0001145549-21-073951.txt : 20211207 0001145549-21-073951.hdr.sgml : 20211207 20211207125751 ACCESSION NUMBER: 0001145549-21-073951 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211130 FILED AS OF DATE: 20211207 DATE AS OF CHANGE: 20211207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALLSPRING FUNDS TRUST CENTRAL INDEX KEY: 0001081400 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-09253 FILM NUMBER: 211475317 BUSINESS ADDRESS: STREET 1: 525 MARKET STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 800-222-8222 MAIL ADDRESS: STREET 1: 525 MARKET STREET STREET 2: 12TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: WELLS FARGO FUNDS TRUST DATE OF NAME CHANGE: 19990308 0001081400 S000007421 Allspring Government Money Market Fund C000020369 Class A WFGXX C000020370 Administrator Class WGAXX C000020371 Institutional Class GVIXX C000020372 Service Class NWGXX C000159700 Select Class WFFXX C000221203 Sweep Class N-MFP2 1 primary_doc.xml N-MFP2 0001081400 XXXXXXXX 2021-11-30 0001081400 S000007421 6 N N 333-74295 Allspring Funds Management, LLC 801-58237 Allspring Global Investments, LLC 801-21122 KPMG LLP Boston MA Allspring Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Exempt Government Government/Agency N 42 98 126696186246.55 120811255899.05 122761963253.05 121356616626.65 130813332171.13 125076969581.30 125930420258.24 124888174101.61 0.00 0.8636 0.8538 0.8591 0.8601 0.8916 0.8839 0.8813 0.8852 0.0000 1406013387.41 142868011118.50 142871430434.47 224906154.77 943955173.77 143558394802.88 143557662157.5710 1.0000 0.0008 1.0001 1.0000 1.0000 1.0000 0.0000 C000020369 1000.00 313962075.82 313960393.8190 1.0001 1.0000 1.0000 1.0000 0.0000 1433631.04 483785.73 2397497.51 1992977.72 2969006.23 1647580.54 2112810.86 1929606.72 0.00 0.00 10130711.92 6118498.18 0.0001 Y Allspring Funds Management, LLC waived and/or reimbursed $134,787.71 of expenses for the class. C000020370 1000000.00 4131982282.81 4131963775.8390 1.0001 1.0000 1.0000 1.0000 0.0000 303975899.20 606048283.93 256920890.66 333758427.27 505993372.20 577669334.43 179531586.51 318377856.43 0.00 0.00 1699594215.69 1892731625.46 0.0001 Y Allspring Funds Management, LLC waived and/or reimbursed $620,956.86 of expenses for the class. C000020371 10000000.00 46233448399.65 46233122683.5140 1.0001 1.0000 1.0000 1.0000 0.0000 3821251141.25 3474987993.60 1771585135.54 3092228686.93 5912134097.43 2755082476.00 3182940213.35 2960193931.99 0.00 0.00 17673027381.97 13729222274.35 0.0001 Y Allspring Funds Management, LLC waived and/or reimbursed $5,248,147.84 of expenses for the class. C000020372 100000.00 1931729520.36 1931718712.0390 1.0001 1.0000 1.0000 1.0000 0.0000 36848553.97 114820572.23 421912588.08 12861071.37 2592933140.77 2641650531.83 2562925041.23 2718196404.53 0.00 0.00 5629359868.45 5489010348.89 0.0001 Y Allspring Funds Management, LLC waived and/or reimbursed $362,891.72 of expenses for the class. C000159700 50000000.00 89876751662.37 89876381760.5100 1.0001 1.0000 1.0000 1.0000 0.0000 25930705252.50 25161664595.03 17318280991.69 21381019947.14 25947577382.00 27051148411.72 19063781900.25 20629399382.89 0.00 0.00 98161453453.26 103309831105.21 0.0003 Y Allspring Funds Management, LLC waived and/or reimbursed $9,188,735.83 of expenses for the class. C000221203 1.00 1070520861.87 1070514831.8500 1.0001 1.0000 1.0000 1.0000 0.0000 264914228.43 152744575.59 176416360.12 204206271.20 150336027.24 165874251.15 90407328.15 114092724.65 0.00 0.00 749470509.18 708033112.97 0.0001 Y Allspring Funds Management, LLC waived and/or reimbursed $247,122.80 of expenses for the class. ASC ADMIRAL WAY LLC ASC ADMIRAL WAY LLC 0.110000% 00215XAA6 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2056-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0011 22270000.00 22270000.00 0.0002 N N Y N BANK OF AMERICA BANK OF AMERICA 0.050000% 0000070858 03199J004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 1/4 NOTE AG 26 2026-11-30 1.250000 152534800.00 153000031.15 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 150000000.00 150000000.00 0.0010 N Y Y N ASC Mercer Island LLC ASC Mercer Island LLC 0.175380% 04351QAA7 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2057-06-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0018 33900000.00 33900000.00 0.0002 N N Y N BARCLAYS BANK PLC REPO BARCLAYS BANK PLC REPO 0.050000% 0673PA005 0673PA005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 7 1/4 BOND 22 2022-08-15 7.250000 657152.88 703686.64 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 2372071.12 2927699.87 U.S. Treasuries (including strips) TRIB 04/15/28 3.6250 2028-04-15 3.625000 17900065.78 24059694.00 U.S. Treasuries (including strips) TRIB 04/15/29 3.8750 2029-04-15 3.875000 25690996.77 36160308.62 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 9306182.31 13811948.31 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 34353427.51 39725006.74 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 12142756.20 14223368.91 U.S. Treasuries (including strips) TRIB 01/15/28 1.7501 2028-01-15 1.750000 30746438.48 37249571.56 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 30711987.17 39728412.37 U.S. Treasuries (including strips) TRIB 02/15/40 2.1250 2040-02-15 2.125000 27754175.69 43031730.03 U.S. Treasuries (including strips) TRIB 01/15/27 2.3750 2027-01-15 2.375000 8541443.30 10452012.55 U.S. Treasuries (including strips) 7 5/8 BOND 22 2022-11-15 7.625000 690388.88 741848.07 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 4983396.94 5496421.27 U.S. Treasuries (including strips) 6 1/2 BOND 26 2026-11-15 6.500000 12347915.88 15550475.90 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 9856254.50 14598905.01 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 3578582.44 5059721.37 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 13476085.19 17278402.83 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 3816967.29 5994175.61 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 12400811.56 15908785.76 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 9474930.75 10583806.10 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 256614.56 307793.70 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 10395152.50 10497495.04 U.S. Treasuries (including strips) 0 1/8 TRIN A 22 2022-01-15 0.125000 5733252.14 5797761.26 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 18391437.07 23524371.41 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 1.750000 204164.00 205844.91 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 11591887.89 11988084.13 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.625000 16812816.38 17066452.24 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 662494.38 671720.50 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 13828262.01 14414646.00 U.S. Treasuries (including strips) 2 NOTE B 23 2023-02-15 2.000000 7151600.81 7340182.93 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 54637061.16 68699070.19 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 994699.19 1056273.32 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 4489679.12 4677962.90 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 253350.31 264577.66 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 25687547.80 27584669.53 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 185394.56 247024.55 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 14625627.79 21130316.70 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 11331326.38 12162113.73 U.S. Treasuries (including strips) 7 1/2 TPRN 24 2024-11-15 0.00 4095150.00 4001141.74 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.125000 1958624.19 1979117.11 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 15732480.92 20333109.96 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 14811384.13 15976336.52 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.750000 260249.75 262472.33 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 7510371.56 7573681.68 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 4673886.69 4712681.24 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 8374136.62 8717723.47 U.S. Treasuries (including strips) 1 7/8 NOTE L 22 2022-05-31 1.875000 2851990.06 2877064.76 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 161877.12 165202.39 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 11195696.85 12245609.70 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-31 2.000000 963324.69 981734.24 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.750000 213066.50 216443.54 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 852933.69 867098.25 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 10968547.69 11491882.55 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 4046557.19 4117371.94 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 5891698.90 6522315.43 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 315074.31 358058.97 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 10005293.28 13841879.10 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 7585523.50 7758635.33 U.S. Treasuries (including strips) 1 5/8 NOTE L 23 2023-05-31 1.625000 13922693.94 14177882.99 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 47095344.62 51416942.95 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 1447249.75 1507233.52 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 14867842.69 15517992.92 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 9826136.20 10874705.31 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.875000 16689590.94 16843386.06 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 5338235.75 5386970.62 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 2537432.14 3468967.02 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 5577490.44 5785135.53 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.875000 15154058.06 15290916.94 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 168641532.30 172719953.59 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 5227622.19 5402070.34 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 890250.00 926419.27 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 2027-07-15 0.375000 773052.07 863007.69 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 1.625000 2857702.50 2900416.42 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 1.750000 8241489.38 8379615.22 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 3346598.12 3461257.26 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.875000 1077796.00 1096202.79 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 2.000000 10448122.38 10634542.56 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 2220357.69 2348153.30 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 15372020.94 15953775.07 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 6077069.06 6387209.97 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 18202044.48 20473677.84 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 17502092.44 18524162.89 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 12213191.06 17317494.08 U.S. Treasuries (including strips) 2 5/8 NOTE V 23 2023-02-28 2.625000 8321463.50 8615284.03 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 8835339.77 9320910.92 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 6056890.06 7774871.74 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 3902856.00 4042488.50 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 4879089.31 5197415.74 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 1277582.94 1335923.41 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 22430003.56 25850074.43 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 11109578.12 11635903.81 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 8721111.56 9388374.71 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 169741.00 183124.65 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 2520594.50 2641814.92 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 9808626.12 10576594.35 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 443418.69 495734.95 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 5193125.00 5432730.59 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 6306753.56 6773230.85 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-15 2.625000 2998139.44 3037175.75 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 15081280.12 15818649.81 U.S. Treasuries (including strips) 1 TRIB 49 2049-02-15 1.000000 9321194.58 13254958.76 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 36806473.64 42853050.33 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 11342230.12 12399047.78 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.500000 3786604.19 3833236.30 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-15 2.375000 4379139.75 4430039.31 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 52095529.32 55930691.12 U.S. Treasuries (including strips) 1 3/4 NOTE AN 22 2022-06-15 1.750000 2340764.00 2380231.12 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-15 1.750000 403357.44 410062.65 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 19015651.98 21326937.93 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 1695258.56 1734147.56 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 9407716.88 9718423.80 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-15 1.500000 5124353.19 5193312.49 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 6615818.69 6759684.53 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-15 1.375000 8902500.00 9007528.47 U.S. Treasuries (including strips) 0 1/8 TRIN AE 24 2024-10-15 0.125000 21757903.57 23352191.48 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 10598648.81 10814925.84 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 2029-11-15 1.750000 9656467.56 9942696.25 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 640905.81 655460.15 U.S. Treasuries (including strips) 1 5/8 NOTE AU 22 2022-12-15 1.625000 11035390.62 11274130.44 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 17331312.81 17921718.11 U.S. Treasuries (including strips) 1 5/8 NOTE BL 21 2021-12-31 1.625000 6650019.12 6702920.78 U.S. Treasuries (including strips) WI TREASURY SEC. 2022-01-31 0.204006 1828796.06 1829555.63 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 31652094.44 35185758.00 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 6990168.81 7356532.07 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 5123388.75 5232321.35 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 23 2023-02-15 1.375000 7236248.75 7359930.44 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 1882582.00 1907530.75 U.S. Treasuries (including strips) 0 1/4 TRIB 50 2050-02-15 0.250000 12818705.09 15579147.88 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 12912927.88 12903566.50 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 17093170.94 17150599.27 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 616498.12 599196.96 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 652479.06 643720.12 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 0.375000 14373383.00 14396860.97 U.S. Treasuries (including strips) US TREASURY FRN 2022-04-30 0.164006 52244988.94 52274612.10 U.S. Treasuries (including strips) 0 1/8 TRIN X 25 2025-04-15 0.125000 16842774.34 18106167.13 U.S. Treasuries (including strips) 0 3/8 NOTE 25 2025-04-30 0.375000 12391093.00 12158125.25 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 22 2022-04-30 0.125000 2317765.88 2318328.14 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 2711924.06 2615060.54 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 2147283.00 1883381.82 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 0.125000 8970529.94 8971597.43 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 16338461.50 15715688.37 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 6730438.38 6564421.36 U.S. Treasuries (including strips) US TREASURY FRN 2022-07-31 0.105006 1625967.44 1626593.17 U.S. Treasuries (including strips) 0 1/4 NOTE AN 23 2023-06-15 0.250000 3575540.75 3570991.02 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 15354141.75 15286211.19 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 15995076.01 17883018.82 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 11977126.75 11913353.95 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 15570324.12 14813457.43 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 0.125000 3365293.38 3364268.57 U.S. Treasuries (including strips) WI TREASURY SEC. 2022-10-31 0.105006 28196368.94 28209193.72 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 23065415.81 24966189.84 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 12643330.50 12141546.33 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 0.125000 9711440.50 9703939.30 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 8924904.62 8532392.40 U.S. Treasuries (including strips) TREASURY BILL 2021-12-30 0.00 6144208.75 6143686.49 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 60759.56 56056.03 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 5224506.31 5034336.92 U.S. Treasuries (including strips) TREASURY BILL 2022-01-27 0.00 4732123.88 4731683.79 U.S. Treasuries (including strips) US TREASURY FRN 2023-01-31 0.099006 82388186.25 82420551.51 U.S. Treasuries (including strips) 0 1/8 NOTE AJ 24 2024-01-15 0.125000 6718049.06 6653016.67 U.S. Treasuries (including strips) 0 1/8 TRIB 51 2051-02-15 0.125000 31745241.10 37763232.52 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 2031-01-15 0.125000 21329474.80 23816059.64 U.S. Treasuries (including strips) 0 1/8 NOTE AK 24 2024-02-15 0.125000 10635594.19 10524722.91 U.S. Treasuries (including strips) BILL 03/24/22 2022-03-24 0.00 3811234.44 3810399.78 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 2028-02-29 1.125000 14472200.75 14369057.94 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 9159930.62 9083388.98 U.S. Treasuries (including strips) US TREASURY FRN 2023-04-30 0.084006 644689.38 644785.01 U.S. Treasuries (including strips) TREASURY BILL 2022-04-21 0.00 1889555.62 1888865.93 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 13359833.38 13267048.01 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 12844452.81 12797800.63 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 2026-04-15 0.125000 89425578.23 96894667.86 U.S. Treasuries (including strips) BILL 06/16/22 2022-06-16 0.00 1126908.12 1126245.50 U.S. Treasuries (including strips) TREASURY BILL 2021-12-09 0.00 5945386.25 5945326.80 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 102378.75 101267.99 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 3709375.00 3679503.06 U.S. Treasuries (including strips) 0 1/8 NOTE BC 23 2023-06-30 0.125000 2368806.88 2359480.17 U.S. Treasuries (including strips) US TREASURY FRN 2023-07-31 0.079006 15287076.25 15286910.72 U.S. Treasuries (including strips) BILL 07/14/22 2022-07-14 0.00 2225625.00 2223871.21 U.S. Treasuries (including strips) 0 3/8 NOTE AQ 24 2024-07-15 0.375000 4591464.38 4553429.83 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 2031-07-15 0.125000 16302201.64 18266580.26 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-21 0.00 652108.12 652067.69 U.S. Treasuries (including strips) TREASURY BILL 2022-01-06 0.00 1677453.56 1677351.24 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 4942816.38 4919053.30 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 9267576.69 9112385.18 U.S. Treasuries (including strips) TREASURY BILL 2022-03-10 0.00 1476331.25 1476083.23 U.S. Treasuries (including strips) TREASURY BILL 2022-03-17 0.00 1060139.38 1059948.55 U.S. Treasuries (including strips) CASH MGMTBILL 2022-01-11 0.00 1442205.00 1442140.10 U.S. Treasuries (including strips) CASH MGMTBILL 2022-01-18 0.00 15354586.88 15353696.31 U.S. Treasuries (including strips) BILL 01/04/22 2022-01-04 0.00 2643449.00 2643303.61 U.S. Treasuries (including strips) TREASURY BILL 2022-09-08 0.00 1556453.75 1554245.14 U.S. Treasuries (including strips) TREASURY BILL 2022-10-06 0.00 2190237.56 2186457.21 U.S. Treasuries (including strips) TREASURY BILL 2022-04-14 0.00 11870.00 11866.54 U.S. Treasuries (including strips) WI TREASURY SEC 2023-10-31 0.085006 1809433.12 1809412.52 U.S. Treasuries (including strips) BILL 03/31/22 2022-03-31 0.00 6846764.38 6844943.14 U.S. Treasuries (including strips) BILL 04/28/22 2022-04-28 0.00 3619608.12 3617964.82 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 2026-10-15 0.125000 10142611.77 11073814.77 U.S. Treasuries (including strips) TREASURY BILL 2022-11-03 0.00 386516.88 385694.37 U.S. Treasuries (including strips) CASH MGMTBILL 2022-03-08 0.00 253721.25 253681.67 U.S. Treasuries (including strips) CASH MGMTBILL 2022-03-15 0.00 114990.62 114971.66 U.S. Treasuries (including strips) BILL 05/05/22 2022-05-05 0.00 2964532.50 2963097.67 U.S. Treasuries (including strips) BILL 02/01/22 2022-02-01 0.00 191403.75 191390.74 U.S. Treasuries (including strips) BILL 03/22/22 2022-03-22 0.00 17655141.25 17651557.26 U.S. Treasuries (including strips) BILL 03/29/22 2022-03-29 0.00 3709375.00 3708458.78 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 214253.50 218838.94 U.S. Treasuries (including strips) 0 3/8 NOTE BH 23 2023-10-31 0.375000 7696804.75 7680185.61 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 2041046.50 2043004.89 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 3691347.44 3687350.89 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 9308305.62 9346115.96 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 2374000000.00 2374000000.00 0.0165 N Y Y N RBC DOMINION RBC DOMINION 0.010000% 071995005 071995005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 3/8 NOTE E 24 2024-08-15 2.375000 105140400.00 110442059.50 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 60458300.00 62999073.20 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 100486500.00 106376226.80 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 38892500.00 42456061.25 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 109656800.00 116999870.70 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 72794800.00 72169340.35 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 90293000.00 88724191.55 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 113864000.00 113833256.70 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0001 700000000.00 700000000.00 0.0049 N Y Y N SOCIETE GENERALE SOCIETE GENERALE 0.050000% 0000865845 08099Z008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/29 3.8750 2029-04-15 3.875000 120550467.55 169313490.70 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 308407.95 456931.08 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 8459800.00 10998831.36 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 3464600.00 4940409.56 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 12523424.29 19385167.11 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 3625100.00 4393053.06 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 699900.00 801827.08 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 21901000.00 22211081.86 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 28015495.08 34623348.97 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 1100.00 1278.87 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 470.72 670.96 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 3256500.00 4106803.02 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 96793900.00 101674690.90 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 100.00 119.57 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 22245388.00 28569478.34 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 33951897.12 36705107.38 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 200.00 208.18 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 57932052.88 63515442.76 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 100.00 118.65 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 2400000.00 2440432.48 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 100.00 102.91 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 5180000.00 5783205.93 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 14294885.75 19394923.73 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 90000.00 92387.24 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 750000.00 801289.59 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 9296700.00 11071359.13 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 100.00 104.40 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 17873800.00 21074031.03 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 2.000000 100.00 101.81 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 49349794.02 55612875.07 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 14175700.00 15120722.81 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 43372668.22 45812807.39 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 1875900.00 2362663.95 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 33060400.00 36164483.88 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 218.52 251.97 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 10492500.00 10995781.66 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 36000.00 38855.68 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 200.00 215.56 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 25000100.00 31169845.33 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 1086170.00 1264851.75 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 100.00 103.98 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 600.00 633.53 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 6082400.00 7385878.38 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 100.00 106.70 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 5979900.00 6222716.93 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 159201987.77 178805085.70 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 100.00 108.44 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 9999800.00 10245427.23 U.S. Treasuries (including strips) 2 7/8 TPRN 49 2049-05-15 0.00 5196000.00 3100292.12 U.S. Treasuries (including strips) 1 1/2 NOTE AH 23 2023-01-15 1.500000 14230500.00 14511054.31 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 213.20 236.75 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 300.00 306.06 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 8319600.00 8313684.22 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 0.125000 6561500.00 6565598.98 U.S. Treasuries (including strips) 0 1/4 NOTE AN 23 2023-06-15 0.250000 51000000.00 50957034.59 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 6448500.00 6422517.38 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 23171500.00 20559561.30 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 938800.00 820535.66 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 1200.00 1194.29 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 0.125000 24000000.00 23977728.