N-MFP3 0000918266 XXXXXXXX 2026-10-31 Schwab Annuity Portfolios 0000918266 549300C4LESHT5MKCS58 Schwab Government Money Market Portfolio 549300DGYKCNXR4JJT75 S000006545 1 N N 033-74534 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Government N N 32 92 128711130.14 173604125.72 0.5085 0.6858 2026-10-01 108943894.56 173712658.76 0.4319 0.6887 2026-10-02 122987685.62 173754686.43 0.4856 0.6860 2026-10-05 121628614.33 173396666.00 0.4791 0.6831 2026-10-06 132071128.48 173432625.77 0.5195 0.6822 2026-10-07 129728352.77 172764976.00 0.5111 0.6807 2026-10-08 117932322.97 171986166.99 0.4650 0.6781 2026-10-09 120314562.89 176413213.60 0.4758 0.6976 2026-10-13 131470493.37 177663484.42 0.5179 0.6999 2026-10-14 126363212.04 176247055.34 0.4993 0.6964 2026-10-15 108517564.70 178632527.29 0.4266 0.7022 2026-10-16 116350450.50 180163797.55 0.4549 0.7044 2026-10-19 122036008.37 180547610.39 0.4751 0.7028 2026-10-20 131320067.27 181826284.21 0.5076 0.7028 2026-10-21 125864838.15 178148652.12 0.4915 0.6957 2026-10-22 107152068.03 178150424.24 0.4184 0.6957 2026-10-23 112249121.20 178050766.88 0.4392 0.6967 2026-10-26 113051184.69 175853359.87 0.4451 0.6924 2026-10-27 129913577.66 175709582.36 0.5095 0.6891 2026-10-28 130109394.04 173598159.85 0.5145 0.6865 2026-10-29 113074023.72 173779872.05 0.4476 0.6879 2026-10-30 0.65 251859443.94 251924527.81 689242.73 1464142.35 251149628.84 251146477.3800 Y 1.0000 0.0394 2026-10-01 0.0393 2026-10-02 0.0393 2026-10-05 0.0393 2026-10-06 0.0393 2026-10-07 0.0393 2026-10-08 0.0393 2026-10-09 0.0393 2026-10-13 0.0393 2026-10-14 0.0393 2026-10-15 0.0394 2026-10-16 0.0394 2026-10-19 0.0394 2026-10-20 0.0394 2026-10-21 0.0394 2026-10-22 0.0395 2026-10-23 0.0396 2026-10-26 0.0396 2026-10-27 0.0397 2026-10-28 0.0398 2026-10-29 0.0398 2026-10-30 0.9997 2026-10-01 0.9997 2026-10-02 0.9997 2026-10-05 0.9997 2026-10-06 0.9997 2026-10-07 0.9997 2026-10-08 0.9996 2026-10-09 0.9997 2026-10-13 0.9996 2026-10-14 0.9997 2026-10-15 0.9997 2026-10-16 0.9997 2026-10-19 0.9997 2026-10-20 0.9997 2026-10-21 0.9997 2026-10-22 0.9997 2026-10-23 0.9997 2026-10-26 0.9997 2026-10-27 0.9997 2026-10-28 0.9997 2026-10-29 0.9998 2026-10-30 N N Single class C000017880 0.00 251149628.84 251146477.3800 0.9997 2026-10-01 0.9997 2026-10-02 0.9997 2026-10-05 0.9997 2026-10-06 0.9997 2026-10-07 0.9997 2026-10-08 0.9996 2026-10-09 0.9997 2026-10-13 0.9996 2026-10-14 0.9997 2026-10-15 0.9997 2026-10-16 0.9997 2026-10-19 0.9997 2026-10-20 0.9997 2026-10-21 0.9997 2026-10-22 0.9997 2026-10-23 0.9997 2026-10-26 0.9997 2026-10-27 0.9997 2026-10-28 0.9997 2026-10-29 0.9998 2026-10-30 937471.76 279215.86 2026-10-01 443306.73 847165.63 2026-10-02 1394570.47 514270.78 2026-10-05 410413.34 814190.91 2026-10-06 875.83 1885720.19 2026-10-07 821640.95 554127.89 2026-10-08 0.00 297429.47 2026-10-09 377.63 26320.70 2026-10-13 366394.65 274045.38 2026-10-14 731694.99 124040.00 2026-10-15 804418.89 491905.94 2026-10-16 1934629.46 343229.81 2026-10-19 611072.01 42345.05 2026-10-20 234040.19 1741520.55 2026-10-21 412965.89 456898.80 2026-10-22 504009.91 408351.35 2026-10-23 67568.14 31365.15 2026-10-26 1169371.28 55114.32 2026-10-27 7469.03 615778.86 2026-10-28 186089.66 920465.65 2026-10-29 0.00 50731.24 2026-10-30 11038380.81 10774233.53 0.0364 2026-10-01 0.0364 2026-10-02 0.0364 2026-10-05 0.0364 2026-10-06 0.0363 2026-10-07 0.0364 2026-10-08 0.0363 2026-10-09 0.0364 2026-10-13 0.0364 2026-10-14 0.0364 2026-10-15 0.0364 2026-10-16 0.0365 2026-10-19 0.0365 2026-10-20 0.0365 2026-10-21 0.0365 2026-10-22 0.0366 2026-10-23 0.0367 2026-10-26 0.0367 2026-10-27 0.0368 2026-10-28 0.0368 2026-10-29 0.0369 2026-10-30 N 0.00 Insurance company 0.3911 0.00 Insurance company 0.2102 0.00 Insurance company 0.3261 0.00 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 0.0406 1000197.25 1000197.25 0.0040 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.005000% 3130B5R26 2549001DPIFGXC1TOL40 US3130B5R263 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-03-25 2027-03-25 N N N 0.0396 500116.94 500116.94 0.0020 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.990000% 3130B5RE0 2549001DPIFGXC1TOL40 US3130B5RE05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-12-28 2026-12-28 N N N 0.0402 299991.74 299991.74 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.015000% 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-05 2027-04-05 N N N 0.0402 600042.64 600042.64 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130B5SF6 2549001DPIFGXC1TOL40 US3130B5SF60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-01-04 2027-01-04 N N N 0.0401 1500015.20 1500015.20 0.0060 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.060000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-09 2027-04-09 N N N 0.0402 500121.43 500121.43 0.0020 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.055000% 3130B5ZT8 2549001DPIFGXC1TOL40 US3130B5ZT81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-01-25 2027-01-25 N N N 0.0401 700107.44 700107.44 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.980000% 3130B8J45 2549001DPIFGXC1TOL40 US3130B8J454 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-11-06 2026-11-06 N N N 0.0395 700003.58 700003.58 0.0028 N N Y 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 0.0413 439760.93 439760.93 0.0018 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.045000% 3130B96H8 2549001DPIFGXC1TOL40 US3130B96H85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-01-20 2028-01-20 N N N 0.0405 400008.70 400008.70 0.0016 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 0.0435 398990.39 398990.39 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.055000% 3130B9F88 2549001DPIFGXC1TOL40 US3130B9F880 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-02-17 2028-02-17 N N N 0.0406 300008.91 300008.91 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.055000% 3130B9LD0 2549001DPIFGXC1TOL40 US3130B9LD08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-03-02 2028-03-02 N N N 0.0405 600043.19 600043.19 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.500000% 3130B9PD6 2549001DPIFGXC1TOL40 US3130B9PD61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0434 398704.40 398704.40 0.0016 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 0.0446 398836.90 398836.90 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.050000% 3130B9W48 2549001DPIFGXC1TOL40 US3130B9W489 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-03-17 2028-03-17 N N N 0.0406 300010.01 300010.01 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.055000% 3130BA3X3 2549001DPIFGXC1TOL40 US3130BA3X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-03-30 2028-03-30 N N N 0.0406 1400058.14 1400058.14 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.055000% 3130BA7D3 2549001DPIFGXC1TOL40 US3130BA7D38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-04-06 2028-04-06 N N N 0.0406 700028.94 700028.94 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.700000% 3130BAGB7 2549001DPIFGXC1TOL40 US3130BAGB78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0438 398476.49 398476.49 0.0016 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 0.0441 697994.21 697994.21 0.0028 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 0.0453 298958.10 298958.10 0.0012 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 0.0446 598453.22 598453.22 0.0024 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 0.0444 398967.64 398967.64 0.0016 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 0.0446 398891.43 398891.43 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.055000% 3130BARS8 2549001DPIFGXC1TOL40 US3130BARS84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-05-18 2028-05-18 N N N 0.0406 500031.88 500031.88 0.0020 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.980000% 3130BARW9 2549001DPIFGXC1TOL40 US3130BARW96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-10 2027-06-10 2027-06-10 N N N 0.0445 398899.15 398899.15 0.0016 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 0.0458 1295682.83 1295682.83 0.0052 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 0.0432 699112.06 699112.06 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.060000% 3130BAVS3 2549001DPIFGXC1TOL40 US3130BAVS39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-05-24 2028-05-24 N N N 0.0407 200012.41 200012.41 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.040000% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-06-15 2028-06-15 N N N 0.0406 400012.67 400012.67 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.990000% 3130BBJ55 2549001DPIFGXC1TOL40 US3130BBJ558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-02-16 2027-02-16 N N N 0.0399 2000102.74 2000102.74 0.0080 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.085000% 3130BBL60 2549001DPIFGXC1TOL40 US3130BBL604 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-07-21 2028-07-21 N N N 0.0409 2000171.60 2000171.60 0.0080 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.090000% 3130BBLP8 2549001DPIFGXC1TOL40 US3130BBLP82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-07-20 2028-07-20 N N N 0.0410 300026.33 300026.33 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.060000% 3130BBSQ9 2549001DPIFGXC1TOL40 US3130BBSQ92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-02-11 2028-02-11 N N N 0.0407 300023.03 300023.03 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.090000% 3130BBWN1 2549001DPIFGXC1TOL40 US3130BBWN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-08-25 2028-08-25 N N N 0.0410 680062.98 680062.98 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.075000% 3130BBWZ4 2549001DPIFGXC1TOL40 US3130BBWZ46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-05-26 2028-05-26 N N N 0.0408 680041.72 680041.72 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.095000% 3130BBYL3 2549001DPIFGXC1TOL40 US3130BBYL32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-08-25 2028-08-25 N N N 0.0410 690065.16 690065.16 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.095000% 3130BC2U6 2549001DPIFGXC1TOL40 US3130BC2U61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-09-07 2028-09-07 N N N 0.0410 175014.47 175014.47 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.020000% 3130BC5B5 2549001DPIFGXC1TOL40 US3130BC5B53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0436 684159.79 684159.79 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.080000% 3130BC6B4 2549001DPIFGXC1TOL40 US3130BC6B45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-06-22 2028-06-22 N N N 0.0409 690036.52 690036.52 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.975000% 3130BCAZ6 2549001DPIFGXC1TOL40 US3130BCAZ66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-01-19 2027-01-19 N N N 0.0398 1370032.54 1370032.54 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.995000% 3130BCHN6 2549001DPIFGXC1TOL40 US3130BCHN63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-02 2027-04-02 N N N 0.0400 1400046.54 1400046.54 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BCJH7 2549001DPIFGXC1TOL40 US3130BCJH77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-08 2027-04-08 N N N 0.0399 1000128.59 1000128.59 0.0040 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.005000% 3130BCK69 2549001DPIFGXC1TOL40 US3130BCK695 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-10 2027-05-10 N N N 0.0399 560087.06 560087.06 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.105000% 3130BCKC6 2549001DPIFGXC1TOL40 US3130BCKC61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-10-13 2028-10-13 N N N 0.0406 280171.45 280171.45 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.010000% 3130BCKV4 2549001DPIFGXC1TOL40 US3130BCKV43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-06-08 2027-06-08 N N N 0.0402 280016.92 280016.92 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.030000% 3130BCKY8 2549001DPIFGXC1TOL40 US3130BCKY81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-11-09 2027-11-09 N N N 0.0404 280030.84 280030.84 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.005000% 3130BCL76 2549001DPIFGXC1TOL40 US3130BCL768 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-14 2027-04-14 N N N 0.0399 560076.79 560076.79 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BCLL5 2549001DPIFGXC1TOL40 US3130BCLL51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-03-16 