FNMS 04.500 CLDI3663 B1V7KEBTPIMZEU4LTD58 3140UXB95 2056-08-01 4.500000 0.00 5624933.00 5332363.36 Agency Mortgage-Backed Securities FNMS 02.500 CIFA0422 B1V7KEBTPIMZEU4LTD58 3140W0PG4 2038-02-01 2.500000 0.00 8792735.00 6575788.49 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5165 B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.500000 0.00 2000000.00 1330101.26 Agency Mortgage-Backed Securities FNMS 03.000 CLAO2970 B1V7KEBTPIMZEU4LTD58 3138LTJQ2 2042-05-01 3.000000 0.00 1100000.00 106094.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDC7449 B1V7KEBTPIMZEU4LTD58 3140AVH38 2054-11-01 5.000000 0.00 3800576.00 3234692.69 Agency Mortgage-Backed Securities FNMS 04.500 CIDF7925 B1V7KEBTPIMZEU4LTD58 3140BYYX6 2041-04-01 4.500000 0.00 3081376.00 2865340.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2245 B1V7KEBTPIMZEU4LTD58 3140JWP79 2049-10-01 3.500000 0.00 14265406.00 5123235.81 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7745 B1V7KEBTPIMZEU4LTD58 3140L6TB0 2051-04-01 2.000000 0.00 100000.00 47360.30 Agency Mortgage-Backed Securities FNMS 05.500 CIBV6131 B1V7KEBTPIMZEU4LTD58 3140MKY55 2040-08-01 5.500000 0.00 154678.00 84570.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6178 B1V7KEBTPIMZEU4LTD58 3140NN2L8 2053-08-01 6.000000 0.00 9033713.00 3768174.27 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9104 B1V7KEBTPIMZEU4LTD58 3140U1DJ1 2056-01-01 5.000000 0.00 3133468.00 3037992.51 Agency Mortgage-Backed Securities FNMS 04.000 CIDF9576 B1V7KEBTPIMZEU4LTD58 3140U1UA1 2041-01-01 4.000000 0.00 108365.00 95245.53 Agency Mortgage-Backed Securities Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0366 45000000.00 45000000.00 0.0498 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.660000% ARP1LD3T4 549300H47WTHXPU08X20 ARP1LD3T4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 10153700.00 10200097.55 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0366 10000000.00 10000000.00 0.0111 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.850000% ARP1LEF85 FOR8UP27PHTHYVLBNG30 0000769993 ARP1LEF85 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2023-053 TF 549300M8ZYFG0OCMTT87 38383XH64 2053-04-20 4.488800 0.00 27122344.00 12360000.14 Agency Collateralized Mortgage Obligation Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 12000000.00 12000000.00 0.0133 N N N Y FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.680000% ARP1LF2M5 549300H47WTHXPU08X20 ARP1LF2M5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FEPC 06.000 CLRA9995 S6XOOCT0IEG5ABCC6L87 3133KSC83 2053-10-01 6.000000 0.00 20974667.00 14387080.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ7194 S6XOOCT0IEG5ABCC6L87 3142GX7G6 2056-08-01 6.000000 0.00 1035165.00 1062919.84 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 15000000.00 15000000.00 0.0166 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.680000% ARP1LF351 549300H47WTHXPU08X20 ARP1LF351 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FEPC 05.000 CLQG4797 S6XOOCT0IEG5ABCC6L87 3133C5KJ9 2053-06-01 5.000000 0.00 1409917.00 1042799.99 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6621 S6XOOCT0IEG5ABCC6L87 3142GXLB1 2056-05-01 5.000000 0.00 13761524.00 13377200.65 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 14000000.00 14000000.00 0.0155 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.660000% ARP1LF518 MBNUM2BPBDO7JBLYG310 0000315030 ARP1LF518 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 1844100.00 3060037.46 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 3000000.00 3000000.00 0.0033 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.680000% ARP1LF526 1VUV7VQFKUOQSJ21A208 0001330437 ARP1LF526 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac 2549001DPIFGXC1TOL40 3137HMNH9 2055-05-25 5.243200 0.00 9711.00 6145.11 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HP5X7 2055-12-25 4.843200 0.00 1255.00 1063.34 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HPE66 2055-12-25 4.843200 0.00 1022.00 958.81 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQUZ2 2056-04-25 4.693200 0.00 1000.00 871.38 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HRAL3 2056-04-25 4.693200 0.00 3674.00 3207.86 Agency Collateralized Mortgage Obligation GNRA 2021-221 FA 549300M8ZYFG0OCMTT87 38383FRT2 2051-12-20 3.500000 0.00 1000.00 673.57 Agency Collateralized Mortgage Obligation GNRA 2023-060 FA 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 4.538800 0.00 1000.00 426.28 Agency Collateralized Mortgage Obligation GNRA 2024-113 FG 549300M8ZYFG0OCMTT87 38384QQZ4 2054-07-20 4.938800 0.00 2009.00 753.83 Agency Collateralized Mortgage Obligation GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.688800 0.00 251354.00 187461.12 Agency Collateralized Mortgage Obligation GNRA 2025-060 KF 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.688800 0.00 3860000.00 3124220.19 Agency Collateralized Mortgage Obligation GNRA 2025-061 FE 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.688800 0.00 1000.00 750.36 Agency Collateralized Mortgage Obligation GNRA 2026-063 KF 549300M8ZYFG0OCMTT87 38385RXB6 2056-04-20 4.808800 0.00 3304.00 2959.50 Agency Collateralized Mortgage Obligation GNRA 2026-122 FL 549300M8ZYFG0OCMTT87 38385TV65 2056-07-20 4.638800 0.00 8871.00 8851.52 Agency Collateralized Mortgage Obligation GNRA 2026-138 FA 549300M8ZYFG0OCMTT87 38385WNB6 2056-08-20 4.617700 0.00 2400.00 2401.94 Agency Collateralized Mortgage Obligation MNRA CL0042A2 R22M00 B1V7KEBTPIMZEU4LTD58 3136BLQ45 2030-12-25 1.248000 0.00 1675.00 1442.75 Agency Collateralized Mortgage Obligation FEPC 03.500 CLRA2134 S6XOOCT0IEG5ABCC6L87 3133KHLP9 2050-02-01 3.500000 0.00 1024.00 246.05 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8290 S6XOOCT0IEG5ABCC6L87 3133KQF76 2052-12-01 4.500000 0.00 1043.00 704.69 Agency Mortgage-Backed Securities GNII SF DS6826 C 549300M8ZYFG0OCMTT87 3618VTSP4 2056-06-20 6.000000 0.00 1000.00 1017.45 Agency Mortgage-Backed Securities GNII SF DT1595 C 549300M8ZYFG0OCMTT87 3618W0XY1 2056-07-20 6.500000 0.00 1000.00 1056.77 Agency Mortgage-Backed Securities GNII SF DT3373 C 549300M8ZYFG0OCMTT87 3618W2XA9 2056-07-20 6.000000 0.00 1000.00 1028.97 Agency Mortgage-Backed Securities GNII SF DT6379 C 549300M8ZYFG0OCMTT87 3618W6CQ8 2056-07-20 6.000000 0.00 1000.00 1039.53 Agency Mortgage-Backed Securities GNII SP 788377 C 549300M8ZYFG0OCMTT87 3622AEFS0 2055-12-20 6.500000 0.00 7695.00 6699.58 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0446 B1V7KEBTPIMZEU4LTD58 3140Y6P87 2055-05-01 6.500000 0.00 1000.00 779.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1051 B1V7KEBTPIMZEU4LTD58 3140Y7EZ7 2055-09-01 6.500000 0.00 1000.00 944.08 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1834 B1V7KEBTPIMZEU4LTD58 3140Y8BC9 2056-01-01 5.000000 0.00 1000.00 932.91 Agency Mortgage-Backed Securities GNII SF DJ4236 C 549300M8ZYFG0OCMTT87 3618KQV52 2055-05-20 7.000000 0.00 1000.00 1036.05 Agency Mortgage-Backed Securities GNII SF DL7326 C 549300M8ZYFG0OCMTT87 3618LKD70 2055-08-20 7.500000 0.00 507360.00 548656.73 Agency Mortgage-Backed Securities GNII SF DM0811 C 549300M8ZYFG0OCMTT87 3618LP3U9 2055-09-20 7.500000 0.00 1000.00 965.49 Agency Mortgage-Backed Securities GNII SF DN5621 C 549300M8ZYFG0OCMTT87 3618M8G65 2055-10-20 7.000000 0.00 1000.00 1048.88 Agency Mortgage-Backed Securities GNII SF DP9560 C 549300M8ZYFG0OCMTT87 3618MQTR5 2056-04-20 6.500000 0.00 1000.00 1041.65 Agency Mortgage-Backed Securities GNII SF DQ2271 C 549300M8ZYFG0OCMTT87 3618MUQY4 2056-03-20 5.500000 0.00 1000.00 1021.85 Agency Mortgage-Backed Securities GNII SF MB0812 M 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 1000.00 922.43 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1000.00 955.47 Agency Mortgage-Backed Securities GNII SF MB0146 M 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 1000.00 841.97 Agency Mortgage-Backed Securities GNII SF MB0148 M 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 1000.00 493.58 Agency Mortgage-Backed Securities GNII SF MB0623 M 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1000.00 870.21 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 1024.00 933.88 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 10611.00 10169.26 Agency Mortgage-Backed Securities GNII SF MB0937 M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 2026.00 1988.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFA0596 B1V7KEBTPIMZEU4LTD58 3140W0UW3 2049-07-01 2.500000 0.00 1023.00 773.16 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 B1V7KEBTPIMZEU4LTD58 31418FCG0 2054-09-01 5.500000 0.00 1024.00 722.67 Agency Mortgage-Backed Securities GNII SF CZ0148 C 549300M8ZYFG0OCMTT87 3618GBEV2 2053-11-20 7.000000 0.00 1000.00 889.48 Agency Mortgage-Backed Securities GNII SF DD7532 C 549300M8ZYFG0OCMTT87 3618J1LM3 2054-09-20 7.000000 0.00 1000.00 896.01 Agency Mortgage-Backed Securities GNII SF DF7613 C 549300M8ZYFG0OCMTT87 3618JRN69 2055-03-20 7.000000 0.00 1000.00 1063.71 Agency Mortgage-Backed Securities GNII SF MB1070 M 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 28878.00 27860.06 Agency Mortgage-Backed Securities GNII SF MB1143 M 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.500000 0.00 1024.00 1014.