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 32284700.00 30972004.10 U.S. Treasuries (including strips) TREASURY BILL 2021-12-30 0.00 25000400.00 24998474.97 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 22383900.00 20347183.37 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 2025-12-31 0.375000 23929200.00 23287875.98 U.S. Treasuries (including strips) 0 1/8 NOTE BL 22 2022-12-31 0.125000 100.00 99.92 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 2031-01-15 0.125000 15803550.00 17610128.87 U.S. Treasuries (including strips) 0 1/8 NOTE AX 23 2023-02-28 0.125000 10000100.00 9982562.09 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 2289500.00 2256340.87 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 10470200.00 10405220.90 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 100.00 105.02 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 2028-06-30 1.250000 2324200.00 2314756.80 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 2031-07-15 0.125000 613968.00 686495.27 U.S. Treasuries (including strips) TREASURY BILL 2022-03-03 0.00 3277100.00 3276592.05 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 16800000.00 16418055.65 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 216422000.00 212958823.50 U.S. Treasuries (including strips) WI TREASURY SEC 2023-10-31 0.085006 4696300.00 4696152.61 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 1450000000.00 1450000000.00 0.0101 N Y Y N BRANDON PLACE PARTNERS BRANDON PLACE PARTNERS 0.110000% 105288AA2 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0011 15335000.00 15335000.00 0.0001 N N Y N CIBC CIBC 0.050000% 12599G007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 05.500 CT257125 2028-03-01 5.500000 281879.01 314576.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 2042-06-01 3.500000 182671.04 197834.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0628 2040-11-01 4.000000 16608944.47 18326346.23 Agency Mortgage-Backed Securities GNHA AL BE0735 H 2067-12-20 2.780000 64172.26 67882.47 Agency Mortgage-Backed Securities 05.000 FGPC Q56263 G 2048-05-01 5.000000 2082634.74 2315468.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8691 2048-07-01 4.500000 369481.96 404603.81 Agency Mortgage-Backed Securities GNII SF MA5332 M 2048-07-20 5.000000 2448886.89 2654049.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5246 2048-11-01 3.500000 90032.01 94983.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6599 2049-05-01 4.000000 437.55 475.52 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 2049-03-01 4.000000 1331377.88 1420396.76 Agency Mortgage-Backed Securities FMAR 1Q1289 G 2038-10-01 2.053000 503239.05 530937.73 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5569 2048-02-01 4.000000 278937.70 298779.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAO9296 2042-07-01 3.500000 320.35 349.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY7248 2045-06-01 2.445000 238519.41 240241.42 Agency Mortgage-Backed Securities FMAR 1B4810 G 2040-07-01 2.150000 158.60 159.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6637 2046-02-01 3.500000 22932.96 24812.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5757 2047-11-01 4.000000 342615.11 374021.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBH8394 2047-08-01 4.500000 638.20 688.22 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9263 2048-06-01 4.500000 10094.37 11191.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1878 2048-06-01 4.000000 479.13 529.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0393 2047-09-01 4.000000 7326365.98 8048029.31 Agency Mortgage-Backed Securities GNII SF MA7313 M 2051-04-20 3.000000 1499.94 1557.85 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0085 2051-05-01 2.500000 886284.92 911302.88 Agency Mortgage-Backed Securities 03.500 FGPC T62094 G 2046-08-01 3.500000 2270907.30 2371298.30 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5258 2051-05-01 2.000000 966.24 967.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7022 2046-04-01 4.000000 82091.91 90080.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0649 2048-03-01 4.000000 10368519.75 11441124.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6078 2050-06-01 2.500000 202675.78 210139.09 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0496 2051-05-01 2.000000 1898952.02 1901232.87 Agency Mortgage-Backed Securities GNII SF MA7419 M 2051-06-20 3.000000 7720159.27 8029325.92 Agency Mortgage-Backed Securities GNII SP 785150 C 2050-10-20 2.000000 557384.85 565521.06 Agency Mortgage-Backed Securities 04.000 FGPC Q39374 G 2046-03-01 4.000000 685.24 736.03 Agency Mortgage-Backed Securities MNAR XX.XXX HY109722 2030-09-01 3.690000 1071665.00 1210141.80 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0398 2051-05-01 3.000000 16814074.61 17706341.51 Agency Mortgage-Backed Securities GNII SP 785533 C 2051-06-20 3.000000 14855064.80 15435996.87 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8760 2051-09-01 3.500000 3123.73 3321.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBD2012 2046-08-01 4.000000 6583.33 7231.72 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1675 2049-02-01 4.170000 1311.00 1593.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1241 2049-01-01 4.500000 29977.32 32894.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8733 2049-06-01 3.500000 6000.05 6430.51 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7070 2051-04-01 3.000000 42524.84 44899.58 Agency Mortgage-Backed Securities GNII SP 785197 C 2050-11-20 3.500000 763.21 821.03 Agency Mortgage-Backed Securities GNII SP 785233 C 2050-12-20 2.500000 908.23 941.33 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3349 2042-07-01 3.500000 385.73 420.65 Agency Mortgage-Backed Securities 04.000 FGPC Q26120 G 2044-04-01 4.000000 490904.74 541638.38 Agency Mortgage-Backed Securities 2.35 FCOR 22-41 Q 2041-09-27 2.350000 3000.00 2959.07 Agency Mortgage-Backed Securities FEPC 02.500 CIRC2017 2036-04-01 2.500000 2089221.10 2178955.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1480 2029-02-01 3.520000 456519.00 495795.87 Agency Mortgage-Backed Securities FNMS 03.000 CIBQ0275 2035-08-01 3.000000 1290492.27 1356881.21 Agency Mortgage-Backed Securities FNMS 04.500 CLCA9075 2051-02-01 4.500000 2663016.58 2876822.19 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0613 2051-05-01 3.000000 199526.07 210114.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7105 2049-08-01 3.500000 34122.23 36128.50 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 100000000.00 100000000.00 0.0007 N Y Y N CREDIT AGRICOLE REPO CREDIT AGRICOLE REPO 0.050000% 22599G006 22599G006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 0 1/8 NOTE BL 22 2022-12-31 0.125000 266460400.00 266181869.20 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 494683100.00 498818156.00 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 750000000.00 750000000.00 0.0052 N Y Y N CREDIT AGRICOLE REPO CREDIT AGRICOLE REPO 0.050000% 22599G007 22599G007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 7/8 BOND 46 2046-11-15 2.875000 84103000.00 102000059.40 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 100000000.00 100000000.00 0.0007 N Y Y N CREDIT AGRICOLE CREDIT AGRICOLE 0.050000% 229995006 0001330437 229995006 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF MA7135 M 2051-01-20 2.000000 619942486.78 628300000.30 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 610000000.00 610000000.00 0.0042 N Y Y N DAIWA REPO DAIWA REPO 0.050000% 234993004 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.000 CL850598 2036-01-01 6.000000 47.07 55.10 Agency Mortgage-Backed Securities 7 1/4 BOND 22 2022-08-15 7.250000 10100.00 10815.19 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 600000.00 661768.03 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 263100.00 359688.51 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 485700.00 653944.53 U.S. Treasuries (including strips) 06.500 FGPC G03344 G 2037-10-01 6.500000 83.63 98.48 Agency Mortgage-Backed Securities 4 1/4 BOND 39 2039-05-15 4.250000 1768300.00 2460672.65 U.S. Treasuries (including strips) GNII SF 004520 M 2039-08-20 5.000000 2465617.77 2816395.73 Agency Mortgage-Backed Securities 7 5/8 BOND 25 2025-02-15 7.625000 2000000.00 2472661.03 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 500000.00 666299.77 U.S. Treasuries (including strips) FNAR XX.XXX XM995995 2034-06-01 2.282000 1201552.55 1211475.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAB3393 2041-08-01 4.500000 205.06 230.70 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1029 2032-04-01 3.500000 2075.94 2225.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAO0774 2042-04-01 3.500000 173.60 187.27 Agency Mortgage-Backed Securities 03.500 FGPC Q12142 G 2042-10-01 3.500000 20308.89 21916.35 Agency Mortgage-Backed Securities US TREASURY N/B 2022-08-15 1.625000 143800.00 145969.35 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 1000.00 1013.93 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 151545.23 150971.78 U.S. Treasuries (including strips) GNII SF MA0909 M 2028-04-20 3.000000 288839.95 302879.21 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5527 2042-07-01 4.000000 256.58 278.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2103 2042-07-01 4.000000 353272.84 389809.46 Agency Mortgage-Backed Securities FNMS 03.000 CLAU4279 2043-09-01 3.000000 304.74 322.79 Agency Mortgage-Backed Securities 3 3/4 BOND 43 2043-11-15 3.750000 4219300.00 5670046.68 U.S. Treasuries (including strips) 03.500 FGPC G07287 G 2043-02-01 3.500000 5474725.40 5892252.29 Agency Mortgage-Backed Securities 2 3/4 NOTE B 24 2024-02-15 2.750000 330000.00 348032.16 U.S. Treasuries (including strips) 03.500 FGPC G07294 G 2043-01-01 3.500000 7187756.47 7783186.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4042 2041-12-01 3.500000 206.83 224.00 Agency Mortgage-Backed Securities GNII SF MA1521 M 2043-12-20 3.500000 26963014.11 28992505.20 Agency Mortgage-Backed Securities US TREASURY N/B 2022-04-30 1.750000 175800.00 177259.19 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 6378900.00 7794544.36 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 4800000.00 4996941.72 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 100.00 101.75 U.S. Treasuries (including strips) GNII SF MA3244 M 2045-11-20 3.500000 53348900.74 56855761.09 Agency Mortgage-Backed Securities 1 5/8 NOTE B 26 2026-02-15 1.625000 515000.00 528909.57 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 38800.00 39614.48 U.S. Treasuries (including strips) FNMS 03.500 CLAP3244 2042-08-01 3.500000 334929.37 356790.35 Agency Mortgage-Backed Securities 1 1/2 NOTE E 26 2026-08-15 1.500000 3448200.00 3519030.90 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 29000.00 29553.42 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 102400.00 104284.49 U.S. Treasuries (including strips) 03.500 FGPC Q42622 G 2046-08-01 3.500000 2743827.76 2933452.17 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6824 2042-03-01 4.000000 161.94 178.68 Agency Mortgage-Backed Securities FNMS 03.500 CIAU3793 2028-08-01 3.500000 210.12 225.37 Agency Mortgage-Backed Securities 03.500 FGPC Q44981 G 2046-12-01 3.500000 8477393.90 9151392.87 Agency Mortgage-Backed Securities 3 BOND 47 2047-05-15 3.000000 825000.00 1028203.35 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 48700.00 50678.59 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-31 1.875000 6100.00 6208.56 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 1.625000 360000.00 365380.90 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 1.750000 9243100.00 9398012.65 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.875000 150000.00 152561.73 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 1738000.00 2079203.30 U.S. Treasuries (including strips) FNMS 03.500 CRAL3521 2043-03-01 3.500000 10439828.19 11243114.97 Agency Mortgage-Backed Securities 2 3/8 NOTE U 23 2023-01-31 2.375000 300.00 309.61 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 1194300.00 1264043.59 U.S. Treasuries (including strips) 03.500 FGPC Q40493 G 2046-05-01 3.500000 3004357.71 3245816.27 Agency Mortgage-Backed Securities 2 3/4 NOTE Y 23 2023-04-30 2.750000 100.00 103.58 U.S. Treasuries (including strips) 04.500 FGPC G07607 G 2044-01-01 4.500000 188874.12 210575.19 Agency Mortgage-Backed Securities FNMS 03.000 CVAT6276 2028-06-01 3.000000 202.88 213.86 Agency Mortgage-Backed Securities 2 3/4 NOTE AB 23 2023-07-31 2.750000 20500.00 21471.20 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 65000.00 68014.76 U.S. Treasuries (including strips) 04.500 FGPC Q57850 G 2048-08-01 4.500000 6131497.28 6840862.46 Agency Mortgage-Backed Securities 04.500 FGPC G61601 G 2048-09-01 4.500000 2323505.81 2540230.81 Agency Mortgage-Backed Securities 04.500 FGPC G61602 G 2048-08-01 4.500000 52541385.12 57607635.64 Agency Mortgage-Backed Securities FNMS 03.500 CLBC9002 2046-11-01 3.500000 8203663.59 8831263.91 Agency Mortgage-Backed Securities 3 1/8 NOTE F 28 2028-11-15 3.125000 500.00 558.99 U.S. Treasuries (including strips) FNMS 04.000 CLBM4467 2048-08-01 4.000000 47825030.68 52110068.41 Agency Mortgage-Backed Securities GNMI SF BG8074 X 2048-08-15 5.000000 4093705.87 4746675.61 Agency Mortgage-Backed Securities 04.000 FGPC Q57143 G 2048-07-01 4.000000 6237569.84 6781874.05 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9656 2047-05-01 4.500000 33797672.47 37300260.46 Agency Mortgage-Backed Securities 2 1/2 NOTE H 26 2026-02-28 2.500000 59900.00 63773.64 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.500000 100.00 101.23 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-15 2.375000 100.00 101.16 U.S. Treasuries (including strips) FNMS 04.500 CLCA2418 2048-10-01 4.500000 307645.16 337338.77 Agency Mortgage-Backed Securities 2 7/8 BOND 49 2049-05-15 2.875000 625000.00 774502.69 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 2.125000 100.00 101.01 U.S. Treasuries (including strips) FNMS 04.000 CLBM1653 2047-06-01 4.000000 54165906.20 59131523.52 Agency Mortgage-Backed Securities 04.000 FGPC Q39495 G 2046-03-01 4.000000 630351.65 696469.37 Agency Mortgage-Backed Securities 1 3/8 NOTE P 26 2026-08-31 1.375000 67000.00 67950.90 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 355600.00 361151.01 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 48800.00 49795.82 U.S. Treasuries (including strips) FEPC 04.000 CLZM5716 2048-02-01 4.000000 285.89 308.51 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0839 2032-12-01 6.500000 51.79 59.20 Agency Mortgage-Backed Securities 04.000 FGPC Q51615 G 2047-10-01 4.000000 4502605.17 4969485.80 Agency Mortgage-Backed Securities 1 1/2 NOTE AG 24 2024-11-30 1.500000 392100.00 399644.00 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 5167000.00 5343018.07 U.S. Treasuries (including strips) WI TREASURY SEC. 2022-01-31 0.204006 100.00 100.04 U.S. Treasuries (including strips) FMAR 2B7397 G 2048-01-01 3.213000 1965115.96 2042659.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1333 2048-09-01 4.500000 792197.12 891474.48 Agency Mortgage-Backed Securities 1 3/8 NOTE U 25 2025-01-31 1.375000 287000.00 292570.79 U.S. Treasuries (including strips) GNII SF MA5991 M 2049-06-20 6.500000 30531.88 35401.07 Agency Mortgage-Backed Securities US TREASURY N/B 2022-03-31 0.375000 22500.00 22536.75 U.S. Treasuries (including strips) FNMS 03.500 CLCA0097 2047-08-01 3.500000 7552.58 8164.77 Agency Mortgage-Backed Securities 0 1/2 NOTE K 27 2027-04-30 0.500000 5000000.00 4821411.82 U.S. Treasuries (including strips) FNMS 04.000 U4BF0288 2052-03-01 4.000000 15757667.24 17587451.06 Agency Mortgage-Backed Securities 03.500 FGPC C04423 G 2042-12-01 3.500000 173.70 186.86 Agency Mortgage-Backed Securities 03.500 FGPC Q45306 G 2047-01-01 3.500000 719162.22 773854.11 Agency Mortgage-Backed Securities FEPC 03.000 CLQA6369 2050-01-01 3.000000 15197529.06 16136852.87 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4624 2049-11-01 3.500000 17122.75 18379.39 Agency Mortgage-Backed Securities US TREASURY FRN 2022-07-31 0.105006 27900.00 27910.74 U.S. Treasuries (including strips) FNAR XX.XXX LBBJ8516 2049-08-01 3.159000 3215601.99 3343312.04 Agency Mortgage-Backed Securities 03.000 FGPC G15147 G 2029-08-01 3.000000 265.34 281.49 Agency Mortgage-Backed Securities FEPC 03.500 CTZJ9406 2032-01-01 3.500000 412.90 437.33 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4720 2047-11-01 4.000000 1947460.60 2140175.89 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0465 2042-09-01 3.500000 277.10 298.42 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0531 2042-06-01 3.500000 358.72 385.13 Agency Mortgage-Backed Securities FEPC 05.500 CLZN4210 2049-03-01 5.500000 56125.52 62576.00 Agency Mortgage-Backed Securities FEPC 04.000 3SZT0945 2045-02-01 4.000000 8850822.89 9672198.93 Agency Mortgage-Backed Securities FEPC 04.000 3VZT1142 2042-10-01 4.000000 6916953.84 7510360.85 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5829 2041-02-01 4.500000 1081489.88 1216667.46 Agency Mortgage-Backed Securities FNMS 03.500 CRAB8283 2042-08-01 3.500000 182.43 196.46 Agency Mortgage-Backed Securities US TREASURY N/B 2022-07-31 0.125000 11400.00 11404.50 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 0.125000 11999000.00 11998654.75 U.S. Treasuries (including strips) GNII SF MA6841 M 2035-09-20 3.000000 150912.42 158650.71 Agency Mortgage-Backed Securities US TREASURY N/B 2022-09-30 0.125000 124400.00 124362.12 U.S. Treasuries (including strips) FEPC 02.000 CLSD8106 2050-11-01 2.000000 838284.48 839291.35 Agency Mortgage-Backed Securities FEPC 02.000 CLQB4275 2050-10-01 2.000000 1406.17 1407.86 Agency Mortgage-Backed Securities GNII SF MA6995 M 2050-11-20 2.500000 65871510.69 67876236.92 Agency Mortgage-Backed Securities US TREASURY N/B 2022-10-31 0.125000 20389400.00 20373651.05 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 0.125000 100.00 99.89 U.S. Treasuries (including strips) TREASURY BILL 2021-12-02 0.00 1326000.00 1325998.67 U.S. Treasuries (including strips) TREASURY BILL 2021-12-30 0.00 250500.00 250478.71 U.S. Treasuries (including strips) FEPC 02.000 CLRA3520 2050-09-01 2.000000 7228.02 7236.70 Agency Mortgage-Backed Securities 0.50 FNSM A 11/25 2025-11-07 0.500000 14605000.00 14252792.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5486 2050-11-01 2.000000 305239.93 305606.55 Agency Mortgage-Backed Securities GNII SF BA3311 C 2047-09-20 4.000000 4755437.03 5082222.21 Agency Mortgage-Backed Securities 0 1/8 NOTE BL 22 2022-12-31 0.125000 678300.00 677590.97 U.S. Treasuries (including strips) TREASURY BILL 2022-01-27 0.00 100100.00 100090.69 U.S. Treasuries (including strips) FEPC 02.000 CLQB3535 2050-09-01 2.000000 34666302.60 34707940.68 Agency Mortgage-Backed Securities FNAR XX.XXX LBBK3000 2050-09-01 2.144000 3375.85 3476.66 Agency Mortgage-Backed Securities GNII SF CA2114 C 2051-01-20 4.000000 1718133.63 1849569.52 Agency Mortgage-Backed Securities 0 1/8 TRIB 51 2051-02-15 0.125000 316026.00 375935.51 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 978000.00 950510.58 U.S. Treasuries (including strips) FNAR XX.XXX LBAL7882 2045-12-01 2.919000 6978676.17 7242514.