2027-03-16 N N N 0.0401 270010.03 270010.03 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.005000% 3130BCLN1 2549001DPIFGXC1TOL40 US3130BCLN18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-16 2027-04-16 N N N 0.0401 270010.56 270010.56 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.015000% 3130BCN58 2549001DPIFGXC1TOL40 US3130BCN582 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-19 2027-04-19 N N N 0.0400 560080.04 560080.04 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.020000% 3130BCNA7 2549001DPIFGXC1TOL40 US3130BCNA78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-20 2027-05-20 N N N 0.0403 560033.63 560033.63 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.025000% 3130BCND1 2549001DPIFGXC1TOL40 US3130BCND18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-20 2027-05-20 N N N 0.0401 280045.94 280045.94 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.030000% 3130BCNH2 2549001DPIFGXC1TOL40 US3130BCNH22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-06-24 2027-06-24 N N N 0.0402 280050.38 280050.38 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.020000% 3130BCNT6 2549001DPIFGXC1TOL40 US3130BCNT69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-03-22 2027-03-22 N N N 0.0400 840117.36 840117.36 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.025000% 3130BCNW9 2549001DPIFGXC1TOL40 US3130BCNW98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-21 2027-04-21 N N N 0.0403 280012.04 280012.04 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.035000% 3130BCP49 2549001DPIFGXC1TOL40 US3130BCP496 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-06-21 2027-06-21 N N N 0.0403 280047.31 280047.31 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.035000% 3130BCPE7 2549001DPIFGXC1TOL40 US3130BCPE72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-06-22 2027-06-22 N N N 0.0404 280017.80 280017.80 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.020000% 3130BCRA3 2549001DPIFGXC1TOL40 US3130BCRA33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-02-26 2027-02-26 N N N 0.0399 300041.73 300041.73 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.025000% 3130BCRQ8 2549001DPIFGXC1TOL40 US3130BCRQ84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-05 2027-04-05 N N N 0.0398 600154.78 600154.78 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 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 0.0402 54324.42 54324.42 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FE5 254900C5LP6DN9OP9V83 US313312FE58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-05 2027-05-05 2027-05-05 N N N 0.0412 195719.78 195719.78 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 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 0.0412 97791.22 97791.22 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312HX1 254900C5LP6DN9OP9V83 US313312HX12 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-07-09 2027-07-09 2027-07-09 N N N 0.0418 67954.25 67954.25 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312LC2 254900C5LP6DN9OP9V83 US313312LC29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-08-31 2027-08-31 2027-08-31 N N N 0.0420 67512.13 67512.13 0.0003 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AF6 2549001DPIFGXC1TOL40 US313384AF63 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-06 2027-01-06 2027-01-06 N N N 0.0400 297736.17 297736.17 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AH2 2549001DPIFGXC1TOL40 US313384AH20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-08 2027-01-08 2027-01-08 N N N 0.0400 476271.33 476271.33 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0400 694096.28 694096.28 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0400 693707.88 693707.88 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-29 2027-01-29 2027-01-29 N N N 0.0400 593940.92 593940.92 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BH1 2549001DPIFGXC1TOL40 US313384BH11 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-01 2027-02-01 2027-02-01 N N N 0.0402 296851.00 296851.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0402 296516.00 296516.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0402 987828.33 987828.33 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0402 1669241.17 1669241.17 0.0066 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0402 296248.00 296248.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0402 148040.25 148040.25 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0407 680494.68 680494.68 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0407 295630.13 295630.13 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0407 295596.25 295596.25 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CW7 2549001DPIFGXC1TOL40 US313384CW78 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-10 2027-03-10 2027-03-10 N N N 0.0407 98520.79 98520.79 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0407 590650.50 590650.50 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N 0.0421 1323284.34 1323284.34 0.0053 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0386 279610.22 279610.22 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385P67 2549001DPIFGXC1TOL40 US313385P671 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 0.0386 843461.75 843461.75 0.0034 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N 0.0395 6056993.79 6056993.79 0.0241 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0395 696318.00 696318.00 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385U20 2549001DPIFGXC1TOL40 US313385U200 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0395 695934.46 695934.46 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0395 298191.88 298191.88 0.0012 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-02-03 2027-02-03 N N N 0.0401 400081.83 400081.83 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.055000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-02-10 2027-02-10 N N N 0.0395 100034.13 100034.13 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.980000% 3133ER4C2 254900C5LP6DN9OP9V83 US3133ER4C26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-02-18 2027-02-18 N N N 0.0397 300004.53 300004.53 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000% 3133ER4W8 254900C5LP6DN9OP9V83 US3133ER4W89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-01-25 2027-01-25 N N N 0.0395 600022.91 600022.91 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.075000% 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-11-18 2026-11-18 N N N 0.0398 300013.19 300013.19 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.075000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-12-23 2026-12-23 N N N 0.0401 1000109.07 1000109.07 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0407 500000.00 500000.00 0.0020 N Y Y 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 0.0413 99906.32 99906.32 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-01 2027-04-01 N N N 0.0400 900089.70 900089.70 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.065000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-16 2027-04-16 N N N 0.0401 200065.90 200065.90 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-23 2027-04-23 N N N 0.0404 800205.79 800205.79 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.251900% 3133ETHD2 254900C5LP6DN9OP9V83 US3133ETHD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-03 2027-05-19 2027-05-19 N N N 0.0422 200007.44 200007.44 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-07-09 2027-07-09 N N N 0.0397 300065.81 300065.81 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000% 3133ETU96 254900C5LP6DN9OP9V83 US3133ETU969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-11-12 2026-11-12 N N N 0.0390 200000.88 200000.88 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000% 3133ETUA3 254900C5LP6DN9OP9V83 US3133ETUA33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-08-18 2028-08-18 N N N 0.0408 235449.35 235449.35 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.080000% 3133ETUK1 254900C5LP6DN9OP9V83 US3133ETUK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-08-25 2027-08-25 N N N 0.0408 200011.18 200011.18 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000% 3133ETUS4 254900C5LP6DN9OP9V83 US3133ETUS41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-08-25 2028-08-25 N N N 0.0408 415800.45 415800.45 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-11-19 2027-11-19 N N N 0.0407 100003.46 100003.46 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.035000% 3133ETY27 254900C5LP6DN9OP9V83 US3133ETY276 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-24 2027-05-24 N N N 0.0411 399877.40 399877.40 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000% 3133ETYK7 254900C5LP6DN9OP9V83 US3133ETYK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-07-19 2027-07-19 N N N 0.0395 500313.17 500313.17 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.060000% 3133ETZD2 254900C5LP6DN9OP9V83 US3133ETZD27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-09-23 2027-09-23 N N N 0.0398 500340.36 500340.36 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-01-21 2028-01-21 N N N 0.0399 200045.70 200045.70 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.055000% 3133EWC32 254900C5LP6DN9OP9V83 US3133EWC326 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-08-03 2028-08-03 N N N 0.0406 235045.52 235045.52 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.045000% 3133EWC40 254900C5LP6DN9OP9V83 US3133EWC409 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-06-08 2028-06-08 N N N 0.0405 415066.81 415066.81 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.030000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-02-17 2028-02-17 N N N 0.0408 99960.42 99960.42 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.075000% 3133EWF47 254900C5LP6DN9OP9V83 US3133EWF477 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-09-14 2028-09-14 N N N 0.0408 685092.34 685092.34 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-02-17 2028-02-17 N N N 0.0399 300033.97 300033.97 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133EWKE9 254900C5LP6DN9OP9V83 US3133EWKE93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-02-28 2028-02-28 N N N 0.0398 400074.92 400074.92 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.030000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-04-06 2028-04-06 N N N 0.0411 299744.84 299744.84 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.990000% 3133EWNA4 254900C5LP6DN9OP9V83 US3133EWNA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-04-24 2028-04-24 N N N 0.0398 400055.14 400055.14 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000% 3133EWNU0 254900C5LP6DN9OP9V83 US3133EWNU09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-06 2027-05-06 N N N 0.0402 99999.87 99999.87 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000% 3133EWNV8 254900C5LP6DN9OP9V83 US3133EWNV81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-07 2027-05-07 N N N 0.0394 400018.51 400018.51 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.035000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-05-08 2028-05-08 N N N 0.0404 300038.42 300038.42 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.000000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-09-13 2027-09-13 N N N 0.0401 200018.59 200018.59 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.945000% 3133EWPW4 254900C5LP6DN9OP9V83 US3133EWPW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-19 2027-05-19 N N N 0.0394 300003.73 300003.73 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.065000% 3133EWQ52 254900C5LP6DN9OP9V83 US3133EWQ524 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-09-15 2028-09-15 N N N 0.0407 555105.91 555105.91 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.030000% 3133EWQ60 254900C5LP6DN9OP9V83 US3133EWQ607 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-10-15 2027-10-15 N N N 0.0404 320029.45 320029.45 0.0013 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 0.0469 298725.17 298725.17 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000% 3133EWZU7 254900C5LP6DN9OP9V83 US3133EWZU70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-07-28 2027-07-28 N N N 0.0401 1000097.28 1000097.28 0.0040 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 