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9931 B1V7KEBTPIMZEU4LTD58 3140HCA97 2048-04-01 4.000000 0.00 1000.00 252.63 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3625 B1V7KEBTPIMZEU4LTD58 3140HVA38 2034-09-01 2.890000 0.00 1000.00 879.52 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS8952 B1V7KEBTPIMZEU4LTD58 3140LK5N9 2031-05-01 5.170000 0.00 1000.00 1016.78 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8828 B1V7KEBTPIMZEU4LTD58 3140QUY26 2054-07-01 5.000000 0.00 1000.00 875.25 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2332 S6XOOCT0IEG5ABCC6L87 31426YSW7 2055-09-01 6.000000 0.00 1008.00 850.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4138 S6XOOCT0IEG5ABCC6L87 31427RS43 2056-02-01 5.000000 0.00 1000.00 937.12 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4181 S6XOOCT0IEG5ABCC6L87 3142GUUF8 2055-05-01 6.500000 0.00 1000.00 778.19 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ7059 S6XOOCT0IEG5ABCC6L87 3142GXZZ3 2056-07-01 6.000000 0.00 2000.00 2002.86 Agency Mortgage-Backed Securities FEPC 04.500 CLTB5108 S6XOOCT0IEG5ABCC6L87 3142K6VA6 2056-05-01 4.500000 0.00 1007.00 925.31 Agency Mortgage-Backed Securities GNII SF MA5398 M 549300M8ZYFG0OCMTT87 36179T7K5 2048-08-20 4.000000 0.00 1016.00 84.93 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 623.79 Agency Mortgage-Backed Securities GNII SF MA7255 M 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.500000 0.00 1000.00 436.21 Agency Mortgage-Backed Securities GNII SF MA7706 M 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3.000000 0.00 1000.00 548.86 Agency Mortgage-Backed Securities GNII SF MA9012 M 549300M8ZYFG0OCMTT87 36179YAM6 2053-05-20 3.000000 0.00 18395.00 11438.91 Agency Mortgage-Backed Securities GNII SF BU3535 C 549300M8ZYFG0OCMTT87 3617N44U5 2050-07-20 3.000000 0.00 1001.00 342.82 Agency Mortgage-Backed Securities GNII SF CM6534 C 549300M8ZYFG0OCMTT87 3617YSHK8 2056-07-20 6.500000 0.00 1000.00 1045.28 Agency Mortgage-Backed Securities GNII SF CU0333 C 549300M8ZYFG0OCMTT87 3618BHLN4 2053-09-20 7.000000 0.00 1000.00 1040.34 Agency Mortgage-Backed Securities GNII SF CU0334 C 549300M8ZYFG0OCMTT87 3618BHLP9 2053-09-20 7.000000 0.00 1000.00 546.54 Agency Mortgage-Backed Securities GNII SF CV2642 C 549300M8ZYFG0OCMTT87 3618BX5B3 2056-05-20 7.000000 0.00 1000.00 1077.74 Agency Mortgage-Backed Securities GNII SF CV2676 C 549300M8ZYFG0OCMTT87 3618BX6M8 2055-11-20 7.500000 0.00 1000.00 1082.25 Agency Mortgage-Backed Securities GNII SF CV2228 C 549300M8ZYFG0OCMTT87 3618BXPM7 2053-06-20 6.500000 0.00 2000.00 1543.66 Agency Mortgage-Backed Securities GNII SF CV7433 C 549300M8ZYFG0OCMTT87 3618F4HJ3 2053-07-20 6.500000 0.00 1000.00 337.56 Agency Mortgage-Backed Securities GNII SF CV9349 C 549300M8ZYFG0OCMTT87 3618F6L61 2053-07-20 6.500000 0.00 1000.00 821.22 Agency Mortgage-Backed Securities GNII SF CW9297 C 549300M8ZYFG0OCMTT87 3618FJKJ6 2053-10-20 6.500000 0.00 1000.00 643.93 Agency Mortgage-Backed Securities GNII SF CX5897 C 549300M8ZYFG0OCMTT87 3618FSRS9 2053-10-20 6.500000 0.00 1000.00 595.33 Agency Mortgage-Backed Securities GNII SF CX8450 C 549300M8ZYFG0OCMTT87 3618FVL74 2053-11-20 6.500000 0.00 1000.00 994.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 700.00 694.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 15000.00 14975.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 924200.00 791603.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1514900.00 1422007.85 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 6000000.00 6000000.00 0.0066 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.670000% ARP1LF567 MBNUM2BPBDO7JBLYG310 0000315030 ARP1LF567 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 2538400.00 2546438.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 700.00 696.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 2642400.00 2552952.12 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 5000000.00 5000000.00 0.0055 N Y Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.680000% ARP1LF591 549300H47WTHXPU08X20 ARP1LF591 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 3000.00 3063.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 36000.00 34953.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 6440300.00 6428528.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 51200.00 50816.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 96.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 200.00 198.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1805100.00 1874282.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 100.00 59.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 60.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 10967500.00 5773157.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1900.00 1792.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 18000.00 17723.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 97400.00 95291.50 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 14000000.00 14000000.00 0.0155 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.680000% ARP1LF682 MBNUM2BPBDO7JBLYG310 0000315030 ARP1LF682 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 7170900.00 7140065.13 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 7000000.00 7000000.00 0.0078 N Y Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.690000% ARP1LF6H2 549300H47WTHXPU08X20 ARP1LF6H2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y 03.000 FGPC G08732 G S6XOOCT0IEG5ABCC6L87 3128MJY61 2046-11-01 3.000000 0.00 134998.00 20134.36 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5198 B1V7KEBTPIMZEU4LTD58 3140W5X41 2053-04-01 5.000000 0.00 1008.00 938.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6152 B1V7KEBTPIMZEU4LTD58 3140W6ZS4 2056-06-01 5.500000 0.00 12997.00 12892.51 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6323 B1V7KEBTPIMZEU4LTD58 3140W7AZ3 2055-08-01 6.500000 0.00 15539.00 15690.99 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6611 B1V7KEBTPIMZEU4LTD58 3140W7KZ2 2056-06-01 6.000000 0.00 54675.00 55620.39 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3004 B1V7KEBTPIMZEU4LTD58 3140X6KS9 2046-01-01 4.000000 0.00 1104.00 231.70 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1571 B1V7KEBTPIMZEU4LTD58 3140XGW96 2052-04-01 2.000000 0.00 1000.00 604.80 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8128 B1V7KEBTPIMZEU4LTD58 3140XQA64 2054-05-01 5.000000 0.00 1234670.00 967228.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8344 B1V7KEBTPIMZEU4LTD58 3140XQHW0 2049-06-01 4.000000 0.00 1038.00 779.96 Agency Mortgage-Backed Securities FNMS 03.000 ZTFP0091 B1V7KEBTPIMZEU4LTD58 3140XTC58 2035-04-25 3.000000 0.00 1024.00 579.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0570 B1V7KEBTPIMZEU4LTD58 3140Y6T42 2055-06-01 5.500000 0.00 21727.00 19054.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1695 B1V7KEBTPIMZEU4LTD58 3140Y73D8 2055-12-01 5.500000 0.00 1000.00 953.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0972 B1V7KEBTPIMZEU4LTD58 3140Y7CJ5 2055-03-01 6.000000 0.00 21003.00 13143.01 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2725 B1V7KEBTPIMZEU4LTD58 3140Y9A38 2056-05-01 5.000000 0.00 15544.00 14926.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2713 B1V7KEBTPIMZEU4LTD58 3140Y9AP9 2056-05-01 5.000000 0.00 3818.00 3695.33 Agency Mortgage-Backed Securities FNMS 05.000 CLCC3035 B1V7KEBTPIMZEU4LTD58 3140Y9LR3 2056-07-01 5.000000 0.00 1052674.00 1023355.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3059 B1V7KEBTPIMZEU4LTD58 3140Y9MH4 2056-07-01 5.500000 0.00 7398.00 7225.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3061 B1V7KEBTPIMZEU4LTD58 3140Y9MK7 2056-07-01 5.500000 0.00 11832.00 11862.97 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3244 B1V7KEBTPIMZEU4LTD58 3140Y9TA2 2056-08-01 5.500000 0.00 1024.00 1020.42 Agency Mortgage-Backed Securities FNMS 03.000 CIAB3968 B1V7KEBTPIMZEU4LTD58 31417AMS5 2026-12-01 3.000000 0.00 31307.00 49.34 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2895 B1V7KEBTPIMZEU4LTD58 31418CGD0 2047-02-01 3.000000 0.00 140000.00 26595.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6253 B1V7KEBTPIMZEU4LTD58 3140UM5P0 2056-08-01 5.500000 0.00 1039.00 1037.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2564 B1V7KEBTPIMZEU4LTD58 3140W2Z61 2055-08-01 6.000000 0.00 1107290.00 1009632.73 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4366 B1V7KEBTPIMZEU4LTD58 31418DZ88 2041-06-01 2.500000 0.00 11686928.00 6155417.78 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5.000000 0.00 11996.00 8892.53 Agency Mortgage-Backed Securities FNMS 04.000 CLDE3818 B1V7KEBTPIMZEU4LTD58 3140BGG49 2055-10-01 4.000000 0.00 1001.00 909.