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0099 2048-05-01 4.000000 23994.28 26108.88 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6226 2048-05-01 2.620000 7372013.35 7615139.07 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6572 2047-03-01 1.930000 10407314.44 10786689.38 Agency Mortgage-Backed Securities GNII SF MA7258 M 2051-03-20 4.000000 374405.65 396442.13 Agency Mortgage-Backed Securities GNII SF MA7259 M 2051-03-20 4.500000 129404.14 138460.48 Agency Mortgage-Backed Securities GNII SF MA7253 M 2051-03-20 1.500000 106454.25 104203.63 Agency Mortgage-Backed Securities BILL 03/24/22 2022-03-24 0.00 275100.00 275039.75 U.S. Treasuries (including strips) 0 1/8 NOTE AX 23 2023-02-28 0.125000 118100.00 117856.86 U.S. Treasuries (including strips) 0 1/8 NOTE AY 23 2023-03-31 0.125000 174000.00 173512.88 U.S. Treasuries (including strips) FEPC 02.000 CLQC1560 2051-05-01 2.000000 3261496.17 3286238.24 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1079 2034-06-01 3.500000 395985.10 422673.48 Agency Mortgage-Backed Securities GNII SF MA7315 M 2051-04-20 4.000000 8078046.03 8552487.62 Agency Mortgage-Backed Securities GNII SF MA7316 M 2049-08-20 4.500000 3947708.80 4218813.75 Agency Mortgage-Backed Securities TREASURY BILL 2022-04-21 0.00 103300.00 103262.30 U.S. Treasuries (including strips) FMAR 2B7840 G 2050-05-01 2.266000 950006.44 979755.31 Agency Mortgage-Backed Securities FEPC 02.000 CLQC2535 2051-05-01 2.000000 1153149.77 1154535.98 Agency Mortgage-Backed Securities GNII SF MA7369 M 2051-05-20 3.500000 934685.98 980036.42 Agency Mortgage-Backed Securities GNII SF MA7370 M 2051-05-20 4.000000 903425.21 958147.69 Agency Mortgage-Backed Securities GNII SF MA7371 M 2051-05-20 4.500000 856062.60 914937.45 Agency Mortgage-Backed Securities 2 3/8 BOND 51 2051-05-15 2.375000 21800.00 24806.16 U.S. Treasuries (including strips) TREASURY BILL 2021-12-23 0.00 50000.00 49995.05 U.S. Treasuries (including strips) FNMS 02.000 CTMA4387 2041-07-01 2.000000 835293.76 851800.10 Agency Mortgage-Backed Securities GNII SF MA7314 M 2051-03-20 3.500000 889924.92 932487.76 Agency Mortgage-Backed Securities GNII SF MA7422 M 2051-06-20 4.500000 335781.20 359270.78 Agency Mortgage-Backed Securities BILL 06/16/22 2022-06-16 0.00 574000.00 573662.49 U.S. Treasuries (including strips) TREASURY BILL 2022-01-13 0.00 436000.00 435967.74 U.S. Treasuries (including strips) FMAR 2B7022 G 2048-07-01 3.826000 176.76 184.18 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1615 2051-02-01 2.000000 2101.86 2104.38 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6567 2051-03-01 2.500000 36605634.08 37974095.04 Agency Mortgage-Backed Securities GNII JM MA7409 M 2051-06-20 2.000000 74782.18 75060.16 Agency Mortgage-Backed Securities GNII SF MA7474 M 2051-06-20 3.500000 27924.79 29340.50 Agency Mortgage-Backed Securities GNII SF MA7475 M 2051-07-20 4.000000 9383986.94 9985333.67 Agency Mortgage-Backed Securities TREASURY BILL 2022-01-20 0.00 25000.00 24998.03 U.S. Treasuries (including strips) 0 3/8 NOTE AQ 24 2024-07-15 0.375000 5475000.00 5429646.47 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-21 0.00 30000.00 29998.14 U.S. Treasuries (including strips) GNII SF MA7537 M 2051-06-20 4.000000 95825.27 102319.56 Agency Mortgage-Backed Securities GNII SF MA7539 M 2051-08-20 5.000000 2245544.82 2430505.36 Agency Mortgage-Backed Securities 2 BOND 51 2051-08-15 2.000000 100.00 105.40 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 112300.00 110737.72 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 21700.00 21595.68 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 2031-08-15 1.250000 62200.00 61393.30 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 67000.00 66618.45 U.S. Treasuries (including strips) TREASURY BILL 2022-03-10 0.00 60000.00 59989.92 U.S. Treasuries (including strips) FNMS 02.000 CIBR8297 2036-05-01 2.000000 1258292.60 1299540.82 Agency Mortgage-Backed Securities FNMS 04.000 CTCA8317 2040-11-01 4.000000 1904955.58 2118360.55 Agency Mortgage-Backed Securities GNII SF MA7591 M 2051-09-20 3.500000 993.89 1047.36 Agency Mortgage-Backed Securities GNII SF MA7592 M 2051-09-20 4.000000 1880907.80 2007083.28 Agency Mortgage-Backed Securities GNII SF MA7593 M 2051-09-20 4.500000 726369.65 784083.35 Agency Mortgage-Backed Securities GNII SF MA7594 M 2049-02-20 5.000000 755519.88 825959.10 Agency Mortgage-Backed Securities GNMI SF BK9379 X 2049-01-15 5.000000 4828318.25 5583968.29 Agency Mortgage-Backed Securities GNII SF CG3205 C 2051-09-20 3.000000 2370974.65 2504208.41 Agency Mortgage-Backed Securities BILL 01/04/22 2022-01-04 0.00 80000.00 79995.60 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 35000.00 34583.55 U.S. Treasuries (including strips) TREASURY BILL 2022-10-06 0.00 106700.00 106515.84 U.S. Treasuries (including strips) CASH MGMTBILL 2022-03-01 0.00 400.00 399.95 U.S. Treasuries (including strips) 1.75 FHLB 25 WG 2025-09-12 1.750000 12000000.00 12343280.00 Agency Mortgage-Backed Securities 0.10 FHLB 22 WL 2022-10-25 0.100000 10000.00 9988.52 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8179 2051-11-01 3.000000 121410.72 126779.83 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6071 2051-10-01 2.000000 479489.12 480357.53 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ6658 2051-10-01 3.000000 9326207.31 10023216.96 Agency Mortgage-Backed Securities FNMS 03.000 CNFM8706 2030-05-01 3.000000 49587.28 51988.13 Agency 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28004572.68 28004572.68 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.400000% 3130AJGK9 U.S. Government Agency Debt Y 2021-12-01 2022-03-28 2022-03-28 N N N 0.0041 50051234.00 50051234.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.125000% 3130AJY52 U.S. Government Agency Debt Y 2022-08-12 2022-08-12 2022-08-12 N N N 0.0012 25942819.64 25942819.63 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.100000% 3130AKE51 U.S. Government Agency Debt Y 2021-12-01 2021-12-23 2021-12-23 N N N 0.0010 100001417.00 100001417.00 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.050000% 3130APN68 U.S. Government Agency Debt Y 2022-03-25 2022-03-25 2022-03-25 N N N 0.0007 12001393.20 12001393.20 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.210000% 3130APSD8 U.S. Government Agency Debt Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0021 134961568.20 134961568.20 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 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11999949.96 0.0001 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313SH2 U.S. Government Agency Debt Y 2022-01-27 2022-01-27 2022-01-27 N N N 0.0009 64995884.20 64995884.20 0.0005 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313SY5 U.S. Government Agency Debt Y 2022-02-11 2022-02-11 2022-02-11 N N N 0.0005 19998000.60 19998000.60 0.0001 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313YA0 U.S. Government Agency Debt Y 2022-06-13 2022-06-13 2022-06-13 N N N 0.0008 29980837.20 29980837.20 0.0002 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 85992238.50 85992238.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 13998736.50 13998736.50 0.0001 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 85992238.50 85992238.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 42996119.25 42996119.25 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 85992238.50 85992238.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 49995487.50 49995487.50 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 85992238.50 85992238.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 85992238.50 85992238.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SR8 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NT FED HOME LN DISCOUNT NT 313385TD8 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0005 49994654.50 49994654.50 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385TD8 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0005 99989309.00 99989309.00 0.0007 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385VW3 U.S. Government Agency Debt Y 2022-04-22 2022-04-22 2022-04-22 N N N 0.0006 11996215.44 11996215.44 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.250000% 3133EKHW9 U.S. Government Agency Debt Y 2021-12-01 2022-04-22 2022-04-22 N N N 0.0039 181638270.33 181638270.33 0.0013 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.130000% 3133EL6T6 U.S. Government Agency Debt Y 2021-12-01 2022-03-10 2022-03-10 N N N 0.0013 140029260.00 140029260.00 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.600000% 3133ELGN8 U.S. Government Agency Debt Y 2022-10-13 2022-10-13 2022-10-13 N N N 0.0012 15176857.80 15176857.80 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.220000% 3133ELJ62 U.S. Government Agency Debt Y 2021-12-01 2022-03-15 2022-03-15 N N N 0.0022 200093608.00 200093608.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.180000% 3133ELMT8 U.S. Government Agency Debt Y 2021-12-01 2022-02-11 2022-02-11 N N N 0.0018 89022962.00 89022962.00 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.180000% 3133ELMT8 U.S. Government Agency Debt Y 2021-12-01 2022-02-11 2022-02-11 N N N 0.0039 84421775.20 84421775.20 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.240000% 3133ELU28 U.S. Government Agency Debt Y 2021-12-01 2022-07-14 2022-07-14 N N N 0.0024 100112330.00 100112330.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.370000% 3133ELWM2 U.S. Government Agency Debt Y 2021-12-01 2022-01-12 2022-01-12 N N N 0.0038 125045342.50 125045342.50 0.0009 N N N N 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3133EMDX7 U.S. Government Agency Debt Y 2021-12-01 2022-10-14 2022-10-14 N N N 0.0013 165103583.70 165103583.70 0.0012 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.125000% 3133EMFW7 U.S. Government Agency Debt Y 2021-12-01 2022-11-03 2022-11-03 N N N 0.0013 110067701.70 110067701.70 0.0008 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.115006% 3133EMGN6 U.S. Government Agency Debt Y 2021-12-02 2022-10-31 2022-10-31 N N N 0.0012 100033383.00 100033383.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.095000% 3133EMHQ8 U.S. Government Agency Debt Y 2021-12-01 2022-08-25 2022-08-25 N N N 0.0011 250068927.50 250068927.50 0.0017 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.110000% 3133EMMZ2 U.S. Government Agency Debt Y 2021-12-01 2023-01-13 2023-01-13 N N N 0.0011 165084598.80 165084598.80 0.0011 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.110000% 3133EMNH1 U.S. Government Agency Debt Y 2021-12-01 2023-01-20 2023-01-20 N N N 0.0011 98050511.16 98050511.16 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.135000% 3133EMNJ7 U.S. Government Agency Debt Y 2021-12-01 2023-01-19 2023-01-19 N N N 0.0014 200114638.00 200114638.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.041380% 3133EMPL0 U.S. Government Agency Debt Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 162600000.00 162600000.00 0.0011 N Y Y N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.105000% 3133EMQD7 U.S. Government Agency Debt Y 2021-12-01 2023-02-09 2023-02-09 N N N 0.0011 120055388.40 120055388.40 0.0008 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.075006% 3133EMW81 U.S. Government Agency Debt Y 2021-12-07 2023-07-27 2023-07-27 N N N 0.0008 149987688.00 149987688.00 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.085006% 3133EMZN5 U.S. Government Agency Debt Y 2021-12-02 2023-05-17 2023-05-17 N N N 0.0009 184979440.95 184979440.95 0.0013 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.100000% 3133ENDP2 U.S. Government Agency Debt Y 2021-12-01 2023-11-09 2023-11-09 N N N 0.0010 50000134.00 50000134.00 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.130000% 3133ENDY3 U.S. Government Agency Debt Y 2022-09-12 2022-09-12 2022-09-12 N N N 0.0014 424845436.00 424845436.00 0.0030 N N N N FREDDIE MAC FREDDIE MAC 0.240000% 3134GVJ58 U.S. Government Agency Debt Y 2021-12-01 2022-06-03 2022-06-03 N N N 0.0024 200178738.00 200178738.00 0.0014 N N N N FREDDIE MAC FREDDIE MAC 0.190000% 3134GWEV4 U.S. Government Agency Debt Y 2021-12-01 2022-04-22 2022-04-22 N N N 0.0019 648203050.80 648203050.80 0.0045 N N N N FREDDIE MAC FREDDIE MAC 0.145000% 3134GWQ25 U.S. Government Agency Debt Y 2021-12-01 2022-09-09 2022-09-09 N N N 0.0015 200101184.00 200101184.00 0.0014 N N N N FEDERAL HOME LOAN MTGE CORP VA FEDERAL HOME LOAN MTGE CORP VA 0.080000% 31350ABD9 Tender Option Bond Y 2021-12-07 2021-12-07 2024-09-15 Y Freddie Mac (Formerly Federal Ho 1.0000 7 Y NA NA Y Freddie Mac (Formerly Federal Ho 1.0000 NA NA N 0.0008 30860000.00 30860000.00 0.0002 N N Y N FANNIE MAE FANNIE MAE 0.400000% 3135G03C5 U.S. Government Agency Debt Y 2021-12-01 2022-04-07 2022-04-07 N N N 0.0041 250278160.00 250278160.00 0.0017 N N N N FANNIE MAE FANNIE MAE 0.400000% 3135G03C5 U.S. Government Agency Debt Y 2021-12-01 2022-04-07 2022-04-07 N N N 0.0041 150166896.00 150166896.00 0.0010 N N N N FANNIE MAE FANNIE MAE 0.440000% 3135G03G6 U.S. Government Agency Debt Y 2021-12-01 2022-04-15 2022-04-15 N N N 0.0045 300400017.00 300400017.00 0.0021 N N N N FANNIE MAE FANNIE MAE 0.440000% 3135G03G6 U.S. Government Agency Debt Y 2021-12-01 2022-04-15 2022-04-15 N N N 0.0045 150200008.50 150200008.50 0.0010 N N N N FANNIE MAE FANNIE MAE 0.410000% 3135G03L5 U.S. Government Agency Debt Y 2021-12-01 2022-01-20 2022-01-20 N N N 0.0042 300151128.00 300151128.00 0.0021 N N N N FANNIE MAE FANNIE MAE 0.390000% 3135G03N1 U.S. Government Agency Debt Y 2021-12-01 2022-01-21 2022-01-21 N N N 0.0040 200097058.00 200097058.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.350000% 3135G03Y7 U.S. Government Agency Debt Y 2021-12-01 2022-01-27 2022-01-27 N N N 0.0035 200098954.00 200098954.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.370000% 3135G04A8 U.S. Government Agency Debt Y 2021-12-01 2022-04-28 2022-04-28 N N N 0.0037 200260622.00 200260622.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.350000% 3135G04F7 U.S. Government Agency Debt Y 2021-12-01 2022-04-28 2022-04-28 N N N 0.0035 300335076.00 300335076.00 0.0021 N N N N FANNIE MAE FANNIE MAE 0.280000% 3135G04J9 U.S. Government Agency Debt Y 2021-12-01 2022-05-06 2022-05-06 N N N 0.0025 200189000.00 200189000.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.250000% 3135G04X8 U.S. Government Agency Debt Y 2021-12-01 2022-06-15 2022-06-15 N N N 0.0025 200182418.00 200182418.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.220000% 3136G4US0 U.S. Government Agency Debt Y 2021-12-01 2022-03-09 2022-03-09 N N N 0.0022 100039039.00 100039039.00 0.0007 N N N N FANNIE MAE FANNIE MAE 0.270000% 3136G4UU5 U.S. Government Agency Debt Y 2021-12-01 2022-03-16 2022-03-16 N N N 0.0027 200112998.00 200112998.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.420000% 3136G4UX9 U.S. Government Agency Debt Y 2021-12-01 2022-03-30 2022-03-30 N N N 0.0043 250284765.00 250284765.00 0.0017 N N N N FANNIE MAE FANNIE MAE 0.230000% 3136G4WC3 U.S. Government Agency Debt Y 2021-12-03 2022-06-03 2022-06-03 N N N 0.0023 200151056.00 200151056.00 0.0014 N N N N FHLMC MULTIFAMILY VRD CERTIFIC FHLMC MULTIFAMILY VRD CERTIFIC 0.180000% 31395XJQ9 Variable Rate Demand Note Y 2021-12-07 2021-12-07 2045-10-15 Y Freddie Mac (Formerly Federal Ho 1.0000 7 N NA NA N N 0.0018 3548848.93 3548848.93 0.0000 N N Y N HACIENDA SENIOR VILLAS HACIENDA SENIOR VILLAS 0.110000% 404515AA6 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0011 17380000.00 17380000.00 0.0001 N N Y N HACIENDA SENIOR VILLAS HACIENDA SENIOR VILLAS 0.110000% 404515AA6 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0011 670000.00 670000.00 0.0000 N N Y N HACIENDA SENIOR VILLAS HACIENDA SENIOR VILLAS 0.110000% 404515AA6 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0011 2525000.00 2525000.00 0.0000 N N Y N JPMorgan Securities Incorporated JPMorgan Securities Incorporated 0.070000% 41899C002 41899C002 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N RFIN 07/15/23 2023-07-15 0.00 804000.00 798675.91 Agency Mortgage-Backed Securities 6.625 FNSM BB 11/30 2030-11-15 6.625000 4392000.00 6252215.86 Agency Mortgage-Backed Securities RFIN 04/15/25 2025-04-15 0.00 156000.00 150943.42 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2036-07-15 5.500000 29135000.00 43090898.08 Agency Mortgage-Backed Securities FNIN 01/15/24 2024-01-15 0.00 7980000.00 7876690.92 Agency Mortgage-Backed Securities 6.18 FCSB 28 I 2028-11-06 6.180000 4870000.00 6414695.82 Agency Mortgage-Backed Securities 2.125 FNSM A 04/26 2026-04-24 2.125000 1884000.00 1963828.85 Agency Mortgage-Backed Securities 4.00 FHLB 28 KA 2028-04-10 4.000000 9630000.00 11171691.31 Agency Mortgage-Backed Securities 3.05 FCSB 32 I 2032-07-19 3.050000 760000.00 870787.18 Agency Mortgage-Backed Securities 4.08 FHOR 23-33 AY 2033-05-25 4.080000 1030000.00 1078306.66 Agency Mortgage-Backed Securities 3.99 FCOR 23-33 AD 2033-06-20 3.990000 4590000.00 4886107.02 Agency Mortgage-Backed Securities 3 BOND 48 2048-08-15 3.000000 67615200.00 85482031.53 U.S. Treasuries (including strips) 3.35 FCSB 35 R 2035-02-23 3.350000 276000.00 326787.70 Agency Mortgage-Backed Securities 4.08 FCOR 23-38 S 2038-09-20 4.080000 68000.00 72339.65 Agency Mortgage-Backed Securities 3.93 FHOR 23-33 BI 2033-07-11 3.930000 2335000.00 2480428.86 Agency Mortgage-Backed Securities 3.67 FCOR 23-28 BW 2028-05-16 3.670000 1250000.00 1305711.53 Agency Mortgage-Backed Securities FNIN 02/06/37 2037-02-06 0.00 2468000.00 1706506.00 Agency Mortgage-Backed Securities 3.49 FCOR 22-39 I 2039-06-03 3.490000 1021000.00 1052114.12 Agency Mortgage-Backed Securities 1.375 FNSM A 09/22 2022-09-06 1.375000 25000000.00 25305108.33 Agency Mortgage-Backed Securities 4.20 FHOR 22-39 C 2039-01-24 4.200000 1500000.00 1530040.50 Agency Mortgage-Backed Securities 3.19 FCSB 37 T 2037-01-26 3.190000 2000000.00 2344473.56 Agency Mortgage-Backed Securities 4.00 FHOR 23-33 BA 2033-06-06 4.000000 11995000.00 12777209.94 Agency Mortgage-Backed Securities 4.10 FHOR 23-38 AB 2038-12-28 4.100000 3075000.00 3324192.19 Agency Mortgage-Backed Securities 2.09 FCOR 21-40 M 2040-06-18 2.090000 4000000.00 3915056.00 Agency Mortgage-Backed Securities 2.15 FMNT 21-40 J2 2040-07-13 2.150000 356000.00 349799.88 Agency Mortgage-Backed Securities 2 5/8 FCSB 49 A 2049-10-15 2.625000 1785000.00 1950250.39 Agency Mortgage-Backed Securities 1.31 FCSB 31 BS 2031-07-28 1.310000 68300000.00 66969751.26 Agency Mortgage-Backed Securities 1 5/8 FCOR 21-31 DD 2031-03-17 1.625000 44000000.00 43703842.11 Agency Mortgage-Backed Securities 1.73 FCOR 21-31 DF 2031-09-22 1.730000 10400000.00 10401620.09 Agency Mortgage-Backed Securities 2.15 FCOR 22-36 BC 2036-09-29 2.150000 150000.00 147895.36 Agency Mortgage-Backed Securities 1 7/8 FCOR 22-36 AG 2036-02-11 1.875000 10661000.00 10522194.67 Agency Mortgage-Backed Securities 2.34 FCOR 22-36 BE 2036-10-14 2.340000 17545000.00 17520419.46 Agency Mortgage-Backed Securities 1.52 FCOR 22-28 GB 2028-10-12 1.520000 24900000.00 24744715.30 Agency Mortgage-Backed Securities 1.50 FHLB 31 HG 2031-03-14 1.500000 280000.00 278718.91 Agency Mortgage-Backed Securities 0.18 FHOR 22-24 W2 2024-02-16 0.180000 36795000.00 36403133.25 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0504 2047-04-01 3.000000 4373835.09 4605764.98 Agency Mortgage-Backed Securities FEPC 02.000 CLQB1310 2050-07-01 2.000000 13420.80 13498.45 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2342 2051-12-01 2.500000 35571840.00 36655745.58 Agency Mortgage-Backed Securities 1.53 FCOR 22-30 FC 2030-09-03 1.530000 25000.00 24613.20 Agency Mortgage-Backed Securities 1.90 FCOR 22-31 DH 2031-10-06 1.900000 1929000.00 1934881.52 Agency Mortgage-Backed Securities FCFR 03SF CQ 23/11 2023-11-15 0.070000 25000000.00 24998229.17 Agency Mortgage-Backed Securities 2.18 FCOR 22-33 CD 2033-10-21 2.180000 3000000.00 2998814.00 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2099-02-10 N N N 0.0007 500000000.00 500000000.00 0.0035 N Y Y N FRBNY FRBNY 0.050000% 43999X9F9 0001390777 43999X9F9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 3/4 NOTE C 23 2023-05-15 1.750000 13938400.00 14233380.28 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 7197400.00 7542629.39 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.500000 82680200.00 83832878.82 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 10539396300.00 10681662254.00 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 10086402400.00 10309937250.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 0.125000 11641589800.00 11648862314.00 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 4572064100.00 4550312281.00 U.S. Treasuries (including strips) 0 1/8 NOTE AV 23 2023-01-31 0.125000 11816837000.00 11803547811.00 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 807168700.00 800138545.80 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 49900000000.00 49900000000.00 0.3476 N Y Y N ING REPO ING REPO 0.050000% 454991001 454991001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 0 3/8 NOTE 25 2025-04-30 0.375000 35110000.00 34523891.92 U.S. Treasuries (including strips) TREASURY BILL 2021-12-16 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) TREASURY BILL 2021-12-16 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) TREASURY BILL 2021-12-16 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) TREASURY BILL 2022-02-17 0.00 50000000.00 49975002.00 U.S. Treasuries (including strips) TREASURY BILL 2022-02-17 0.00 50000000.00 49975002.00 U.S. Treasuries (including strips) TREASURY BILL 2022-02-17 0.00 25000000.00 24987501.00 U.S. Treasuries (including strips) TREASURY BILL 2021-12-28 0.00 50000000.00 49975002.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-28 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-28 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-28 0.00 18570000.00 18562572.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-28 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-28 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-28 0.00 50000000.00 49980000.00 U.S. Treasuries (including strips) TREASURY BILL 2022-10-06 0.00 50000000.00 49910028.00 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 50000000.00 50359848.00 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 50000000.00 50359848.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 41000000.00 41422124.52 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 50000000.00 50514786.00 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 1200008929.00 1200008929.00 0.0084 N Y Y N ING REPO ING REPO 0.070000% 46799N008 46799N008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 04.500 FGPC V84771 G 2048-10-01 4.500000 8377.83 9157.06 Agency Mortgage-Backed Securities FMAR 2B7644 G 2049-10-01 3.142000 3699456.71 3842995.84 Agency Mortgage-Backed Securities FMAR 2B7622 G 2049-09-01 3.047000 3381875.17 3510780.51 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4868 2049-12-01 3.000000 44548.10 47297.68 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6141 2050-06-01 2.000000 3035367.44 3053085.21 Agency Mortgage-Backed Securities FMAR 2B7983 G 2050-09-01 2.113000 6693265.11 6886493.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7222 2051-05-01 2.500000 916982.88 951263.26 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4414 2051-09-01 2.500000 2106221.77 2164087.87 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 2051-10-01 2.000000 54762.43 54828.20 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1259 2051-11-01 2.000000 30812232.00 30977943.61 Agency Mortgage-Backed Securities FNMS 03.000 CLBT3147 2051-07-01 3.000000 993.73 1046.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 2051-08-01 2.500000 987.05 1021.06 Agency Mortgage-Backed Securities Y 2022-04-28 2022-04-28 2022-04-28 N N N 0.0007 50000000.00 50000000.00 0.0003 N N N Y ING REPO ING REPO 0.070000% 46799N009 46799N009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 05.500 FGPC G05899 G 2040-05-01 5.500000 146.11 168.50 Agency Mortgage-Backed Securities 04.000 FGPC Q48210 G 2047-05-01 4.000000 569563.36 620918.74 Agency Mortgage-Backed Securities 06.000 FGPC H01453 G 2036-04-01 6.000000 1645.17 1779.16 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4868 2049-12-01 3.000000 1385552.64 1471071.26 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7222 2051-05-01 2.500000 363462.06 377049.68 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4414 2051-09-01 2.500000 2106249.27 2164116.13 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 2051-10-01 2.000000 33111.43 33151.20 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1259 2051-11-01 2.000000 20967740.00 21080506.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 2051-08-01 2.500000 1197.29 1238.54 Agency Mortgage-Backed Securities Y 2022-05-09 2022-05-09 2022-05-09 N N N 0.0007 25000000.00 25000000.00 0.0002 N N N Y ING REPO ING REPO 0.060000% 46799N010 46799N010 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FGPC A92680 5.5000 2040-06-01 5.500000 198006.70 227188.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAO2984 2042-05-01 4.000000 7946892.58 8754990.01 Agency Mortgage-Backed Securities 04.000 FGPC C03836 G 2042-04-01 4.000000 97431.29 107369.79 Agency Mortgage-Backed Securities 04.000 FGPC Q21759 G 2043-09-01 4.000000 12811032.04 14141217.16 Agency Mortgage-Backed Securities 04.000 FGPC U99039 G 2043-03-01 4.000000 2930535.80 3183110.54 Agency Mortgage-Backed Securities 04.000 FGPC G07562 G 2043-11-01 4.000000 263989.27 290490.42 Agency Mortgage-Backed Securities 03.500 FGPC Q11324 G 2042-09-01 3.500000 4585308.60 4967729.96 Agency Mortgage-Backed Securities 03.500 FGPC Q06621 G 2042-03-01 3.500000 146041.20 156723.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAL4913 2039-01-01 3.500000 5880248.88 6331084.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7501 2045-10-01 3.500000 8122258.17 8765780.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7498 2046-07-01 3.500000 5535860.85 5979490.