0.0415 499848.79 499848.79 0.0020 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 0.0416 699737.72 699737.72 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.035000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-05 2027-05-05 N N N 0.0402 300059.46 300059.46 0.0012 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 0.0422 699437.96 699437.96 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.065000% 3134HBJ44 S6XOOCT0IEG5ABCC6L87 US3134HBJ441 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-08-25 2027-08-25 N N N 0.0406 300066.68 300066.68 0.0012 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.065000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-23 2027-04-23 N N N 0.0404 600122.88 600122.88 0.0024 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.055000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-05-05 2027-05-05 N N N 0.0407 400013.50 400013.50 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.080000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-10-06 2027-10-06 N N N 0.0407 280084.20 280084.20 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-01-08 2027-01-08 N N N 0.0403 200000.72 200000.72 0.0008 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 0.0425 699379.91 699379.91 0.0028 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 0.0425 699379.91 699379.91 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000% 3134HCLY3 S6XOOCT0IEG5ABCC6L87 US3134HCLY31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-22 2027-01-22 2027-01-22 N N N 0.0406 399456.91 399456.91 0.0016 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 0.0434 399211.84 399211.84 0.0016 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 0.0404 698977.19 698977.19 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 0.0408 399478.07 399478.07 0.0016 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 0.0407 399389.28 399389.28 0.0016 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 0.0409 399431.23 399431.23 0.0016 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 0.0407 399393.33 399393.33 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.500000% 3134HCUQ0 S6XOOCT0IEG5ABCC6L87 US3134HCUQ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0426 698025.52 698025.52 0.0028 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 0.0447 697946.08 697946.08 0.0028 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 0.0412 299442.43 299442.43 0.0012 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 0.0432 399007.32 399007.32 0.0016 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 0.0423 698541.75 698541.75 0.0028 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 0.0422 498982.97 498982.97 0.0020 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 0.0413 698855.38 698855.38 0.0028 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 0.0440 299379.77 299379.77 0.0012 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 0.0439 299409.73 299409.73 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 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 0.0386 908343.42 908343.42 0.0036 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.080000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-11-20 2026-11-20 N N N 0.0400 400016.16 400016.16 0.0016 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.080000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2026-12-11 2026-12-11 N N N 0.0403 100006.58 100006.58 0.0004 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.020000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-01-07 2028-01-07 N N N 0.0404 299985.87 299985.87 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.025000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2028-04-06 2028-04-06 N N N 0.0404 300004.17 300004.17 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.000000% 3135G1AL5 B1V7KEBTPIMZEU4LTD58 US3135G1AL56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-02 2027-04-08 2027-04-08 N N N 0.0401 110003.96 110003.96 0.0004 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 0.0420 399236.02 399236.02 0.0016 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 0.0444 399057.55 399057.55 0.0016 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 0.0438 399073.18 399073.18 0.0016 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 0.0441 698434.42 698434.42 0.0028 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 0.0435 698280.92 698280.92 0.0028 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 0.0438 698555.82 698555.82 0.0028 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 0.0432 399344.20 399344.20 0.0016 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.660000% 3136GDT86 B1V7KEBTPIMZEU4LTD58 US3136GDT864 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-10-22 2027-10-22 2027-10-22 N N N 0.0457 340047.49 340047.49 0.0014 N N N N STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND, PREMIER CLASS STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND, PREMIER CLASS 3.860000% 7839989D1 549300BZ5TGIFZUZDZ37 Investment Company Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0386 45600.00 45600.00 0.0002 N Y Y N AVENTURA BORROWERS TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.990000% 78437YAA2 N/A US78437YAA29 Variable Rate Demand Note Y 2026-11-06 2026-11-06 2065-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0399 200000.00 200000.00 0.0008 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0396 1715346.68 1715346.68 0.0068 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0407 382781.12 382781.12 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0394 1432374.15 1432374.15 0.0057 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0396 2738777.68 2738777.68 0.0109 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0406 228146.10 228146.10 0.0009 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0393 399655.49 399655.49 0.0016 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0393 181706.40 181706.40 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0396 1780751.93 1780751.93 0.0071 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0396 1693383.81 1693383.81 0.0067 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0400 1591503.59 1591503.59 0.0063 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0406 1079002.36 1079002.36 0.0043 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0408 695566.67 695566.67 0.0028 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797XA0 254900HROIFWPRGM1V77 US912797XA04 U.S. Treasury Debt Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0417 385026.37 385026.37 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797XB8 254900HROIFWPRGM1V77 US912797XB86 U.S. Treasury Debt Y 2027-03-02 2027-03-02 2027-03-02 N N N 0.0418 295962.43 295962.43 0.0012 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 0.0409 397903.59 397903.59 0.0016 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 0.0431 791902.43 791902.43 0.0032 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 0.0408 199621.61 199621.61 0.0008 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 0.0400 298083.99 298083.99 0.0012 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 0.0438 310037.23 310037.23 0.0012 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 0.0392 199085.94 199085.94 0.0008 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 0.0416 198520.90 198520.90 0.0008 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 0.0413 993242.20 993242.20 0.0040 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 0.0425 99271.21 99271.21 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 0.0430 198104.54 198104.54 0.0008 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 0.0434 139013.77 139013.77 0.0006 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 0.0436 128477.65 128477.65 0.0005 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 0.0425 300030.05 300030.05 0.0012 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 0.0418 1034838.29 1034838.29 0.0041 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 0.0414 100039.06 100039.06 0.0004 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 0.0422 200236.05 200236.05 0.0008 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 0.0432 100092.65 100092.65 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 0.0428 100201.36 100201.36 0.0004 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 0.0437 208990.61 208990.61 0.0008 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 0.0413 200000.00 200000.00 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.296900% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0430 1000000.01 1000000.01 0.0040 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 0.0411 600070.32 600070.32 0.0024 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 0.0418 300035.16 300035.16 0.0012 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 0.0410 1400082.04 1400082.04 0.0056 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.189900% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-11-02 2027-01-31 2027-01-31 N N N 0.0406 800324.50 800324.50 0.0032 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 0.0417 1199692.45 1199692.45 0.0048 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 0.0421 798890.63 798890.63 0.0032 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.251900% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-11-02 2027-04-30 2027-04-30 N N N 0.0403 1902316.98 1902316.98 0.0076 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 0.0424 698324.84 698324.84 0.0028 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 0.0430 498784.00 498784.00 0.0020 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 0.0432 388553.06 388553.06 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250900% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-11-02 2027-07-31 2027-07-31 N N N 0.0406 1803011.70 1803011.70 0.0072 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.281900% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-11-02 2027-10-31 2027-10-31 N N N 0.0406 501269.08 501269.08 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.190900% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-11-02 2028-01-31 2028-01-31 N N N 0.0405 501055.59 501055.59 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.194900% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-11-02 2028-04-30 2028-04-30 N N N 0.0408 400845.51 400845.51 0.0016 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.940000% ARP1NCXN4 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NCXN4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 03.000 CKMA3846 B1V7KEBTPIMZEU4LTD58 31418DHY1 2049-11-01 3.000000 0.00 919787.00 67392.68 Agency Mortgage-Backed Securities GNMI SF 636168 X 549300M8ZYFG0OCMTT87 36291RW57 2035-02-15 5.000000 0.00 10034992.00 136399.28 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3145 S6XOOCT0IEG5ABCC6L87 3132A3P61 2035-02-01 6.500000 0.00 204998.00 5340.71 Agency Mortgage-Backed Securities GNMI SF 748382 X 549300M8ZYFG0OCMTT87 3620C4M72 2042-02-15 4.000000 0.00 1590276.00 96738.56 Agency Mortgage-Backed Securities GNRM 2010-084 MP 549300M8ZYFG0OCMTT87 38374Y5R0 2039-06-20 4.500000 0.00 900000.00 12576.62 Agency Collateralized Mortgage Obligation GNRM 2009-058 AP 549300M8ZYFG0OCMTT87 38375D2H0 2039-06-20 4.000000 0.00 6615000.00 104936.31 Agency Collateralized Mortgage Obligation GNRA 2021-215 KA 549300M8ZYFG0OCMTT87 38383DY69 2049-10-20 2.500000 0.00 145000.00 74134.33 Agency Collateralized Mortgage Obligation GNRA 2009-006 FH 549300M8ZYFG0OCMTT87 38375Y6F4 2039-02-20 5.025300 0.00 50000000.00 491158.25 Agency Collateralized Mortgage Obligation GNII SF DJ9500 C 549300M8ZYFG0OCMTT87 3618KWRV7 2055-10-20 6.000000 0.00 37474.00 37952.49 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.970000% ARP1NDZR1 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NDZR1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII FS MA2211 M 549300M8ZYFG0OCMTT87 36179QN49 2044-06-20 4.000000 0.00 737001.00 130087.59 Agency Mortgage-Backed Securities FNMS 02.500 CTFM7689 B1V7KEBTPIMZEU4LTD58 3140XBRK8 2041-06-01 2.500000 0.00 100000.00 54306.77 Agency Mortgage-Backed Securities GNII SF DT3156 C 549300M8ZYFG0OCMTT87 3618W2QH2 2056-07-20 6.000000 0.00 808434.00 823016.75 Agency Mortgage-Backed Securities GNII SF DI9277 C 549300M8ZYFG0OCMTT87 