N-MFP3 0000858372 XXXXXXXX 2026-02-28 Cash Account Trust 0000858372 549300QEUWP98CUERP81 DWS Government & Agency Securities Portfolio 549300OC2RCD3PND7366 S000006301 4 N N 033-32476 DWS Investment Management Americas, Inc. 801-00252 Ernst & Young LLP Boston MA DWS Investment Management Americas, Inc. DWS Service Company 0000842657 084-01713 N N N Government N N 23 75 4062202511.48 4178214243.84 0.7442 0.7654 2026-02-02 4041362083.26 4142631884.06 0.7448 0.7635 2026-02-03 4015509634.29 4116787584.46 0.7448 0.7635 2026-02-04 3993321023.83 4094606085.79 0.7442 0.7631 2026-02-05 3974020355.32 4071311117.36 0.7434 0.7616 2026-02-06 4038918525.75 4136231030.01 0.7469 0.7649 2026-02-09 3950011266.40 4067332159.26 0.7422 0.7642 2026-02-10 3984381316.86 4111708707.66 0.7442 0.7680 2026-02-11 4030589438.37 4146340072.69 0.7470 0.7684 2026-02-12 4165054622.45 4280813735.75 0.7530 0.7739 2026-02-13 4385618536.73 4503286333.41 0.7653 0.7858 2026-02-17 4120440360.65 4228119116.47 0.7544 0.7742 2026-02-18 4126960686.83 4234649478.97 0.7553 0.7750 2026-02-19 4175971167.13 4283670824.43 0.7575 0.7771 2026-02-20 4274546000.54 4382278636.20 0.7610 0.7802 2026-02-23 4282341933.25 4410085644.25 0.7613 0.7840 2026-02-24 4510503070.23 4638258593.05 0.7712 0.7931 2026-02-25 4672984208.62 4800750782.98 0.7825 0.8039 2026-02-26 4533321408.74 4611114437.52 0.7824 0.7959 2026-02-27 104724.44 5768490397.91 5768209931.31 25290774.57 16119773.35 5777485656.97 5777456358.2340 Y 1.0000 0.0370 2026-02-02 0.0371 2026-02-03 0.0371 2026-02-04 0.0370 2026-02-05 0.0371 2026-02-06 0.0371 2026-02-09 0.0370 2026-02-10 0.0370 2026-02-11 0.0370 2026-02-12 0.0371 2026-02-13 0.0372 2026-02-17 0.0373 2026-02-18 0.0373 2026-02-19 0.0373 2026-02-20 0.0373 2026-02-23 0.0373 2026-02-24 0.0372 2026-02-25 0.0372 2026-02-26 0.0372 2026-02-27 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0001 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 N N Service Shares C000017334 1000.00 2106576.50 2106565.7890 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0001 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 4969.85 0.00 2026-02-02 4711.31 0.00 2026-02-03 0.00 0.01 2026-02-04 0.07 910.78 2026-02-05 500.04 0.00 2026-02-06 0.00 582.87 2026-02-09 72.15 0.00 2026-02-10 123.00 0.10 2026-02-11 0.00 60.01 2026-02-12 0.00 0.27 2026-02-13 191.38 0.05 2026-02-17 994.67 0.00 2026-02-18 0.02 0.00 2026-02-19 0.00 1000.07 2026-02-20 0.94 305.85 2026-02-23 0.72 0.01 2026-02-24 325.00 0.46 2026-02-25 0.00 0.31 2026-02-26 0.37 0.00 2026-02-27 11889.52 2860.79 0.0270 2026-02-02 0.0271 2026-02-03 0.0271 2026-02-04 0.0270 2026-02-05 0.0271 2026-02-06 0.0271 2026-02-09 0.0271 2026-02-10 0.0270 2026-02-11 0.0270 2026-02-12 0.0271 2026-02-13 0.0272 2026-02-17 0.0273 2026-02-18 0.0273 2026-02-19 0.0273 2026-02-20 0.0273 2026-02-23 0.0273 2026-02-24 0.0272 2026-02-25 0.0272 2026-02-26 0.0272 2026-02-27 Y 81.00 Retail investor 0.9844 0.00 N DWS Government & Agency Money Fund C000035155 500.00 3398364557.60 3398347325.2560 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0001 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 17631911.76 8938322.13 2026-02-02 10519013.12 14257605.75 2026-02-03 10337024.80 16958102.45 2026-02-04 7573331.45 6780100.18 2026-02-05 11059703.29 14314979.53 2026-02-06 8876238.76 11796752.87 2026-02-09 12462990.47 8630981.54 2026-02-10 9565467.97 12855864.31 2026-02-11 8709111.21 6920939.87 2026-02-12 8043134.57 7747679.58 2026-02-13 7912784.57 6162390.81 2026-02-17 14003944.72 13746208.13 2026-02-18 9860101.08 5531551.53 2026-02-19 8679486.54 8635180.62 2026-02-20 15261745.02 6595001.05 2026-02-23 15357870.37 12211159.58 2026-02-24 10760031.19 12466014.75 2026-02-25 6764154.84 11637518.46 2026-02-26 17878121.67 11132825.34 2026-02-27 211256167.40 197319178.48 0.0353 2026-02-02 0.0353 2026-02-03 0.0354 2026-02-04 0.0353 2026-02-05 0.0354 2026-02-06 0.0354 2026-02-09 0.0353 2026-02-10 0.0353 2026-02-11 0.0353 2026-02-12 0.0353 2026-02-13 0.0355 2026-02-17 0.0355 2026-02-18 0.0356 2026-02-19 0.0356 2026-02-20 0.0356 2026-02-23 0.0356 2026-02-24 0.0355 2026-02-25 0.0355 2026-02-26 0.0355 2026-02-27 Y 108573.00 Broker-dealer 0.9401 0.00 N DWS Government Cash Institutional Shares C000035156 1000000.00 2361478164.43 2361466187.5490 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0001 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 263549687.88 258015909.08 2026-02-02 236076237.27 241397665.24 2026-02-03 235560881.96 233926989.98 2026-02-04 245944600.22 273393525.72 2026-02-05 232463156.37 250097694.12 2026-02-06 303424289.10 238946147.45 2026-02-09 242404469.21 308827759.25 2026-02-10 276740536.90 242536891.18 2026-02-11 244642515.27 227208181.64 2026-02-12 351403856.14 219124388.23 2026-02-13 358868468.83 349826199.72 2026-02-17 256262402.38 315753918.16 2026-02-18 259874348.96 262960009.63 2026-02-19 289878540.78 242734518.65 2026-02-20 286912521.09 245708360.85 2026-02-23 255057368.57 251085486.09 2026-02-24 471996746.79 247331879.29 2026-02-25 442561752.66 261543041.20 2026-02-26 239892244.77 425968058.51 2026-02-27 5493514625.15 5096386623.99 0.0355 2026-02-02 0.0356 2026-02-03 0.0356 2026-02-04 0.0355 2026-02-05 0.0356 2026-02-06 0.0356 2026-02-09 0.0356 2026-02-10 0.0355 2026-02-11 0.0355 2026-02-12 0.0356 2026-02-13 0.0357 2026-02-17 0.0358 2026-02-18 0.0358 2026-02-19 0.0358 2026-02-20 0.0358 2026-02-23 0.0358 2026-02-24 0.0357 2026-02-25 0.0357 2026-02-26 0.0357 2026-02-27 Y 94528.00 Depository institution or other banking institution 0.0978 0.00 Depository institution or other banking institution 0.2707 0.00 Non-financial corporation 0.1168 0.00 Non-financial corporation 0.3139 0.00 N Government Cash Managed Shares C000035157 100000.00 15536358.44 15536279.6400 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0001 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 472288.37 705299.93 2026-02-02 123311.34 234148.27 2026-02-03 26718.85 25867.41 2026-02-04 495619.86 0.00 2026-02-05 0.00 254498.74 2026-02-06 0.00 162523.06 2026-02-09 217641.49 354495.00 2026-02-10 168351.27 16795.75 2026-02-11 201006.74 465453.69 2026-02-12 744883.78 74605.26 2026-02-13 516655.26 0.00 2026-02-17 87651.01 500726.59 2026-02-18 1241829.66 71164.18 2026-02-19 0.00 106533.90 2026-02-20 34185.19 411.67 2026-02-23 436340.84 57796.56 2026-02-24 1977.34 309555.13 2026-02-25 699501.69 1565.69 2026-02-26 102192.72 311539.20 2026-02-27 5570155.41 3652980.03 0.0333 2026-02-02 0.0334 2026-02-03 0.0334 2026-02-04 0.0333 2026-02-05 0.0334 2026-02-06 0.0334 2026-02-09 0.0334 2026-02-10 0.0333 2026-02-11 0.0333 2026-02-12 0.0334 2026-02-13 0.0335 2026-02-17 0.0336 2026-02-18 0.0336 2026-02-19 0.0336 2026-02-20 0.0336 2026-02-23 0.0336 2026-02-24 0.0335 2026-02-25 0.0335 2026-02-26 0.0335 2026-02-27 Y 611.00 Depository institution or other banking institution 0.4359 0.00 Retail investor 0.564 0.00 N Banco Santander SA Banco Santander SA 3.660000% 05899J002 5493006QMFDDMYWIAM13 0000891478 05899J002_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 6100700.00 6148996.