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7918 2046-09-01 3.500000 9146871.12 9896726.53 Agency Mortgage-Backed Securities 03.000 FGPC G15189 G 2029-09-01 3.000000 25235.90 26709.22 Agency Mortgage-Backed Securities 03.500 FGPC Q35582 G 2045-08-01 3.500000 124554.49 134125.44 Agency Mortgage-Backed Securities 03.500 FGPC G61001 G 2047-04-01 3.500000 62780.17 67760.93 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6387 2045-12-01 4.000000 6437203.73 7024554.94 Agency Mortgage-Backed Securities 04.000 FGPC V83231 G 2047-06-01 4.000000 18567946.26 20386550.74 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 2057-01-01 3.500000 96980.93 105861.42 Agency Mortgage-Backed Securities 05.000 FGPC N70076 G 2035-08-01 5.000000 68225.73 73139.20 Agency Mortgage-Backed Securities 03.500 FGPC V83265 G 2047-07-01 3.500000 469418.37 506729.83 Agency Mortgage-Backed Securities 04.000 FGPC Q37989 G 2045-12-01 4.000000 8187215.73 8978274.52 Agency Mortgage-Backed Securities 05.500 FGPC G05825 G 2040-03-01 5.500000 91.21 105.26 Agency Mortgage-Backed Securities 05.500 FGPC A89952 G 2039-11-01 5.500000 21358.32 24666.74 Agency Mortgage-Backed Securities 05.500 FGPC A92716 G 2040-06-01 5.500000 79.27 88.43 Agency Mortgage-Backed Securities 05.000 FGPC Q02246 G 2041-07-01 5.000000 97669.44 107581.21 Agency Mortgage-Backed Securities 05.000 FGPC Q59594 G 2048-11-01 5.000000 56400.24 64727.55 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0220 2057-09-01 4.000000 19441102.17 21582018.99 Agency Mortgage-Backed Securities 05.500 FGPC A97628 G 2041-03-01 5.500000 97416.13 110102.39 Agency Mortgage-Backed Securities 03.500 FGPC Q46157 G 2047-02-01 3.500000 5144385.81 5518678.17 Agency Mortgage-Backed Securities 04.500 FGPC Q62170 G 2049-03-01 4.500000 5973980.02 6597753.15 Agency Mortgage-Backed Securities 04.000 FGPC G61907 G 2048-07-01 4.000000 16264843.38 17909547.96 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G 2048-10-01 4.500000 23165.26 25319.88 Agency Mortgage-Backed Securities 04.500 FGPC V84892 G 2048-11-01 4.500000 154884.15 168714.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4275 2048-09-01 4.500000 362643.97 397665.95 Agency Mortgage-Backed Securities 03.000 FGPC V60622 G 2029-11-01 3.000000 1539171.71 1630724.21 Agency Mortgage-Backed Securities 05.500 FGPC A90948 G 2040-02-01 5.500000 73492.47 83122.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5631 2049-02-01 4.500000 6892186.56 7699427.01 Agency Mortgage-Backed Securities 03.500 FGPC G07394 G 2043-06-01 3.500000 232153.18 250446.72 Agency Mortgage-Backed Securities 03.500 FGPC Q43449 G 2046-10-01 3.500000 636.61 687.18 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6107 2050-01-01 3.500000 69437.43 75146.95 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9806 2046-08-01 3.500000 12804947.85 13813138.30 Agency Mortgage-Backed Securities 04.000 FGPC Q49995 G 2047-08-01 4.000000 371.05 404.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3861 2049-07-01 3.500000 11980747.35 12911584.86 Agency Mortgage-Backed Securities 04.500 FGPC V84386 G 2048-06-01 4.500000 741126.05 809557.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4868 2049-12-01 3.000000 24260356.58 25757746.22 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4785 2047-11-01 4.000000 328758.10 365668.50 Agency Mortgage-Backed Securities 04.000 FGPC Q57396 G 2048-07-01 4.000000 3523.42 3841.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0865 2047-12-01 4.000000 19775853.55 21591676.82 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3964 2050-03-01 2.500000 943516.90 969438.98 Agency Mortgage-Backed Securities 04.500 FGPC Q59265 G 2048-10-01 4.500000 854239.71 945797.97 Agency Mortgage-Backed Securities 04.000 FGPC U99177 G 2044-02-01 4.000000 165863.54 180155.87 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0341 2050-06-01 2.500000 380432.85 394150.84 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8133 2051-03-01 1.500000 89634.41 86671.84 Agency Mortgage-Backed Securities FEPC 03.000 CLRA4912 2051-03-01 3.000000 2427441.08 2556254.85 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4491 2051-02-01 2.000000 22657436.70 22684650.80 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5288 2051-05-01 2.000000 1993052.09 1996661.73 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5257 2051-05-01 2.000000 201635.24 201877.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7222 2051-05-01 2.500000 484737.15 502858.51 Agency Mortgage-Backed Securities FMAR 841199 G 2047-03-01 1.911000 1053.16 1091.48 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1860 2049-08-01 3.000000 2324982.96 2467543.16 Agency Mortgage-Backed Securities 1 1/4 NOTE L 28 2028-05-31 1.250000 18206100.00 18053897.00 U.S. Treasuries (including strips) FEPC 02.000 CLSD8166 2051-09-01 2.000000 3824284.95 3828878.34 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9157 2051-10-01 2.000000 14283256.23 14300412.01 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 2051-10-01 2.000000 210398.84 210651.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ7668 2050-11-01 3.000000 872364.56 927997.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBT3147 2051-07-01 3.000000 860568.16 906242.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 2051-08-01 2.500000 987.05 1021.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8779 2051-09-01 2.500000 989.77 1028.72 Agency Mortgage-Backed Securities Y 2022-01-19 2022-01-19 2022-01-19 N N N 0.0006 300000000.00 300000000.00 0.0021 N N N Y ING REPO ING REPO 0.060000% 46799N011 46799N011 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 1H2628 G 2036-07-01 2.262000 6.08 6.53 Agency Mortgage-Backed Securities FNMS 06.000 CLAH2330 2041-02-01 6.000000 100706.85 112555.95 Agency Mortgage-Backed Securities FNMS 05.500 CLAH3757 2041-01-01 5.500000 103377.90 115191.36 Agency Mortgage-Backed Securities FNMS 04.500 CLAE4868 2040-10-01 4.500000 244408.12 271717.06 Agency Mortgage-Backed Securities 05.500 FGPC G05899 G 2040-05-01 5.500000 16162.22 18638.49 Agency Mortgage-Backed Securities GNII SF 005233 M 2041-11-20 4.000000 2763627.11 3021966.06 Agency Mortgage-Backed Securities FNMS 04.000 CRAO6762 2042-06-01 4.000000 487766.56 533188.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAO2984 2042-05-01 4.000000 3415163.17 3762441.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2516 2042-09-01 3.500000 7193739.22 7790909.10 Agency Mortgage-Backed Securities 04.000 FGPC Q21759 G 2043-09-01 4.000000 2650995.58 2926251.69 Agency Mortgage-Backed Securities 03.500 FGPC U90887 G 2043-02-01 3.500000 2666039.55 2872282.89 Agency Mortgage-Backed Securities 04.000 FGPC U99039 G 2043-03-01 4.000000 4711403.37 5117466.14 Agency Mortgage-Backed Securities FNMS 05.500 CLAH3741 2033-05-01 5.500000 264040.45 295267.60 Agency Mortgage-Backed Securities FNMS 05.500 CLAH6418 2041-02-01 5.500000 290937.54 325484.50 Agency Mortgage-Backed Securities FNMS 05.500 CLAH7237 2041-03-01 5.500000 94035.99 104769.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ1923 2042-10-01 3.500000 168104.25 180167.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ9325 2043-01-01 3.500000 1749028.38 1907279.50 Agency Mortgage-Backed Securities FNMS 04.000 CLMB0045 2041-03-01 4.000000 182732.18 195789.17 Agency Mortgage-Backed Securities 03.500 FGPC Q06621 G 2042-03-01 3.500000 11940.09 12813.43 Agency Mortgage-Backed Securities FNMS 03.000 CIAP1351 2027-07-01 3.000000 1622541.78 1707974.55 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3644 2044-10-01 4.000000 2878782.49 3174586.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7501 2045-10-01 3.500000 866324.78 934963.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAP9744 2042-10-01 3.500000 196741.19 213074.73 Agency Mortgage-Backed Securities 03.000 FGPC G15215 G 2029-11-01 3.000000 1703600.33 1803769.76 Agency Mortgage-Backed Securities FNAR XX.XXX WS806483 2035-05-01 1.573000 1441854.42 1484627.23 Agency Mortgage-Backed Securities 04.000 FGPC K91524 G 2034-02-01 4.000000 2585351.65 2818341.53 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9337 2044-10-01 1.895000 187001.04 194610.59 Agency Mortgage-Backed Securities FNMS 03.500 CIAO7644 2027-06-01 3.500000 1019189.16 1085993.39 Agency Mortgage-Backed Securities 04.000 FGPC V83232 G 2047-06-01 4.000000 17402.62 18990.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5073 2037-05-01 3.500000 115369.90 123011.94 Agency Mortgage-Backed Securities FNAR XX.XXX WS885926 2036-07-01 2.273000 866502.18 911733.62 Agency Mortgage-Backed Securities FNAR XX.XXX S1893582 2036-09-01 1.815000 198751.14 198945.34 Agency Mortgage-Backed Securities 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N Y La Mesa Senior Living LP La Mesa Senior Living LP 0.175380% 503667AA5 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2057-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0018 25925000.00 25925000.00 0.0002 N N Y N La Mesa Senior Living LP La Mesa Senior Living LP 0.175380% 503667AA5 Other Instrument Floating Rate Note Y 2021-12-07 2021-12-07 2057-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0018 22200000.00 22200000.00 0.0002 N N Y N MITSUBISHI MITSUBISHI 0.050000% 603997008 603997008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/32 3.3750 2032-04-15 3.375000 227356608.72 336847029.30 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 22210422.35 25757610.04 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 14965110.60 17590784.15 U.S. Treasuries (including strips) TRIB 01/15/28 1.7501 2028-01-15 1.750000 11749531.50 14261739.95 U.S. Treasuries (including strips) 7 1/4 TPRN 22 2022-08-15 0.00 29999800.00 29959600.27 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 3500000.00 3440395.00 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 16055000.00 15240963.34 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 13000000.00 11825879.00 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 15000000.00 13710255.00 U.S. Treasuries (including strips) 6 1/4 TPRN 30 2030-05-15 0.00 19999900.00 17656951.71 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 17385000.00 15479690.93 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 6215000.00 5558528.20 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 3033870.00 2670576.20 U.S. Treasuries (including strips) Y 2021-12-07 2021-12-07 2021-12-07 N N N 0.0005 500000000.00 500000000.00 0.0035 N N Y N MITCHELL 2019 IRREV TR MITCHELL 2019 IRREV TR 0.100000% 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(including strips) US TREASURY N/B 2022-08-31 1.875000 143750000.00 146253463.40 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 89000000.00 91030502.11 U.S. Treasuries (including strips) 2 3/8 NOTE U 23 2023-01-31 2.375000 26000000.00 26832952.67 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 85000000.00 89591463.48 U.S. Treasuries (including strips) Y 2021-12-08 2021-12-08 2021-12-08 N N N 0.0007 422492500.00 422492500.00 0.0029 N N N Y TD Securities (USA) Incorporated TD Securities (USA) Incorporated 0.050000% 87299D009 87299D009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 02.500 CLFM9412 2051-11-01 2.500000 112689564.52 116051983.20 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0973 2051-11-01 2.000000 82737417.90 82920773.21 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1058 2051-07-01 2.000000 159095733.46 159286825.10 Agency 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2022-08-15 0.00 8644904.00 8638351.16 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 6003084.68 5996385.24 U.S. Treasuries (including strips) 1 3/4 TPRN C 22 2022-05-15 0.00 274000.00 273849.85 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 12734939.18 12693295.93 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 240808.88 239646.01 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 19959530.00 19819813.29 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 0.21 0.21 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 47607140.00 46981296.54 U.S. Treasuries (including strips) 7.125 FNPR BB 01/30 2030-01-15 0.00 119507000.00 104457483.50 Agency Mortgage-Backed Securities TINT 05/15/24 2024-05-15 0.00 3913723.80 3847073.08 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 27794100.00 30843697.05 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 153320.10 148901.41 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7703000.00 7678308.46 Agency Mortgage-Backed Securities FNIN 09/23/27 2027-09-23 0.00 1000000.00 918470.00 Agency Mortgage-Backed Securities 2.875 TVPR 24 A 2024-09-15 0.00 1095000.00 1066523.43 Agency Mortgage-Backed Securities 0 1/8 NOTE AM 23 2023-05-15 0.125000 4872000.00 4856174.75 U.S. Treasuries (including strips) 0.625 FNSM A 04/25 2025-04-22 0.625000 221000.00 218347.28 Agency Mortgage-Backed Securities 0.50 FNSM A 06/25 2025-06-17 0.500000 78485000.00 77224836.12 Agency Mortgage-Backed Securities 0.375 FMNT GB 23 R6 2023-05-05 0.375000 19105000.00 19090812.95 Agency Mortgage-Backed Securities 0.25 FMNT GB 23 S4 2023-06-26 0.250000 11085000.00 11066038.49 Agency Mortgage-Backed Securities 0.25 FNSM A 07/23 2023-07-10 0.250000 11610000.00 11580826.65 Agency Mortgage-Backed Securities 0.375 FMNT GB 25 U9 2025-07-21 0.375000 6264000.00 6122989.53 Agency Mortgage-Backed Securities 1 1/8 BOND 40 2040-08-15 1.125000 898200.00 785050.21 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 2008000.00 1998446.84 U.S. Treasuries (including strips) 0.875 FNSM A 08/30 2030-08-05 0.875000 4768000.00 4491814.26 Agency Mortgage-Backed Securities 0.75 FNSM A 10/27 2027-10-08 0.750000 30870000.00 29806322.70 Agency Mortgage-Backed Securities 0.25 FMNT GB 23 W5 2023-09-08 0.250000 47000.00 46836.79 Agency Mortgage-Backed Securities 0.375 FMNT GB 25 X3 2025-09-23 0.375000 529000.00 514801.07 Agency Mortgage-Backed Securities 0 1/8 FCDB 22 C 2022-11-23 0.125000 200000.00 199769.06 Agency Mortgage-Backed Securities 0.125 FMNT GB 23 Y1 2023-10-16 0.125000 9653000.00 9581430.51 Agency Mortgage-Backed Securities TREASURY BILL 2021-12-30 0.00 2475700.00 2475509.37 U.S. Treasuries (including strips) 0.50 FNSM A 11/25 2025-11-07 0.500000 66000.00 64430.22 Agency Mortgage-Backed Securities 0 1/8 NOTE AV 23 2023-01-31 0.125000 170000.00 169808.82 U.S. Treasuries (including strips) 0.25 FMNT GB 23 A2 2023-12-04 0.250000 1978000.00 1967222.32 Agency Mortgage-Backed Securities 0 1/8 NOTE AY 23 2023-03-31 0.125000 19876400.00 19828547.13 U.S. Treasuries (including strips) 0.25 FNSM A 11/23 2023-11-27 0.250000 1486000.00 1477643.97 Agency Mortgage-Backed Securities 7.19 FNPR A 05/26 2026-05-29 0.00 21000.00 19844.16 Agency Mortgage-Backed Securities TREASURY BILL 2022-01-20 0.00 46997000.00 46993522.22 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 2024-09-15 0.375000 14076600.00 13937062.79 U.S. Treasuries (including strips) 1.00 FHOR 21-26 CP 2026-06-26 1.000000 2645000.00 2627930.93 Agency Mortgage-Backed Securities BILL 04/28/22 2022-04-28 0.00 367600.00 367463.25 U.S. Treasuries (including strips) FMZC 01/04/2027 A 2027-01-04 0.00 1250000.00 1165537.50 Agency Mortgage-Backed Securities 0.125 FHLB 23 G5434 2023-03-17 0.125000 3000000.00 2993047.42 Agency Mortgage-Backed Securities FHFR 03SO 06/23 5476 2023-06-07 0.080000 5000000.00 5001333.33 Agency Mortgage-Backed Securities 0.65 FHOR 22-24 5541 2024-10-07 0.650000 250000000.00 248530236.10 Agency Mortgage-Backed Securities 0.125 FHLB 22 WZ 2022-11-09 0.125000 500000.00 499597.46 Agency Mortgage-Backed Securities FCFR 03SF BS 22/03 2022-03-10 0.130000 7000000.00 7003307.50 Agency Mortgage-Backed Securities 0.05 FCSB 22/06 2022-06-24 0.050000 2000000.00 1999199.33 Agency Mortgage-Backed Securities BILL 05/26/22 2022-05-26 0.00 603851900.00 603574128.10 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 2000000000.00 2000000000.00 0.0139 N Y Y N INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 0.080000% 90376PAU5 U.S. Government Agency Debt Y 2021-12-07 2021-12-07 2030-03-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0008 18000000.00 18000000.00 0.0001 N N Y N FICC - CREDIT AGRICOLE FICC - CREDIT AGRICOLE 0.050000% 910BVL005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 3/4 BOND 47 2047-08-15 2.750000 28225000.00 33614921.93 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 50000000.00 59548134.50 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 500000000.02 500000000.02 0.0035 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796A90 U.S. Treasury Debt Y 2021-12-30 2021-12-30 2021-12-30 N N N 0.0011 249981372.50 249981372.50 0.0017 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796A90 U.S. Treasury Debt Y 2021-12-30 2021-12-30 2021-12-30 N N N 0.0011 449966470.50 449966470.50 0.0031 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796A90 U.S. Treasury Debt Y 2021-12-30 2021-12-30 2021-12-30 N N N 0.0011 319976156.80 319976156.80 0.0022 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796A90 U.S. Treasury Debt Y 2021-12-30 2021-12-30 2021-12-30 N N N 0.0011 289978392.10 289978392.10 0.0020 N Y Y N TREASURY BILL TREASURY BILL 912796C31 U.S. Treasury Debt Y 2022-01-27 2022-01-27 2022-01-27 N N N 0.0009 339974428.60 339974428.60 0.0024 N Y Y N TREASURY BILL TREASURY BILL 912796C31 U.S. Treasury Debt Y 2022-01-27 2022-01-27 2022-01-27 N N N 0.0005 399969916.00 399969916.00 0.0028 N Y Y N TREASURY BILL TREASURY BILL 912796C31 U.S. Treasury Debt Y 2022-01-27 2022-01-27 2022-01-27 N N N 0.0005 199984958.00 199984958.00 0.0014 N Y Y N TREASURY BILL TREASURY BILL 912796D30 U.S. Treasury Debt Y 2022-02-24 2022-02-24 2022-02-24 N N N 0.0005 499943630.00 499943630.00 0.0035 N Y Y N TREASURY BILL TREASURY BILL 912796G45 U.S. Treasury Debt Y 2022-04-21 2022-04-21 2022-04-21 N N N 0.0006 399886416.00 399886416.00 0.0028 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796K99 U.S. Treasury Debt Y 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 499957780.00 499957780.00 0.0035 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796L72 U.S. Treasury Debt Y 2022-02-10 2022-02-10 2022-02-10 N N N 0.0005 399960360.00 399960360.00 0.0028 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796L72 U.S. Treasury Debt Y 2022-02-10 2022-02-10 2022-02-10 N N N 0.0005 349965315.00 349965315.00 0.0024 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796L80 U.S. Treasury Debt Y 2022-02-17 2022-02-17 2022-02-17 N N N 0.0005 299965713.00 299965713.00 0.0021 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796L80 U.S. Treasury Debt Y 2022-02-17 2022-02-17 2022-02-17 N N N 0.0005 299965713.00 299965713.00 0.0021 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796L80 U.S. Treasury Debt Y 2022-02-17 2022-02-17 2022-02-17 N N N 0.0005 349959998.50 349959998.50 0.0024 N Y Y N TREASURY BILL TREASURY BILL 912796L98 U.S. Treasury Debt Y 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 499931640.00 499931640.00 0.0035 N Y Y N TREASURY BILL TREASURY BILL 912796M71 U.S. Treasury Debt Y 2022-09-08 2022-09-08 2022-09-08 N N N 0.0010 239686216.80 239686216.80 0.0017 N Y Y N TREASURY BILL TREASURY BILL 912796M89 U.S. Treasury Debt Y 2022-10-06 2022-10-06 2022-10-06 N N N 0.0010 848606493.00 848606493.00 0.0059 N Y Y N TREASURY BILL TREASURY BILL 912796M89 U.S. Treasury Debt Y 2022-10-06 2022-10-06 2022-10-06 N N N 0.0012 429295049.40 429295049.40 0.0030 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796M97 U.S. Treasury Debt Y 2022-03-10 2022-03-10 2022-03-10 N N N 0.0005 499925750.00 499925750.00 0.0035 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796N21 U.S. Treasury Debt Y 2022-03-17 2022-03-17 2022-03-17 N N N 0.0005 499918780.00 499918780.00 0.0035 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796N96 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0016 199599032.00 199599032.00 0.0014 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796N96 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0016 29939854.80 29939854.80 0.0002 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796N96 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0016 249498790.00 249498790.00 0.0017 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796N96 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0017 199599032.00 199599032.00 0.0014 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796N96 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0015 249498790.00 249498790.00 0.0017 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796P29 U.S. Treasury Debt Y 2022-04-14 2022-04-14 2022-04-14 N N N 0.0006 399889324.00 399889324.00 0.0028 N Y Y N WI TRESURYSEC. WI TRESURYSEC. 0.010000% 912796Q44 U.S. Treasury Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0010 249873610.00 249873610.00 0.0017 N Y Y N WI TRESURYSEC. WI TRESURYSEC. 0.010000% 912796Q44 U.S. Treasury Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0009 399797776.00 399797776.00 0.0028 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796R84 U.S. Treasury Debt Y 2022-02-15 2022-02-15 2022-02-15 N N N 0.0006 349968227.00 349968227.00 0.0024 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796R92 U.S. Treasury Debt Y 2022-02-22 2022-02-22 2022-02-22 N N N 0.0005 399951124.00 399951124.00 0.0028 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796S26 U.S. Treasury Debt Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 349953625.00 349953625.00 0.0024 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 9128282P4 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 566453126.40 566453126.40 0.0039 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 9128282P4 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 30345703.20 30345703.20 0.0002 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 9128282P4 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 505761720.00 505761720.00 0.0035 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 9128282P4 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 485531251.20 485531251.20 0.0034 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 9128282S8 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0011 161725000.00 161725000.00 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 9128282S8 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0011 80862500.00 80862500.00 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 9128282S8 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0011 80862500.00 80862500.00 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 9128282S8 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0013 151617187.50 151617187.50 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 9128282W9 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0010 131792577.80 131792577.80 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 9128283C2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0011 101597656.00 101597656.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 9128285R7 U.S. Treasury Debt Y 2021-12-15 2021-12-15 2021-12-15 N N N 0.0012 50048383.50 50048383.50 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128285V8 U.S. Treasury Debt Y 2022-01-15 2022-01-15 2022-01-15 N N N 0.0009 80240306.40 80240306.40 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128286C9 U.S. Treasury Debt Y 2022-02-15 2022-02-15 2022-02-15 N N N 0.0008 85429261.90 85429261.90 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128286H8 U.S. Treasury Debt Y 2022-03-15 2022-03-15 2022-03-15 N N N 0.0012 231521875.50 231521875.50 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 9128287C8 U.S. Treasury Debt Y 2022-07-15 2022-07-15 2022-07-15 N N N 0.0008 403937500.00 403937500.00 0.0028 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 9128287C8 U.S. Treasury Debt Y 2022-07-15 2022-07-15 2022-07-15 N N N 0.0008 70689062.50 70689062.50 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 2.125000% 912828G87 U.S. Treasury Debt Y 2021-12-31 2021-12-31 2021-12-31 N N N 0.0005 100162524.00 100162524.