3618NTJW8 2055-03-20 6.500000 0.00 15899.00 12589.04 Agency Mortgage-Backed Securities Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0397 1000000.00 1000000.00 0.0040 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.950000% ARP1NE1R6 VYVVCKR63DVZZN70PB21 0001224385 ARP1NE1R6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 03.500 CLSL7168 S6XOOCT0IEG5ABCC6L87 31427U6E8 2046-08-01 3.500000 0.00 4557429.00 4160000.43 Agency Mortgage-Backed Securities Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0395 4000000.00 4000000.00 0.0159 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.950000% ARP1NE1W5 KB1H1DSPRFMYMCUFXT09 0000740906 ARP1NE1W5 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 912797WG8 2026-12-22 0.00 0.00 1025700.00 1020024.80 U.S. Treasuries (including strips) Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0395 1000000.00 1000000.00 0.0040 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.950000% ARP1NE1X3 549300H47WTHXPU08X20 ARP1NE1X3 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 91282CEP2 2032-05-15 2.875000 0.00 5541800.00 5100013.25 U.S. Treasuries (including strips) Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0395 5000000.00 5000000.00 0.0199 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.980000% ARP1NEXM2 549300H47WTHXPU08X20 ARP1NEXM2 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 91282CFU0 2027-10-31 4.125000 0.00 1019100.00 1036062.83 U.S. Treasuries (including strips) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0398 1000000.00 1000000.00 0.0040 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.940000% ARP1NF7M8 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NF7M8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 2779800.00 3060069.04 U.S. Treasuries (including strips) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0394 3000000.00 3000000.00 0.0119 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.950000% ARP1NF8M7 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NF8M7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNCL CL DE0028 549300M8ZYFG0OCMTT87 3618J5A53 2064-12-15 6.000000 0.00 979445.00 987652.10 Agency Mortgage-Backed Securities GNRA 2016-116 DF 549300M8ZYFG0OCMTT87 38380AKF3 2046-09-20 4.465300 0.00 155100.00 32665.22 Agency Collateralized Mortgage Obligation Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0395 1000000.00 1000000.00 0.0040 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.940000% ARP1NGO54 549300H47WTHXPU08X20 ARP1NGO54 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 91282CEP2 2032-05-15 2.875000 0.00 1108400.00 1020039.46 U.S. Treasuries (including strips) Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0394 1000000.00 1000000.00 0.0040 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.950000% ARP1NGO62 VYVVCKR63DVZZN70PB21 0001224385 ARP1NGO62 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.000 CLRQ0136 S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 14566493.00 13520000.88 Agency Mortgage-Backed Securities Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0395 13000000.00 13000000.00 0.0518 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.950000% ARP1NGQ86 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NGQ86 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 04.000 CKMA1575 B1V7KEBTPIMZEU4LTD58 31418AXD5 2043-09-01 4.000000 0.00 999984.00 26458.61 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0225 S6XOOCT0IEG5ABCC6L87 3132DMHA6 2047-12-01 3.000000 0.00 1667936.00 461891.19 Agency Mortgage-Backed Securities GNMI SP 781814 X 549300M8ZYFG0OCMTT87 36241KAP3 2034-10-15 5.000000 0.00 8000000.00 96296.18 Agency Mortgage-Backed Securities GNMI SF 733778 X 549300M8ZYFG0OCMTT87 3620AMFT4 2040-07-15 5.000000 0.00 144123.00 8997.09 Agency Mortgage-Backed Securities GNPL PN CZ7785 549300M8ZYFG0OCMTT87 3618GKUJ1 2059-06-15 6.200000 0.00 99999.00 102490.24 Agency Mortgage-Backed Securities GNMI SF 778781 X 549300M8ZYFG0OCMTT87 36176W6S5 2042-01-15 4.000000 0.00 136884.00 8683.10 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5230 S6XOOCT0IEG5ABCC6L87 3133BEY31 2052-07-01 4.000000 0.00 1145180.00 603234.40 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2938 S6XOOCT0IEG5ABCC6L87 3131XJHP0 2042-03-01 3.500000 0.00 5211952.00 607378.04 Agency Mortgage-Backed Securities GNII SF MB1475 M 549300M8ZYFG0OCMTT87 3618N6T98 2050-01-20 4.000000 0.00 140832.00 124571.15 Agency Mortgage-Backed Securities Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0395 2000000.00 2000000.00 0.0080 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.940000% ARP1NHOU7 549300H47WTHXPU08X20 ARP1NHOU7 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 05.000 FGPC P00062 G S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5.000000 0.00 63149.00 1664.06 Agency Mortgage-Backed Securities 05.500 FGPC G05899 G S6XOOCT0IEG5ABCC6L87 3128M73G9 2040-05-01 5.500000 0.00 2386.00 89.35 Agency Mortgage-Backed Securities 03.500 FGPC G15290 G S6XOOCT0IEG5ABCC6L87 3128MEC33 2030-02-01 3.500000 0.00 3462.00 103.82 Agency Mortgage-Backed Securities FEPC 06.500 CLZS1719 S6XOOCT0IEG5ABCC6L87 3132A14C5 2036-03-01 6.500000 0.00 1957.00 26.45 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 S6XOOCT0IEG5ABCC6L87 3132DNF40 2052-06-01 3.500000 0.00 8000.00 5037.13 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2254 S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.500000 0.00 4000.00 2674.09 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 1067000.00 1019441.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 2900.00 2893.94 U.S. Treasuries (including strips) FEPC 04.500 CLZM7247 S6XOOCT0IEG5ABCC6L87 3131Y2BQ0 2048-07-01 4.500000 0.00 1006.00 297.24 Agency Mortgage-Backed Securities 04.000 FGPC G08618 G S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4.000000 0.00 26312.00 1738.36 Agency Mortgage-Backed Securities FEPC 02.500 CISB8168 S6XOOCT0IEG5ABCC6L87 3132D6CD0 2037-08-01 2.500000 0.00 1006.00 543.69 Agency Mortgage-Backed Securities FEPC 02.500 CISB1015 S6XOOCT0IEG5ABCC6L87 3132CXDU3 2037-06-01 2.500000 0.00 1000.00 588.30 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8084 S6XOOCT0IEG5ABCC6L87 3132DV6V2 2050-08-01 3.000000 0.00 4000.00 1016.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZL8773 S6XOOCT0IEG5ABCC6L87 3131XQXA9 2044-11-01 4.500000 0.00 1000.00 70.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8462 S6XOOCT0IEG5ABCC6L87 3131Y3MK9 2048-10-01 4.500000 0.00 1000.00 355.74 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5696 S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.500000 0.00 2000.00 1492.45 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6647 S6XOOCT0IEG5ABCC6L87 3132DUL47 2052-07-01 3.500000 0.00 2000.00 1520.57 Agency Mortgage-Backed Securities 06.000 FGPC P20586 G S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 8304.00 95.04 Agency Mortgage-Backed Securities 05.000 FGPC N70075 G S6XOOCT0IEG5ABCC6L87 31281LCL0 2035-01-01 5.000000 0.00 25856.00 387.38 Agency Mortgage-Backed Securities FEPC 02.500 CISB0913 S6XOOCT0IEG5ABCC6L87 3132CXAN2 2037-08-01 2.500000 0.00 1000.00 591.38 Agency Mortgage-Backed Securities 06.500 FGPC P51237 G S6XOOCT0IEG5ABCC6L87 3128C6LS6 2036-11-01 6.500000 0.00 2689.00 92.75 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 S6XOOCT0IEG5ABCC6L87 3132CXK43 2039-07-01 6.000000 0.00 4000.00 1639.35 Agency Mortgage-Backed Securities FEPC 06.000 CISB8380 S6XOOCT0IEG5ABCC6L87 3132D6JZ4 2040-04-01 6.000000 0.00 3000.00 1566.99 Agency Mortgage-Backed Securities 04.500 FGPC G07692 G S6XOOCT0IEG5ABCC6L87 3128M92Z4 2044-03-01 4.500000 0.00 1074.00 104.12 Agency Mortgage-Backed Securities 06.000 FGPC G07137 G S6XOOCT0IEG5ABCC6L87 3128M9HN5 2039-10-01 6.000000 0.00 15856.00 738.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6961 S6XOOCT0IEG5ABCC6L87 3132DUWW3 2053-11-01 5.000000 0.00 6000.00 4513.85 Agency Mortgage-Backed Securities 05.000 FGPC L00016 G S6XOOCT0IEG5ABCC6L87 3128DFAR9 2035-11-01 5.000000 0.00 19571.00 590.17 Agency Mortgage-Backed Securities FEPC 06.000 CISB8329 S6XOOCT0IEG5ABCC6L87 3132D6HE3 2039-09-01 6.000000 0.00 1893.00 903.08 Agency Mortgage-Backed Securities 05.500 FGPC N31313 G S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.500000 0.00 126187.00 1184.62 Agency Mortgage-Backed Securities 05.500 FGPC O20139 G S6XOOCT0IEG5ABCC6L87 3128ALEL8 2031-09-01 5.500000 0.00 81975.00 181.59 Agency Mortgage-Backed Securities FEPC 02.500 CISB1504 S6XOOCT0IEG5ABCC6L87 3132CXU59 2038-01-01 2.500000 0.00 4000.00 2905.55 Agency Mortgage-Backed Securities 06.000 FGPC P00029 G S6XOOCT0IEG5ABCC6L87 31283NA69 2033-03-01 6.000000 0.00 1015.00 3.87 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0834 S6XOOCT0IEG5ABCC6L87 3132D94T8 2044-12-01 5.500000 0.00 3000.00 2568.09 Agency Mortgage-Backed Securities 04.000 FGPC G16557 G S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4.000000 0.00 6287.00 673.92 Agency Mortgage-Backed Securities 06.000 FGPC P50529 G S6XOOCT0IEG5ABCC6L87 31288LSS1 2036-11-01 6.000000 0.00 4132.00 91.22 Agency Mortgage-Backed Securities FEPC 04.000 CLZM2825 S6XOOCT0IEG5ABCC6L87 3131XWD67 2047-03-01 4.000000 0.00 2000.00 118.54 Agency Mortgage-Backed Securities FEPC 02.500 CISB0810 S6XOOCT0IEG5ABCC6L87 3132CW3T9 2037-06-01 2.500000 0.00 4700.00 2489.01 Agency Mortgage-Backed Securities FEPC 03.000 CTZL0168 S6XOOCT0IEG5ABCC6L87 3131XFFH8 2036-04-01 3.000000 0.00 1000.00 172.44 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7247 S6XOOCT0IEG5ABCC6L87 31427HBR2 2055-11-01 5.500000 0.00 2396719.00 2063562.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7590 S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5.000000 0.00 1066027.00 978899.64 Agency Mortgage-Backed Securities FEPC 06.000 CLTC1176 S6XOOCT0IEG5ABCC6L87 3130G0FS8 2056-07-01 6.000000 0.00 1000.00 1002.83 Agency Mortgage-Backed Securities FEPC 05.000 CLTC5180 S6XOOCT0IEG5ABCC6L87 3130G4UE4 2056-09-01 5.000000 0.00 1150.00 1095.57 Agency Mortgage-Backed Securities FEPC 03.500 CLZL4077 S6XOOCT0IEG5ABCC6L87 3131XKQ69 2042-11-01 3.500000 0.00 1753.00 255.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZL8396 S6XOOCT0IEG5ABCC6L87 3131XQKH8 2044-08-01 4.500000 0.00 1980.00 44.51 Agency Mortgage-Backed Securities FEPC 05.000 CLZS1958 S6XOOCT0IEG5ABCC6L87 3132A2E73 2038-03-01 5.000000 0.00 1168.00 13.35 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0945 S6XOOCT0IEG5ABCC6L87 3132DNBN2 2052-04-01 3.500000 0.00 3000.00 1752.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2027 S6XOOCT0IEG5ABCC6L87 3132DPHC5 2052-08-01 5.000000 0.00 2000.00 1406.41 Agency Mortgage-Backed Securities FNMS 04.000 CLFA0476 B1V7KEBTPIMZEU4LTD58 3140W0Q65 2053-07-01 4.000000 0.00 1000.00 783.52 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 4000000.00 4000000.00 0.0159 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.940000% ARP1NHOX1 549300H47WTHXPU08X20 ARP1NHOX1 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 05.500 CLQF5439 S6XOOCT0IEG5ABCC6L87 3133BTBG4 2052-12-01 5.500000 0.00 1398147.00 1015794.58 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3654 S6XOOCT0IEG5ABCC6L87 3132E0BX9 2052-10-01 5.000000 0.00 1351.00 890.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7590 S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5.000000 0.00 13853.00 12720.78 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 S6XOOCT0IEG5ABCC6L87 3132DN6Q1 2052-10-01 5.500000 0.00 4853.00 3287.54 Agency Mortgage-Backed Securities FNMS 03.500 CLFA7338 B1V7KEBTPIMZEU4LTD58 3140W8EL8 2052-06-01 3.500000 0.00 2332070.00 2057306.55 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3000000.00 3000000.00 0.0119 N Y Y N FICC - STATE STREET BANK AND TRUST CO FICC - STATE STREET BANK AND TRUST CO 3.940000% ARP1NHQ19 549300H47WTHXPU08X20 ARP1NHQ19 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 912828Z37 2030-01-15 0.125000 0.00 837400.00 1020235.94 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N FICC - STATE STREET BANK AND TRUST CO FICC - STATE STREET BANK AND TRUST CO 3.930000% ARP1NHQ35 549300H47WTHXPU08X20 ARP1NHQ35 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 91282CJJ1 2033-11-15 4.500000 0.00 1017300.00 1020076.98 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1000000.00 1000000.00 0.0040 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.930000% ARP1NHQH4 1VUV7VQFKUOQSJ21A208 0001330437 ARP1NHQH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 1400.00 1904.