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 5000000.00 5228015.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 13999800.00 14837354.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 964000.00 998435.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 56536600.00 57392354.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 5000000.00 5068644.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 19300000.00 20323529.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 99999700.00 105001491.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 14109900.00 14443253.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 13977000.00 14272926.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 10926900.00 10950169.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 12000600.00 12314120.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 21999500.00 22366211.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 7600300.00 7777226.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 49999600.00 51658129.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 24999900.00 26321018.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 19200000.00 19955667.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 500000.00 509979.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 20050800.00 21169016.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 29999900.00 31278664.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1245800.00 1264823.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 9099000.00 9263141.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 450500.00 456865.38 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 450000000.00 450000000.00 0.0779 N Y Y N Banco Santander SA Banco Santander SA 3.670000% 05899J002 5493006QMFDDMYWIAM13 0000891478 05899J002_3.67_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MP7B6 2056-01-20 5.500000 0.00 1230912.00 1268836.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPT89 2056-02-20 7.000000 0.00 363378.00 381128.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPXE1 2056-01-20 5.500000 0.00 1932412.00 1991976.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MUSX4 2056-02-20 6.000000 0.00 1366821.00 1416674.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVWR0 2056-02-20 5.500000 0.00 36016.00 36995.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MWGY1 2076-01-20 5.892000 0.00 3801200.00 3906011.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYTP2 2056-02-20 6.000000 0.00 1054802.00 1098267.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53Y3 2055-10-20 5.500000 0.00 48000.00 48694.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 136157.00 136909.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C49 2054-11-20 4.500000 0.00 28000.00 26261.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5D48 2040-01-20 5.500000 0.00 1000.00 772.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5DX4 2028-01-20 3.000000 0.00 123862.00 84693.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 30084064.00 24582967.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M84R2 2056-01-20 5.500000 0.00 13002890.00 13342349.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M86M1 2056-01-20 5.500000 0.00 5567488.00 5712826.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8ML5 2055-11-20 5.500000 0.00 11491450.00 11836448.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9CM2 2056-01-20 5.500000 0.00 10457078.00 10781797.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9D74 2056-02-20 5.500000 0.00 941800.00 966271.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9DS8 2056-02-20 6.500000 0.00 285421.00 311144.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MANS4 2055-10-20 6.500000 0.00 3702508.00 3883287.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MAQK8 2055-12-20 5.500000 0.00 1297105.00 1329257.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.500000 0.00 1180310.00 1285922.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEQ87 2056-01-20 6.500000 0.00 24211.00 25472.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEX22 2055-12-20 5.000000 0.00 1558242.00 1573004.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHG57 2055-12-20 6.500000 0.00 2332844.00 2449958.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHKG8 2056-02-20 5.500000 0.00 5597744.00 5777360.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHL28 2056-01-20 5.500000 0.00 12326784.00 12649387.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHL44 2056-01-20 5.500000 0.00 2980620.00 3058504.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MJ4K3 2055-12-20 6.500000 0.00 1158985.00 1218586.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MJCP3 2056-01-20 6.000000 0.00 1207386.00 1254480.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MJHK9 2056-01-20 5.500000 0.00 4985.00 5112.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMBR3 2056-01-20 6.500000 0.00 1869012.00 1965710.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMBS1 2056-01-20 6.500000 0.00 658966.00 694891.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMFG3 2056-01-20 6.000000 0.00 1272522.00 1365141.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMGX5 2056-01-20 6.000000 0.00 2005459.00 2075185.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMJJ3 2056-02-20 5.500000 0.00 1036991.00 1070265.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMWC3 2056-01-20 5.500000 0.00 12867082.00 13461303.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MN3J8 2056-02-20 5.500000 0.00 1002.00 1036.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MN3K5 2056-02-20 5.500000 0.00 1000.00 1039.