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828H86 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0009 55131793.20 55131793.20 0.0004 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828H86 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 240575097.60 240575097.60 0.0017 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828J43 U.S. Treasury Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0006 70290065.30 70290065.30 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828J43 U.S. Treasury Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0006 502071895.00 502071895.00 0.0035 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828J76 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0011 183005222.40 183005222.40 0.0013 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828J76 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0006 251380800.00 251380800.00 0.0018 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828L24 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0014 172144922.30 172144922.30 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828L57 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0009 47598515.86 47598515.86 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828L57 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0010 324075001.60 324075001.60 0.0023 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828L57 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0010 227865235.50 227865235.50 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828M49 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0012 40596875.20 40596875.20 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828M80 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0018 203453124.00 203453124.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828SV3 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0008 201500000.00 201500000.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 912828TJ9 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0007 40409375.20 40409375.20 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 912828TJ9 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0007 80818750.40 80818750.40 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 912828TJ9 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0007 121228125.60 121228125.60 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 912828TY6 U.S. Treasury Debt Y 2022-11-15 2022-11-15 2022-11-15 N N N 0.0013 60780468.60 60780468.60 0.0004 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 912828TY6 U.S. Treasury Debt Y 2022-11-15 2022-11-15 2022-11-15 N N N 0.0014 25325195.25 25325195.25 0.0002 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828U81 U.S. Treasury Debt Y 2021-12-31 2021-12-31 2021-12-31 N N N 0.0009 60091404.60 60091404.60 0.0004 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828U81 U.S. Treasury Debt Y 2021-12-31 2021-12-31 2021-12-31 N N N 0.0009 70106638.70 70106638.70 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828V72 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 200603534.00 200603534.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828V72 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 419261386.06 419261386.06 0.0029 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828W89 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 241424433.60 241424433.60 0.0017 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828W89 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 301780542.00 301780542.00 0.0021 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828WZ9 U.S. Treasury Debt Y 2022-04-30 2022-04-30 2022-04-30 N N N 0.0009 226546875.00 226546875.00 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828X47 U.S. Treasury Debt Y 2022-04-30 2022-04-30 2022-04-30 N N N 0.0010 75554478.75 75554478.75 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828XQ8 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 101234375.00 101234375.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828XQ8 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 222715625.00 222715625.00 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828XQ8 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 101234375.00 101234375.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828XW5 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0007 111026953.40 111026953.40 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828YA2 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0007 100945312.00 100945312.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828YF1 U.S. Treasury Debt Y 2022-09-15 2022-09-15 2022-09-15 N N N 0.0011 227320312.50 227320312.50 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828YK0 U.S. Treasury Debt Y 2022-10-15 2022-10-15 2022-10-15 N N N 0.0011 30295312.50 30295312.50 0.0002 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828YK0 U.S. Treasury Debt Y 2022-10-15 2022-10-15 2022-10-15 N N N 0.0015 353445312.50 353445312.50 0.0025 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828YK0 U.S. Treasury Debt Y 2022-10-15 2022-10-15 2022-10-15 N N N 0.0015 111082812.50 111082812.50 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828YK0 U.S. Treasury Debt Y 2022-10-15 2022-10-15 2022-10-15 N N N 0.0015 131279687.50 131279687.50 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828Z60 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 125273636.25 125273636.25 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828ZA1 U.S. Treasury Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0010 391016995.20 391016995.20 0.0027 N Y Y N US TREASURY N/B US TREASURY N/B 0.375000% 912828ZG8 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 200198382.00 200198382.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 0.375000% 912828ZG8 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 320111206.87 320111206.87 0.0022 N Y Y N US TREASURY FRN US TREASURY FRN 0.164006% 912828ZK9 U.S. Treasury Debt Y 2021-12-01 2022-04-30 2022-04-30 N N N 0.0009 250120737.50 250120737.50 0.0017 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 912828ZR4 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0009 220017494.40 220017494.40 0.0015 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 912828ZX1 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0009 179957811.60 179957811.60 0.0013 N Y Y N US TREASURY FRN US TREASURY FRN 0.105006% 91282CAA9 U.S. Treasury Debt Y 2021-12-01 2022-07-31 2022-07-31 N N N 0.0011 150041044.50 150041044.50 0.0010 N Y Y N US TREASURY FRN US TREASURY FRN 0.105006% 91282CAA9 U.S. Treasury Debt Y 2021-12-01 2022-07-31 2022-07-31 N N N 0.0011 165045148.95 165045148.95 0.0011 N Y Y N US TREASURY FRN US TREASURY FRN 0.105006% 91282CAA9 U.S. Treasury Debt Y 2021-12-01 2022-07-31 2022-07-31 N N N 0.0011 50013681.50 50013681.50 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAC5 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0010 129999129.00 129999129.00 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAC5 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0010 299997990.00 299997990.00 0.0021 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAC5 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0010 199998660.00 199998660.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAC5 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0010 99999330.00 99999330.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAC5 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 79999464.00 79999464.00 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAG6 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0009 229901171.30 229901171.30 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAN1 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0009 74944335.75 74944335.75 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAN1 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0009 69948046.70 69948046.70 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAN1 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0009 429680858.30 429680858.30 0.0030 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAN1 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0009 99925781.00 99925781.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAN1 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0010 79940624.80 79940624.80 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAN1 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0012 129903515.30 129903515.30 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 299683593.00 299683593.00 0.0021 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 109883984.10 109883984.10 0.0008 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 579388279.80 579388279.80 0.0040 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 109883984.10 109883984.10 0.0008 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 49947265.50 49947265.50 0.0003 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0011 189799608.90 189799608.90 0.0013 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 279704686.80 279704686.80 0.0019 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0011 159831249.60 159831249.60 0.0011 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAR2 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0017 159831249.60 159831249.60 0.0011 N N N N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0011 310138597.90 310138597.90 0.0022 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0011 250111772.50 250111772.50 0.0017 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0011 190084947.10 190084947.10 0.0013 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0010 140062592.60 140062592.60 0.0010 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0010 200089418.00 200089418.00 0.0014 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0010 140062592.60 140062592.60 0.0010 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0010 100044709.00 100044709.00 0.0007 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0010 300134127.00 300134127.00 0.0021 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0011 500223545.00 500223545.00 0.0035 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.105006% 91282CAS0 U.S. Treasury Debt Y 2021-12-07 2022-10-31 2022-10-31 N N N 0.0011 300134127.00 300134127.00 0.0021 N Y Y N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAX9 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0016 499296875.00 499296875.00 0.0035 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAX9 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0016 129817187.50 129817187.50 0.0009 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAX9 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0016 219690625.00 219690625.00 0.0015 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAX9 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0018 249648437.50 249648437.50 0.0017 N N N N US TREASURY N/B US TREASURY N/B 0.125000% 91282CAX9 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0019 49929687.50 49929687.50 0.0003 N N N N US TREASURY FRN US TREASURY FRN 0.099006% 91282CBK6 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N 0.0010 500099085.00 500099085.00 0.0035 N Y Y N US TREASURY FRN US TREASURY FRN 0.099006% 91282CBK6 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N 0.0009 155030716.35 155030716.35 0.0011 N Y Y N US TREASURY FRN US TREASURY FRN 0.099006% 91282CBK6 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N 0.0010 645127819.65 645127819.65 0.0045 N Y Y N US TREASURY FRN US TREASURY FRN 0.099006% 91282CBK6 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N 0.0010 100019817.00 100019817.00 0.0007 N Y Y N US TREASURY FRN US TREASURY FRN 0.099006% 91282CBK6 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N 0.0010 100019817.00 100019817.00 0.0007 N Y Y N US TREASURY FRN US TREASURY FRN 0.099006% 91282CBK6 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N 0.0009 600118902.00 600118902.00 0.0042 N Y Y N US TREASURY FRN US TREASURY FRN 0.084006% 91282CBY6 U.S. Treasury Debt Y 2021-12-07 2023-04-30 2023-04-30 N N N 0.0009 1100023958.00 1100023958.00 0.0077 N Y Y N US TREASURY FRN US TREASURY FRN 0.084006% 91282CBY6 U.S. Treasury Debt Y 2021-12-07 2023-04-30 2023-04-30 N N N 0.0008 450009801.00 450009801.00 0.0031 N Y Y N US TREASURY FRN US TREASURY FRN 0.084006% 91282CBY6 U.S. Treasury Debt Y 2021-12-07 2023-04-30 2023-04-30 N N N 0.0008 800017424.00 800017424.00 0.0056 N Y Y N US TREASURY FRN US TREASURY FRN 0.084006% 91282CBY6 U.S. Treasury Debt Y 2021-12-07 2023-04-30 2023-04-30 N N N 0.0008 450009801.00 450009801.00 0.0031 N Y Y N US TREASURY FRN US TREASURY FRN 0.084006% 91282CBY6 U.S. Treasury Debt Y 2021-12-07 2023-04-30 2023-04-30 N N N 0.0008 800017424.00 800017424.00 0.0056 N Y Y N US TREASURY FRN US TREASURY FRN 0.079006% 91282CCQ2 U.S. Treasury Debt Y 2021-12-07 2023-07-31 2023-07-31 N N N 0.0008 1049892669.00 1049892669.00 0.0073 N Y Y N US TREASURY FRN US TREASURY FRN 0.079006% 91282CCQ2 U.S. Treasury Debt Y 2021-12-07 2023-07-31 2023-07-31 N N N 0.0008 1049892669.00 1049892669.00 0.0073 N Y Y N US TREASURY FRN US TREASURY FRN 0.079006% 91282CCQ2 U.S. Treasury Debt Y 2021-12-07 2023-07-31 2023-07-31 N N N 0.0008 1049892669.00 1049892669.00 0.0073 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.085006% 91282CDE8 U.S. Treasury Debt Y 2021-12-01 2023-10-31 2023-10-31 N N N 0.0009 449955783.00 449955783.00 0.0031 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.085006% 91282CDE8 U.S. Treasury Debt Y 2021-12-01 2023-10-31 2023-10-31 N N N 0.0009 99990174.00 99990174.00 0.0007 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.085006% 91282CDE8 U.S. Treasury Debt Y 2021-12-01 2023-10-31 2023-10-31 N N N 0.0008 199980348.00 199980348.00 0.0014 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.085006% 91282CDE8 U.S. Treasury Debt Y 2021-12-01 2023-10-31 2023-10-31 N N N 0.0008 99990174.00 99990174.00 0.0007 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.085006% 91282CDE8 U.S. Treasury Debt Y 2021-12-01 2023-10-31 2023-10-31 N N N 0.0008 99990174.00 99990174.00 0.0007 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.085006% 91282CDE8 U.S. Treasury Debt Y 2021-12-01 2023-10-31 2023-10-31 N N N 0.0009 179982313.20 179982313.20 0.0013 N Y Y N FICC - BNS FICC - BNS 0.055000% 927UVC004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 NOTE K 24 2024-04-30 2.000000 50000000.00 51720151.40 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 50000000.00 51720151.40 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 50000000.00 51720151.40 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 17700000.00 18308933.60 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 50000000.00 52985695.80 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 50000000.00 52985695.80 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 50000000.00 52985695.80 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 50000000.00 52985695.80 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 50000000.00 52985695.80 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 14800000.00 15683765.96 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 50000000.00 53808675.90 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 50000000.00 53808675.90 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 50000000.00 53808675.90 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 50000000.00 53808675.90 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 8600000.00 9255092.25 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 50000000.00 53683958.40 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 50000000.00 53683958.40 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 50000000.00 53683958.40 U.S. Treasuries (including 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50000000.00 49869571.90 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 50000000.00 49869571.90 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 50000000.00 49869571.90 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 50000000.00 49869571.90 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 32500000.00 32415221.74 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 1500000000.00 1500000000.00 0.0104 N Y Y N BNP Paribas BNP Paribas 0.050000% 930YEV008 0000753835 930YEV008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N TRIB 04/15/28 3.6250 2028-04-15 3.625000 3144996.24 4225560.48 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 7937115.95 9204738.85 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 485.50 610.89 U.S. Treasuries 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Securities FEPC 02.500 CLQD1333 2051-11-01 2.500000 1513582.00 1559467.58 Agency Mortgage-Backed Securities FEPC 03.000 CLQD1573 2051-11-01 3.000000 7517800.00 8010348.71 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2387 2050-04-01 3.000000 58357.22 61261.29 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8011 2031-09-01 2.500000 749114.06 781762.62 Agency Mortgage-Backed Securities FNMS 04.500 CLAV0503 2044-03-01 4.500000 299637.42 324408.45 Agency Mortgage-Backed Securities FNMS 03.500 CICA5289 2035-02-01 3.500000 11268725.99 12088857.60 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9822 2036-12-01 2.000000 65742720.00 67244882.71 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9693 2051-12-01 2.500000 121778432.00 126128831.20 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 250000000.00 250000000.00 0.0017 N Y Y N RBS SECURITIES INC RBS SECURITIES INC 0.055000% 0000808379 959JLZ000 U.S. Treasury Repurchase Agreement, if collateralized 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2038-02-15 0.00 1249000.00 967251.83 U.S. Treasuries (including strips) 2 1/4 TPRN 46 2046-08-15 0.00 971900.00 615147.58 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 905200.00 964966.72 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 365600.00 377583.84 U.S. Treasuries (including strips) 2 3/4 NOTE Z 23 2023-05-31 2.750000 259200.00 268335.24 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 380000.00 314413.90 U.S. Treasuries (including strips) 2 1/2 TPRN 45 2045-02-15 0.00 193000.00 124642.30 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 582000.00 619971.43 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 117750.00 103408.99 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 709100.00 760961.04 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 698000.00 731068.34 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 48900.00 52641.40 U.S. Treasuries (including strips) 5 1/2 TPRN 28 2028-08-15 0.00 50000.00 45509.85 U.S. Treasuries (including strips) 5 TPRN 37 2037-05-15 0.00 519300.00 411550.44 U.S. Treasuries (including strips) 4 1/4 TPRN 40 2040-11-15 0.00 47000.00 33251.84 U.S. Treasuries (including strips) 3 3/4 TPRN 41 2041-08-15 0.00 528000.00 366121.01 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 1299000.00 1359248.90 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 987200.00 1056551.77 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 26000.00 20762.12 U.S. Treasuries (including strips) TINT 11/15/34 2034-11-15 0.00 276000.00 221624.96 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.00 1030000.00 818568.81 U.S. Treasuries (including strips) TINT 05/15/39 2039-05-15 0.00 398421.00 287176.28 U.S. Treasuries (including strips) TINT 05/15/43 2043-05-15 0.00 572000.00 370983.76 U.S. Treasuries (including strips) TINT 02/15/48 2048-02-15 0.00 2035000.00 1241309.30 U.S. Treasuries (including strips) 3 1/8 TPRN 43 2043-02-15 0.00 192000.00 128320.13 U.S. Treasuries (including strips) 2 7/8 TPRN 43 2043-05-15 0.00 873000.00 580261.28 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-11-15 0.00 73000.00 45505.13 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 14600.00 15743.11 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 1662500.00 1740841.32 U.S. Treasuries (including strips) 5 1/4 TPRN 29 2029-02-15 0.00 225000.00 203361.30 U.S. Treasuries (including strips) 6 1/4 TPRN 30 2030-05-15 0.00 4738000.00 4207865.18 U.S. Treasuries (including strips) 4 1/2 TPRN 36 2036-02-15 0.00 968900.00 796280.78 U.S. Treasuries (including strips) 4 1/2 TPRN 38 2038-05-15 0.00 330000.00 253623.48 U.S. Treasuries (including strips) 3 1/2 TPRN 39 2039-02-15 0.00 35000.00 26152.14 U.S. Treasuries (including strips) 4 1/4 TPRN 39 2039-05-15 0.00 485000.00 360710.51 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.00 59500.00 43519.91 U.S. Treasuries (including strips) 3 7/8 TPRN 40 2040-08-15 0.00 1955000.00 1393269.85 U.S. Treasuries (including strips) 4 3/4 TPRN 41 2041-02-15 0.00 21000.00 14850.26 U.S. Treasuries (including strips) 4 3/8 TPRN 41 2041-05-15 0.00 244000.00 170883.69 U.S. Treasuries (including strips) 3 1/8 TPRN 42 2042-02-15 0.00 412000.00 282778.67 U.S. Treasuries (including strips) 3 5/8 TPRN 43 2043-08-15 0.00 965000.00 638123.62 U.S. Treasuries (including strips) 3 3/4 TPRN 43 2043-11-15 0.00 1107000.00 729229.61 U.S. Treasuries (including strips) 3 1/8 TPRN 44 2044-08-15 0.00 65000.00 42244.74 U.S. Treasuries (including strips) 3 TPRN 45 2045-11-15 0.00 20000.00 12837.50 U.S. Treasuries (including strips) 2 7/8 TPRN 46 2046-11-15 0.00 72000.00 45509.18 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-08-15 0.00 2580000.00 1615884.96 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 3899000.00 3311077.59 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.00 9458000.00 7475858.57 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 484750.00 433502.71 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.00 3664125.00 3231208.63 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.00 1712000.00 1296276.75 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.00 1430000.00 1070131.92 U.S. Treasuries (including strips) TINT 08/15/38 2038-08-15 0.00 487000.00 359100.65 U.S. Treasuries (including strips) TINT 02/15/39 2039-02-15 0.00 778000.00 564877.01 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.00 1118000.00 800872.59 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.00 811000.00 545454.27 U.S. Treasuries (including strips) TINT 02/15/42 2042-02-15 0.00 1554000.00 1034228.96 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.00 970000.00 625960.40 U.S. Treasuries (including strips) TINT 11/15/43 2043-11-15 0.00 694000.00 446070.58 U.S. Treasuries (including strips) TINT 02/15/44 2044-02-15 0.00 1934000.00 1237986.28 U.S. Treasuries (including strips) TINT 05/15/44 2044-05-15 0.00 2488000.00 1588983.59 U.S. Treasuries (including strips) TINT 11/15/45 2045-11-15 0.00 497000.00 311048.94 U.S. Treasuries (including strips) TINT 02/15/46 2046-02-15 0.00 3402000.00 2121500.81 U.S. Treasuries (including strips) TINT 05/15/48 2048-05-15 0.00 2204000.00 1342432.16 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 859700.00 899365.70 U.S. Treasuries (including strips) 3 TPRN 48 2048-02-15 0.00 54000.00 33706.26 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-15 2.625000 1244100.00 1260298.41 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 3060300.00 3345444.90 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 1499900.00 1596896.33 U.S. Treasuries (including strips) 2 3/8 NOTE V 24 2024-02-29 2.375000 40500.00 42306.88 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 957226.25 859534.61 U.S. Treasuries (including strips) 4 3/4 TPRN 37 2037-02-15 0.00 1239000.00 989860.64 U.S. Treasuries (including strips) 4 1/2 TPRN 39 2039-08-15 0.00 966000.00 714529.91 U.S. Treasuries (including strips) 4 3/8 TPRN 40 2040-05-15 0.00 410000.00 295760.88 U.S. Treasuries (including strips) 3 1/8 TPRN 41 2041-11-15 0.00 77000.00 53007.80 U.S. Treasuries (including strips) 3 TPRN 42 2042-05-15 0.00 952000.00 649144.05 U.S. Treasuries (including strips) 2 3/4 TPRN 42 2042-08-15 0.00 335000.00 226460.00 U.S. Treasuries (including strips) 2 3/4 TPRN 42 2042-11-15 0.00 209000.00 140526.38 U.S. Treasuries (including strips) 3 5/8 TPRN 44 2044-02-15 0.00 538000.00 352688.05 U.S. Treasuries (including strips) 3 3/8 TPRN 44 2044-05-15 0.00 330000.00 215387.04 U.S. Treasuries (including strips) 3 TPRN 48 2048-08-15 0.00 79000.00 48853.60 U.S. Treasuries (including strips) 3 3/8 TPRN 48 2048-11-15 0.00 499000.00 309859.04 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.500000 1790400.00 1812448.81 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-15 2.375000 474800.00 480318.69 U.S. Treasuries (including strips) TINT 02/15/36 2036-02-15 0.00 5156000.00 4037441.89 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.00 335000.00 274408.55 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.00 986456.25 877954.94 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 498750.00 441556.34 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 762000.00 586276.70 U.S. Treasuries (including strips) TINT 11/15/37 2037-11-15 0.00 972000.00 731253.10 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.00 448000.00 333175.81 U.S. Treasuries (including strips) TINT 11/15/38 2038-11-15 0.00 828000.00 605863.33 U.S. Treasuries (including strips) TINT 11/15/39 2039-11-15 0.00 565000.00 401547.20 U.S. Treasuries (including strips) TINT 05/15/40 2040-05-15 0.00 224000.00 156688.22 U.S. Treasuries (including strips) TINT 08/15/40 2040-08-15 0.00 683000.00 472845.68 U.S. Treasuries (including strips) TINT 02/15/41 2041-02-15 0.00 1047000.00 715130.32 U.S. Treasuries (including strips) TINT 05/15/45 2045-05-15 0.00 996000.00 628000.91 U.S. Treasuries (including strips) TINT 11/15/41 2041-11-15 0.00 5520000.00 3697146.96 U.S. Treasuries (including strips) TINT 11/15/42 2042-11-15 0.00 5129000.00 3357130.53 U.S. Treasuries (including strips) TINT 11/15/44 2044-11-15 0.00 896000.00 568468.99 U.S. Treasuries (including strips) TINT 02/15/45 2045-02-15 0.00 1187000.00 750541.29 U.S. Treasuries (including strips) TINT 08/15/45 2045-08-15 0.00 1677000.00 1053348.85 U.S. Treasuries (including strips) TINT 05/15/46 2046-05-15 0.00 4012000.00 2492751.89 U.S. Treasuries (including strips) TINT 08/15/46 2046-08-15 0.00 2007000.00 1240576.88 U.S. Treasuries (including strips) TINT 11/15/46 2046-11-15 0.00 742000.00 458837.22 U.S. Treasuries (including strips) TINT 02/15/47 2047-02-15 0.00 526000.00 324322.13 U.S. Treasuries (including strips) TINT 05/15/47 2047-05-15 0.00 837000.00 515675.70 U.S. Treasuries (including strips) TINT 08/15/47 2047-08-15 0.00 1436000.00 880835.22 U.S. Treasuries (including strips) TINT 08/15/48 2048-08-15 0.00 727000.00 439283.93 U.S. Treasuries (including strips) TINT 11/15/48 2048-11-15 0.00 2705000.00 1640160.52 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.00 165000.00 106063.98 U.S. Treasuries (including strips) 2 1/2 TPRN 46 2046-02-15 0.00 3608000.00 2300958.70 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 24100.00 25362.64 U.S. Treasuries (including strips) 2 1/4 NOTE AL 22 2022-04-15 2.250000 200.00 202.17 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 64200.00 66705.57 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 2.125000 1085500.00 1096474.97 U.S. 