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 400.00 470.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1038000.00 1016572.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 1500.00 1401.58 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1000000.00 1000000.00 0.0040 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 3.940000% ARP1NHQR2 M67H5PRC0NQKM73ZAS82 0000026617 ARP1NHQR2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.000 CLCB5984 B1V7KEBTPIMZEU4LTD58 3140QRUJ0 2053-04-01 5.000000 0.00 1014.00 776.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9273 B1V7KEBTPIMZEU4LTD58 3140MPJT9 2052-07-01 5.000000 0.00 16575.00 12421.68 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 3503.00 2326.56 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0296 S6XOOCT0IEG5ABCC6L87 31427MKJ9 2055-01-01 5.000000 0.00 1633085.00 1301182.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3185 B1V7KEBTPIMZEU4LTD58 3140W3RF8 2055-10-01 5.500000 0.00 401352.00 366169.63 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5833 S6XOOCT0IEG5ABCC6L87 3142GWPT0 2056-01-01 5.000000 0.00 1000.00 915.76 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6029 B1V7KEBTPIMZEU4LTD58 31418FVX2 2056-04-01 5.000000 0.00 1000.00 914.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 5600.00 5442.20 U.S. Treasuries (including strips) GNRA 2024-044 FC 549300M8ZYFG0OCMTT87 38384KR94 2054-03-20 5.074500 0.00 19285.00 7956.95 Agency Collateralized Mortgage Obligation FEPC 04.000 CLRQ0108 S6XOOCT0IEG5ABCC6L87 3142J6DN0 2056-04-01 4.000000 0.00 14087.00 12257.66 Agency Mortgage-Backed Securities GNRM 2025-157 AL 549300M8ZYFG0OCMTT87 38381UZS4 2055-07-20 5.000000 0.00 413838.00 369137.20 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWR51 2028-07-19 4.070000 0.00 2000.00 2002.47 Agency Debentures and Agency Strips GNRM 2025-134 DJ 549300M8ZYFG0OCMTT87 38381UBH4 2051-09-20 5.000000 0.00 2883.00 2057.21 Agency Collateralized Mortgage Obligation Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 2000000.00 2000000.00 0.0080 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 3.940000% ARP1NHQT8 OXTKY6Q8X53C9ILVV871 0000902266 ARP1NHQT8 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 91282CBS9 2028-03-31 1.250000 0.00 2135000.00 2041782.10 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 2000000.00 2000000.00 0.0080 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.940000% ARP1NHQY7 1VUV7VQFKUOQSJ21A208 0001330437 ARP1NHQY7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 1000.00 252.41 Agency Mortgage-Backed Securities GNII SF MA8949 M 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6.000000 0.00 3780.00 1717.34 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 1376900.00 904070.39 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8498 S6XOOCT0IEG5ABCC6L87 3132DWNP4 2054-12-01 7.000000 0.00 1000.00 417.18 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8290 S6XOOCT0IEG5ABCC6L87 3133KQF76 2052-12-01 4.500000 0.00 1046.00 691.33 Agency Mortgage-Backed Securities MNRA CL02SA2 R22M02S B1V7KEBTPIMZEU4LTD58 3136BPHK0 2032-09-25 3.755300 0.00 1012.00 905.59 Agency Collateralized Mortgage Obligation GNRA 2020-191 FA 549300M8ZYFG0OCMTT87 38382MHD4 2048-10-20 4.365300 0.00 1000.00 370.81 Agency Collateralized Mortgage Obligation GNRA 2021-221 FA 549300M8ZYFG0OCMTT87 38383FRT2 2051-12-20 3.500000 0.00 1001.00 659.53 Agency Collateralized Mortgage Obligation GNRA 2024-113 FG 549300M8ZYFG0OCMTT87 38384QQZ4 2054-07-20 5.174500 0.00 8443.00 3009.24 Agency Collateralized Mortgage Obligation GNRA 2023-170 FB 549300M8ZYFG0OCMTT87 38384DR41 2053-11-20 5.324500 0.00 1000.00 330.56 Agency Collateralized Mortgage Obligation MNRA CL001A2 R22M001 B1V7KEBTPIMZEU4LTD58 3136BKX80 2031-10-25 1.669100 0.00 3772.00 3208.08 Agency Collateralized Mortgage Obligation MNRA CL010A2 R22M010 B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.926800 0.00 3469.00 2851.13 Agency Collateralized Mortgage Obligation GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.924500 0.00 15032.00 10798.78 Agency Collateralized Mortgage Obligation FNMS 05.500 CLCB8833 B1V7KEBTPIMZEU4LTD58 3140QUY75 2054-07-01 5.500000 0.00 1000.00 788.94 Agency Mortgage-Backed Securities GNRA 2025-100 FJ 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 5.074500 0.00 1000.00 859.11 Agency Collateralized Mortgage Obligation FNMS 05.000 CLFA2224 B1V7KEBTPIMZEU4LTD58 3140W2PJ4 2055-07-01 5.000000 0.00 1011.00 887.48 Agency Mortgage-Backed Securities GNII SF DN5619 C 549300M8ZYFG0OCMTT87 3618M8G40 2055-09-20 7.000000 0.00 1000.00 1043.11 Agency Mortgage-Backed Securities GNRA 2025-215 FA 549300M8ZYFG0OCMTT87 38385KUX6 2055-12-20 4.874500 0.00 59100.00 52098.94 Agency Collateralized Mortgage Obligation FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1024.00 926.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5CE8 2056-04-25 5.187900 0.00 1000.00 862.90 Agency Collateralized Mortgage Obligation GNRA 2026-063 KF 549300M8ZYFG0OCMTT87 38385RXB6 2056-04-20 5.044500 0.00 6662.00 5706.41 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5FC9 2055-03-25 4.887900 0.00 1000.00 818.50 Agency Collateralized Mortgage Obligation FEPC 04.500 CLTB5108 S6XOOCT0IEG5ABCC6L87 3142K6VA6 2056-05-01 4.500000 0.00 1001.00 884.72 Agency Mortgage-Backed Securities GNRA 2026-106 F 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.994500 0.00 2000.00 1849.44 Agency Collateralized Mortgage Obligation GNRA 2026-136 FJ 549300M8ZYFG0OCMTT87 38385WVE1 2056-08-20 4.924500 0.00 4888.00 4739.14 Agency Collateralized Mortgage Obligation GNRA 2026-135 FC 549300M8ZYFG0OCMTT87 38385XD58 2056-08-20 4.774500 0.00 25846.00 25524.20 Agency Collateralized Mortgage Obligation GNRA 2026-117 FC 549300M8ZYFG0OCMTT87 38385XGF3 2056-07-20 4.874500 0.00 1024.00 1001.58 Agency Collateralized Mortgage Obligation GNRA 2024-142 DF 549300M8ZYFG0OCMTT87 38384XCH4 2053-10-20 4.904500 0.00 1000.00 391.41 Agency Collateralized Mortgage Obligation GNRA 2025-069 GF 549300M8ZYFG0OCMTT87 38385FJE2 2055-04-20 5.224500 0.00 1000.00 551.45 Agency Collateralized Mortgage Obligation GNRA 2026-049 GF 549300M8ZYFG0OCMTT87 38385PTJ8 2056-03-20 4.874500 0.00 3402.00 3115.68 Agency Collateralized Mortgage Obligation GNRM 2026-106 CA 549300M8ZYFG0OCMTT87 38385TYD7 2055-12-20 5.000000 0.00 1000.00 956.81 Agency Collateralized Mortgage Obligation GNRA 2026-136 HF 549300M8ZYFG0OCMTT87 38385WZG2 2055-07-20 4.724500 0.00 1024.00 986.73 Agency Collateralized Mortgage Obligation Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 3.940000% ARP1NHR34 2IGI19DL77OX0HC3ZE78 0000800030 ARP1NHR34 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNHA AL CL8179 H 549300M8ZYFG0OCMTT87 3617YGCQ6 2072-05-20 6.159000 0.00 1424.00 900.56 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 400.00 307.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 84.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 500.00 342.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 500.00 276.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 1300.00 602.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 7400.00 4782.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 1100.00 938.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 300.00 292.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 2000.00 2104.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 500.00 497.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 10000.00 10436.53 U.S. Treasuries (including strips) GNII SF MA6930 M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 3756.00 1521.41 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 1300.00 870.38 U.S. Treasuries (including strips) FNMS 06.000 CLCB7782 B1V7KEBTPIMZEU4LTD58 3140QTUG2 2054-01-01 6.000000 0.00 1000.00 695.43 Agency Mortgage-Backed Securities FNMS 07.000 CLDC2917 B1V7KEBTPIMZEU4LTD58 3140AQG30 2054-08-01 7.000000 0.00 1000.00 750.39 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 12300.00 12903.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2700.00 2795.80 U.S. Treasuries (including strips) FNMS 06.000 CLFS5174 B1V7KEBTPIMZEU4LTD58 3140XLXC7 2053-06-01 6.000000 0.00 2033.00 1201.54 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4913 S6XOOCT0IEG5ABCC6L87 3133CHN68 2053-11-01 7.000000 0.00 1004.00 644.25 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 173500.00 173031.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1000.00 916.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 300.00 298.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 2000.00 1949.45 U.S. Treasuries (including strips) FEPC 06.000 CLSL3337 S6XOOCT0IEG5ABCC6L87 31427QV74 2055-12-01 6.000000 0.00 2482.00 2303.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 500.00 461.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 1400.00 1351.84 U.S. Treasuries (including strips) FEPC 05.000 CLRJ5652 S6XOOCT0IEG5ABCC6L87 3142GWH69 2056-01-01 5.000000 0.00 1000.00 929.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 645700.00 645005.23 U.S. Treasuries (including strips) FNMS 04.500 CLCC2816 B1V7KEBTPIMZEU4LTD58 3140Y9DW1 2056-06-01 4.500000 0.00 8647.00 7932.85 Agency Mortgage-Backed Securities FEPC 07.000 CLSL5905 S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 146700.00 143033.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBH7766 B1V7KEBTPIMZEU4LTD58 3140GWTY9 2047-08-01 4.000000 0.00 2930.00 470.29 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7190 S6XOOCT0IEG5ABCC6L87 3142GX7C5 2056-08-01 5.500000 0.00 1000.00 949.20 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 3.940000% ARP1NHR42 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1NHR42 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 04.000 CLSD8237 S6XOOCT0IEG5ABCC6L87 3132DWEJ8 2052-08-01 4.000000 0.00 1000.00 677.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQE4358 S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 10892.00 6577.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4.000000 0.00 84836.00 6414.57 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.500000 0.00 23164.00 1532.27 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 1000.00 252.41 Agency Mortgage-Backed Securities GNII SF MA8100 M 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 1000.00 620.98 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1022.00 624.00 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 1000.00 653.67 Agency Mortgage-Backed Securities GNRA 2022-050 FH 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 1000.00 570.38 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 400.00 321.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 400.00 393.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 800.00 801.88 U.S. Treasuries (including strips) FEPC 02.000 CLSD8121 S6XOOCT0IEG5ABCC6L87 3132DWAW3 2050-12-01 2.000000 0.00 1000.00 482.38 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 1007.00 74.72 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1301 B1V7KEBTPIMZEU4LTD58 3140QLNT9 2051-08-01 2.500000 0.00 2380.00 1274.22 Agency Mortgage-Backed Securities GNII SF DA6289 C 549300M8ZYFG0OCMTT87 3618GV7A2 2054-05-20 7.500000 0.00 6214.00 6618.44 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3132WRRN5 2044-03-01 3.830000 0.00 25001.00 17620.89 Agency Collateralized Mortgage Obligation FNMS 02.000 CLCB2773 B1V7KEBTPIMZEU4LTD58 3140QNCK6 2052-02-01 2.000000 0.00 1000.00 602.72 Agency Mortgage-Backed Securities GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1056.00 108.31 Agency Mortgage-Backed Securities GNII SF MA7827 M 549300M8ZYFG0OCMTT87 36179WVU9 2052-01-20 2.500000 0.00 30208.00 16576.80 Agency Mortgage-Backed Securities FNMS 06.500 CLBM1505 B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.500000 0.00 105027.00 18935.