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MN3P4 2056-02-20 6.000000 0.00 1000.00 1054.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GK9 2055-01-20 3.500000 0.00 44598.00 40612.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 42169925.00 33093253.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6AM9 2041-02-20 4.500000 0.00 5182657.00 5222148.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NWXQ8 2056-02-20 5.500000 0.00 2787771.00 2863610.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5QC7 2055-12-20 4.500000 0.00 4250280.00 4164049.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36197F4R1 2047-11-20 4.500000 0.00 594105.00 120557.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FDA1 2039-12-20 4.000000 0.00 1012.00 51.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FDV5 2040-01-20 4.000000 0.00 13399408.00 736335.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FJR8 2040-08-20 5.000000 0.00 1000.00 38.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FVF0 2041-07-20 4.000000 0.00 1000.00 42.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEFW1 2056-01-20 5.000000 0.00 1000.00 1008.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B4QS2 2055-03-01 6.500000 0.00 4807599.00 4602138.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B95F2 2055-09-01 6.500000 0.00 4017473.00 4185037.63 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 780000.00 791244.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 4067000.00 4094397.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 9724000.00 9858807.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 981300.00 985050.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 164000.00 164626.85 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 200000000.00 200000000.00 0.0346 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 3.660000% 06799K008 AC28XWWI3WIBK2824319 06799K008_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 73028228.34 68247800.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 2587648.00 2335647.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 49352704.00 29444662.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 64269312.00 36275656.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834K56 2054-02-15 0.00 0.00 120800626.00 31237592.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 780.81 370.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0.00 0.00 100.00 46.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0.00 0.00 57763712.00 23155508.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0.00 0.00 90116499.98 34739820.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0.00 0.00 51940928.00 40416067.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0.00 0.00 122679808.00 121746828.06 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 380000000.00 380000000.00 0.0658 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 3.660000% 165999004 N/A 0001325347 165999004_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912803BW2 2029-02-15 0.00 0.00 100.00 90.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 28423600.00 29477915.03 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 28900000.00 28900000.00 0.0050 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 3.670000% 165999004 N/A 0001325347 165999004_3.67_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6BU6 2055-09-01 6.000000 0.00 203835390.00 188200252.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.830000 0.00 2924224.00 2539747.96 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 187000000.00 187000000.00 0.0324 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B5EN4 2549001DPIFGXC1TOL40 US3130B5EN41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-03-03 2026-03-03 N N N 0.0370 19999958.20 19999958.20 0.0035 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B5RJ9 2549001DPIFGXC1TOL40 US3130B5RJ91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-03-30 2027-03-30 N N N 0.0373 41001229.59 41001229.59 0.0071 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-04-09 2027-04-09 N N N 0.0376 12005833.08 12005833.08 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-12 2026-08-12 N N N 0.0376 18749332.31 18749332.31 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.840000% 3130B7TJ3 2549001DPIFGXC1TOL40 US3130B7TJ30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-09-24 2027-09-24 N N N 0.0375 15009172.35 15009172.35 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.840000% 3130B7TP9 2549001DPIFGXC1TOL40 US3130B7TP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-09-22 2027-09-22 N N N 0.0377 22010934.00 22010934.00 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-15 2026-06-15 N N N 0.0370 20249679.44 20249679.44 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B8A51 2549001DPIFGXC1TOL40 US3130B8A511 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-05-20 2026-05-20 N N N 0.0370 19249734.93 19249734.93 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B8A69 2549001DPIFGXC1TOL40 US3130B8A693 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-18 2026-06-18 N N N 0.0371 99998339.00 99998339.00 0.0173 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B8J37 2549001DPIFGXC1TOL40 US3130B8J371 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-05-01 2026-05-01 N N N 0.0370 67999130.28 67999130.28 0.0118 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B8PW6 2549001DPIFGXC1TOL40 US3130B8PW69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-23 2026-06-23 N N N 0.0369 44999423.55 44999423.55 0.0078 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130B8QN5 2549001DPIFGXC1TOL40 US3130B8QN51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-11-25 2026-11-25 N N N 0.0371 40000493.60 40000493.60 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-28 2026-08-28 N N N 0.0370 22999916.51 22999916.51 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-03 2026-09-03 N N N 0.0370 14999960.55 14999960.55 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.500000% 3130B9D72 2549001DPIFGXC1TOL40 US3130B9D729 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0359 29973736.80 29973736.80 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-03 2026-09-03 N N N 0.0370 23999964.00 23999964.