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Treasuries (including strips) TINT 02/15/49 2049-02-15 0.00 4188000.00 2524099.22 U.S. Treasuries (including strips) 2 7/8 TPRN 49 2049-05-15 0.00 640000.00 392552.32 U.S. Treasuries (including strips) TINT 05/15/49 2049-05-15 0.00 6235000.00 3743238.37 U.S. Treasuries (including strips) TINT 08/15/49 2049-08-15 0.00 1657000.00 988206.63 U.S. Treasuries (including strips) 3 TPRN 45 2045-05-15 0.00 21000.00 13543.38 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 2026-10-31 1.625000 265900.00 272297.47 U.S. Treasuries (including strips) 1 5/8 TPRN E 29 2029-08-15 0.00 515000.00 462392.75 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 1000300.00 1023015.81 U.S. Treasuries (including strips) 1 5/8 NOTE AU 22 2022-12-15 1.625000 1507900.00 1540521.93 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 2026-12-31 1.750000 870600.00 902163.44 U.S. Treasuries (including strips) 1 5/8 NOTE BL 21 2021-12-31 1.625000 1073700.00 1082241.41 U.S. Treasuries (including 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TPRN 50 2050-02-15 0.00 469000.00 282711.32 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 249400.00 249134.62 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 22 2022-04-30 0.125000 999500.00 999742.47 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 1725700.00 1664062.08 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 112800.00 112388.60 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 999700.00 975040.80 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 0.125000 1000.00 1000.55 U.S. Treasuries (including strips) US TREASURY FRN 2022-07-31 0.105006 999600.00 999984.68 U.S. Treasuries (including strips) 1 1/4 TPRN 50 2050-05-15 0.00 2908000.00 1735482.77 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 733700.00 730453.93 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 338900.00 329996.69 U.S. Treasuries (including strips) TINT 05/15/50 2050-05-15 0.00 10166000.00 5990945.79 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-31 0.125000 999900.00 1000294.36 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 1033000.00 1027499.74 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 0.125000 2408600.00 2408530.70 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 2610800.00 2535982.19 U.S. Treasuries (including strips) WI TREASURY SEC. 2022-10-31 0.105006 200628000.00 200719253.30 U.S. Treasuries (including strips) 1 3/8 TPRN 50 2050-08-15 0.00 1970000.00 1172213.04 U.S. Treasuries (including strips) 1 5/8 TPRN 50 2050-11-15 0.00 550000.00 326065.30 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 0.125000 987500.00 986737.25 U.S. Treasuries (including strips) TINT 08/15/50 2050-08-15 0.00 5734000.00 3371764.02 U.S. Treasuries (including strips) TINT 11/15/50 2050-11-15 0.00 9407000.00 5515484.02 U.S. Treasuries (including strips) 0 1/8 NOTE AU 23 2023-12-15 0.125000 909700.00 901920.04 U.S. Treasuries (including strips) 0 1/8 NOTE BL 22 2022-12-31 0.125000 1147800.00 1146600.21 U.S. Treasuries (including strips) TREASURY BILL 2022-01-27 0.00 10383400.00 10382434.34 U.S. Treasuries (including strips) US TREASURY FRN 2023-01-31 0.099006 150000000.00 150058925.70 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 897900.00 870577.07 U.S. Treasuries (including strips) 0 1/8 NOTE AJ 24 2024-01-15 0.125000 1412600.00 1398925.68 U.S. Treasuries (including strips) TREASURY BILL 2022-02-24 0.00 51780000.00 51772802.58 U.S. Treasuries (including strips) 0 1/8 NOTE AX 23 2023-02-28 0.125000 120900.00 120651.09 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 1240000.00 1229638.39 U.S. Treasuries (including strips) US TREASURY FRN 2023-04-30 0.084006 1000000.00 1000148.34 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 100.00 99.31 U.S. Treasuries (including 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1/8 NOTE BF 23 2023-08-31 0.125000 1272600.00 1265352.83 U.S. Treasuries (including strips) TINT 02/15/51 2051-02-15 0.00 22349000.00 13086032.32 U.S. Treasuries (including strips) TINT 05/15/51 2051-05-15 0.00 1507000.00 877607.48 U.S. Treasuries (including strips) BILL 12/15/21 2021-12-15 0.00 150000000.00 149995200.00 U.S. Treasuries (including strips) TINT 08/15/51 2051-08-15 0.00 734000.00 427494.81 U.S. Treasuries (including strips) BILL 05/26/22 2022-05-26 0.00 86504000.00 86462045.56 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 1000000000.00 1000000000.00 0.0070 N Y Y N BANK OF AMERICA NA BANK OF AMERICA NA 0.050000% 0000070858 959NNX004 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF MA3243 M 2045-11-20 3.000000 2435722.29 2550387.98 Agency Mortgage-Backed Securities GNII SF MA4899 M 2047-12-20 3.000000 237498717.78 247452922.40 Agency 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Treasuries (including strips) GNII SF MA1522 M 2043-12-20 4.000000 2300357.47 2513138.75 Agency Mortgage-Backed Securities 1 3/8 TRIB 44 2044-02-15 1.375000 6943414.04 9897155.99 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 644700.00 813037.28 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 200.00 244.89 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 12782943.18 13750800.53 U.S. Treasuries (including strips) GNMI SP 781479 X 2032-08-15 6.000000 463133.56 545168.56 Agency Mortgage-Backed Securities 0 3/4 TRIB 45 2045-02-15 0.750000 10948457.87 14060969.85 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 926.34 1001.46 U.S. Treasuries (including strips) GNII SF MA3244 M 2045-11-20 3.500000 9320571.50 9933254.09 Agency Mortgage-Backed Securities 0 5/8 TRIN A 26 2026-01-15 0.625000 75122094.46 83364847.50 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 2000.00 2232.90 U.S. 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Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 100.00 106.04 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 334700.00 346812.46 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 100.00 106.60 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 16387361.10 18895733.50 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 678900.00 748989.21 U.S. Treasuries (including strips) GNII SF MA5529 M 2048-10-20 4.500000 9846077.45 10489469.38 Agency Mortgage-Backed Securities 3 3/8 BOND 48 2048-11-15 3.375000 486500.00 641871.31 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.00 457.42 400.97 U.S. Treasuries (including strips) GNII SF MA5709 M 2049-01-20 3.500000 283.20 299.19 Agency Mortgage-Backed Securities GNII SP 783457 M 2041-09-20 4.500000 79.89 88.96 Agency Mortgage-Backed Securities 3 BOND 49 2049-02-15 3.000000 300.00 374.04 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 164758411.88 191862200.40 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 100.00 106.41 U.S. Treasuries (including strips) GNII SF MA5817 M 2049-03-20 4.000000 8673349.11 9219685.30 Agency Mortgage-Backed Securities US TREASURY N/B 2022-03-15 2.375000 5000.00 5058.28 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 108.74 116.99 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 1000.00 1039.75 U.S. Treasuries (including strips) GNII SF MA5929 M 2049-04-20 3.000000 614.63 638.40 Agency Mortgage-Backed Securities GNII SF MA5930 M 2049-05-20 3.500000 385215.25 403874.48 Agency Mortgage-Backed Securities GNII SF MA5985 M 2049-06-20 3.500000 22067014.35 23135266.25 Agency Mortgage-Backed Securities 3 TPRN 49 2049-02-15 0.00 189698300.00 113707058.00 U.S. Treasuries (including strips) GNII SF MA5816 M 2049-03-20 3.500000 805.10 843.49 Agency Mortgage-Backed Securities 1 7/8 NOTE M 26 2026-06-30 1.875000 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5.000000 462.83 528.91 Agency Mortgage-Backed Securities GNMI SP 783518 X 2041-12-15 4.000000 16531.10 18300.83 Agency Mortgage-Backed Securities GNII SF MA6656 M 2050-05-20 3.000000 24173249.78 25136158.96 Agency Mortgage-Backed Securities 0 5/8 NOTE C 30 2030-05-15 0.625000 700.00 652.85 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 300.00 262.23 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 0.125000 34900.00 34904.19 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 1100.00 1072.72 U.S. Treasuries (including strips) 1 1/4 TPRN 50 2050-05-15 0.00 8452200.00 4908108.02 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 19700.00 18860.52 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 97100.00 94319.63 U.S. Treasuries (including strips) GNII SF MA6931 M 2050-10-20 2.500000 2234.73 2302.74 Agency Mortgage-Backed Securities 0 1/8 TRIN AE 25 2025-10-15 0.125000 123583383.00 134240715.50 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(including strips) 1 7/8 BOND 41 2041-02-15 1.875000 27515000.00 27342309.43 U.S. Treasuries (including strips) GNII SF MA7312 M 2051-03-20 2.500000 17147088.25 17668940.83 Agency Mortgage-Backed Securities 0 3/4 NOTE Y 26 2026-04-30 0.750000 200.00 196.83 U.S. Treasuries (including strips) GNII SF MA7418 M 2051-06-20 2.500000 6037883.17 6221639.44 Agency Mortgage-Backed Securities GNII SF MA7419 M 2051-06-20 3.000000 50595372.04 52621548.04 Agency Mortgage-Backed Securities 0 3/4 NOTE Z 26 2026-05-31 0.750000 300.00 294.94 U.S. Treasuries (including strips) GNII SF MA7472 M 2051-07-20 2.500000 66540693.87 68565785.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0521 2050-12-01 3.000000 824987.17 859958.10 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8156 2051-07-01 2.500000 965.68 992.21 Agency Mortgage-Backed Securities 0 3/4 NOTE AC 26 2026-08-31 0.750000 100.00 98.26 U.S. Treasuries (including strips) TREASURY BILL 2022-01-25 0.00 42000.00 41997.35 U.S. Treasuries (including strips) FEPC 02.500 CLSD8183 2051-11-01 2.500000 7569000.00 7776949.86 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 2000000000.00 2000000000.00 0.0139 N Y Y N BANK OF NOVA SCOTIA NYA/ REPO BANK OF NOVA SCOTIA NYA/ REPO 0.055000% 0000814020 972KNC009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.500 CL995941 2039-07-01 6.500000 52573.50 63281.47 Agency Mortgage-Backed Securities FNMS 04.000 CLAB3870 2041-11-01 4.000000 1455836.17 1606110.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAP1634 2042-08-01 3.500000 6124323.72 6589395.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4596 2042-03-01 3.500000 981116.63 1069914.01 Agency Mortgage-Backed Securities FNMS 04.000 CRAO6541 2042-06-01 4.000000 4236.98 4633.76 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1463 2043-06-01 3.500000 807912.55 870086.63 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities GNII SF MA2892 M 2045-06-20 3.500000 19996588.19 21284857.27 Agency Mortgage-Backed Securities FNMS 04.000 CLAK8483 2042-04-01 4.000000 300110.29 328567.11 Agency Mortgage-Backed Securities FNMS 04.000 CLAE8207 2040-11-01 4.000000 1731373.99 1901450.70 Agency Mortgage-Backed Securities GNII SF MA3310 M 2045-12-20 3.500000 8482545.36 9027858.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAR5497 2043-02-01 3.500000 797846.63 864033.15 Agency Mortgage-Backed Securities FNMS 03.000 CIAU1221 2028-07-01 3.000000 458241.24 484813.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAT2018 2043-04-01 3.500000 3974032.18 4333620.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAK8216 2042-04-01 4.000000 1336318.79 1474256.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9465 2047-04-01 4.000000 1569628.00 1709102.36 Agency Mortgage-Backed Securities MNAR XX.XXX HY387923 2028-08-01 3.530000 4869392.00 5443218.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAP4819 2042-09-01 3.500000 169.06 183.04 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2340 2048-09-01 4.500000 24574185.11 26867521.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3985 2043-07-01 3.000000 570224.55 605078.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8281 2049-11-01 3.500000 422.70 457.96 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3506 2049-05-01 4.000000 9318094.03 10223209.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1176 2029-01-01 3.670000 5705751.79 6406112.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBH7920 2047-08-01 3.500000 247.19 262.85 Agency Mortgage-Backed Securities FNMS 04.000 CICA0963 2032-12-01 4.000000 285940.26 305935.56 Agency Mortgage-Backed Securities FNMS 03.000 CICA5278 2035-02-01 3.000000 2385986.52 2556743.62 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2337 2048-09-01 4.500000 786253.86 878634.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAL1370 2042-01-01 4.000000 842448.56 925162.04 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6933 2043-05-01 4.000000 276.07 304.90 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2090 2048-07-01 4.000000 18808.23 20767.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCA6117 2050-05-01 5.000000 328.79 365.81 Agency Mortgage-Backed Securities GNII SF MA6869 M 2050-09-20 4.500000 24190418.98 25852663.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZN2087 2048-12-01 4.500000 100358.61 110481.08 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2197 2048-08-01 4.500000 19320572.04 21258560.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4032 2049-03-01 4.500000 294724.82 325312.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCA5586 2050-04-01 5.500000 336.63 385.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCA5587 2050-04-01 5.500000 417.50 475.86 Agency Mortgage-Backed Securities FNMS 05.000 CLAB3284 2041-07-01 5.000000 88.65 101.25 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5818 2049-12-01 3.500000 4846810.01 5163449.42 Agency Mortgage-Backed Securities GNII SF MA7312 M 2051-03-20 2.500000 18919707.99 19495508.28 Agency Mortgage-Backed Securities GNII SF CA5446 C 2051-04-20 2.500000 23536850.43 24421292.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2543 2042-08-01 3.500000 679649.95 724465.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0134 2028-10-01 3.650000 4692369.29 5278958.98 Agency Mortgage-Backed Securities FNMS 02.500 CIBP4164 2035-03-01 2.500000 1715926.30 1801978.10 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2238 2038-08-01 4.500000 4105738.48 4502044.89 Agency Mortgage-Backed Securities FNMS 04.000 CICA2748 2033-11-01 4.000000 4774850.40 5068609.80 Agency Mortgage-Backed Securities FNMS 03.000 CTCA4202 2039-09-01 3.000000 5650307.23 6023762.40 Agency Mortgage-Backed Securities FNMS 02.500 CTCA5441 2038-02-01 2.500000 1371447.41 1410621.28 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5053 2051-04-01 2.000000 472408.33 472975.74 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5256 2051-05-01 2.000000 2769941.12 2773268.13 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3375 2049-04-01 4.000000 31647818.31 34320420.31 Agency Mortgage-Backed Securities 05.000 FGPC Q63082 G 2049-04-01 5.000000 597165.53 674674.50 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3213 2049-03-01 4.500000 611.76 683.41 Agency Mortgage-Backed Securities GNII SF MA7709 M 2051-11-20 4.500000 20688642.79 22438591.65 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 303200000.00 303200000.00 0.0021 N Y Y N CITIBANK NA CITIBANK NA 0.060000% 981ZCJ002 0000036684 981ZCJ002 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.000 CL889579 2038-05-01 6.000000 84.34 99.32 Agency Mortgage-Backed Securities 7 1/4 BOND 22 2022-08-15 7.250000 400.00 428.46 U.S. Treasuries (including strips) TRIB 04/15/29 3.8750 2029-04-15 3.875000 3742875.92 5256880.38 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 6247145.06 7244865.67 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 97300.00 135740.00 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 497700.00 721631.00 U.S. Treasuries (including strips) 6.75 FMNT GB 31 A 2031-03-15 6.750000 47000.00 68344.70 Agency Mortgage-Backed Securities 6.25 FMNT GB 32 A 2032-07-15 6.250000 7375000.00 10810182.81 Agency Mortgage-Backed Securities 6 1/4 BOND 23 2023-08-15 6.250000 78700.00 87962.80 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 2081100.00 2902969.65 U.S. Treasuries (including strips) SLZC 10/03/22 2022-10-03 0.00 1000.00 986.66 Agency Mortgage-Backed Securities 7 1/2 BOND 24 2024-11-15 7.500000 1100.00 1320.23 U.S. Treasuries (including strips) 6.25 FNSM GDBB 05/29 2029-05-15 6.250000 135000.00 179696.36 Agency Mortgage-Backed Securities 6.25 FNSM GDBB 05/29 2029-05-15 6.250000 222000.00 295500.68 Agency Mortgage-Backed Securities 6.25 FNSM GDBB 05/29 2029-05-15 6.250000 6308000.00 8396478.92 Agency Mortgage-Backed Securities 6.625 FNSM BB 11/30 2030-11-15 6.625000 543000.00 769919.93 Agency Mortgage-Backed Securities RFIN 01/15/30 2030-01-15 0.00 3000.00 2618.35 Agency Mortgage-Backed Securities 7.125 FNSM BB 01/30 2030-01-15 7.125000 65000.00 94322.72 Agency Mortgage-Backed Securities 5.375 FHLB 24 BB 2024-08-15 5.375000 50000.00 56918.70 Agency Mortgage-Backed Securities 5.365 FHLB 24 EE 2024-09-09 5.365000 225000.00 255509.38 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2036-07-15 5.500000 24705000.00 36217085.31 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2036-07-15 5.500000 50000.00 73299.10 Agency Mortgage-Backed Securities 7.25 FNSM BB 05/30 2030-05-15 7.250000 483000.00 701857.36 Agency Mortgage-Backed Securities 5.625 FNSM A 07/37 2037-07-15 5.625000 5007000.00 7554930.87 Agency Mortgage-Backed Securities 5.25 FHLB 22 EM 2022-12-09 5.250000 125000.00 134526.31 Agency Mortgage-Backed Securities 2.125 FHLB 23 QM 2023-03-10 2.125000 110000.00 112989.05 Agency Mortgage-Backed Securities 5.625 FHLB 36 B 2036-03-14 5.625000 39100000.00 57231647.50 Agency Mortgage-Backed Securities 3.00 FHLB 28 EL 2028-03-10 3.000000 1030000.00 1129401.87 Agency Mortgage-Backed Securities 6.21 FNSM GDED 08/38 2038-08-06 6.210000 7043000.00 11412512.42 Agency Mortgage-Backed Securities GNII SF 001829 M 2022-05-20 8.500000 3.71 3.75 Agency Mortgage-Backed Securities 1 3/8 TRIB 44 2044-02-15 1.375000 12709.33 18115.91 U.S. Treasuries (including strips) 2.875 FHLB 24 TH 2024-09-13 2.875000 750000.00 797699.48 Agency Mortgage-Backed Securities 2.125 FHLB 23 WH 2023-06-09 2.125000 455000.00 471018.62 Agency Mortgage-Backed Securities 3.25 FHLB 24 PV 2024-03-08 3.250000 610000.00 649987.19 Agency Mortgage-Backed Securities GNAR FT 082380 M 2039-08-20 1.625000 579.31 602.74 Agency Mortgage-Backed Securities 2.375 FHLB 22 8U 2022-06-10 2.375000 175000.00 178929.67 Agency Mortgage-Backed Securities 1 TRIB 46 2046-02-15 1.000000 167373.05 227087.34 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 500.00 509.56 U.S. Treasuries (including strips) GNII SF MA3522 M 2046-03-20 4.000000 281.02 300.34 Agency Mortgage-Backed Securities 2.125 FNSM A 04/26 2026-04-24 2.125000 2526000.00 2633579.81 Agency Mortgage-Backed Securities 2.125 FNSM A 04/26 2026-04-24 2.125000 74000.00 77151.59 Agency Mortgage-Backed Securities 1 5/8 NOTE K 23 2023-04-30 1.625000 177800.00 181266.51 U.S. Treasuries (including strips) 03.500 FGPC G08711 G 2046-06-01 3.500000 748.50 794.63 Agency Mortgage-Backed Securities 2 7/8 BOND 46 2046-11-15 2.875000 300.00 357.27 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 100.00 104.14 U.S. Treasuries (including strips) 3.00 FHLB 26 HF 2026-09-11 3.000000 110000.00 119789.27 Agency Mortgage-Backed Securities 2.00 FNSM A 10/22 2022-10-05 2.000000 86000.00 87558.63 Agency Mortgage-Backed Securities 2.875 FHLB 25 TG 2025-06-13 2.875000 20000.00 21542.94 Agency Mortgage-Backed Securities 2 1/2 NOTE W 23 2023-03-31 2.500000 69300.00 71596.57 U.S. Treasuries (including strips) 2.00 FHLB 22 WX 2022-09-09 2.000000 10000.00 10186.37 Agency Mortgage-Backed Securities 0 3/4 TRIN D 28 2028-07-15 0.750000 7101.90 8188.97 U.S. Treasuries (including strips) 2.75 FHLB 27 ZV 2027-12-10 2.750000 50000.00 54517.81 Agency Mortgage-Backed Securities 2 3/4 NOTE P 25 2025-08-31 2.750000 100.00 107.09 U.S. Treasuries (including strips) 2.875 FNSM A 09/23 2023-09-12 2.875000 15000.00 15720.92 Agency Mortgage-Backed Securities 3.125 FHLB 25 ZG 2025-09-12 3.125000 250000.00 270601.46 Agency Mortgage-Backed Securities 2.50 FNSM A 02/24 2024-02-05 2.500000 223000.00 234185.04 Agency Mortgage-Backed Securities GNII SF MA5764 M 2049-02-20 4.500000 158.22 168.46 Agency Mortgage-Backed Securities 1 TRIB 49 2049-02-15 1.000000 7319617.58 10342148.32 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 78200.00 85205.35 U.S. Treasuries (including strips) 2.50 FHLB 22 7C 2022-12-09 2.500000 40000.00 41388.80 Agency Mortgage-Backed Securities 2.25 FNSM A 04/22 2022-04-12 2.250000 425000.00 429646.10 Agency Mortgage-Backed Securities 2 1/4 NOTE Y 24 2024-04-30 2.250000 1327300.00 1380066.33 U.S. Treasuries (including strips) 2.875 FHLB 24 RK 2024-06-14 2.875000 10000.00 10675.42 Agency Mortgage-Backed Securities GNII SF MA5986 M 2049-06-20 4.000000 4305.00 4562.92 Agency Mortgage-Backed Securities 2.75 FHLB 23 F8 2023-03-10 2.750000 70000.00 72490.47 Agency Mortgage-Backed Securities TVIN 09/15/65 2065-09-15 0.00 2000.00 597.82 Agency Mortgage-Backed Securities 2.375 FHLB 23 2L 2023-09-08 2.375000 340000.00 352834.23 Agency Mortgage-Backed Securities 1.75 FNSM A 07/24 2024-07-02 1.750000 192000.00 198298.45 Agency Mortgage-Backed Securities GNII SF MA6218 M 2049-10-20 3.000000 120224.38 124867.65 Agency Mortgage-Backed Securities 2.375 FHLB 25 QJ 2025-03-14 2.375000 10000.00 10535.54 Agency Mortgage-Backed Securities 1.50 FHLB 24 G5042 2024-08-15 1.500000 425000.00 434862.12 Agency Mortgage-Backed Securities 2.625 FHLB 25 VQ 2025-12-12 2.625000 10000.00 10717.40 Agency Mortgage-Backed Securities GNMI SF AR0796 X 2046-04-15 4.000000 636.16 702.63 Agency Mortgage-Backed Securities 3.125 FHLB 25 YI 2025-12-12 3.125000 15000.00 16407.20 Agency Mortgage-Backed Securities 2.25 FHLB 22 9G 2022-09-09 2.250000 115000.00 117422.53 Agency Mortgage-Backed Securities 1.375 FHLB 23 G5109 2023-02-17 1.375000 420000.00 426974.53 Agency Mortgage-Backed Securities 3.375 FHLB 23 1F 2023-09-08 3.375000 245000.00 259141.77 Agency Mortgage-Backed Securities 1.625 FHLB 27 2U 2027-03-12 1.625000 12760000.00 12968764.23 Agency Mortgage-Backed Securities 0.50 FHLB 25 G5146 2025-04-14 0.500000 135000.00 132955.95 Agency Mortgage-Backed Securities 0.25 FNSM A 05/23 2023-05-22 0.250000 8000.00 7974.36 Agency Mortgage-Backed Securities 1.625 FNSM A 10/24 2024-10-15 1.625000 98000.00 100384.85 Agency Mortgage-Backed Securities FANNIE MAE 2022-05-06 0.280000 22000.00 22024.13 Agency Mortgage-Backed Securities 0 3/8 FCDB 22 A 2022-04-08 0.375000 2157000.00 2160284.39 Agency Mortgage-Backed Securities 0.625 FNSM A 04/25 2025-04-22 0.625000 29524000.00 29169615.23 Agency Mortgage-Backed Securities 0.50 FNSM A 06/25 2025-06-17 0.500000 8375000.00 8240530.07 Agency Mortgage-Backed Securities 1.375 FNSM A 09/22 2022-09-06 1.375000 30000.00 30363.25 Agency Mortgage-Backed Securities 0.25 FNSM A 07/23 2023-07-10 0.250000 6699000.00 6682166.90 Agency Mortgage-Backed Securities 0.375 FNSM A 08/25 2025-08-25 0.375000 855000.00 834358.23 Agency Mortgage-Backed Securities 1 1/8 BOND 40 2040-08-15 1.125000 100.00 87.40 U.S. Treasuries (including strips) 0.25 FMNT GB23 V7 2023-08-24 0.250000 78000.00 77750.61 Agency Mortgage-Backed Securities 0 3/8 NOTE Q 27 2027-09-30 0.375000 127100.00 120611.35 U.S. Treasuries (including strips) 0.375 FMNT GB 25 X3 2025-09-23 0.375000 248000.00 241343.41 Agency Mortgage-Backed Securities 0 1/8 FCDB 22 C 2022-11-23 0.125000 291000.00 290663.98 Agency Mortgage-Backed Securities 1 5/8 BOND 50 2050-11-15 1.625000 45800.00 43043.45 U.S. Treasuries (including strips) 0.375 FHLB 25 G5261 2025-09-04 0.375000 50000.00 48808.19 Agency Mortgage-Backed Securities 0.125 FHLB 22 G5302 2022-10-21 0.125000 165000.00 164921.86 Agency Mortgage-Backed Securities 0.50 FNSM A 11/25 2025-11-07 0.500000 310000.00 302626.79 Agency Mortgage-Backed Securities 1 3/8 BOND 40 2040-11-15 1.375000 200.00 181.80 U.S. Treasuries (including strips) 0.31 FNSM A 22-23 2023-11-16 0.310000 5000.00 4976.49 Agency Mortgage-Backed Securities FNMS 03.500 CIFM5780 2035-09-01 3.500000 609.93 648.92 Agency Mortgage-Backed Securities GNII SF 004716 M 2040-06-20 5.500000 64.87 75.63 Agency Mortgage-Backed Securities GNII SF 723593 C 2033-11-20 6.500000 142.36 160.86 Agency Mortgage-Backed Securities 2.50 FHLB 23 8Y 2023-12-08 2.500000 435000.00 457195.63 Agency Mortgage-Backed Securities GNII SP 785072 M 2049-03-20 3.000000 3524040.66 3689694.07 Agency Mortgage-Backed Securities 0.83 FHOR 21-27 5383 2027-02-10 0.830000 10000.00 9765.79 Agency Mortgage-Backed Securities 2.08 FCSB 24 DA 2024-09-10 2.080000 2000.00 2078.40 Agency Mortgage-Backed Securities 1.72 FCSB 33 AZ 2033-04-21 1.720000 1000.00 994.49 Agency Mortgage-Backed Securities 1.875 FHLB 21 28 2021-12-10 1.875000 500000.00 504673.58 Agency Mortgage-Backed Securities 2.50 FHLB 26 SG 2026-06-12 2.500000 115000.00 122880.57 Agency Mortgage-Backed Securities 0.875 FHLB 27 4A 2027-06-11 0.875000 100000.00 97739.76 Agency Mortgage-Backed Securities 0.25 FHLB 23 DV 2023-12-08 0.250000 40000.00 39785.62 Agency Mortgage-Backed Securities 0.07 FHLB 22 VF 2022-09-28 0.070000 20000.00 19983.89 Agency Mortgage-Backed Securities 1.30 FCOR 21-28 FZ 2028-09-20 1.300000 1508000.00 1483012.10 Agency Mortgage-Backed Securities 2.10 FMNT 18-22 94 2022-10-26 2.100000 1000.00 1018.80 Agency Mortgage-Backed Securities FNFR SOFR B 04/07/22 2022-04-07 0.400000 200000.00 200356.00 Agency Mortgage-Backed Securities GNII SP 784934 M 2048-08-20 3.000000 8549879.71 8921941.97 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2361 2035-01-01 3.000000 80449.06 85692.