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3658 B1V7KEBTPIMZEU4LTD58 3140BUB43 2055-11-01 5.500000 0.00 1054.00 977.55 Agency Mortgage-Backed Securities FNMS 02.500 CIBK2397 B1V7KEBTPIMZEU4LTD58 3140HFUX5 2035-05-01 2.500000 0.00 4161.00 873.06 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8700 B1V7KEBTPIMZEU4LTD58 3140QUU20 2054-06-01 6.000000 0.00 1310544.00 991596.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8636 B1V7KEBTPIMZEU4LTD58 3140U0S24 2055-12-01 6.000000 0.00 169224.00 162282.66 Agency Mortgage-Backed Securities FNMS 04.000 CLDG0005 B1V7KEBTPIMZEU4LTD58 3140U3AF8 2056-01-01 4.000000 0.00 1000.00 910.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4502 B1V7KEBTPIMZEU4LTD58 3140U8AC4 2056-03-01 5.500000 0.00 2010.00 1992.05 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5531 B1V7KEBTPIMZEU4LTD58 31418FED5 2054-11-01 5.500000 0.00 1000.00 752.56 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5792 B1V7KEBTPIMZEU4LTD58 31418FNJ2 2055-08-01 5.500000 0.00 1000.00 827.84 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5854 B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-10-01 6.000000 0.00 2288891.00 1826240.40 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5902 S6XOOCT0IEG5ABCC6L87 31427TRY4 2056-06-01 6.000000 0.00 1000.00 1000.55 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9738 S6XOOCT0IEG5ABCC6L87 3142KBZC7 2056-07-01 5.500000 0.00 1000.00 995.54 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 12000000.00 12000000.00 0.0133 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.680000% ARP1LF7E8 G5GSEF7VJP5I7OUK5573 0001484212 ARP1LF7E8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 03.000 CLQA5902 S6XOOCT0IEG5ABCC6L87 3133A0RX4 2050-01-01 3.000000 0.00 32743.00 6038.27 Agency Mortgage-Backed Securities GNII SF DP3024 C 549300M8ZYFG0OCMTT87 3618MHLD4 2056-01-20 6.000000 0.00 10260599.00 10389708.50 Agency Mortgage-Backed Securities GNCL CL DP6813 549300M8ZYFG0OCMTT87 3618MMSA2 2068-03-15 5.310000 0.00 1517.00 1486.77 Agency Mortgage-Backed Securities GNII SF DQ0853 C 549300M8ZYFG0OCMTT87 3618MS5N6 2056-02-20 6.500000 0.00 4934536.00 4985850.77 Agency Mortgage-Backed Securities GNII JM MB0802 M 549300M8ZYFG0OCMTT87 3618N53L1 2055-01-20 6.000000 0.00 72353.00 57881.35 Agency Mortgage-Backed Securities GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 45736573.00 10307486.95 Agency Mortgage-Backed Securities GNII SF MA7472 M 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 3016.00 1547.57 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 25000000.00 25000000.00 0.0277 N Y Y N FICC - JPMORGAN CHASE & CO FICC - JPMORGAN CHASE & CO 3.660000% ARP1LF7M0 549300H47WTHXPU08X20 ARP1LF7M0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 34150800.00 33660087.15 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 33000000.00 33000000.00 0.0366 N Y Y N FICC - JPMORGAN CHASE & CO FICC - JPMORGAN CHASE & CO 3.670000% ARP1LF7N8 549300H47WTHXPU08X20 ARP1LF7N8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y GNII SF MB0939 M 549300M8ZYFG0OCMTT87 3618N6BH9 2056-01-20 6.500000 0.00 10205184.00 10246604.13 Agency Mortgage-Backed Securities GNII SF MA6954 M 549300M8ZYFG0OCMTT87 36179VWP1 2047-11-20 1.500000 0.00 115467.00 53397.09 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 10000000.00 10000000.00 0.0111 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.670000% ARP1LF7T5 ZBUT11V806EZRVTWT807 0000782124 ARP1LF7T5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 06.500 CLFA6678 B1V7KEBTPIMZEU4LTD58 3140W7M49 2055-02-25 6.500000 0.00 17639424.00 18299855.80 Agency Mortgage-Backed Securities FNMS 05.000 CIMA4825 B1V7KEBTPIMZEU4LTD58 31418ELF5 2037-10-01 5.000000 0.00 95000.00 41640.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8521 B1V7KEBTPIMZEU4LTD58 3138YNPF8 2045-06-01 3.500000 0.00 1043522.00 147286.92 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5.000000 0.00 6299977.00 51217.99 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 18000000.00 18000000.00 0.0199 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.670000% ARP1LF7V0 ZBUT11V806EZRVTWT807 0000782124 ARP1LF7V0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.500 NQ256370 B1V7KEBTPIMZEU4LTD58 31371MW78 2036-07-01 5.500000 0.00 1599966.00 11361.93 Agency Mortgage-Backed Securities GNII SF DT4140 C 549300M8ZYFG0OCMTT87 3618W3S54 2056-08-20 5.000000 0.00 1953758.00 1912640.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4099 B1V7KEBTPIMZEU4LTD58 3140X7RV3 2042-10-01 3.500000 0.00 40201920.00 14281754.10 Agency Mortgage-Backed Securities GNII ET DP3058 C 549300M8ZYFG0OCMTT87 3618MHMF8 2065-12-20 4.500000 0.00 372288.00 347758.23 Agency Mortgage-Backed Securities GNII JM MB0839 M 549300M8ZYFG0OCMTT87 3618N54Z9 2040-10-20 5.500000 0.00 431664.00 299603.77 Agency Mortgage-Backed Securities GNII ET DE2217 C 549300M8ZYFG0OCMTT87 3618J7PA2 2064-10-20 7.500000 0.00 1121124.00 364378.54 Agency Mortgage-Backed Securities FNMS 05.000 CLAL5974 B1V7KEBTPIMZEU4LTD58 3138ENT82 2037-07-01 5.000000 0.00 109800.00 7798.38 Agency Mortgage-Backed Securities FNMS 03.000 CRAQ7306 B1V7KEBTPIMZEU4LTD58 3138MPDL6 2043-01-01 3.000000 0.00 100000.00 16312.78 Agency Mortgage-Backed Securities FNMS 03.500 CQAQ8677 B1V7KEBTPIMZEU4LTD58 3138MQUB7 2032-12-01 3.500000 0.00 1200000.00 60126.79 Agency Mortgage-Backed Securities FNMS 03.500 CTAT3708 B1V7KEBTPIMZEU4LTD58 3138WRDN7 2033-04-01 3.500000 0.00 1597910.00 181731.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDA2761 B1V7KEBTPIMZEU4LTD58 3140A3B77 2054-03-01 6.000000 0.00 100000.00 97283.41 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1376 B1V7KEBTPIMZEU4LTD58 3140AAQ67 2054-03-01 6.000000 0.00 100000.00 74756.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2955 B1V7KEBTPIMZEU4LTD58 3140B3H96 2055-01-01 6.000000 0.00 482748.00 486492.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5996 B1V7KEBTPIMZEU4LTD58 3140MXUW2 2052-07-01 4.500000 0.00 75677.00 59251.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7600 B1V7KEBTPIMZEU4LTD58 3140QTNS4 2053-11-01 6.000000 0.00 1292856.00 684909.39 Agency Mortgage-Backed Securities GNII SF MA9427 M 549300M8ZYFG0OCMTT87 36179YPL2 2053-12-20 7.500000 0.00 795432.00 137785.29 Agency Mortgage-Backed Securities GNII ET CP6435 C 549300M8ZYFG0OCMTT87 3617FWEG2 2062-09-20 5.500000 0.00 624222.00 179729.81 Agency Mortgage-Backed Securities GNII RG CI8117 C 549300M8ZYFG0OCMTT87 3617XDAS2 2049-12-20 5.500000 0.00 2851576.00 1335315.29 Agency Mortgage-Backed Securities GNPL PN CY8224 549300M8ZYFG0OCMTT87 3618G8D57 2059-02-15 5.720000 0.00 60545.00 61010.71 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 20000000.00 20000000.00 0.0222 N Y Y N FICC - JPMORGAN CHASE & CO FICC - JPMORGAN CHASE & CO 3.660000% ARP1LF7Z1 549300H47WTHXPU08X20 ARP1LF7Z1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 3763200.00 3538189.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 27456400.00 27061878.99 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 30000000.00 30000000.00 0.0332 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.660000% ARP1LF864 ZBUT11V806EZRVTWT807 0000782124 ARP1LF864 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 29985800.00 30600045.91 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 30000000.00 30000000.00 0.0332 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.670000% ARP1LF8J6 ZBUT11V806EZRVTWT807 0000782124 ARP1LF8J6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.500 CLZI1979 S6XOOCT0IEG5ABCC6L87 3131WEFU3 2034-06-01 5.500000 0.00 33002366.00 291569.04 Agency Mortgage-Backed Securities FNMS 04.000 CQMA3349 B1V7KEBTPIMZEU4LTD58 31418CWK6 2048-03-01 4.000000 0.00 79265.00 24398.05 Agency Mortgage-Backed Securities GNII ET DP7521 C 549300M8ZYFG0OCMTT87 3618MNLA7 2065-07-20 7.000000 0.00 184260.00 191293.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDI3955 B1V7KEBTPIMZEU4LTD58 3140UXMD4 2056-09-01 5.500000 0.00 2160350.00 2152800.30 Agency Mortgage-Backed Securities GNII ET CZ6969 C 549300M8ZYFG0OCMTT87 3618GJW60 2064-01-20 7.500000 0.00 1992323.00 109423.41 Agency Mortgage-Backed Securities GNII SF DA9635 C 549300M8ZYFG0OCMTT87 3618H0V46 2054-04-20 6.000000 0.00 1553342.00 1045009.65 Agency Mortgage-Backed Securities GNII SF DA9642 C 549300M8ZYFG0OCMTT87 3618H0WB9 2054-04-20 6.500000 0.00 1289070.00 921611.69 Agency Mortgage-Backed Securities GNII SF MB1145 M 549300M8ZYFG0OCMTT87 3618N6HX8 2056-05-20 6.500000 0.00 12578816.00 12937081.17 Agency Mortgage-Backed Securities GNMI SF AA1783 X 549300M8ZYFG0OCMTT87 36177X6U7 2042-10-15 3.000000 0.00 3000000.00 314503.38 Agency Mortgage-Backed Securities GNII JM MA6678 M 549300M8ZYFG0OCMTT87 36179VM31 2035-06-20 2.500000 0.00 200000.00 82421.51 Agency Mortgage-Backed Securities GNII SF MA7939 M 549300M8ZYFG0OCMTT87 36179WZC5 2052-02-20 4.000000 0.00 1116000.00 660272.46 Agency Mortgage-Backed Securities GNII SF MA8456 M 549300M8ZYFG0OCMTT87 36179XMD5 2032-10-20 3.000000 0.00 276346.00 160837.96 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 2135000.00 1359878.59 Agency Mortgage-Backed Securities GNII SF AG8727 C 549300M8ZYFG0OCMTT87 36182DVU6 2045-07-20 3.000000 0.00 2040720.00 348900.58 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 20000000.00 20000000.00 0.0222 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.670000% ARP1LFA53 VYVVCKR63DVZZN70PB21 0001224385 ARP1LFA53 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2025-124 FE 549300M8ZYFG0OCMTT87 38381PFL2 2055-07-20 4.788800 0.00 15861787.00 13650000.36 Agency Collateralized Mortgage Obligation Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 13000000.00 13000000.00 0.0144 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.660000% ARP1LFA87 VYVVCKR63DVZZN70PB21 0001224385 ARP1LFA87 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 04.500 CLFA5917 B1V7KEBTPIMZEU4LTD58 3140W6SF0 2056-05-01 4.500000 0.00 23049464.00 21626957.87 Agency Mortgage-Backed Securities FNMS 07.000 CLFA6128 B1V7KEBTPIMZEU4LTD58 3140W6Y22 2056-05-01 7.000000 0.00 14838015.00 15048833.