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-04 2026-09-04 N N N 0.0370 23999948.64 23999948.64 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B9GB0 2549001DPIFGXC1TOL40 US3130B9GB07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-10 2026-09-10 N N N 0.0370 22999950.09 22999950.09 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-18 2026-09-18 N N N 0.0370 22499934.08 22499934.08 0.0039 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313VM7 254900C5LP6DN9OP9V83 US313313VM73 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-13 2026-04-13 2026-04-13 N N N 0.0357 13937525.00 13937525.00 0.0024 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313313WD6 254900C5LP6DN9OP9V83 US313313WD65 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-29 2026-04-29 2026-04-29 N N N 0.0357 12672873.08 12672873.08 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0361 49984958.50 49984958.50 0.0087 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 313385UK0 2549001DPIFGXC1TOL40 US313385UK04 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-18 2026-03-18 2026-03-18 N N N 0.0361 21958083.84 21958083.84 0.0038 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385VP8 2549001DPIFGXC1TOL40 US313385VP81 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-15 2026-04-15 2026-04-15 N N N 0.0357 21897461.74 21897461.74 0.0038 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385WR3 2549001DPIFGXC1TOL40 US313385WR39 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-11 2026-05-11 2026-05-11 N N N 0.0356 39711650.00 39711650.00 0.0069 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.800000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-02-03 2027-02-03 N N N 0.0375 20012241.40 20012241.40 0.0035 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.805000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-12-18 2026-12-18 N N N 0.0378 6002201.10 6002201.10 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.810000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-26 2026-08-26 N N N 0.0372 11005979.93 11005979.93 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.805000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-01-08 2027-01-08 N N N 0.0366 32043910.72 32043910.72 0.0055 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-03-01 2027-03-01 N N N 0.0373 17999222.76 17999222.76 0.0031 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ET2H9 254900C5LP6DN9OP9V83 US3133ET2H94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-12-01 2026-12-01 N N N 0.0372 30499016.07 30499016.07 0.0053 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.805000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-10-01 2027-10-01 N N N 0.0376 56051135.28 56051135.28 0.0097 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ETD20 254900C5LP6DN9OP9V83 US3133ETD205 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-06 2026-10-06 N N N 0.0375 29248784.66 29248784.66 0.0051 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-05-27 2027-05-27 N N N 0.0377 9502040.13 9502040.13 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETPB7 254900C5LP6DN9OP9V83 US3133ETPB70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-01-08 2027-01-08 N N N 0.0380 11999106.36 11999106.36 0.0021 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-07-09 2027-07-09 N N N 0.0381 18493504.84 18493504.84 0.0032 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-07-30 2027-07-30 N N N 0.0375 9506320.54 9506320.54 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.795000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-08-18 2027-08-18 N N N 0.0382 19997819.40 19997819.40 0.0035 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.815000% 3133ETVX2 254900C5LP6DN9OP9V83 US3133ETVX27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-09-03 2027-09-03 N N N 0.0369 37803918.71 37803918.71 0.0065 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-04 2026-09-04 N N N 0.0375 6702643.62 6702643.62 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.780000% 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-05-07 2026-05-07 N N N 0.0370 3500592.66 3500592.66 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.765000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-05-05 2027-05-05 N N N 0.0375 15005984.40 15005984.40 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-10-06 2027-10-06 N N N 0.0376 48553840.34 48553840.34 0.0084 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.770000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-18 2026-06-18 N N N 0.0369 15754317.39 15754317.39 0.0027 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-07-29 2026-07-29 N N N 0.0374 20005369.40 20005369.40 0.0035 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.805000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-21 2026-08-21 N N N 0.0370 26265644.48 26265644.48 0.0045 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.810000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-11 2026-09-11 N N N 0.0375 42392221.20 42392221.20 0.0073 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.810000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-23 2026-10-23 N N N 0.0376 8003308.56 8003308.56 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.810000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-12-11 2026-12-11 N N N 0.0376 22011512.60 22011512.60 0.0038 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.500000% 3136GCHQ1 B1V7KEBTPIMZEU4LTD58 US3136GCHQ10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0354 23988812.40 23988812.40 0.0042 N N N N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 3.670000% 599999000 N/A 0000065100 599999000_3.67_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 93815200.00 93576059.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 1189600.00 1551220.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 25266100.00 23766093.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 49025187.34 34106626.73 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 150000000.00 150000000.00 0.0260 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 3.680000% 599999000 N/A 0000065100 599999000_3.68_0302 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35564CE45 2034-05-25 4.637210 0.00 65000000.00 56424350.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYHK1 2055-02-25 1.000000 0.00 176815.00 3362.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30318KAN9 2054-02-25 0.100000 0.00 968809000.00 3687389.