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3533 2050-04-01 2.500000 962.69 989.37 Agency Mortgage-Backed Securities GNPL LM CH0890 2053-11-15 2.660000 280129.93 306148.90 Agency Mortgage-Backed Securities 0.90 FHOR 21-26 5419 2026-03-03 0.900000 1140000.00 1125288.30 Agency Mortgage-Backed Securities FHOR 22-26 5I 2026-11-24 0.700000 145000.00 144680.52 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0724 2028-12-01 3.970000 1000.00 1145.20 Agency Mortgage-Backed Securities GNII RG CE1840 C 2049-11-20 4.000000 958.04 1023.67 Agency Mortgage-Backed Securities GNII SP 785680 C 2051-10-20 2.500000 277302.06 288636.47 Agency Mortgage-Backed Securities 1 3/8 NOTE R 28 2028-10-31 1.375000 100.00 99.79 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 10200.00 10231.11 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 3659400.00 3670561.17 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 250000000.00 250000000.00 0.0017 N Y Y N CITIBANK NA CITIBANK NA 0.060000% 0000036684 981ZCM005 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N TRIB 04/15/29 3.8750 2029-04-15 3.875000 195527.10 274618.40 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 63563.72 74716.17 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 15600.00 22466.50 U.S. Treasuries (including strips) 6.75 FMNT GB 31 A 2031-03-15 6.750000 21156000.00 30763838.73 Agency Mortgage-Backed Securities 6.25 FMNT GB 32 A 2032-07-15 6.250000 7200000.00 10553670.00 Agency Mortgage-Backed Securities 6.25 FNSM GDBB 05/29 2029-05-15 6.250000 12847000.00 17100438.29 Agency Mortgage-Backed Securities 6.625 FNSM BB 11/30 2030-11-15 6.625000 20181000.00 28614648.31 Agency Mortgage-Backed Securities RFIN 01/15/30 2030-01-15 0.00 304000.00 265326.64 Agency Mortgage-Backed Securities FMIN 07/15/2028 F 2028-07-15 0.00 13000.00 11740.43 Agency Mortgage-Backed Securities 4.875 TVBD 48 A 2048-01-15 4.875000 46000.00 68980.37 Agency Mortgage-Backed Securities FMIN 09/15/2025 E 2025-09-15 0.00 22000.00 21049.16 Agency Mortgage-Backed Securities FMIN 03/15/2030 E 2030-03-15 0.00 919000.00 793648.40 Agency Mortgage-Backed Securities FMIN 03/15/2031 E 2031-03-15 0.00 12000.00 10264.43 Agency Mortgage-Backed Securities US TREASURY N/B 2022-11-30 2.000000 800.00 814.19 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 100.00 102.32 U.S. Treasuries (including strips) GNAR AF 082250 M 2038-12-20 2.125000 111699.67 115887.49 Agency Mortgage-Backed Securities GNII SF MA3803 M 2046-07-20 3.500000 1575333.31 1668741.83 Agency Mortgage-Backed Securities 1.875 FNSM A 04/22 2022-04-05 1.875000 62000.00 62554.32 Agency Mortgage-Backed Securities US TREASURY N/B 2022-04-30 1.875000 4973300.00 5018019.25 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 100.00 104.14 U.S. Treasuries (including strips) 2.00 FNSM A 10/22 2022-10-05 2.000000 1100000.00 1119935.91 Agency Mortgage-Backed Securities 2.375 FNSM A 01/23 2023-01-19 2.375000 489000.00 504445.73 Agency Mortgage-Backed Securities FMZC 11/15/38 S0 2038-11-15 0.00 17000.00 11688.96 Agency Mortgage-Backed Securities 2.00 FHLB 22 WX 2022-09-09 2.000000 15000.00 15279.56 Agency Mortgage-Backed Securities 2.75 FMNT GB 23 N5 2023-06-19 2.750000 5729000.00 6006218.35 Agency Mortgage-Backed Securities FMIN 01/15/2028 F 2028-01-15 0.00 40000.00 36520.40 Agency Mortgage-Backed Securities FMIN 03/15/2028 A 2028-03-15 0.00 26000.00 23717.20 Agency Mortgage-Backed Securities FMIN 07/15/2032 F 2032-07-15 0.00 45000.00 36746.19 Agency Mortgage-Backed Securities 2 7/8 FCSB 23 DE 2023-07-17 2.875000 115000.00 120735.23 Agency Mortgage-Backed Securities GNII SF MA5986 M 2049-06-20 4.000000 4284552.43 4541249.49 Agency Mortgage-Backed Securities 3.78 FCSB 36 X 2036-12-04 3.780000 340000.00 420597.00 Agency Mortgage-Backed Securities 1 3/4 NOTE AB 24 2024-07-31 1.750000 100.00 103.31 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-15 1.375000 3757500.00 3802874.21 U.S. Treasuries (including strips) FMIN 07/15/2029 F 2029-07-15 0.00 12000.00 10610.36 Agency Mortgage-Backed Securities 0.30 FCSB 22 GP 2022-04-27 0.300000 299000.00 299309.17 Agency Mortgage-Backed Securities FMZC GB 09/15/36 F4 2036-09-15 0.00 539000.00 391249.32 Agency Mortgage-Backed Securities 0.375 FMNT GB 23 R6 2023-05-05 0.375000 51000.00 50962.13 Agency Mortgage-Backed Securities 0.25 FMNT GB 23 S4 2023-06-26 0.250000 50000.00 49914.47 Agency Mortgage-Backed Securities GNMI SF 799109 X 2042-05-15 3.500000 1264.90 1328.86 Agency Mortgage-Backed Securities 0 5/8 NOTE E 30 2030-08-15 0.625000 100.00 93.18 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 800.00 796.19 U.S. Treasuries (including strips) GNII SF MA6868 M 2050-09-20 4.000000 21906429.03 23241565.02 Agency Mortgage-Backed Securities US TREASURY N/B 2022-09-30 0.125000 100.00 99.98 U.S. Treasuries (including strips) 2.39 FCSB 39 P 2039-02-07 2.390000 749000.00 769321.83 Agency Mortgage-Backed Securities 0.375 FMNT GB 25 X3 2025-09-23 0.375000 57000.00 55470.06 Agency Mortgage-Backed Securities GNII SF MA6934 M 2050-10-20 4.000000 3298179.20 3495137.30 Agency Mortgage-Backed Securities 0.125 FMNT GB 23 Y1 2023-10-16 0.125000 730000.00 724587.62 Agency Mortgage-Backed Securities 0 3/8 NOTE AG 25 2025-11-30 0.375000 600.00 583.52 U.S. Treasuries (including strips) TREASURY BILL 2021-12-02 0.00 500.00 500.00 U.S. Treasuries (including strips) 3.50 FCSB 23 BB 2023-12-20 3.500000 237000.00 254657.82 Agency Mortgage-Backed Securities FMIN 03/15/2029 A 2029-03-15 0.00 30000.00 26714.76 Agency Mortgage-Backed Securities FMIN 01/15/2029 F 2029-01-15 0.00 24000.00 21475.30 Agency Mortgage-Backed Securities GNII SF MA7054 M 2050-12-20 3.500000 694.74 729.31 Agency Mortgage-Backed Securities 1 3/8 BOND 40 2040-11-15 1.375000 300.00 272.70 U.S. Treasuries (including strips) 0 1/8 NOTE AU 23 2023-12-15 0.125000 205700.00 204073.69 U.S. Treasuries (including strips) 0 1/8 NOTE BL 22 2022-12-31 0.125000 100.00 99.92 U.S. Treasuries (including strips) FCFR 03SF BD 22/07 2022-07-28 0.195000 21000.00 21022.86 Agency Mortgage-Backed Securities 0 1/8 TRIB 51 2051-02-15 0.125000 10744.88 12592.00 U.S. Treasuries (including strips) 3.65 FCOR 22-34 AA 2034-02-28 3.650000 130000.00 132247.54 Agency Mortgage-Backed Securities TREASURY BILL 2022-04-21 0.00 500.00 499.86 U.S. Treasuries (including strips) 0.20 FMNT 21-22 R1 2022-12-01 0.200000 970000.00 970845.30 Agency Mortgage-Backed Securities 0.25 FMNT GB 23 Z8 2023-11-06 0.250000 271000.00 269575.80 Agency Mortgage-Backed Securities BILL 06/16/22 2022-06-16 0.00 200.00 199.88 U.S. Treasuries (including strips) 2.01 FCSB 21 CL 2021-12-08 2.010000 280000.00 282808.77 Agency Mortgage-Backed Securities 2.72 FCSB 40 K 2040-09-06 2.720000 1246000.00 1322599.93 Agency Mortgage-Backed Securities 3.00 FCSB 30 AU 2030-01-17 3.000000 343000.00 382672.52 Agency Mortgage-Backed Securities 4.00 FCOR 23-33 AL 2033-09-26 4.000000 597000.00 634483.31 Agency Mortgage-Backed Securities 3.70 FCOR 23-28 CG 2028-10-04 3.700000 200000.00 211930.71 Agency Mortgage-Backed Securities 2 7/8 FCSB 22 EA 2022-12-21 2.875000 50000.00 52012.30 Agency Mortgage-Backed Securities 2 5/8 FCSB 49 A 2049-10-15 2.625000 2289000.00 2460071.28 Agency Mortgage-Backed Securities 2.08 FCSB 24 DA 2024-09-10 2.080000 1000.00 1039.20 Agency Mortgage-Backed Securities 0 1/8 FCSB 23 HN 2023-07-14 0.125000 19347000.00 19256653.81 Agency Mortgage-Backed Securities 1.72 FCSB 33 AZ 2033-04-21 1.720000 33985000.00 33797855.93 Agency Mortgage-Backed Securities 0.30 FMNT GB21-23K6 2023-11-03 0.300000 4000.00 3981.56 Agency Mortgage-Backed Securities 0.19 FMNT 21-22 X0 2022-11-23 0.190000 925000.00 924905.60 Agency Mortgage-Backed Securities 1.30 FCOR 21-28 FZ 2028-09-20 1.300000 7100000.00 6982351.42 Agency Mortgage-Backed Securities GNII RG CB2951 C 2049-09-20 5.000000 1001.33 1093.36 Agency Mortgage-Backed Securities TREASURY BILL 2022-10-06 0.00 300.00 299.55 U.S. Treasuries (including strips) 0.90 FHOR 21-26 5419 2026-03-03 0.900000 55000.00 54290.22 Agency Mortgage-Backed Securities FHOR 22-26 5I 2026-11-24 0.700000 1715000.00 1711221.28 Agency Mortgage-Backed Securities FEPC 03.000 CLQD1706 2051-11-01 3.000000 167961.00 176805.27 Agency Mortgage-Backed Securities GNII SF CG6884 C 2051-10-20 2.500000 74551.24 78013.39 Agency Mortgage-Backed Securities GNII SF CH3635 C 2051-10-20 3.000000 529078.78 570411.30 Agency Mortgage-Backed Securities GNII SF CH5295 C 2051-10-20 2.500000 332746.67 348200.39 Agency Mortgage-Backed Securities GNII SF CH7083 C 2051-10-20 3.000000 1248247.37 1333441.08 Agency Mortgage-Backed Securities GNII SF CH8250 C 2051-10-20 3.000000 2852998.66 3047723.42 Agency Mortgage-Backed Securities GNII SP 785218 C 2050-12-20 2.000000 832420.42 843290.26 Agency Mortgage-Backed Securities GNII SP 785295 M 2049-11-20 5.000000 6722625.81 7260535.23 Agency Mortgage-Backed Securities GNII SP 785598 C 2051-01-20 2.000000 11008746.26 11153226.27 Agency Mortgage-Backed Securities 0 3/8 NOTE BH 23 2023-10-31 0.375000 2713600.00 2709368.88 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 16827900.00 16879225.09 U.S. Treasuries (including strips) Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0006 250000000.00 250000000.00 0.0017 N N Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 0.050000% 983TEP008 0000865845 983TEP008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 846806 G 2030-06-01 5.031000 73.66 74.02 Agency Mortgage-Backed Securities FMAR 420195 G 2030-11-01 5.559000 40.90 42.50 Agency Mortgage-Backed Securities FMAR 420196 G 2030-11-01 5.342000 83.22 85.76 Agency Mortgage-Backed Securities FNAR XX.XXX AS078462 2026-11-01 1.513000 52.32 52.12 Agency Mortgage-Backed Securities 4 1/4 BOND 40 2040-11-15 4.250000 500.00 690.81 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 100.00 110.35 U.S. Treasuries (including strips) 8.875 RFPR 30 B 2030-04-15 0.00 16702000.00 14464633.48 Agency Mortgage-Backed Securities 8.625 RFPR 30 A 2030-01-15 0.00 14317000.00 12460786.63 Agency Mortgage-Backed Securities 5 1/2 BOND 28 2028-08-15 5.500000 100.00 127.85 U.S. Treasuries (including strips) FNMS 04.000 CLAK2714 2042-02-01 4.000000 2672035.79 2947539.30 Agency Mortgage-Backed Securities TINT 05/15/23 2023-05-15 0.00 35.90 35.73 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 117.85 125.35 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 2463200.00 2567809.69 U.S. Treasuries (including strips) FNMS 03.000 CLAQ5175 2042-12-01 3.000000 1725139.11 1831539.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAL4434 2043-02-01 3.500000 329.66 359.49 Agency Mortgage-Backed Securities 1 3/8 TRIB 44 2044-02-15 1.375000 260894.34 371879.31 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 123600137.38 132958490.90 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 60043900.00 62497805.62 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 100.00 104.20 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.750000 300.00 304.82 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 106.96 101.54 U.S. Treasuries (including strips) GNAR AR 080178 M 2028-03-20 2.000000 43.25 44.46 Agency Mortgage-Backed Securities GNII SF MA3803 M 2046-07-20 3.500000 498898.22 528480.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 2046-10-01 3.500000 508909.87 550631.55 Agency Mortgage-Backed Securities GNAR AR 008967 M 2026-09-20 1.625000 58.09 58.34 Agency Mortgage-Backed Securities 2 1/8 NOTE H 24 2024-02-29 2.125000 1326800.00 1378615.32 U.S. Treasuries (including strips) GNII SF MA4451 M 2047-05-20 3.500000 568483.17 598979.70 Agency Mortgage-Backed Securities 2 NOTE M 24 2024-06-30 2.000000 100.00 104.14 U.S. Treasuries (including strips) GNAR AR 080142 M 2027-12-20 2.125000 128.25 132.88 Agency Mortgage-Backed Securities 2 1/4 NOTE E 27 2027-08-15 2.250000 103200.00 109321.01 U.S. Treasuries (including strips) FNMS 04.000 CLAX2488 2044-10-01 4.000000 152875.48 168885.40 Agency Mortgage-Backed Securities TINT 11/15/30 2030-11-15 0.00 0.45 0.39 U.S. Treasuries (including strips) FNMS 03.500 CLAQ9232 2043-02-01 3.500000 399824.72 423917.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ4775 2045-10-01 3.500000 286493.37 306716.78 Agency Mortgage-Backed Securities 5 3/8 TPRN 31 2031-02-15 0.00 100.00 87.28 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 16283700.00 17369252.59 U.S. Treasuries (including strips) FNMS 03.500 CLCA0605 2047-10-01 3.500000 573889.50 616744.95 Agency Mortgage-Backed Securities TINT 05/15/30 2030-05-15 0.00 250.31 218.46 U.S. Treasuries (including strips) FNMS 04.000 CLCA1016 2048-01-01 4.000000 22299419.00 24493173.90 Agency Mortgage-Backed Securities 2 3/4 NOTE P 25 2025-08-31 2.750000 9519800.00 10194401.43 U.S. Treasuries (including strips) FNMS 04.000 CLAS0419 2043-09-01 4.000000 1130732.45 1249290.00 Agency Mortgage-Backed Securities 3 1/8 NOTE F 28 2028-11-15 3.125000 31366800.00 34976644.71 U.S. Treasuries (including strips) 04.000 FGPC V83190 G 2047-05-01 4.000000 2621884.29 2861826.61 Agency Mortgage-Backed Securities US TREASURY N/B 2021-12-15 2.625000 700.00 709.16 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 100.00 124.68 U.S. Treasuries (including strips) FNMS 03.500 CTBM5386 2035-08-01 3.500000 1845981.99 1970989.02 Agency Mortgage-Backed Securities US TREASURY N/B 2022-07-15 1.750000 31752800.00 32285627.86 U.S. Treasuries (including strips) 04.500 FGPC G60961 G 2047-04-01 4.500000 8437575.10 9433571.78 Agency Mortgage-Backed Securities 04.500 FGPC Q62051 G 2049-03-01 4.500000 2886187.92 3207590.92 Agency Mortgage-Backed Securities 0 1/2 NOTE AK 23 2023-03-15 0.500000 425600.00 427212.91 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 100.00 98.71 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 6700.00 6695.24 U.S. Treasuries (including strips) 0 3/8 NOTE 25 2025-04-30 0.375000 2515800.00 2468630.70 U.S. Treasuries (including strips) 04.000 FGPC C03613 G 2040-11-01 4.000000 367.36 405.40 Agency Mortgage-Backed Securities GNAR AR 008892 M 2026-06-20 1.875000 95.74 97.61 Agency Mortgage-Backed Securities 1 3/8 BOND 50 2050-08-15 1.375000 200.00 177.46 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 0.125000 163700.00 163701.18 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 100.00 93.98 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 0.125000 100.00 99.95 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 0.125000 4217700.00 4213785.97 U.S. Treasuries (including strips) TREASURY BILL 2021-12-30 0.00 100.00 99.99 U.S. Treasuries (including strips) FNMS 03.500 CIBK7800 2033-07-01 3.500000 2837171.19 3054326.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8251 2050-12-01 2.500000 1084337.79 1120309.49 Agency Mortgage-Backed Securities 1 7/8 BOND 41 2041-02-15 1.875000 22234400.00 22094851.71 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 100.00 98.55 U.S. Treasuries (including strips) FEPC 02.000 CTRB5111 2041-05-01 2.000000 1863.12 1899.94 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8046 2050-12-01 3.000000 16601980.91 17645758.52 Agency Mortgage-Backed Securities BILL 05/19/22 2022-05-19 0.00 200.00 199.91 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 464200.00 516735.42 U.S. Treasuries (including strips) TREASURY BILL 2021-12-16 0.00 300.00 299.99 U.S. Treasuries (including strips) US TREASURY FRN 2023-07-31 0.079006 127800.00 127794.27 U.S. Treasuries (including strips) FNMS 04.500 CLBN5318 2049-03-01 4.500000 78397.18 86738.33 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7028 2050-09-01 2.500000 211394.36 218884.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5355 2045-09-01 4.500000 34287699.92 38233974.16 Agency Mortgage-Backed Securities 0 1/8 NOTE BD 23 2023-07-31 0.125000 100.00 99.56 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 522200.00 513126.96 U.S. Treasuries (including strips) TREASURY BILL 2022-01-25 0.00 100.00 99.99 U.S. Treasuries (including strips) TREASURY BILL 2022-10-06 0.00 9100.00 9086.50 U.S. Treasuries (including strips) CASH MGMTBILL 2022-02-15 0.00 3799600.00 3799182.04 U.S. Treasuries (including strips) BILL 04/07/22 2022-04-07 0.00 157800.00 157756.61 U.S. Treasuries (including strips) BILL 04/28/22 2022-04-28 0.00 166000.00 165938.25 U.S. Treasuries (including strips) TREASURY BILL 2022-11-03 0.00 3261200.00 3255232.00 U.S. Treasuries (including strips) 04.000 FGPC Q62733 G 2049-04-01 4.000000 498.68 547.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7931 2046-09-01 3.500000 15040411.40 16233288.15 Agency Mortgage-Backed Securities FNMS 04.000 CTBC3651 2035-12-01 4.000000 796298.54 872338.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0616 2049-01-01 4.000000 921525.10 1014186.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1640 2048-11-01 4.500000 2655641.07 2993653.72 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0872 2047-12-01 4.500000 4533836.06 5066892.77 Agency Mortgage-Backed Securities FNMS 04.000 CICA1974 2033-06-01 4.000000 9347521.54 10140118.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6989 2050-09-01 2.500000 3587120.33 3721174.21 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1500 2049-07-01 4.000000 88574.23 97795.62 Agency Mortgage-Backed Securities FNMS 03.500 CVMA1883 2029-03-01 3.500000 196485.39 209837.84 Agency Mortgage-Backed Securities GNAR AR 080187 M 2028-04-20 1.875000 12355.53 12641.54 Agency Mortgage-Backed Securities BILL 03/22/22 2022-03-22 0.00 100.00 99.98 U.S. Treasuries (including strips) Y 2021-12-06 2021-12-06 2021-12-06 N N N 0.0005 500000000.00 500000000.00 0.0035 N N Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 0.050000% 983TES002 0000865845 983TES002 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 846806 G 2030-06-01 5.031000 128.47 129.09 Agency Mortgage-Backed Securities FMAR 420195 G 2030-11-01 5.559000 29.11 30.25 Agency Mortgage-Backed Securities FMAR 420196 G 2030-11-01 5.342000 920.80 948.90 Agency Mortgage-Backed Securities FNAR XX.XXX AS078462 2026-11-01 1.513000 86.73 86.38 Agency Mortgage-Backed Securities TRIB 04/15/28 3.6250 2028-04-15 3.625000 508.71 683.49 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 126100.00 153864.15 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 10.00 14.00 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 7.84 7.80 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 108497462.04 117295684.00 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 62731500.00 65295243.87 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 5999800.00 6251942.90 U.S. Treasuries (including strips) FNMS 03.500 CLAK3546 2037-02-01 3.500000 84.69 89.28 Agency Mortgage-Backed Securities 2 3/4 NOTE H 25 2025-02-28 2.750000 16438000.00 17533839.00 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 258.21 225.35 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 279100.00 296988.78 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 223900.00 233668.76 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 16462298.04 18489358.42 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 700.00 776.11 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 900.00 896.37 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 602134.13 672179.64 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 100.00 97.38 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 0.125000 4370000.00 4370031.58 U.S. Treasuries (including strips) TREASURY BILL 2021-12-30 0.00 200.00 199.98 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 2599900.00 2562245.31 U.S. Treasuries (including strips) BILL 05/19/22 2022-05-19 0.00 21850300.00 21839986.66 U.S. Treasuries (including strips) TREASURY BILL 2022-01-25 0.00 300.00 299.98 U.S. Treasuries (including strips) FNMS 04.000 CLCA0864 2047-12-01 4.000000 454.76 499.91 Agency Mortgage-Backed Securities Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 250000000.00 250000000.00 0.0017 N Y Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 0.050000% 0000865845 988APR008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 01/15/25 2.3750 2025-01-15 2.375000 721093.04 836257.55 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 3082702.24 3623571.59 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 583904.11 755744.76 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 343600.00 379172.47 U.S. Treasuries (including strips) 6 3/4 BOND 26 2026-08-15 6.750000 20000.00 25509.73 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 100.00 135.43 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 1575300.00 1760708.96 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 1.750000 100.00 100.83 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 6563042.89 6788540.84 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 12023358.39 14859238.86 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 58547787.74 63007885.03 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 200.00 244.89 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 43463100.00 45240532.92 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 