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3815 B1V7KEBTPIMZEU4LTD58 3140XKGZ7 2051-09-01 3.500000 0.00 10000.00 6677.29 Agency Mortgage-Backed Securities FNMS 05.000 CIDH3148 B1V7KEBTPIMZEU4LTD58 3140UJQA7 2041-08-01 5.000000 0.00 2082942.00 2019481.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9825 B1V7KEBTPIMZEU4LTD58 3140JS4K2 2049-05-01 5.000000 0.00 48000.00 14982.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8944 B1V7KEBTPIMZEU4LTD58 3140K45E6 2050-01-01 3.000000 0.00 322000.00 58024.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3918 B1V7KEBTPIMZEU4LTD58 3140MVK80 2052-08-01 4.500000 0.00 12300000.00 8025043.45 Agency Mortgage-Backed Securities Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 45000000.00 45000000.00 0.0498 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.670000% ARP1LFAD6 549300H47WTHXPU08X20 ARP1LFAD6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 18276500.00 18360014.86 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 18000000.00 18000000.00 0.0199 N Y Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.660000% ARP1LFAL8 KB1H1DSPRFMYMCUFXT09 0000740906 ARP1LFAL8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 10356400.00 10200041.45 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 10000000.00 10000000.00 0.0111 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.670000% ARP1LFB45 G5GSEF7VJP5I7OUK5573 0001484212 ARP1LFB45 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 100.00 99.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1000.00 1010.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 1556400.00 1541819.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 100.00 100.36 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1512704.00 1512704.00 0.0017 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.680000% ARP1LFB60 FOR8UP27PHTHYVLBNG30 0000769993 ARP1LFB60 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2019-91 HB 549300M8ZYFG0OCMTT87 38380NGV5 2058-09-16 3.250000 0.00 8084368.00 6351665.86 Agency Collateralized Mortgage Obligation GNRA 2017-82 FN 549300M8ZYFG0OCMTT87 38380UBH5 2047-12-16 4.053700 0.00 8097888.00 1131483.89 Agency Collateralized Mortgage Obligation GNII SF DS0960 C 549300M8ZYFG0OCMTT87 3618VMB51 2056-08-20 6.000000 0.00 1084454.00 1139106.14 Agency Mortgage-Backed Securities GNII SF DS6743 C 549300M8ZYFG0OCMTT87 3618VTP44 2056-06-20 6.000000 0.00 452531.00 467999.76 Agency Mortgage-Backed Securities GNMI SF 737915 X 549300M8ZYFG0OCMTT87 3620ARYL9 2041-01-15 4.000000 0.00 5249954.00 143255.65 Agency Mortgage-Backed Securities GNII SF DK1261 C 549300M8ZYFG0OCMTT87 3618L0MJ8 2056-07-20 6.000000 0.00 2178300.00 2227016.21 Agency Mortgage-Backed Securities GNII SF DP2623 C 549300M8ZYFG0OCMTT87 3618MG4G8 2056-05-20 6.000000 0.00 825597.00 852124.44 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 12000000.00 12000000.00 0.0133 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 3.680000% ARP1LFB86 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1LFB86 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC REMIC SERIES K-108 A-2 20300325 1.5 S6XOOCT0IEG5ABCC6L87 3137FTBM8 2030-03-25 1.517000 0.00 1001.00 902.83 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137FUY81 2050-05-25 4.107700 0.00 1013.00 381.61 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHB75 2054-11-25 4.893200 0.00 1504.00 1065.44 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HNPH5 2055-11-25 4.943200 0.00 1035.00 812.58 Agency Collateralized Mortgage Obligation GNRA 2025-117 FA 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.788800 0.00 1263.00 1002.28 Agency Collateralized Mortgage Obligation GNRA 2025-127 FG 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.958800 0.00 1212.00 962.46 Agency Collateralized Mortgage Obligation GNRA 2025-140 FB 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.718800 0.00 1000.00 855.46 Agency Collateralized Mortgage Obligation GNRA 2021-077 FA 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 6205.00 3120.85 Agency Collateralized Mortgage Obligation GNRA 2023-070 FA 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.638800 0.00 1002.00 627.28 Agency Collateralized Mortgage Obligation GNRM 2024-051 AC 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 1021.00 1020.88 Agency Collateralized Mortgage Obligation GNRA 2024-117 FE 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.938800 0.00 1026.00 416.45 Agency Collateralized Mortgage Obligation GNRA 2024-117 FG 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.888800 0.00 1000.00 405.47 Agency Collateralized Mortgage Obligation GNRA 2024-134 FA 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.748800 0.00 109995.00 53480.94 Agency Collateralized Mortgage Obligation GNRA 2024-134 FC 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.698800 0.00 1574.00 896.07 Agency Collateralized Mortgage Obligation GNRA 2024-160 NF 549300M8ZYFG0OCMTT87 38384YRG8 2054-10-20 4.588800 0.00 342898.00 217772.45 Agency Collateralized Mortgage Obligation GNRA 2025-082 FB 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.388800 0.00 1016.00 593.25 Agency Collateralized Mortgage Obligation GNRA 2025-218 FA 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.638800 0.00 1019.00 938.18 Agency Collateralized Mortgage Obligation GNRA 2026-003 FN 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.738800 0.00 1000.00 958.47 Agency Collateralized Mortgage Obligation GNRA 2026-047 KF 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.888800 0.00 1001.00 818.57 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.513200 0.00 1001.00 631.79 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTQK2 2053-10-25 4.943200 0.00 1058.00 638.75 Agency Collateralized Mortgage Obligation FEPC 04.000 CLSD8227 S6XOOCT0IEG5ABCC6L87 3132DWD83 2052-07-01 4.000000 0.00 1000.00 695.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 35910.00 24566.46 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8353 S6XOOCT0IEG5ABCC6L87 3132DWH63 2053-07-01 4.000000 0.00 8192.00 6099.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.500000 0.00 1012.00 713.20 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8487 S6XOOCT0IEG5ABCC6L87 3132DWNC3 2054-12-01 4.000000 0.00 100000.00 84012.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4188 S6XOOCT0IEG5ABCC6L87 3132E0UM2 2053-10-01 5.500000 0.00 1000.00 704.20 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4267 S6XOOCT0IEG5ABCC6L87 3132E0W40 2053-11-01 6.000000 0.00 1000.00 708.28 Agency Mortgage-Backed Securities FKAR 04.900 WNWN0216 S6XOOCT0IEG5ABCC6L87 3132XEG21 2041-04-01 4.900000 0.00 60669.00 59056.07 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5099 S6XOOCT0IEG5ABCC6L87 3133BEUY7 2052-07-01 4.000000 0.00 59882.00 45214.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8504 S6XOOCT0IEG5ABCC6L87 3133BJNV0 2052-08-01 5.000000 0.00 1000.00 616.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1312 S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 1000.00 954.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1648 S6XOOCT0IEG5ABCC6L87 3133BNZM8 2052-10-01 5.000000 0.00 1030.00 736.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQF7094 S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5.000000 0.00 1000.00 709.95 Agency Mortgage-Backed Securities FEPC 07.000 CLQG1305 S6XOOCT0IEG5ABCC6L87 3133C1NW6 2053-04-01 7.000000 0.00 1000.00 1049.36 Agency Mortgage-Backed Securities FEPC 06.500 CLQG3845 S6XOOCT0IEG5ABCC6L87 3133C4HW7 2053-05-01 6.500000 0.00 1000.00 1019.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2482 S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1029.00 793.93 Agency Mortgage-Backed Securities FEPC 06.500 CLQH3677 S6XOOCT0IEG5ABCC6L87 3133CGCN5 2053-10-01 6.500000 0.00 1008.00 819.79 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7402 S6XOOCT0IEG5ABCC6L87 3133KPGK8 2052-05-01 3.500000 0.00 173127.00 107471.40 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8790 S6XOOCT0IEG5ABCC6L87 3133KQXT8 2053-04-01 5.000000 0.00 51009.00 34947.