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30318KAQ2 2054-02-25 0.100000 0.00 232815360.00 940625.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320TAN6 2054-07-25 0.100000 0.00 934124000.00 3596250.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320TAQ9 2054-07-25 0.100000 0.00 208535296.00 914890.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30325JAA1 2054-10-25 0.100000 0.00 778095000.00 1590758.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30325JAC7 2054-10-25 0.100000 0.00 204110720.00 459090.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30325JAE3 2054-10-25 0.00 0.00 21244400.00 14903201.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BQYW1 2044-06-25 2.106565 0.00 25434334.00 135600.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BRQM0 2044-08-25 2.075417 0.00 15530000.00 155780.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTAF8 2044-12-25 1.898189 0.00 20223680.00 277201.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXR20 2027-03-25 0.584116 0.00 1199990.00 5223.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1G77 2045-07-25 2.188022 0.00 9759520.00 273547.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72D6 2027-09-25 0.720798 0.00 21270000.00 193134.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9Z20 2049-02-25 2.619072 0.00 5000000.00 547538.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBC20 2044-10-25 2.057097 0.00 8733984.00 269405.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FG7A7 2046-05-25 2.228460 0.00 14495000.00 650411.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKUS3 2046-01-25 2.271046 0.00 4175000.00 242283.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FLMY7 2047-02-25 2.313982 0.00 1750000.00 121221.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMU91 2047-05-25 2.148835 0.00 29700000.00 161994.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQ3M3 2028-06-27 1.534000 0.00 10000000.00 291388.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQKF9 2046-12-25 1.891457 0.00 10500000.00 700717.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQXW8 2028-08-27 1.665800 0.00 4000000.00 141532.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRUW9 2048-03-25 1.908691 0.00 3370000.00 220568.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZY3 2048-07-25 3.004780 0.00 19484384.00 2265217.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWGA2 2048-09-25 2.953693 0.00 4605408.00 514250.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHW3 2047-09-25 3.018039 0.00 5295120.00 618087.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXQS0 2048-09-25 2.727016 0.00 2000000.00 221899.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2NV2 2026-05-25 0.981000 0.00 61272575.00 135234.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2P57 2029-04-27 2.014789 0.00 16000000.00 430813.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4C81 2034-10-25 2.735149 0.00 8045000.00 1011774.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDUY4 2057-05-25 5.673615 0.00 13150000.00 4926234.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDVD9 2057-07-25 5.614704 0.00 13120400.00 3362694.18 Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations N/A 35564NHA4 2045-02-27 5.317210 0.00 1600000.00 1606323.84 Private Label Collateralized Mortgage Obligations Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 100000000.00 100000000.00 0.0173 N Y Y N Fixed Income Clearing Corp. / Northern Trust Corp. Fixed Income Clearing Corp. / Northern Trust Corp. 3.660000% 66585Q007 6PTKHDJ8HDUF78PFWH30 0000073124 66585Q007_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 50000000.00 52378441.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 50000000.00 52378441.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 50000000.00 52378441.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 27524800.00 28834122.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 50000000.00 52639145.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 15569600.00 16391408.81 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 250000000.00 250000000.00 0.0433 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.660000% 795993005 MBNUM2BPBDO7JBLYG310 0000315030 795993005_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 231438000.00 247643224.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 5300.00 5094.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 269500.00 259040.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 100.00 103.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 100.00 102.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 12799400.00 13212511.54 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 256000000.00 256000000.00 0.0443 N Y Y N Fixed Income Clearing Corp. / State Street Bank & Trust Co. Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.670000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_3.67_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 24708700.00 23330745.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 1741300.00 1901633.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 297900300.00 310911161.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 168363700.00 173856569.08 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 500000000.00 500000000.00 0.0865 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y 2026-03-19 2026-03-19 2026-03-19 N N N 0.0367 24957323.00 24957323.00 0.0043 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y 2026-04-16 2026-04-16 2026-04-16 N N N 0.0369 54750987.50 54750987.50 0.0095 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N 0.0367 137988118.92 137988118.92 0.0239 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N N N 0.0365 59400733.20 59400733.20 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0366 29617299.90 29617299.90 0.0051 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SB4 254900HROIFWPRGM1V77 US912797SB42 U.S. Treasury Debt Y 2026-03-12 2026-03-12 2026-03-12 N N N 0.0368 67432047.08 67432047.08 0.0117 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SC2 254900HROIFWPRGM1V77 US912797SC25 U.S. Treasury Debt Y 2026-03-26 2026-03-26 2026-03-26 N N N 0.0370 49878611.00 49878611.00 0.0086 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y 2026-04-02 2026-04-02 2026-04-02 N N N 0.0368 