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3101 B1V7KEBTPIMZEU4LTD58 3140QNNT5 2052-03-01 2.000000 0.00 1000.00 570.00 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8134 S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 1000.00 500.74 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5041 S6XOOCT0IEG5ABCC6L87 3133KLS65 2051-04-01 2.000000 0.00 1000.00 521.14 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7171 B1V7KEBTPIMZEU4LTD58 3140XA6H0 2036-05-01 2.000000 0.00 1000.00 397.70 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HHB75 2054-11-25 5.137900 0.00 1464.00 979.61 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 2400.00 2408.19 U.S. Treasuries (including strips) FHLMC REMIC SERIES K-1510 A-3 20340125 3.7 S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 1076.00 984.99 Agency Collateralized Mortgage Obligation GNRA 2024-132 FE 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 5.124500 0.00 1018.00 543.98 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKEX8 2054-11-25 4.827900 0.00 1000.00 607.08 Agency Collateralized Mortgage Obligation GNRA 2024-066 FB 549300M8ZYFG0OCMTT87 38383KUE0 2054-04-20 4.904500 0.00 1805.00 755.46 Agency Collateralized Mortgage Obligation GNRA 2023-176 FB 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.374500 0.00 1303.00 288.93 Agency Collateralized Mortgage Obligation GNRA 2024-172 FB 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.874500 0.00 1000.00 675.51 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD6175 S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 1940.00 1626.22 Agency Mortgage-Backed Securities GNRA 2023-069 FA 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.824500 0.00 4091.00 1730.29 Agency Collateralized Mortgage Obligation GNRA 2023-101 LF 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.894500 0.00 1000.00 659.29 Agency Collateralized Mortgage Obligation GNRA 2025-082 FB 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.624500 0.00 1000.00 552.52 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 500.00 495.69 U.S. Treasuries (including strips) FNMS 07.000 CLDD7166 B1V7KEBTPIMZEU4LTD58 3140B76C2 2055-03-01 7.000000 0.00 1000.00 450.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2693 B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6.000000 0.00 1000.00 808.92 Agency Mortgage-Backed Securities GNII SF CT6580 C 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.500000 0.00 1004.00 977.90 Agency Mortgage-Backed Securities GNRA 2025-102 FL 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 5.024500 0.00 1001.00 776.18 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 100.00 96.20 U.S. Treasuries (including strips) GNII SF DJ4772 C 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7.000000 0.00 7737.00 6843.43 Agency Mortgage-Backed Securities GNII ET DI8541 C 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7.000000 0.00 1000.00 627.89 Agency Mortgage-Backed Securities GNRA 2024-117 FE 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 5.174500 0.00 1000.00 381.47 Agency Collateralized Mortgage Obligation FNMS 02.500 CLBQ2405 B1V7KEBTPIMZEU4LTD58 3140KMU73 2050-09-01 2.500000 0.00 1000.00 370.45 Agency Mortgage-Backed Securities FNMS 04.500 CLBX8165 B1V7KEBTPIMZEU4LTD58 3140NDCB1 2053-04-01 4.500000 0.00 2056.00 1511.84 Agency Mortgage-Backed Securities GNRA 2025-203 FA 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.274500 0.00 3014.00 2676.39 Agency Collateralized Mortgage Obligation FEPC 04.500 CTRB5383 S6XOOCT0IEG5ABCC6L87 3133KY6U8 2046-01-01 4.500000 0.00 5451.00 4852.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0118 B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1009.00 746.57 Agency Mortgage-Backed Securities GNRA 2025-218 FA 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.874500 0.00 1087.00 958.23 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDC4374 B1V7KEBTPIMZEU4LTD58 3140AR2G4 2054-10-01 5.500000 0.00 1000.00 887.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 B1V7KEBTPIMZEU4LTD58 3140KDCZ1 2050-06-01 3.000000 0.00 1055.00 231.85 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4849 S6XOOCT0IEG5ABCC6L87 3133CHL60 2053-10-01 7.000000 0.00 1000.00 794.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BYBP6 2055-12-25 5.087900 0.00 1000.00 800.23 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HNPH5 2055-11-25 5.187900 0.00 1006.00 754.65 Agency Collateralized Mortgage Obligation FNMS 05.000 CLBO4635 B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5.000000 0.00 1000.00 402.42 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0271 B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.500000 0.00 1003.00 847.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTQK2 2053-10-25 5.187900 0.00 1000.00 576.43 Agency Collateralized Mortgage Obligation FKRM P009A1 11/25/29 N/A 3137H13U8 2029-11-25 1.132000 0.00 2376.00 1004.69 Agency Mortgage-Backed Securities GNRM 2024-026 LY 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 1021.00 718.16 Agency Collateralized Mortgage Obligation MNAR XX.XXX HXBL5691 B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 1000.00 989.61 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM8039 B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.993000 0.00 1000.00 943.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4469 B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 1172.00 839.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5020 B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1000.00 698.66 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3139 S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 1000.00 657.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8796 B1V7KEBTPIMZEU4LTD58 3140AJX29 2054-08-01 6.500000 0.00 1000.00 775.55 Agency Mortgage-Backed Securities FNMS 07.000 CLDC1662 B1V7KEBTPIMZEU4LTD58 3140ANZ44 2054-09-01 7.000000 0.00 677469.00 466929.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5896 B1V7KEBTPIMZEU4LTD58 3140W6RS3 2050-10-01 5.000000 0.00 1000.00 911.00 Agency Mortgage-Backed Securities GNRA 2025-131 YF 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.974500 0.00 1001.00 910.83 Agency Collateralized Mortgage Obligation GNRA 2025-082 FG 549300M8ZYFG0OCMTT87 38385F3V1 2055-05-20 5.624500 0.00 1398.00 772.42 Agency Collateralized Mortgage Obligation MNAR XX.XXX HXBZ5137 B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 1539.00 1472.94 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6536 B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1001.00 664.82 Agency Mortgage-Backed Securities GNRA 2024-046 FB 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 5.054500 0.00 1000.00 516.97 Agency Collateralized Mortgage Obligation GNRA 2026-099 MF 549300M8ZYFG0OCMTT87 38385TC33 2056-06-20 4.874500 0.00 1000.00 970.88 Agency Collateralized Mortgage Obligation FNMS 06.000 CLFA5704 B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 1000.00 881.47 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6325 B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.500000 0.00 1001.00 963.64 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6013 S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 1000.00 907.37 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6334 B1V7KEBTPIMZEU4LTD58 3140QEBC5 2050-07-01 2.500000 0.00 36469.00 14391.65 Agency Mortgage-Backed Securities FEPC 06.000 CLTC7347 S6XOOCT0IEG5ABCC6L87 3130G7BR9 2056-10-01 6.000000 0.00 1000.00 1004.75 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2151 S6XOOCT0IEG5ABCC6L87 3133USL82 2050-02-25 2.500000 0.00 1010.00 811.07 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN3889 B1V7KEBTPIMZEU4LTD58 3138LGKB1 2026-12-01 2.990000 0.00 3148.00 2613.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7035 B1V7KEBTPIMZEU4LTD58 3140H8Y90 2048-07-01 4.500000 0.00 36869.00 5999.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3659 B1V7KEBTPIMZEU4LTD58 3140KBB52 2050-08-01 2.500000 0.00 18178.00 7019.16 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7551 B1V7KEBTPIMZEU4LTD58 3140Q3L95 2033-07-01 4.310000 0.00 1000.00 952.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6167 S6XOOCT0IEG5ABCC6L87 31427TZ90 2056-07-01 5.000000 0.00 1011.00 945.66 Agency Mortgage-Backed Securities GNRA 2026-002 FY 549300M8ZYFG0OCMTT87 38385LGJ1 2056-01-20 4.624500 0.00 1000.00 924.39 Agency Collateralized Mortgage Obligation GNRA 2026-025 FY 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.674500 0.00 1008.00 969.69 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETP27 2035-10-29 5.000000 0.00 1000.00 946.94 Agency Debentures and Agency Strips FEPC 06.000 CLRA8321 S6XOOCT0IEG5ABCC6L87 3133KQG67 2052-12-01 6.000000 0.00 1001.00 436.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXY40 2055-11-25 4.887900 0.00 1000.00 948.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6CP1 2056-06-25 4.987900 0.00 1000.00 937.45 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDI1303 B1V7KEBTPIMZEU4LTD58 3140UUNV9 2056-08-01 5.500000 0.00 1285765.00 1257523.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4215 S6XOOCT0IEG5ABCC6L87 31427RVH0 2056-01-01 5.000000 0.00 172400.00 157724.85 Agency Mortgage-Backed Securities GNAR WK 788714 M 549300M8ZYFG0OCMTT87 3622AESB3 2050-05-20 5.189000 0.00 1098.00 1049.07 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 2000000.00 2000000.00 0.0080 N Y Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.930000% ARP1NHR75 6PJDTY319315T5LR2241 ARP1NHR75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 400.00 498.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 800.00 1047.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 1052.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 1900.00 1890.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 100.00 110.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 500.00 521.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 3000.00 3015.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 201.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1026200.00 1006494.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 5200.00 5172.16 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1000000.00 1000000.00 0.0040 N Y Y N BANCO SANTANDER SA BANCO SANTANDER SA 3.940000% ARP1NHRE0 5493006QMFDDMYWIAM13 0000891478 ARP1NHRE0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 232100.00 199288.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 98.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 300.00 387.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 700.00 916.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 14000.00 13612.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 100.00 103.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 1838400.00 1825579.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 100.00 99.41 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 2000000.00 2000000.00 0.0080 N Y Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.940000% ARP1NHRH3 6PJDTY319315T5LR2241 ARP1NHRH3 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 912828YS3 2029-11-15 1.750000 0.00 1100.00 1018.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 100.00 117.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 1000.00 1043.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 600.00 647.43 U.S. Treasuries (including strips) FNMS 05.000 CLCB5225 B1V7KEBTPIMZEU4LTD58 3140QQYX7 2052-11-01 5.000000 0.00 1000.00 730.09 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6424 S6XOOCT0IEG5ABCC6L87 3142GXD61 2056-04-01 5.500000 0.00 1186.00 1130.30 Agency Mortgage-Backed Securities FEPC 02.000 CLSD4961 S6XOOCT0IEG5ABCC6L87 3132DSQN5 2052-02-01 2.000000 0.00 1000.00 613.67 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 999100.00 979930.94 U.S. Treasuries (including strips) FEPC 07.000 CLSL5905 S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 35172.00 34292.87 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0979 B1V7KEBTPIMZEU4LTD58 3140Y7CR7 2055-09-01 6.000000 0.00 1008.00 854.50 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 3.930000% ARP1NHRT7 M67H5PRC0NQKM73ZAS82 0000026617 ARP1NHRT7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 6900.00 6007.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 900.00 777.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 75000.00 71877.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 2500.00 2349.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 75000.00 74956.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 400.00 398.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 1100.00 1101.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 515300.00 520206.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 3200.00 3181.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 400.00 393.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 335400.00 337994.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 800.00 803.67 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1000000.00 1000000.00 0.0040 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.930000% ARP1NHSK5 G5GSEF7VJP5I7OUK5573 0001484212 ARP1NHSK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 3100.00 2692.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 1387200.00 942256.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 1097200.00 547305.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 3000.00 2990.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 500.00 496.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 200.00 198.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 350000.00 346493.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797WK9 2027-03-11 0.00 0.00 300.00 295.52 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1805979.00 1805979.00 0.0072 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.940000% ARP1NHSL3 MBNUM2BPBDO7JBLYG310 0000315030 ARP1NHSL3 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 91282CNS6 2035-07-15 1.875000 0.00 1025500.00 1020009.44 U.S. Treasuries (including strips) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0394 1000000.00 1000000.00 0.0040 N N Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.960000% ARP1NHSM1 549300H47WTHXPU08X20 ARP1NHSM1 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 CLSD8439 S6XOOCT0IEG5ABCC6L87 3132DWLU5 2054-06-01 6.000000 0.00 1000.00 534.41 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3641 B1V7KEBTPIMZEU4LTD58 3140QPBK2 2052-05-01 4.500000 0.00 5088.00 3053.94 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ6884 S6XOOCT0IEG5ABCC6L87 31427GUJ1 2055-11-01 5.500000 0.00 1185491.00 1028626.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1695 B1V7KEBTPIMZEU4LTD58 3140Y73D8 2055-12-01 5.500000 0.00 7520.00 6970.24 Agency Mortgage-Backed Securities FEPC 06.000 ZLSI2135 S6XOOCT0IEG5ABCC6L87 3133USLQ2 2053-10-25 6.000000 0.00 12622.00 10566.15 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6029 B1V7KEBTPIMZEU4LTD58 31418FVX2 2056-04-01 5.000000 0.00 1123839.00 1027309.43 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6461 S6XOOCT0IEG5ABCC6L87 3132DUFA0 2054-10-01 6.500000 0.00 1000.00 620.78 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5319 B1V7KEBTPIMZEU4LTD58 3140W54D3 2055-03-01 5.000000 0.00 13843.00 12636.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0563 S6XOOCT0IEG5ABCC6L87 3132DMTU9 2051-03-01 2.500000 0.00 1000.00 507.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3061 B1V7KEBTPIMZEU4LTD58 3140Y9MK7 2056-07-01 5.500000 0.00 17640.00 17190.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1021 B1V7KEBTPIMZEU4LTD58 3140BRD30 2055-10-01 5.500000 0.00 1000.00 889.66 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4748 B1V7KEBTPIMZEU4LTD58 3140BVH29 2055-12-01 5.000000 0.00 9478.00 8958.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDH8165 B1V7KEBTPIMZEU4LTD58 3140UQCB4 2056-07-01 6.000000 0.00 1000.00 1000.38 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1473 B1V7KEBTPIMZEU4LTD58 3140Y7T73 2055-11-01 6.500000 0.00 1000.00 861.13 Agency Mortgage-Backed Securities FEPC 06.500 CLTC1406 S6XOOCT0IEG5ABCC6L87 3130G0NY6 2056-08-01 6.500000 0.00 1000.00 528.02 Agency Mortgage-Backed Securities FEPC 06.500 CLTC2189 S6XOOCT0IEG5ABCC6L87 3130G1KB7 2056-08-01 6.500000 0.00 1008.00 1015.84 Agency Mortgage-Backed Securities FEPC 06.000 CLTC5130 S6XOOCT0IEG5ABCC6L87 3130G4SU1 2056-09-01 6.000000 0.00 1000.00 1004.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7378 B1V7KEBTPIMZEU4LTD58 3140N0FU4 2052-12-01 4.500000 0.00 1000.00 802.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4916 B1V7KEBTPIMZEU4LTD58 3140W5PA6 2052-08-01 3.500000 0.00 1154964.00 966926.10 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0396 3000000.00 3000000.00 0.0119 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.940000% ARP1NHSO7 G5GSEF7VJP5I7OUK5573 0001484212 ARP1NHSO7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 02.500 CICB4285 B1V7KEBTPIMZEU4LTD58 3140QPXP7 2037-07-01 2.500000 0.00 7570.00 4208.80 Agency Mortgage-Backed Securities GNII SF MA3105 M 549300M8ZYFG0OCMTT87 36179RNW5 2045-09-20 3.500000 0.00 766272.00 61693.48 Agency Mortgage-Backed Securities GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 188228.00 102644.76 Agency Mortgage-Backed Securities GNII RG CI4580 C 549300M8ZYFG0OCMTT87 3617X9CR1 2042-01-20 4.000000 0.00 8823.00 5346.14 Agency Mortgage-Backed Securities GNMI SF 697584 X 549300M8ZYFG0OCMTT87 36296P6V8 2038-11-15 5.500000 0.00 26406677.00 13199.85 Agency Mortgage-Backed Securities GNMI SF 700926 X 549300M8ZYFG0OCMTT87 36296TVT7 2038-11-15 5.500000 0.00 403298.00 2815.57 Agency Mortgage-Backed Securities GNII SF MA6286 M 549300M8ZYFG0OCMTT87 36179U6X5 2049-10-20 4.500000 0.00 23000.00 2521.31 Agency Mortgage-Backed Securities GNMI SF 677235 X 549300M8ZYFG0OCMTT87 36295QLQ1 2040-06-15 4.500000 0.00 54471.00 1487.41 Agency Mortgage-Backed Securities GNII SF MB1142 M 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 3039.00 2864.91 Agency Mortgage-Backed Securities FEPC 06.500 CLZI8455 S6XOOCT0IEG5ABCC6L87 3131WMMC7 2039-01-01 6.500000 0.00 1000.00 17.20 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1262 B1V7KEBTPIMZEU4LTD58 3140Y7ML9 2055-10-01 6.500000 0.00 219211.00 202873.27 Agency Mortgage-Backed Securities GNII SF MB1215 M 549300M8ZYFG0OCMTT87 3618N6K55 2056-06-20 4.500000 0.00 673769.00 614020.05 Agency Mortgage-Backed Securities GNII SF MB1412 M 549300M8ZYFG0OCMTT87 3618N6SA6 2056-08-20 5.000000 0.00 7330.00 6984.13 Agency Mortgage-Backed Securities FNMS 06.000 CLDI8636 B1V7KEBTPIMZEU4LTD58 3140V3S27 2056-11-01 6.000000 0.00 2585.00 2607.06 Agency Mortgage-Backed Securities GNCL CL AT8566 549300M8ZYFG0OCMTT87 36194HQT2 2068-01-15 5.610000 0.00 6981.00 7055.25 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.940000% ARP1NHSS8 MBNUM2BPBDO7JBLYG310 0000315030 ARP1NHSS8 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 91282CHP9 2033-07-15 1.375000 0.00 1000.00 1038.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 2057200.00 2038982.93 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 2000000.00 2000000.00 0.0080 N Y Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.950000% ARP1NHSV1 549300H47WTHXPU08X20 ARP1NHSV1 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 912810FF0 2028-11-15 5.250000 0.00 66600.00 69025.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 2300.00 1873.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 8075200.00 3745081.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 6800.00 5851.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 259000.00 258254.66 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 4000000.00 4000000.00 0.0159 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.940000% ARP1NHTB4 K5HU16E3LMSVCCJJJ255 ARP1NHTB4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.000 CLSL3835 S6XOOCT0IEG5ABCC6L87 31427RHM5 2053-05-01 5.000000 0.00 1197070.00 1040000.59 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA BANCO BILBAO VIZCAYA ARGENTARIA SA 3.940000% ARP1NHTN8 K8MS7FD7N5Z2WQ51AZ71 0000842180 ARP1NHTN8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 1753700.00 1012977.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 5900.00 8173.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 500.00 521.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 100.00 102.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 2200.00 2188.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 3600.00 3565.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRL7 2029-09-15 4.375000 0.00 2038900.00 2032527.49 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3000000.00 3000000.00 0.0119 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.940000% ARP1NHTT5 549300QJJX6CVVUXLE15 0001317808 ARP1NHTT5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2022-009 FE 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.500000 0.00 1020.00 552.76 Agency Collateralized Mortgage Obligation GNRA 2025-061 FE 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.924500 0.00 1005.00 724.47 Agency Collateralized Mortgage Obligation GNRA 2025-100 FJ 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 5.074500 0.00 1196871.00 1028239.14 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQM73 2056-03-25 4.787900 0.00 1000.00 822.45 Agency Collateralized Mortgage Obligation Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N BANK OF AMERICA NA BANK OF AMERICA NA 3.950000% ARP1NHTU2 B4TYDEB6GKMZO031MB27 0001102113 ARP1NHTU2 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 91282CMH1 2027-01-31 4.125000 0.00 1009700.00 1020072.05 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 1000000.00 1000000.00 0.0040 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.940000% ARP1NHTX6 549300QJJX6CVVUXLE15 0001317808 ARP1NHTX6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA6818 M 549300M8ZYFG0OCMTT87 36179VSF8 2050-08-20 2.000000 0.00 1024.00 388.04 Agency Mortgage-Backed Securities GNII SF MA7990 M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 1000.00 609.86 Agency Mortgage-Backed Securities GNII SF MA7254 M 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2.000000 0.00 1024.00 456.00 Agency Mortgage-Backed Securities GNII SF MA7649 M 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 1000.00 526.07 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 1000.00 637.74 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 1000.00 664.40 Agency Mortgage-Backed Securities GNII SF MA9540 M 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 1024.00 759.65 Agency Mortgage-Backed Securities GNII SF MA9599 M 549300M8ZYFG0OCMTT87 36179YUY8 2054-02-20 2.500000 0.00 1000.00 646.21 Agency Mortgage-Backed Securities GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 13857.00 6820.29 Agency Mortgage-Backed Securities GNRA 2022-009 FE 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.500000 0.00 1009.00 546.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 32900.00 26126.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 6600.00 7129.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 538800.00 354942.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 542600.00 337662.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 23300.00 15826.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 33000.00 23174.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 4200.00 2426.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1173500.00 1101734.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 88200.00 86374.99 U.S. Treasuries (including strips) FNMS 03.000 CLMA2833 B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 2304.00 375.87 Agency Mortgage-Backed Securities GNII SF MA6864 M 549300M8ZYFG0OCMTT87 36179VTV2 2050-09-20 2.000000 0.00 1358000.00 538799.12 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 1000.00 578.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6265 B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 1001.00 414.29 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1000.00 664.16 Agency Mortgage-Backed Securities GNRA 2024-160 KF 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.894500 0.00 486690.00 335380.70 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 200.00 206.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 201.29 U.S. Treasuries (including strips) GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1000.00 733.96 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 1400.00 1354.29 U.S. Treasuries (including strips) GNII SF CH8922 C 549300M8ZYFG0OCMTT87 3617X14F3 2051-09-20 3.500000 0.00 1000.00 672.07 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 142400.00 142671.47 U.S. Treasuries (including strips) GNII SF MB1143 M 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.500000 0.00 8720.00 8412.66 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9962 S6XOOCT0IEG5ABCC6L87 3142K0B86 2056-03-01 5.500000 0.00 1000.00 876.99 Agency Mortgage-Backed Securities GNII SF MB1218 M 549300M8ZYFG0OCMTT87 3618N6K89 2056-04-20 6.000000 0.00 1024.00 1015.41 Agency Mortgage-Backed Securities FEPC 05.000 CLTA7385 S6XOOCT0IEG5ABCC6L87 3142JWF35 2056-03-01 5.000000 0.00 1000.00 879.00 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 2300.00 2282.42 U.S. Treasuries (including strips) FNMS 06.500 CLCC0011 B1V7KEBTPIMZEU4LTD58 3140Y6AM2 2055-02-01 6.500000 0.00 1024.00 679.