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 1016.00 666.11 Agency Mortgage-Backed Securities FEPC 02.000 CLSD2464 S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 1000.00 637.82 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2712 S6XOOCT0IEG5ABCC6L87 3132DQAM8 2049-08-01 4.500000 0.00 1003.00 657.16 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3177 S6XOOCT0IEG5ABCC6L87 3132DQQ66 2053-06-01 6.000000 0.00 1024.00 656.57 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3261 S6XOOCT0IEG5ABCC6L87 3132DQTS5 2052-06-01 3.000000 0.00 1000.00 667.34 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6269 S6XOOCT0IEG5ABCC6L87 3132DT6E5 2053-05-01 4.500000 0.00 1024.00 826.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6358 S6XOOCT0IEG5ABCC6L87 3132DUB30 2049-04-01 3.500000 0.00 1272.00 942.56 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8098 S6XOOCT0IEG5ABCC6L87 3132DV7K5 2050-10-01 2.000000 0.00 1000.00 468.52 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8178 S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1999.00 1146.61 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1022.00 601.37 Agency Mortgage-Backed Securities GNII SF DR9676 C 549300M8ZYFG0OCMTT87 3618VJXD7 2056-07-20 6.000000 0.00 121596.00 124735.67 Agency Mortgage-Backed Securities GNII SF DS1309 C 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 1088.00 1157.71 Agency Mortgage-Backed Securities GNII SF DS1313 C 549300M8ZYFG0OCMTT87 3618VMN66 2056-06-20 6.500000 0.00 1000.00 1064.22 Agency Mortgage-Backed Securities GNII SF DS1339 C 549300M8ZYFG0OCMTT87 3618VMPY3 2056-06-20 6.500000 0.00 1000.00 1064.04 Agency Mortgage-Backed Securities GNII SF DS7140 C 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.500000 0.00 1000.00 1045.99 Agency Mortgage-Backed Securities GNII SF DT3000 C 549300M8ZYFG0OCMTT87 3618W2KM7 2056-07-20 6.500000 0.00 1000.00 1045.11 Agency Mortgage-Backed Securities GNII SF DT8020 C 549300M8ZYFG0OCMTT87 3618W74D4 2056-08-20 6.500000 0.00 1000.00 1050.63 Agency Mortgage-Backed Securities GNMI SF 723449 X 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5.000000 0.00 1022.00 44.46 Agency Mortgage-Backed Securities GNMI SF 747570 X 549300M8ZYFG0OCMTT87 3620C3QX3 2040-07-15 5.000000 0.00 2535.00 53.33 Agency Mortgage-Backed Securities GNII SP 784152 M 549300M8ZYFG0OCMTT87 3622A2TH5 2029-11-20 6.500000 0.00 1000.00 67.57 Agency Mortgage-Backed Securities GNMI SP 784925 X 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 1000.00 248.78 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4486 B1V7KEBTPIMZEU4LTD58 3140W46Y8 2055-09-01 5.500000 0.00 1000.00 962.51 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5358 B1V7KEBTPIMZEU4LTD58 3140W55U4 2055-09-01 4.000000 0.00 1000.00 889.23 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4502 B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.500000 0.00 1000.00 857.40 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5872 B1V7KEBTPIMZEU4LTD58 3140W6Q21 2052-02-01 2.500000 0.00 1008.00 822.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6041 B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 1024.00 1039.08 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6325 B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.500000 0.00 1024.00 1039.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6481 B1V7KEBTPIMZEU4LTD58 3140W7FX3 2052-04-01 3.000000 0.00 1024.00 862.23 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6512 B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 1046.00 934.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6616 B1V7KEBTPIMZEU4LTD58 3140W7K66 2055-11-01 5.000000 0.00 1016.00 999.13 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5090 B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 1020.00 427.43 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5179 B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 64798.00 31508.53 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7031 B1V7KEBTPIMZEU4LTD58 3140XAY55 2051-01-01 4.000000 0.00 195000.00 51557.30 Agency Mortgage-Backed Securities FNMS 07.500 CLFM7438 B1V7KEBTPIMZEU4LTD58 3140XBHQ6 2038-11-01 7.500000 0.00 1000.00 380.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9033 B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 1000.00 542.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0751 B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3.000000 0.00 5378.00 3163.04 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2619 B1V7KEBTPIMZEU4LTD58 3140XH4D6 2052-08-01 5.000000 0.00 1000.00 708.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3392 B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4.000000 0.00 1000.00 673.72 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5628 B1V7KEBTPIMZEU4LTD58 3140XMHE9 2053-09-01 5.500000 0.00 1000.00 745.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6906 B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 1984.00 1410.86 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0288 B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1001.00 692.49 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0439 B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6.000000 0.00 1000.00 797.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1671 B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5.000000 0.00 1518.00 1437.69 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1055 B1V7KEBTPIMZEU4LTD58 3140Y7E53 2055-09-01 6.500000 0.00 1040.00 921.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2031 B1V7KEBTPIMZEU4LTD58 3140Y8HH2 2056-02-01 5.500000 0.00 1008.00 961.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2241 B1V7KEBTPIMZEU4LTD58 3140Y8P34 2056-03-01 5.500000 0.00 1024.00 982.81 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2239 B1V7KEBTPIMZEU4LTD58 3140Y8PZ3 2056-03-01 5.500000 0.00 1010.00 978.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2891 B1V7KEBTPIMZEU4LTD58 3140Y9F90 2056-06-01 5.500000 0.00 1024.00 1008.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3236 B1V7KEBTPIMZEU4LTD58 3140Y9S21 2056-08-01 5.500000 0.00 1000.00 996.51 Agency Mortgage-Backed Securities FNMS 05.000 CLCC3215 B1V7KEBTPIMZEU4LTD58 3140Y9SD7 2056-08-01 5.000000 0.00 1008.00 978.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3235 B1V7KEBTPIMZEU4LTD58 3140Y9SZ8 2056-08-01 5.500000 0.00 2160.00 2153.33 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4.000000 0.00 7151846.00 474350.73 Agency Mortgage-Backed Securities GNII SF DJ4778 C 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 1000.00 932.06 Agency Mortgage-Backed Securities GNII SF DJ4780 C 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1000.00 1071.97 Agency Mortgage-Backed Securities GNII SF DP0883 C 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 1000.00 1064.35 Agency Mortgage-Backed Securities GNII SF DP3330 C 549300M8ZYFG0OCMTT87 3618MHVX9 2056-03-20 6.500000 0.00 1004.00 1048.89 Agency Mortgage-Backed Securities GNII SF DP3332 C 549300M8ZYFG0OCMTT87 3618MHVZ4 2056-03-20 6.500000 0.00 1000.00 1044.35 Agency Mortgage-Backed Securities GNII SF DP5376 C 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 1000.00 1040.72 Agency Mortgage-Backed Securities GNII SF DP6521 C 549300M8ZYFG0OCMTT87 3618MMG64 2056-01-20 6.500000 0.00 1000.00 844.48 Agency Mortgage-Backed Securities GNII SF DP7965 C 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 2000.00 2099.05 Agency Mortgage-Backed Securities GNII SF DP8599 C 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 1000.00 1045.34 Agency Mortgage-Backed Securities GNII SF DQ1251 C 549300M8ZYFG0OCMTT87 3618MTL89 2056-04-20 6.000000 0.00 1000.00 1033.46 Agency Mortgage-Backed Securities GNII SF DQ1252 C 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 1000.00 1032.41 Agency Mortgage-Backed Securities GNII SF DQ2952 C 549300M8ZYFG0OCMTT87 3618MVH55 2056-02-20 7.000000 0.00 1000.00 1064.77 Agency Mortgage-Backed Securities GNII SF DQ5895 C 549300M8ZYFG0OCMTT87 3618MYRQ2 2056-03-20 6.500000 0.00 2000.00 2086.23 Agency Mortgage-Backed Securities GNII SF DQ5897 C 549300M8ZYFG0OCMTT87 3618MYRS8 2056-03-20 6.500000 0.00 1000.00 1041.52 Agency Mortgage-Backed Securities GNII SF DQ5945 C 549300M8ZYFG0OCMTT87 3618MYTA5 2056-02-20 7.000000 0.00 1000.00 1042.72 Agency Mortgage-Backed Securities GNII SF DQ7754 C 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 1000.00 1041.21 Agency Mortgage-Backed Securities GNII SF DQ9693 C 549300M8ZYFG0OCMTT87 3618N3XW9 2056-04-20 6.500000 0.00 1000.00 1053.99 Agency Mortgage-Backed Securities GNII SF MB0870 M 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1000.00 924.54 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1024.00 978.40 Agency Mortgage-Backed Securities GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1000.00 974.37 Agency Mortgage-Backed Securities GNII SF MB0026 M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 3015.00 2248.47 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1000.00 689.95 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 2064.00 1437.48 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1000.00 717.28 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 10425.00 9079.95 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 2064.00 1568.02 Agency Mortgage-Backed Securities GNII SF MB0423 M 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 1001.00 894.10 Agency Mortgage-Backed Securities GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1040.00 832.12 Agency Mortgage-Backed Securities GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1198.00 1099.50 Agency Mortgage-Backed Securities GNII SF MB0556 M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 2048.00 1716.79 Agency Mortgage-Backed Securities GNII SF MB0624 M 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6.000000 0.00 1237978.00 904507.18 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 1024.00 955.23 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 2999.00 2735.05 Agency Mortgage-Backed Securities GNII SF MB0687 M 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 1000.00 774.61 Agency Mortgage-Backed Securities GNII SF MB0745 M 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 1000.00 941.24 Agency Mortgage-Backed Securities GNII SF MB0995 M 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 3000.00 2793.