52336345.95 52336345.95 0.0091 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y 2026-04-23 2026-04-23 2026-04-23 N N N 0.0368 64661061.40 64661061.40 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y 2026-05-21 2026-05-21 2026-05-21 N N N 0.0366 64482166.45 64482166.45 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0366 59357400.00 59357400.00 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y 2026-06-25 2026-06-25 2026-06-25 N N N 0.0365 59318133.60 59318133.60 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TK3 254900HROIFWPRGM1V77 US912797TK32 U.S. Treasury Debt Y 2026-04-28 2026-04-28 2026-04-28 N N N 0.0370 59655387.60 59655387.60 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TL1 254900HROIFWPRGM1V77 US912797TL15 U.S. Treasury Debt Y 2026-05-05 2026-05-05 2026-05-05 N N N 0.0365 69554566.90 69554566.90 0.0120 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0363 54228793.30 54228793.30 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0362 55103188.56 55103188.56 0.0095 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0363 54044115.40 54044115.40 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y 2026-06-16 2026-06-16 2026-06-16 N N N 0.0366 59368416.60 59368416.60 0.0103 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 3.772900% 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y 2026-03-02 2026-04-30 2026-04-30 N N N 0.0363 122397029.44 122397029.44 0.0212 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 3.660000% 94974A003 KB1H1DSPRFMYMCUFXT09 0000827124 94974A003_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 2748759.75 2926961.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 17038640.85 18567084.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 5430128.82 5765729.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 238269880.20 180403012.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 45030540.78 58719146.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 17105190.58 21183655.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 16825077.78 22858282.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125000 0.00 22323.40 27622.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 345209.98 360316.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1071637.88 1104205.74 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 305800000.00 305800000.00 0.0529 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 3.670000% 94974A003 KB1H1DSPRFMYMCUFXT09 0000827124 94974A003_3.67_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WL6G4 2039-11-01 4.500000 0.00 381498.33 252891.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WM2W1 2040-04-01 5.000000 0.00 603121.94 587192.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WM3P5 2040-04-01 5.000000 0.00 866531.67 824967.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WMJX1 2040-01-01 5.500000 0.00 322318.89 254236.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WNL24 2040-07-01 5.500000 0.00 701063.61 698121.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WNNG1 2040-08-01 5.500000 0.00 279719.44 254236.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WPHH1 2041-01-01 4.500000 0.00 459382.78 459373.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WPNE1 2041-02-01 4.500000 0.00 422350.00 424617.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WPRS6 2041-03-01 4.500000 0.00 580061.39 584078.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YJK0 2049-11-01 3.500000 0.00 145833.33 45245.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YR70 2049-11-01 3.000000 0.00 414722.50 285548.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YXK4 2049-12-01 3.000000 0.00 58333.33 20131.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AEDH4 2051-01-01 2.500000 0.00 345801.94 109366.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B3XG7 2052-02-01 2.500000 0.00 27777.78 18327.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B42X2 2052-02-01 1.500000 0.00 131836.67 89291.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B4M44 2052-02-01 2.500000 0.00 13055.56 8621.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B5L34 2052-02-01 2.000000 0.00 364480.83 225260.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B6T67 2052-03-01 3.000000 0.00 3929534.17 2827165.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BD4V4 2052-06-01 5.000000 0.00 1513111.11 1241888.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BH2D7 2052-08-01 4.500000 0.00 416666.67 301852.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHQ90 2052-07-01 4.500000 0.00 613424.72 572912.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKKJ7 2052-09-01 5.000000 0.00 798333.33 680018.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BMQE8 2052-09-01 4.500000 0.00 416666.67 254121.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWVM2 2053-03-01 6.000000 0.00 12618333.33 8891605.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C7W60 2053-07-01 6.500000 0.00 426480.00 277795.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CUQP4 2054-08-01 5.000000 0.00 870553.61 612097.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CVJY1 2054-09-01 6.500000 0.00 307938.06 193555.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D45B5 2045-06-01 5.500000 0.00 1287356.11 990899.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D4YV9 2042-11-01 4.500000 0.00 278435.83 141932.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133GEL97 2036-08-01 2.000000 0.00 106036.39 48283.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133GGQ48 2037-02-01 2.500000 0.00 285580.83 103414.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJR20 2050-08-01 2.000000 0.00 41111.11 20566.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKT82 2050-12-01 2.500000 0.00 451666.67 238615.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNEE9 2051-12-01 2.500000 0.00 93921.39 65935.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNGS6 2051-12-01 2.000000 0.00 400307.78 245776.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY3J6 2044-07-01 5.500000 0.00 12500.00 7906.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY5Q8 2045-07-01 5.500000 0.00 269188.89 230599.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYVF3 2041-06-01 2.000000 0.00 3736018.61 2181770.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427P4H4 2053-10-01 3.000000 0.00 1173008.06 1032568.