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3374 B1V7KEBTPIMZEU4LTD58 3140Y9XC3 2056-09-01 5.500000 0.00 1000.00 976.64 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7455 S6XOOCT0IEG5ABCC6L87 3142GYH99 2056-09-01 5.500000 0.00 65167.00 62962.84 Agency Mortgage-Backed Securities GNII SP 788220 M 549300M8ZYFG0OCMTT87 3622AEAV8 2052-04-20 3.000000 0.00 1000.00 771.21 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1529 S6XOOCT0IEG5ABCC6L87 3132DNVW0 2049-03-01 4.000000 0.00 1024.00 602.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5490 B1V7KEBTPIMZEU4LTD58 3140XMC46 2050-12-01 3.000000 0.00 1000.00 632.62 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5494 S6XOOCT0IEG5ABCC6L87 3142GWC80 2055-12-01 5.500000 0.00 1000.00 933.01 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3000000.00 3000000.00 0.0119 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.940000% ARP1NHUC0 VYVVCKR63DVZZN70PB21 0001224385 ARP1NHUC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB0088 M 549300M8ZYFG0OCMTT87 3618N5C23 2054-12-20 3.500000 0.00 5157880.00 4160000.66 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 4000000.00 4000000.00 0.0159 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.940000% ARP1NHUE6 ZBUT11V806EZRVTWT807 0000782124 ARP1NHUE6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA8428 M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 4552959.00 2980500.78 Agency Mortgage-Backed Securities GNAR AT 082431 M 549300M8ZYFG0OCMTT87 36225EVZ2 2039-12-20 5.125000 0.00 4266659.00 109499.24 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3000000.00 3000000.00 0.0119 N Y Y N TRUIST BANK TRUIST BANK 3.940000% ARP1NHUG1 JJKC32MCHWDI71265Z06 ARP1NHUG1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2020-162 JA 549300M8ZYFG0OCMTT87 38382KND1 2050-10-20 1.000000 0.00 2582345.00 1040000.01 Agency Collateralized Mortgage Obligation Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.970000% ARP1NHUK2 VYVVCKR63DVZZN70PB21 0001224385 ARP1NHUK2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.000 CLRQ0136 S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 14566493.00 13520000.88 Agency Mortgage-Backed Securities Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0397 13000000.00 13000000.00 0.0518 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.940000% ARP1NHUL0 549300H47WTHXPU08X20 ARP1NHUL0 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 91282CEP2 2032-05-15 2.875000 0.00 7758500.00 7140000.14 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 7000000.00 7000000.00 0.0279 N Y Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.970000% ARP1NHUN6 KB1H1DSPRFMYMCUFXT09 0000740906 ARP1NHUN6 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 912797WG8 2026-12-22 0.00 0.00 3077100.00 3060074.41 U.S. Treasuries (including strips) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0397 3000000.00 3000000.00 0.0119 N N Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 3.940000% ARP1NHUQ9 L3I9ZG2KFGXZ61BMYR72 0001041839 ARP1NHUQ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.000 CLMA5164 B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5.000000 0.00 1000.00 755.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6339 B1V7KEBTPIMZEU4LTD58 3140XNBH6 2053-11-01 6.000000 0.00 2024.00 1298.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9612 B1V7KEBTPIMZEU4LTD58 3140QVVE1 2054-12-01 5.500000 0.00 1000.00 836.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5826 S6XOOCT0IEG5ABCC6L87 3132DTPK0 2054-06-01 5.500000 0.00 1000.00 707.59 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1291 B1V7KEBTPIMZEU4LTD58 3140W1NH2 2055-04-01 5.000000 0.00 1071.00 926.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1621 B1V7KEBTPIMZEU4LTD58 3140Y7YT9 2055-12-01 5.000000 0.00 1000.00 910.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7361 B1V7KEBTPIMZEU4LTD58 3140N0FB6 2052-10-01 4.500000 0.00 1000.00 707.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797WU7 2027-04-08 0.00 0.00 1033300.00 1014338.94 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.940000% ARP1NHUX4 ZBUT11V806EZRVTWT807 0000782124 ARP1NHUX4 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 3PZM9367 S6XOOCT0IEG5ABCC6L87 3131Y4MQ4 2045-04-01 3.000000 0.00 12207378.00 1030000.03 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.940000% ARP1NHUY2 ZBUT11V806EZRVTWT807 0000782124 ARP1NHUY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 01.500 CNMA4331 B1V7KEBTPIMZEU4LTD58 31418DY55 2031-05-01 1.500000 0.00 2500000.00 714896.74 Agency Mortgage-Backed Securities GNII SF MA2443 M 549300M8ZYFG0OCMTT87 36179QWC1 2044-11-20 2.500000 0.00 405809.00 45859.43 Agency Mortgage-Backed Securities FNMS 07.000 JL674273 B1V7KEBTPIMZEU4LTD58 31391RCJ9 2028-04-01 7.000000 0.00 5013344.00 6569.27 Agency Mortgage-Backed Securities GNII JM MA3097 M 549300M8ZYFG0OCMTT87 36179RNN5 2045-08-20 3.500000 0.00 1798490.00 50698.90 Agency Mortgage-Backed Securities FEPC 06.500 CLQG2604 S6XOOCT0IEG5ABCC6L87 3133C23M8 2053-05-01 6.500000 0.00 1084582.00 513858.50 Agency Mortgage-Backed Securities FNMS 02.000 CIAL8127 B1V7KEBTPIMZEU4LTD58 3138ETA55 2031-01-01 2.000000 0.00 135000.00 9549.95 Agency Mortgage-Backed Securities FNMS 04.000 CV890615 B1V7KEBTPIMZEU4LTD58 31410LN81 2029-06-01 4.000000 0.00 674000.00 16051.70 Agency Mortgage-Backed Securities FNMS 05.000 CTBM3905 B1V7KEBTPIMZEU4LTD58 3140J8KT9 2031-08-01 5.000000 0.00 8549471.00 12792.56 Agency Mortgage-Backed Securities FNMS 06.500 CL889339 B1V7KEBTPIMZEU4LTD58 31410KBG8 2028-12-01 6.500000 0.00 1899950.00 9373.72 Agency Mortgage-Backed Securities FNMS 07.500 CL633698 B1V7KEBTPIMZEU4LTD58 31389R7K6 2031-02-01 7.500000 0.00 4100000.00 20773.89 Agency Mortgage-Backed Securities FNMS 07.000 CL827938 B1V7KEBTPIMZEU4LTD58 31407DZB4 2031-10-01 7.000000 0.00 6456216.00 74587.06 Agency Mortgage-Backed Securities FNMS 03.000 CI890696 B1V7KEBTPIMZEU4LTD58 31410LRR5 2030-09-01 3.000000 0.00 490500.00 29949.90 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6804 S6XOOCT0IEG5ABCC6L87 3131WKRZ5 2037-11-01 6.500000 0.00 5927546.00 8867.61 Agency Mortgage-Backed Securities FNMS 05.000 CTFM9892 B1V7KEBTPIMZEU4LTD58 3140XD7E0 2031-09-01 5.000000 0.00 1195928.00 9429.91 Agency Mortgage-Backed Securities FNMS 02.000 CIAB7525 B1V7KEBTPIMZEU4LTD58 31417ELF6 2028-01-01 2.000000 0.00 3000000.00 61968.04 Agency Mortgage-Backed Securities FNMS 03.000 CJAO0326 B1V7KEBTPIMZEU4LTD58 3138LQLG7 2027-04-01 3.000000 0.00 2000000.00 13827.69 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3579 B1V7KEBTPIMZEU4LTD58 3140J76R1 2030-09-01 3.000000 0.00 5000000.00 169873.52 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6413 B1V7KEBTPIMZEU4LTD58 3138WGDT8 2031-01-01 2.500000 0.00 70000.00 5742.91 Agency Mortgage-Backed Securities FNMS 02.500 CIAQ7860 B1V7KEBTPIMZEU4LTD58 3138MPWW1 2027-12-01 2.500000 0.00 12818240.00 153876.13 Agency Mortgage-Backed Securities FNMS 06.500 CL613025 B1V7KEBTPIMZEU4LTD58 31388SA21 2031-07-01 6.500000 0.00 4570000.00 25032.74 Agency Mortgage-Backed Securities FNMS 02.500 CVAB6965 B1V7KEBTPIMZEU4LTD58 31417DW33 2027-11-01 2.500000 0.00 2000000.00 14741.88 Agency Mortgage-Backed Securities FNMS 03.000 CNBM4868 B1V7KEBTPIMZEU4LTD58 3140J9MS7 2028-10-01 3.000000 0.00 3000000.00 40995.54 Agency Mortgage-Backed Securities FNMS 03.980 ML957502 B1V7KEBTPIMZEU4LTD58 31413WGK5 2029-07-01 3.980000 0.00 2200000.00 46815.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBK2016 B1V7KEBTPIMZEU4LTD58 3140HFG29 2048-04-01 4.500000 0.00 108097.00 5669.10 Agency Mortgage-Backed Securities FNMS 02.000 CNFM6417 B1V7KEBTPIMZEU4LTD58 3140XADX7 2031-04-01 2.000000 0.00 240000.00 51532.33 Agency Mortgage-Backed Securities FNMS 03.000 CIBC0260 B1V7KEBTPIMZEU4LTD58 3140EUJE0 2031-02-01 3.000000 0.00 5475000.00 370249.75 Agency Mortgage-Backed Securities FEPC 06.500 CLTC3498 S6XOOCT0IEG5ABCC6L87 3130G2X47 2056-08-01 6.500000 0.00 1149919.00 1181622.38 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ7631 S6XOOCT0IEG5ABCC6L87 3142GYPR0 2056-10-01 6.000000 0.00 723072.00 731987.72 Agency Mortgage-Backed Securities GNII SF DT9444 C 549300M8ZYFG0OCMTT87 3618W9P54 2056-10-20 6.000000 0.00 740702.00 752805.32 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 5000000.00 5000000.00 0.0199 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.930000% ARP1NHV39 ZBUT11V806EZRVTWT807 0000782124 ARP1NHV39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 200.00 197.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 4.141900 0.00 1009200.00 1019893.86 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1000000.00 1000000.00 0.0040 N Y Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.940000% ARP1NHVO3 549300H47WTHXPU08X20 ARP1NHVO3 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 91282CEP2 2032-05-15 2.875000 0.00 6650200.00 6120052.71 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 6000000.00 6000000.00 0.0239 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.950000% ARP1NHVV7 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NHVV7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNPL PN CK0463 549300M8ZYFG0OCMTT87 3617XUQQ1 2062-06-15 4.950000 0.00 2912473.00 2853654.87 Agency Mortgage-Backed Securities GNII BD 627129 C 549300M8ZYFG0OCMTT87 36291FVW5 2034-01-20 5.000000 0.00 17713952.00 206345.20 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 3000000.00 3000000.00 0.0119 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.970000% ARP1NHVX3 FOR8UP27PHTHYVLBNG30 0000769993 ARP1NHVX3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 03.500 CLZT0711 S6XOOCT0IEG5ABCC6L87 3132ACYG9 2048-10-01 3.500000 0.00 200000.00 12398.48 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9589 S6XOOCT0IEG5ABCC6L87 3132AAUN2 2045-12-01 4.500000 0.00 300000.00 26587.25 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0171 S6XOOCT0IEG5ABCC6L87 3131XTFL9 2045-09-01 4.000000 0.00 573000.00 46163.06 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0154 S6XOOCT0IEG5ABCC6L87 3131XTE30 2045-09-01 4.000000 0.00 944000.00 57338.88 Agency Mortgage-Backed Securities GNRM 2014-039 PB 549300M8ZYFG0OCMTT87 38379AM56 2044-03-20 3.500000 0.00 8122.00 6158.03 Agency Collateralized Mortgage Obligation 03.500 FGPC T65458 G S6XOOCT0IEG5ABCC6L87 31323AB35 2048-02-01 3.500000 0.00 668844.00 46879.25 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1880 S6XOOCT0IEG5ABCC6L87 3132A2CR1 2038-01-01 6.000000 0.00 645820.00 4819.20 Agency Mortgage-Backed Securities GNRM 2021-159 QJ 549300M8ZYFG0OCMTT87 38382XH32 2051-09-20 3.000000 0.00 959000.00 442426.17 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZJ0892 S6XOOCT0IEG5ABCC6L87 3131WQ7D3 2040-12-01 4.000000 0.00 155000.00 14501.47 Agency Mortgage-Backed Securities FNMS 02.500 CTAL2976 B1V7KEBTPIMZEU4LTD58 3138EKJW6 2033-01-01 2.500000 0.00 138963.00 13242.07 Agency Mortgage-Backed Securities GNRM 2026-137 VA 549300M8ZYFG0OCMTT87 38385WC85 2037-08-20 5.000000 0.00 370450.00 357310.43 Agency Collateralized Mortgage Obligation Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0397 1000000.00 1000000.00 0.0040 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.930000% ARP1NHYT9 ZBUT11V806EZRVTWT807 0000782124 ARP1NHYT9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF 002729 M 549300M8ZYFG0OCMTT87 36202DA68 2029-03-20 6.500000 0.00 10469372.00 5251.11 Agency Mortgage-Backed Securities GNMI SF 586602 X 549300M8ZYFG0OCMTT87 36201LU36 2032-07-15 6.500000 0.00 952040.00 8226.96 Agency Mortgage-Backed Securities GNII SF MB1069 M 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 980992.00 889650.01 Agency Mortgage-Backed Securities GNII SF DV2967 C 549300M8ZYFG0OCMTT87 3618WSJL4 2056-09-20 6.000000 0.00 124351.00 126871.92 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1000000.00 1000000.00 0.0040 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 3.940000% ARP1NHYW2 7TK5RJIZDFROZCA6XF66 0000812291 ARP1NHYW2 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 91282CJZ5 2034-02-15 4.000000 0.00 1067600.00 1020014.79 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1000000.00 1000000.00 0.0040 N Y Y N Schwab Annuity Portfolios 2026-11-06 Dana Smith Dana Smith CFO