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2414 B1V7KEBTPIMZEU4LTD58 3140UHVG2 2056-06-01 5.500000 0.00 1000.00 996.49 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0118 B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1025.00 792.73 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2975 B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.500000 0.00 1024.00 885.14 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 B1V7KEBTPIMZEU4LTD58 31418D2L5 2051-07-01 2.000000 0.00 45000.00 25235.70 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4379 B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.500000 0.00 2845.00 1509.50 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4438 B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.500000 0.00 1000.00 558.47 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 1024.00 78.69 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.500000 0.00 2000.00 1390.66 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5386 B1V7KEBTPIMZEU4LTD58 31418E6Y1 2054-06-01 4.500000 0.00 1000.00 846.12 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.500000 0.00 2000.00 1180.53 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 B1V7KEBTPIMZEU4LTD58 31418ECQ1 2052-04-01 2.500000 0.00 1000.00 621.12 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 66000.00 45930.69 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4806 B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 1005.00 700.22 Agency Mortgage-Backed Securities GNII SF DA5655 C 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1000.00 521.73 Agency Mortgage-Backed Securities GNII SF DA6320 C 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1001.00 848.47 Agency Mortgage-Backed Securities GNII SF DA8092 C 549300M8ZYFG0OCMTT87 3618GX7D2 2054-03-20 5.500000 0.00 6911.00 5881.00 Agency Mortgage-Backed Securities GNII SF DA8867 C 549300M8ZYFG0OCMTT87 3618GYZ80 2054-03-20 5.000000 0.00 1000.00 946.25 Agency Mortgage-Backed Securities GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 850.33 Agency Mortgage-Backed Securities GNII SF MB1070 M 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1008.00 972.47 Agency Mortgage-Backed Securities GNII SF MB1217 M 549300M8ZYFG0OCMTT87 3618N6K71 2056-06-20 5.500000 0.00 1024.00 1018.16 Agency Mortgage-Backed Securities GNII SF MB1285 M 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1000.00 997.54 Agency Mortgage-Backed Securities GNII SF DO7986 C 549300M8ZYFG0OCMTT87 3618V42T9 2056-03-20 7.000000 0.00 1000.00 1050.20 Agency Mortgage-Backed Securities GNII SF DR2948 C 549300M8ZYFG0OCMTT87 3618VBHZ3 2056-05-20 6.000000 0.00 1000.00 1036.17 Agency Mortgage-Backed Securities GNII SF DR9656 C 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 2000.00 2064.01 Agency Mortgage-Backed Securities GNII SF DR9659 C 549300M8ZYFG0OCMTT87 3618VJWU0 2056-06-20 6.000000 0.00 1000.00 1024.73 Agency Mortgage-Backed Securities GNII SF DR9674 C 549300M8ZYFG0OCMTT87 3618VJXB1 2056-06-20 6.000000 0.00 1000.00 1033.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2925 B1V7KEBTPIMZEU4LTD58 3140ACHB2 2056-08-01 5.500000 0.00 1024.00 1020.42 Agency Mortgage-Backed Securities FNMS 04.500 CLDD2230 B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 1000.00 910.58 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2693 B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6.000000 0.00 1014.00 837.20 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4454 B1V7KEBTPIMZEU4LTD58 3140BG5Q2 2055-07-01 7.500000 0.00 1000.00 970.61 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6757 B1V7KEBTPIMZEU4LTD58 3140BKQK3 2055-06-01 6.500000 0.00 1000.00 824.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1610 B1V7KEBTPIMZEU4LTD58 3140BRYG8 2055-11-01 5.500000 0.00 1000.00 992.16 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2834 B1V7KEBTPIMZEU4LTD58 3140BTEG6 2055-10-01 5.500000 0.00 1000.00 986.24 Agency Mortgage-Backed Securities FNMS 07.000 CLDF3316 B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7.000000 0.00 1000.00 926.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5507 B1V7KEBTPIMZEU4LTD58 3140BWDM7 2055-12-01 5.500000 0.00 1000.00 991.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5964 B1V7KEBTPIMZEU4LTD58 3140BWTW8 2055-12-01 5.000000 0.00 1000.00 960.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDF6363 B1V7KEBTPIMZEU4LTD58 3140BXB96 2055-12-01 6.500000 0.00 1000.00 1044.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7948 B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 1012.00 1010.91 Agency Mortgage-Backed Securities FNMS 03.500 I6BF0831 B1V7KEBTPIMZEU4LTD58 3140FX4R0 2064-06-01 3.500000 0.00 8000.00 6238.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 B1V7KEBTPIMZEU4LTD58 3140JQQS5 2049-07-01 4.000000 0.00 1000.00 144.60 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4469 B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 4310.00 3179.94 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9774 B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.630000 0.00 1000.00 1038.33 Agency Mortgage-Backed Securities FNMS 02.000 CLBU5903 B1V7KEBTPIMZEU4LTD58 3140M7RZ6 2051-12-01 2.000000 0.00 244300.00 137951.10 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3534 B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 17069.00 16942.68 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4399 B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 1006.00 829.44 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2999 B1V7KEBTPIMZEU4LTD58 3140NKKM2 2053-05-01 6.500000 0.00 1000.00 693.65 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9879 B1V7KEBTPIMZEU4LTD58 3140NS6R0 2053-11-01 6.500000 0.00 164027.00 145549.88 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ4359 B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 1000.00 999.97 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ5357 B1V7KEBTPIMZEU4LTD58 3140Q05T5 2031-04-01 4.740000 0.00 1342.00 1329.40 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ4850 B1V7KEBTPIMZEU4LTD58 3140Q0L83 2035-09-01 4.420000 0.00 3144.00 3042.98 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5192 B1V7KEBTPIMZEU4LTD58 3140Q0XW7 2035-11-01 4.170000 0.00 1024.00 968.22 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6578 B1V7KEBTPIMZEU4LTD58 3140Q2JY5 2033-03-01 4.140000 0.00 1000.00 962.01 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6651 B1V7KEBTPIMZEU4LTD58 3140Q2L97 2033-04-01 4.340000 0.00 1000.00 973.35 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6914 B1V7KEBTPIMZEU4LTD58 3140Q2VG0 2033-04-01 4.500000 0.00 1918.00 1881.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9199 B1V7KEBTPIMZEU4LTD58 3140QHGH2 2051-02-01 2.500000 0.00 1001.00 423.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1309 B1V7KEBTPIMZEU4LTD58 3140QLN36 2051-08-01 2.000000 0.00 1023.00 593.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1300 B1V7KEBTPIMZEU4LTD58 3140QLNS1 2051-08-01 2.500000 0.00 1000.00 546.51 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1866 B1V7KEBTPIMZEU4LTD58 3140QMCC6 2051-10-01 2.500000 0.00 1001.00 590.68 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3615 B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 98900.00 65518.85 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4552 B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.500000 0.00 1000.00 675.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.500000 0.00 46200.00 33173.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5020 B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1271.00 914.45 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5153 B1V7KEBTPIMZEU4LTD58 3140QQWP6 2052-11-01 6.500000 0.00 1000.00 671.97 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6536 B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1024.00 714.61 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6899 B1V7KEBTPIMZEU4LTD58 3140QSUZ2 2053-08-01 5.000000 0.00 1000.00 756.52 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8889 B1V7KEBTPIMZEU4LTD58 3140QU2X3 2054-07-01 7.000000 0.00 1000.00 543.89 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8508 B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 1000.00 562.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9444 B1V7KEBTPIMZEU4LTD58 3140QVP65 2054-11-01 6.000000 0.00 1000.00 733.33 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9983 B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 1000.00 914.98 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5598 B1V7KEBTPIMZEU4LTD58 31418FGG6 2045-01-01 5.500000 0.00 1015.00 634.16 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 B1V7KEBTPIMZEU4LTD58 31418FGW1 2055-02-01 4.500000 0.00 29000.00 25100.62 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5768 B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 6.000000 0.00 1000.00 774.62 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5906 B1V7KEBTPIMZEU4LTD58 31418FR41 2055-12-01 3.500000 0.00 35337.00 30328.28 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5973 B1V7KEBTPIMZEU4LTD58 31418FT72 2056-02-01 6.000000 0.00 1024.00 895.72 Agency Mortgage-Backed Securities FEPC 06.500 CLQX2420 S6XOOCT0IEG5ABCC6L87 31425WVN8 2055-01-01 6.500000 0.00 1000.00 674.60 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6037 S6XOOCT0IEG5ABCC6L87 31426QV75 2055-06-01 6.500000 0.00 5848.00 5520.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1586 S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 2063.00 1502.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3022 S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1000.00 949.55 Agency Mortgage-Backed Securities FEPC 02.000 CLSL3744 S6XOOCT0IEG5ABCC6L87 31427RES5 2052-05-01 2.000000 0.00 1000.00 759.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4700 S6XOOCT0IEG5ABCC6L87 31427SGJ1 2055-10-01 6.000000 0.00 1008.00 974.57 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4741 S6XOOCT0IEG5ABCC6L87 31427SHT8 2052-04-01 3.000000 0.00 1000.00 832.16 Agency Mortgage-Backed Securities FEPC 07.500 CLRJ2238 S6XOOCT0IEG5ABCC6L87 3142GSPY8 2054-08-01 7.500000 0.00 1000.00 372.61 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5127 S6XOOCT0IEG5ABCC6L87 3142GVVV0 2055-10-01 6.000000 0.00 1000.00 837.47 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ7171 S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 23000.00 22381.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6672 S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 1000.00 965.79 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ6965 S6XOOCT0IEG5ABCC6L87 3142GXW37 2051-05-01 4.500000 0.00 1000.00 948.98 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7045 S6XOOCT0IEG5ABCC6L87 3142GXZK6 2056-07-01 5.500000 0.00 1024.00 1012.85 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7046 S6XOOCT0IEG5ABCC6L87 3142GXZL4 2056-07-01 5.500000 0.00 44003.00 43422.66 Agency Mortgage-Backed Securities GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.500000 0.00 1005.00 88.49 Agency Mortgage-Backed Securities GNII SF MA4778 M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 3069.00 327.49 Agency Mortgage-Backed Securities GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 1026.00 108.44 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 1059.00 86.44 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 8679.00 1891.48 Agency Mortgage-Backed Securities GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 48513.00 30360.10 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1000.00 640.74 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 11835.00 6645.66 Agency Mortgage-Backed Securities GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 3177.00 1802.80 Agency Mortgage-Backed Securities GNII SF MA7935 M 549300M8ZYFG0OCMTT87 36179WY85 2052-02-20 2.000000 0.00 4088.00 2352.41 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 2024.00 1289.42 Agency Mortgage-Backed Securities GNII SF MA8101 M 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 2048.00 1340.68 Agency Mortgage-Backed Securities GNII SF MA8151 M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 1024.00 674.67 Agency Mortgage-Backed Securities GNII SF MA8200 M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 1000.00 658.53 Agency Mortgage-Backed Securities GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1718.00 1129.30 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 4036.00 2704.47 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1369.96 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 1040.00 594.22 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 1700.00 1121.76 Agency Mortgage-Backed Securities GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 1000.00 424.35 Agency Mortgage-Backed Securities GNII SF MA8726 M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 1000.00 580.08 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 1007.00 419.79 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 2048.00 1235.71 Agency Mortgage-Backed Securities GNII SF MA9779 M 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 2048.00 1374.62 Agency Mortgage-Backed Securities GNII SF MA9018 M 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6.000000 0.00 1000.00 477.01 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 3022.00 2046.74 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1024.00 652.23 Agency Mortgage-Backed Securities GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 6000.00 2799.54 Agency Mortgage-Backed Securities GNII SF BU2920 C 549300M8ZYFG0OCMTT87 3617N4G57 2050-04-20 4.000000 0.00 1000.00 457.40 Agency Mortgage-Backed Securities GNII SF BZ3455 C 549300M8ZYFG0OCMTT87 3617QXZU4 2050-12-20 5.000000 0.00 1000.00 143.81 Agency Mortgage-Backed Securities GNII SF MA9965 M 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.500000 0.00 1000.00 695.00 Agency Mortgage-Backed Securities GNII SF CR9733 C 549300M8ZYFG0OCMTT87 3618AQY68 2054-02-20 7.500000 0.00 1000.00 804.14 Agency Mortgage-Backed Securities GNII SF CU7817 C 549300M8ZYFG0OCMTT87 3618BRVJ0 2053-11-20 8.000000 0.00 1000.00 799.66 Agency Mortgage-Backed Securities GNII SF CV6268 C 549300M8ZYFG0OCMTT87 3618F26D2 2053-09-20 7.000000 0.00 2016.00 1382.08 Agency Mortgage-Backed Securities GNII SF CX5121 C 549300M8ZYFG0OCMTT87 3618FRVN7 2054-03-20 5.000000 0.00 1000.00 919.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 1600.00 1502.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 800.00 785.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 200.00 197.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 4000.00 3487.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 400.00 383.48 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 3000000.00 3000000.00 0.0033 N Y Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.650000% ARP1LFBJ2 549300H47WTHXPU08X20 ARP1LFBJ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 5090500.00 5100041.18 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0365 5000000.00 5000000.00 0.0055 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000% ARP1LFEH3 1VUV7VQFKUOQSJ21A208 0001330437 ARP1LFEH3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2025-061 FE 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.688800 0.00 1946500.00 1460582.04 Agency Collateralized Mortgage Obligation GNII SF DS1387 C 549300M8ZYFG0OCMTT87 3618VMRG0 2056-07-20 6.500000 0.00 1000.00 1065.12 Agency Mortgage-Backed Securities GNII SF DS4322 C 549300M8ZYFG0OCMTT87 3618VQYT5 2056-07-20 6.000000 0.00 1008.00 1056.31 Agency Mortgage-Backed Securities GNII SF DT6379 C 549300M8ZYFG0OCMTT87 3618W6CQ8 2056-07-20 6.000000 0.00 1000.00 1039.53 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4340 B1V7KEBTPIMZEU4LTD58 3140W4ZE0 2055-08-01 6.000000 0.00 1000.00 869.