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WMVL3 2040-03-01 5.000000 0.00 592154.44 521041.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WMZL9 2040-04-01 5.500000 0.00 662440.83 568880.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WNF54 2040-06-01 6.000000 0.00 730398.61 616300.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CV3 2056-01-01 4.500000 0.00 139094.17 137209.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCAB6 2040-06-01 4.500000 0.00 1012165.83 869060.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JNGB6 2055-12-01 5.000000 0.00 329731.11 303266.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JNHP4 2055-12-01 5.000000 0.00 4814063.33 4840241.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JNMS2 2055-11-01 5.500000 0.00 878719.72 880659.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWDD8 2055-12-01 4.500000 0.00 1587503.33 1575395.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVTJ0 2055-10-01 6.000000 0.00 37574737.50 34789256.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVYG0 2055-11-01 4.500000 0.00 3963469.17 3912946.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTMA1 2054-12-01 5.000000 0.00 26744271.11 24776125.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTU79 2055-01-01 6.000000 0.00 134722.22 121612.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GU4E0 2055-04-01 5.500000 0.00 764633.33 671679.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPU1 2055-04-01 6.000000 0.00 205555.56 179197.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RCD0 2054-06-01 6.000000 0.00 14599392.50 14471566.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRVU1 2054-05-01 6.000000 0.00 826666.67 708613.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QWC2 2052-03-01 2.500000 0.00 11573433.06 10011976.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RAU4 2055-10-01 6.500000 0.00 7035778.61 7358277.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RBN9 2054-12-01 6.500000 0.00 43921254.17 43673359.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JPK67 2055-12-01 5.500000 0.00 401055.56 410573.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQSG5 2055-11-01 4.500000 0.00 1668763.33 1651335.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSNA9 2056-01-01 6.000000 0.00 337990.28 353611.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTH22 2056-02-01 5.500000 0.00 1460958.06 1506386.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JU2D1 2056-02-01 5.000000 0.00 1702470.28 1717857.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRXT9 2056-01-01 5.000000 0.00 11649783.61 11684561.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRYC5 2056-01-01 6.000000 0.00 803530.56 839200.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JS3F0 2056-01-01 5.000000 0.00 658259.44 667632.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSBN4 2056-01-01 6.500000 0.00 874561.39 920386.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2QW5 2038-09-01 6.000000 0.00 261558.61 1410.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AD2P2 2047-01-01 3.000000 0.00 215277.78 45847.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJL8 2053-10-01 5.500000 0.00 5703055.56 4460519.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6.000000 0.00 5046057.78 3381820.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMB6 2054-08-01 6.000000 0.00 555.56 385.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEAW6 2048-11-01 5.000000 0.00 661688.61 83788.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CW3T9 2037-06-01 2.500000 0.00 305555.56 187593.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CW7J7 2038-07-01 5.500000 0.00 83333.33 50861.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWBD5 2033-04-01 3.000000 0.00 48611.11 7012.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WEP40 2034-07-01 7.000000 0.00 21437.22 827.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WKA75 2037-08-01 6.000000 0.00 104126.39 510.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WMPC4 2039-02-01 4.500000 0.00 1388888.89 13882.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WWUS1 2032-04-01 7.000000 0.00 113359.72 547.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XGE61 2035-03-01 6.500000 0.00 334018.06 11038.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XMUT0 2043-05-01 3.000000 0.00 22011441.11 4027354.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XRVV3 2044-12-01 4.000000 0.00 167500.00 24347.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XUM38 2046-06-01 3.500000 0.00 27777.78 4489.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWYG2 2047-06-01 4.000000 0.00 2083333.33 272426.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y3GN0 2048-09-01 5.000000 0.00 158333.33 18102.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KLU6 2029-10-01 4.500000 0.00 494444.44 5068.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KS39 2034-04-01 4.000000 0.00 138888.89 11928.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329QWF4 2049-05-01 4.000000 0.00 3055.56 248.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CX2Z4 2038-02-01 2.500000 0.00 87167.50 79851.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6BM1 2037-03-01 1.500000 0.00 617601.94 371159.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUV23 2056-01-01 5.000000 0.00 319261.67 323759.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWAZ9 2056-02-01 6.000000 0.00 285627.78 297537.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 328611.11 218404.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6JQ4 2040-03-01 5.000000 0.00 5552499.44 4059656.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D9E91 2041-07-01 2.000000 0.00 55555.56 31748.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMYW9 2051-08-01 3.000000 0.00 223611.11 146928.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN2Z5 2052-10-01 5.000000 0.00 1350000.00 988808.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN5B5 2052-10-01 5.000000 0.00 416666.67 317908.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNZE6 2052-09-01 4.500000 0.00 3269809.17 2424193.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPJZ2 2052-12-01 4.000000 0.00 1336111.11 1076810.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPS74 2044-12-01 5.000000 0.00 100000.00 74001.