9068900.00 10894842.25 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 346.96 380.40 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 3548800.00 3697939.09 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 3090600.00 3180641.29 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 174800.00 178143.70 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 100.00 111.10 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 228200.00 271761.39 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 100.00 103.38 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 100.00 100.82 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 2.000000 131500.00 133877.05 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 27642644.82 31150828.16 U.S. Treasuries (including strips) 5 3/8 TPRN 31 2031-02-15 0.00 200.00 174.56 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 100.00 103.31 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-15 2.625000 2075900.00 2103071.83 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 817900.00 1019748.58 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 35734.99 41613.62 U.S. Treasuries (including strips) 0 1/8 TRIN AE 24 2024-10-15 0.125000 106.90 115.06 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 100.00 100.38 U.S. Treasuries (including strips) US TREASURY FRN 2022-04-30 0.164006 100.00 100.06 U.S. Treasuries (including strips) 0 3/8 NOTE 25 2025-04-30 0.375000 714900.00 701496.18 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 100.00 99.68 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 0.125000 130414200.00 130495669.90 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 24701100.00 24012568.03 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 100.00 95.40 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 100.00 97.17 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 100.00 98.55 U.S. Treasuries (including strips) TREASURY BILL 2022-04-21 0.00 200.00 199.94 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 1000.00 1113.17 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-14 0.00 100.00 100.00 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 100.00 97.21 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 3293800.00 3279453.53 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 2597000.00 2551878.06 U.S. Treasuries (including strips) TREASURY BILL 2022-01-25 0.00 100.00 99.99 U.S. Treasuries (including strips) TREASURY BILL 2022-09-08 0.00 12000.00 11985.40 U.S. Treasuries (including strips) CASH MGMTBILL 2022-03-01 0.00 200.00 199.97 U.S. Treasuries (including strips) CASH MGMTBILL 2022-03-15 0.00 5994300.00 5993370.88 U.S. Treasuries (including strips) Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 350000000.00 350000000.00 0.0024 N Y Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 0.050000% 0000865845 988APT004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 7 1/4 BOND 22 2022-08-15 7.250000 24735.00 26495.15 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 595.00 734.37 U.S. Treasuries (including strips) TRIB 04/15/28 3.6250 2028-04-15 3.625000 4490051.46 6032752.52 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 1838.70 2724.19 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 123.67 143.43 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 29363440.09 34515343.75 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 1202196.10 1555997.60 U.S. Treasuries (including strips) TRIB 01/15/27 2.3750 2027-01-15 2.375000 231.20 283.70 U.S. Treasuries (including strips) 7 5/8 BOND 22 2022-11-15 7.625000 85.00 91.32 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 595.00 656.60 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 255.00 331.53 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 6723840.00 8460267.74 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 33660.00 45842.77 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 85.00 115.12 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 680.00 979.31 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 30855.00 45194.46 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 170.00 219.64 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 340.00 435.26 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 85.00 121.21 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 85.00 123.24 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 122910.00 182097.57 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 4560165.00 5773988.04 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 117130.00 142919.17 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 1275935.00 1426109.43 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 255.00 306.05 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 55590.00 68771.20 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 425.00 543.37 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 510.00 670.79 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 925650.00 1305007.14 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 85.00 85.84 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 1851.30 2592.33 U.S. Treasuries (including strips) 0 1/8 TRIN A 22 2022-01-15 0.125000 103.00 104.12 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 1.750000 372895.00 375980.38 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 85.00 97.38 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 202.75 209.71 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.625000 15045.00 15273.11 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 68935.00 69911.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 2009230.00 2289293.56 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 1110.96 1158.83 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 85.00 103.16 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 506.98 626.56 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 632.65 630.58 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 850.00 988.22 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 41480.00 42357.85 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 512.97 510.49 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 601.04 639.28 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 170.00 222.44 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 850.00 886.10 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 28426292.63 30591772.07 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 170.00 223.32 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 100.03 142.58 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 255.00 269.14 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 850.00 897.11 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 883.61 950.50 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 18579385.00 22216059.82 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.125000 3910.00 3951.06 U.S. Treasuries (including strips) 7 5/8 TPRN 25 2025-02-15 0.00 170.00 165.31 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 85.00 94.32 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 98.42 106.40 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 3204500.00 3228241.58 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 255.00 265.43 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.750000 5100.00 5143.71 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 69360.00 69939.87 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 85.00 88.48 U.S. Treasuries (including strips) 1 7/8 NOTE L 22 2022-05-31 1.875000 510.00 514.52 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 170.00 173.50 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 1163135.29 1275236.24 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 55684095.00 66068085.92 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 255.00 265.72 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.750000 1275.00 1295.47 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 255.00 259.29 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 340.00 356.13 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 2910825.00 2995628.74 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 85.00 94.89 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 196.77 266.98 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 595.00 610.78 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 302515.00 308301.72 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 340.00 377.74 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 170.00 173.32 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 16653041.61 15808682.44 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 170.00 173.11 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 12216880.00 12477938.99 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 42266958.87 46263923.27 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 26095.00 26607.15 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 19805.00 20163.73 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 170.00 173.23 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 170.00 173.91 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 43324500.00 51594770.06 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 14780225.00 15380283.35 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 12630235.00 13033808.90 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.000000 425.00 429.19 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 85.00 104.25 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.875000 30345.00 30626.48 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 5904270.00 6250331.78 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 947070.00 955776.79 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 168980.00 175389.43 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.875000 2754425.00 2779192.43 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 85.00 87.87 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 3625590.00 3655486.62 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 3825.00 3949.31 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 170.00 207.87 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 157845.00 164380.61 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 2027-07-15 0.375000 381.20 426.36 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 170.00 177.47 U.S. Treasuries (including strips) TINT 05/15/31 2031-05-15 0.00 44991316.70 38461771.90 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 1105.00 1170.54 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 1.625000 2465.00 2502.13 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 1.750000 8755.00 8902.38 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.875000 362695.00 368972.95 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 2.000000 6934980.00 7060339.88 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 2024-10-31 2.250000 425.00 443.57 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 1275.00 1496.33 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 170.00 176.54 U.S. Treasuries (including strips) TINT 11/15/30 2030-11-15 0.00 601685.33 519446.37 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 4221620.29 4757394.56 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 255.00 315.54 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 1615.00 1762.98 U.S. Treasuries (including strips) 5 3/8 TPRN 31 2031-02-15 0.00 85.00 74.19 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 170.00 181.33 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 385305.00 398073.84 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 93.85 99.14 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 2025-04-30 2.875000 340.00 363.02 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 85340.00 107484.27 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 10646590.00 11031879.50 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 72296580.00 79084599.76 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 85.00 88.93 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 255.00 273.85 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 4197304.84 4839775.81 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 281690.00 295201.50 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 5342845.00 5755265.88 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 85.00 105.43 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 4076515.00 4497371.86 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 37825.00 39601.26 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 303875.00 325408.49 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 2550.00 2752.27 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 680.00 732.90 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 5033530.00 5273712.92 U.S. Treasuries (including strips) 6 1/4 TPRN 30 2030-05-15 0.00 255.00 225.13 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 28326590.00 37373125.03 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 40114815.00 44731424.05 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 85.00 91.08 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-15 2.625000 170.00 172.23 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 8500170.00 8921923.31 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 340.00 423.91 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-15 2.500000 3681180.00 3726837.67 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 85.00 92.62 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 251600.00 267726.18 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.500000 1772675.00 1794583.53 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 425.00 447.01 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 79584.30 85615.74 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 63240.00 65754.09 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 425.00 448.75 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 6849130.00 7307775.93 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 2.125000 5132300.00 5184549.51 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 510.00 532.25 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 1360.00 1415.22 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-15 1.750000 425.00 432.13 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 1427100.97 1602824.91 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 552245.00 573925.60 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 51951745.00 56337361.67 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.500000 152065.00 154185.00 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 170.00 175.75 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 3751645.00 3802286.55 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 55165.00 56070.94 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-15 1.500000 1563150.00 1584552.92 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 85.00 87.09 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 510.00 521.50 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-15 1.375000 661810.00 669801.78 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 680.00 694.44 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 765.00 848.17 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 2026-10-31 1.625000 222955.00 228158.03 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 5950.00 6081.86 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 340.00 346.80 U.S. Treasuries (including strips) 1 5/8 NOTE AU 22 2022-12-15 1.625000 1360.00 1389.85 U.S. Treasuries (including strips) 1 5/8 NOTE BL 21 2021-12-31 1.625000 419390.00 422747.69 U.S. Treasuries (including strips) WI TREASURY SEC. 2022-01-31 0.204006 4675.00 4676.92 U.S. Treasuries (including strips) 1 1/2 NOTE AH 23 2023-01-15 1.500000 85.00 86.67 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 996.69 1106.80 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.375000 85.00 85.58 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 340.00 346.87 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 85.00 86.73 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 23 2023-02-15 1.375000 170.00 172.98 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.125000 85.00 85.46 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 7949455.00 8028139.02 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 2648345.00 2658381.49 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 85.00 82.48 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 517055.00 510398.90 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 0.375000 106845.00 107015.47 U.S. Treasuries (including strips) US TREASURY FRN 2022-04-30 0.164006 85.00 85.05 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 60265.00 60222.15 U.S. Treasuries (including strips) 0 3/8 NOTE 25 2025-04-30 0.375000 170.00 166.81 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 22 2022-04-30 0.125000 255.00 255.06 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 5440.00 5231.24 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 850.00 847.24 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 425.00 396.37 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 0.125000 14605040.00 14606792.61 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 379695.00 364374.31 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 170.00 165.78 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 425.00 408.47 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 170.00 165.82 U.S. Treasuries (including strips) US TREASURY FRN 2022-07-31 0.105006 170.00 170.06 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 510.00 507.94 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 19588137.81 21866801.40 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 438430.00 426940.86 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 31447365.00 27902553.93 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 15054775.00 13158265.68 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-31 0.125000 4961960.00 4963917.01 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 472260.00 470013.20 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 0.125000 103190.00 103190.75 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 820590.00 797716.42 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 170.00 165.13 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 0.125000 170.00 169.97 U.S. Treasuries (including strips) WI TREASURY SEC. 2022-10-31 0.105006 6460.00 6462.86 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 170.00 159.77 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 0.125000 170.00 169.91 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 425.00 405.47 U.S. Treasuries (including strips) 0 1/4 NOTE AT 23 2023-11-15 0.250000 117980.00 117411.76 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 0.125000 5108840.00 5104099.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 14505930.00 13916118.88 U.S. Treasuries (including strips) TREASURY BILL 2021-12-02 0.00 425.00 425.00 U.S. Treasuries (including strips) TREASURY BILL 2021-12-30 0.00 3145.00 3144.76 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 6879305.00 6253355.33 U.S. Treasuries (including strips) 0 1/8 NOTE AU 23 2023-12-15 0.125000 85.00 84.33 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 85.00 81.67 U.S. Treasuries (including strips) US TREASURY FRN 2023-01-31 0.099006 2490755.00 2491529.22 U.S. Treasuries (including strips) 0 1/8 NOTE AJ 24 2024-01-15 0.125000 3263660.00 3234335.20 U.S. Treasuries (including strips) TREASURY BILL 2022-02-24 0.00 510.00 509.93 U.S. Treasuries (including strips) 0 1/8 TRIB 51 2051-02-15 0.125000 1164.03 1364.13 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 2031-01-15 0.125000 89.55 99.79 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 5322955.00 5172156.78 U.S. Treasuries (including strips) BILL 03/24/22 2022-03-24 0.00 680.00 679.85 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 3512455.00 3517765.01 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 85.00 84.46 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 85.00 84.46 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 255.00 252.97 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 1105.00 1088.99 U.S. Treasuries (including strips) US TREASURY FRN 2023-04-30 0.084006 31790.00 31794.08 U.S. Treasuries (including strips) TREASURY BILL 2022-04-21 0.00 15300.00 15295.61 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 1700.00 1689.45 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 2026-04-30 0.750000 11687415.00 11502351.17 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 2026-04-15 0.125000 95737.76 104128.12 U.S. Treasuries (including strips) BILL 05/19/22 2022-05-19 0.00 1020.00 1019.52 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 78965.00 79919.16 U.S. Treasuries (including strips) TREASURY BILL 2021-12-16 0.00 1927800.00 1927728.67 U.S. Treasuries (including strips) BILL 06/16/22 2022-06-16 0.00 680.00 679.61 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 2862290.00 2851682.36 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 2890.00 2860.26 U.S. Treasuries (including strips) TREASURY BILL 2022-01-13 0.00 271915.00 271902.49 U.S. Treasuries (including strips) US TREASURY FRN 2023-07-31 0.079006 169150.00 169142.42 U.S. Treasuries (including strips) TREASURY BILL 2022-01-20 0.00 85.00 84.99 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 558790.00 554118.52 U.S. Treasuries (including strips) 0 3/8 NOTE AQ 24 2024-07-15 0.375000 14378090.00 14267468.57 U.S. Treasuries (including strips) TREASURY BILL 2022-02-03 0.00 425.00 424.96 U.S. Treasuries (including strips) TREASURY BILL 2022-02-10 0.00 255.00 254.97 U.S. Treasuries (including strips) TREASURY BILL 2021-12-07 0.00 85.00 85.00 U.S. Treasuries (including strips) CASH MGMTBILL 2021-12-14 0.00 85.00 85.00 U.S. Treasuries (including strips) TREASURY BILL 2022-01-06 0.00 85.00 84.99 U.S. Treasuries (including strips) BILL 08/11/22 2022-08-11 0.00 170.00 169.81 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 85.00 87.71 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 85.00 84.63 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 85.00 83.07 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 85.00 84.26 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 2753745.00 2705899.67 U.S. Treasuries (including strips) TREASURY BILL 2022-03-10 0.00 219555.00 219515.48 U.S. Treasuries (including strips) CASH MGMTBILL 2022-01-18 0.00 85.00 84.99 U.S. Treasuries (including strips) BILL 01/04/22 2022-01-04 0.00 85.00 84.99 U.S. Treasuries (including strips) TREASURY BILL 2022-01-25 0.00 356320.00 356297.55 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 2024-09-15 0.375000 170.00 168.32 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 2028-09-30 1.250000 1955.00 1937.16 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 85.00 84.72 U.S. Treasuries (including strips) TREASURY BILL 2022-10-06 0.00 170.00 169.74 U.S. Treasuries (including strips) CASH MGMTBILL 2022-02-15 0.00 340.00 339.97 U.S. Treasuries (including strips) CASH MGMTBILL 2022-02-22 0.00 680.00 679.92 U.S. Treasuries (including strips) WI TREASURY SEC 2023-10-31 0.085006 850.00 849.97 U.S. Treasuries (including strips) BILL 03/31/22 2022-03-31 0.00 3400.00 3399.24 U.S. Treasuries (including strips) BILL 12/15/21 2021-12-15 0.00 85.00 85.00 U.S. Treasuries (including strips) TREASURY BILL 2022-11-03 0.00 850.00 848.44 U.S. Treasuries (including strips) CASH MGMTBILL 2022-03-15 0.00 85.00 84.98 U.S. Treasuries (including strips) BILL 05/05/22 2022-05-05 0.00 85.00 84.97 U.S. Treasuries (including strips) BILL 05/12/22 2022-05-12 0.00 536350.00 536125.80 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 85.00 85.92 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 170.00 169.63 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 85.00 85.41 U.S. Treasuries (including strips) Y 2021-12-06 2021-12-06 2021-12-06 N N N 0.0005 850000000.00 850000000.00 0.0059 N N Y N Allspring Funds Trust 2021-12-07 David Berardi David Berardi Assistant Treasurer