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2445 B1V7KEBTPIMZEU4LTD58 3140Y8WF9 2056-04-01 5.000000 0.00 1024.00 973.06 Agency Mortgage-Backed Securities GNII SF DJ4872 C 549300M8ZYFG0OCMTT87 3618KRMV3 2055-05-20 7.000000 0.00 1000.00 1056.71 Agency Mortgage-Backed Securities GNII SF DM0804 C 549300M8ZYFG0OCMTT87 3618LP3M7 2055-09-20 7.500000 0.00 1000.00 1076.05 Agency Mortgage-Backed Securities GNII SF DM0811 C 549300M8ZYFG0OCMTT87 3618LP3U9 2055-09-20 7.500000 0.00 1013.00 978.05 Agency Mortgage-Backed Securities GNII SF DN5621 C 549300M8ZYFG0OCMTT87 3618M8G65 2055-10-20 7.000000 0.00 1000.00 1048.88 Agency Mortgage-Backed Securities GNII SF DP1329 C 549300M8ZYFG0OCMTT87 3618MFPN2 2056-03-20 6.500000 0.00 1000.00 1041.90 Agency Mortgage-Backed Securities GNII SF DP8130 C 549300M8ZYFG0OCMTT87 3618MPA71 2056-02-20 6.500000 0.00 1000.00 1058.43 Agency Mortgage-Backed Securities GNII SF DP8692 C 549300M8ZYFG0OCMTT87 3618MPUR5 2056-03-20 4.500000 0.00 1000.00 927.27 Agency Mortgage-Backed Securities GNII SF DQ0336 C 549300M8ZYFG0OCMTT87 3618MSLR9 2056-03-20 5.500000 0.00 1000.00 1008.50 Agency Mortgage-Backed Securities GNII SF MB0148 M 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 1000.00 493.58 Agency Mortgage-Backed Securities GNII SF MB0422 M 549300M8ZYFG0OCMTT87 3618N5PG8 2055-05-20 4.500000 0.00 1000.00 910.59 Agency Mortgage-Backed Securities GNII SF MB0935 M 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1120.00 1036.34 Agency Mortgage-Backed Securities GNII SF MB0937 M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 1024.00 1004.89 Agency Mortgage-Backed Securities GNII SF DD7531 C 549300M8ZYFG0OCMTT87 3618J1LL5 2054-09-20 7.000000 0.00 1000.00 919.34 Agency Mortgage-Backed Securities GNII SF DJ4234 C 549300M8ZYFG0OCMTT87 3618KQV37 2055-06-20 7.000000 0.00 1000.00 1067.53 Agency Mortgage-Backed Securities GNII SF MB1213 M 549300M8ZYFG0OCMTT87 3618N6K30 2056-05-20 3.500000 0.00 1000.00 877.24 Agency Mortgage-Backed Securities GNII SF MB1286 M 549300M8ZYFG0OCMTT87 3618N6NC7 2056-07-20 6.000000 0.00 1024.00 1042.95 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5664 S6XOOCT0IEG5ABCC6L87 31427TJJ6 2056-05-01 5.000000 0.00 1024.00 986.89 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6388 S6XOOCT0IEG5ABCC6L87 3142GXC21 2056-04-01 5.000000 0.00 1000.00 953.04 Agency Mortgage-Backed Securities GNII SF MA6338 M 549300M8ZYFG0OCMTT87 36179VBF6 2049-12-20 3.000000 0.00 1024.00 158.06 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 623.79 Agency Mortgage-Backed Securities GNII SF MA7589 M 549300M8ZYFG0OCMTT87 36179WNE4 2051-09-20 2.500000 0.00 1000.00 532.50 Agency Mortgage-Backed Securities GNII SF MA9235 M 549300M8ZYFG0OCMTT87 36179YHL1 2052-01-20 2.500000 0.00 1009.00 599.96 Agency Mortgage-Backed Securities GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 1000.00 513.61 Agency Mortgage-Backed Securities GNII SF CM6534 C 549300M8ZYFG0OCMTT87 3617YSHK8 2056-07-20 6.500000 0.00 1000.00 1045.28 Agency Mortgage-Backed Securities GNII SF CV2642 C 549300M8ZYFG0OCMTT87 3618BX5B3 2056-05-20 7.000000 0.00 1000.00 1077.74 Agency Mortgage-Backed Securities GNII SF CV2676 C 549300M8ZYFG0OCMTT87 3618BX6M8 2055-11-20 7.500000 0.00 1000.00 1082.25 Agency Mortgage-Backed Securities GNII SF CV2228 C 549300M8ZYFG0OCMTT87 3618BXPM7 2053-06-20 6.500000 0.00 1000.00 771.83 Agency Mortgage-Backed Securities GNII SF CV6242 C 549300M8ZYFG0OCMTT87 3618F25B7 2053-08-20 7.000000 0.00 1000.00 753.90 Agency Mortgage-Backed Securities GNII SF CV6320 C 549300M8ZYFG0OCMTT87 3618F3AV5 2053-10-20 7.000000 0.00 1000.00 798.76 Agency Mortgage-Backed Securities GNII SF CW9297 C 549300M8ZYFG0OCMTT87 3618FJKJ6 2053-10-20 6.500000 0.00 1000.00 643.93 Agency Mortgage-Backed Securities GNII SF CX8450 C 549300M8ZYFG0OCMTT87 3618FVL74 2053-11-20 6.500000 0.00 1000.00 994.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 1000000.00 1371785.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1032000.00 1257606.06 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 4000000.00 4000000.00 0.0044 N N Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.670000% ARP1LFES9 6PJDTY319315T5LR2241 ARP1LFES9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 4900.00 5386.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 149000.00 139882.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 281200.00 280403.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 5900.00 5904.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 98300.00 97036.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 4000.00 4073.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 101.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 5200.00 5160.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 100.00 99.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 800.00 839.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 6200.00 6330.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 13000.00 12922.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 15400.00 15652.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 3200.00 3242.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 16100.00 16147.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 276100.00 269992.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 200.00 202.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 400.00 401.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 19900.00 19546.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 4300.00 4263.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 5200.00 5204.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 515200.00 517934.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 15900.00 15973.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 494800.00 515844.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 28100.00 27997.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1900.00 1861.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 200.00 200.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 100.00 101.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 25800.00 25630.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1400.00 1371.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 400.00 403.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 8400.00 8351.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 100.00 100.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 25300.00 24747.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 29800.00 29378.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100.00 100.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1517000.00 1489877.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 4600.00 4610.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 782200.00 756507.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 53600.00 51937.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 100.00 99.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 400.00 401.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1100.00 1099.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 208100.00 207586.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1585900.00 1539808.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 17100.00 16941.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 1300.00 1297.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 700.00 815.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 7000.00 6675.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100.00 98.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 369100.00 366108.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 400.00 394.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 500.00 1067.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 200.00 404.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 500.00 486.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 29600.00 27360.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 174300.00 111638.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 13600.00 12216.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 200.00 180.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 199500.00 259751.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 400.00 391.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 200.00 194.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 4800.00 4505.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 227600.00 214820.58 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 7000000.00 7000000.00 0.0078 N Y Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.680000% ARP1LFF58 6PJDTY319315T5LR2241 ARP1LFF58 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 02.000 CLSD4961 S6XOOCT0IEG5ABCC6L87 3132DSQN5 2052-02-01 2.000000 0.00 1168.00 743.09 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4848 B1V7KEBTPIMZEU4LTD58 3140W5L69 2054-09-01 5.000000 0.00 99548.00 92147.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5052 B1V7KEBTPIMZEU4LTD58 3140W5TJ3 2056-03-01 5.000000 0.00 24458.00 23330.66 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2856 B1V7KEBTPIMZEU4LTD58 3140W3E62 2055-09-01 6.000000 0.00 2738.00 2608.08 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5225 B1V7KEBTPIMZEU4LTD58 3140QQYX7 2052-11-01 5.000000 0.00 1011.00 756.99 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4624 S6XOOCT0IEG5ABCC6L87 3142GVD65 2055-08-01 5.500000 0.00 1000.00 925.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6424 S6XOOCT0IEG5ABCC6L87 3142GXD61 2056-04-01 5.500000 0.00 1574.00 1544.77 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6426 S6XOOCT0IEG5ABCC6L87 3142GXD87 2056-04-01 5.500000 0.00 3055309.00 2952625.02 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 5600.00 5556.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 1000.00 1003.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 9600.00 8623.43 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 3000000.00 3000000.00 0.0033 N Y Y N Schwab Strategic Trust 2026-09-08 Dana Smith Dana Smith CFO