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQ2W5 2052-03-01 2.000000 0.00 1590092.22 1100272.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQAG1 2053-04-01 5.000000 0.00 1388.89 1062.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQFD3 2052-03-01 3.000000 0.00 277.78 193.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 1944.44 1518.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSD41 2054-01-01 6.500000 0.00 11570030.83 8430347.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTER7 2053-04-01 4.000000 0.00 264166.67 215290.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTML1 2054-07-01 5.500000 0.00 15277.78 13684.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DU6B8 2054-10-01 5.000000 0.00 6615894.17 5761801.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6V2 2050-08-01 3.000000 0.00 555.56 162.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2.000000 0.00 1027777.78 595422.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 105833.33 81162.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 16250.00 13359.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNB5 2055-01-01 6.500000 0.00 7147196.39 4555346.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0CW0 2049-02-01 3.500000 0.00 1461944.44 1058273.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0M58 2053-05-01 4.500000 0.00 291666.67 253151.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31334YFR3 2049-08-01 5.000000 0.00 393723.89 51828.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8G25 2036-04-01 2.500000 0.00 663529.44 331492.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8XV2 2037-01-01 2.500000 0.00 330825.56 187637.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133LPS73 2030-12-01 1.500000 0.00 4830871.94 1400000.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UMC6 2054-09-01 6.000000 0.00 867889.17 886855.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VMB6 2054-12-01 6.000000 0.00 1167335.28 1115013.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WPV7 2054-11-01 5.000000 0.00 376941.94 373888.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WSS1 2055-01-01 5.500000 0.00 530504.44 375344.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YZE9 2055-09-01 6.000000 0.00 293465.00 296837.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BHT5 2055-09-01 5.500000 0.00 322195.83 298937.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BLC7 2055-09-01 6.000000 0.00 568516.67 538690.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BSU0 2055-09-01 6.000000 0.00 666127.50 654972.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427CD75 2055-09-01 6.000000 0.00 1225590.00 1257223.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427DTL5 2055-09-01 7.000000 0.00 351224.17 376191.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HGU0 2055-11-01 5.000000 0.00 3270137.50 3281363.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427JNZ7 2055-11-01 4.500000 0.00 138176.67 136623.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427K4M4 2055-11-01 5.500000 0.00 825789.44 853525.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427K6T7 2055-10-01 5.500000 0.00 426682.22 440738.79 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 250000000.00 250000000.00 0.0433 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.660000% 964FUR009 549300OC2RCD3PND7366 964FUR009_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 100.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875000 0.00 100.00 101.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 400.00 282.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 110209900.00 80968531.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 400.00 529.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 122515000.00 140435996.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 88.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 651.71 478.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 1052.68 754.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 921.80 644.49 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 217000000.00 217000000.00 0.0376 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.670000% 964FUR009 549300OC2RCD3PND7366 964FUR009_3.67_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PZQ0 2055-06-01 5.500000 0.00 1054.00 1058.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJS8 2051-07-20 3.000000 0.00 5837.00 3094.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KTTP5 2060-10-15 5.660000 0.00 18116.00 19345.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 2000.00 1818.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 1000.00 133.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V0BH3 2055-11-20 6.000000 0.00 1069.00 1114.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FMB9 2040-11-20 4.500000 0.00 1000.00 48.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AP7J8 2038-01-20 6.000000 0.00 115674.00 3606.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AQPQ0 2040-05-15 4.500000 0.00 1000.00 40.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AV7L0 2041-08-15 4.000000 0.00 1000.00 56.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAX58 2051-02-20 3.000000 0.00 806342.00 438776.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AB4W9 2052-09-20 4.500000 0.00 350000.00 258519.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABDS8 2051-08-20 3.500000 0.00 3051.00 2096.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVFR0 2054-09-01 7.000000 0.00 1139813.00 981727.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVMZ4 2054-10-01 6.000000 0.00 1000.00 905.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVZG2 2055-01-01 6.000000 0.00 1000.00 936.01 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 2400.00 2368.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 73.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 8017500.00 8257346.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 254900.00 226512.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0.00 0.00 1300.00 445.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 4214.47 3094.27 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 10000000.00 10000000.00 0.0017 N Y Y N Cash Account Trust 2026-03-06 /s/Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer