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629527890.90 2026-05-26 638000000.00 562000000.00 2026-05-27 598500000.00 631000000.00 2026-05-28 787000000.00 795000000.00 2026-05-29 14786601041.58 15309527890.90 0.0362 2026-05-01 0.0361 2026-05-04 0.0361 2026-05-05 0.0360 2026-05-06 0.0360 2026-05-07 0.0360 2026-05-08 0.0358 2026-05-11 0.0358 2026-05-12 0.0358 2026-05-13 0.0358 2026-05-14 0.0357 2026-05-15 0.0356 2026-05-18 0.0355 2026-05-19 0.0355 2026-05-20 0.0354 2026-05-21 0.0354 2026-05-22 0.0354 2026-05-26 0.0355 2026-05-27 0.0356 2026-05-28 0.0357 2026-05-29 Y 1058.00 Depository institution or other banking institution 0.5109 0.00 State or municipal government entity (excluding governmental pension plans) 0.4885 0.00 N Federal Home Loan Bank Federal Home Loan Bank 3.760000% 3130B2T39 2549001DPIFGXC1TOL40 US3130B2T399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-24 2026-09-24 N N N 0.0372 193039321.80 193039321.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.730000% 3130B73B8 2549001DPIFGXC1TOL40 US3130B73B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-16 2027-07-16 N N N 0.0374 143985912.50 143985912.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.730000% 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-19 2027-07-19 N N N 0.0375 205108555.70 205108555.70 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.740000% 3130B7BA1 2549001DPIFGXC1TOL40 US3130B7BA13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-29 2027-07-29 N N N 0.0374 123009750.20 123009750.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.705000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-03-10 2028-03-10 N N N 0.0377 72020272.32 72020272.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635000% 3130BARG4 2549001DPIFGXC1TOL40 US3130BARG47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-15 2026-09-15 N N N 0.0372 123499901.20 123499901.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635000% 3130BARQ2 2549001DPIFGXC1TOL40 US3130BARQ29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-14 2026-09-14 N N N 0.0376 499999960.00 499999960.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635000% 3130BARR0 2549001DPIFGXC1TOL40 US3130BARR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-17 2026-09-17 N N N 0.0372 76500000.00 76500000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630000% 3130BART6 2549001DPIFGXC1TOL40 US3130BART67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-18 2026-08-18 N N N 0.0363 149999062.50 149999062.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635000% 3130BATT4 2549001DPIFGXC1TOL40 US3130BATT40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-22 2026-09-22 N N N 0.0372 499999895.00 499999895.00 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.070000% 3133EN5A4 254900C5LP6DN9OP9V83 US3133EN5A42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-12-27 2027-12-27 N N N 0.0378 30176753.70 30176753.70 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.040000% 3133ENV49 254900C5LP6DN9OP9V83 US3133ENV499 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-25 2027-10-25 N N N 0.0377 12913567.28 12913567.28 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.690000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-07 2026-12-07 N N N 0.0374 55013065.25 55013065.25 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-02 2026-12-02 N N N 0.0372 186100732.00 186100732.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.755000% 3133ERH53 254900C5LP6DN9OP9V83 US3133ERH531 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-09 2026-12-09 N N N 0.0372 204066422.40 204066422.40 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.755000% 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-23 2026-11-23 N N N 0.0372 197095927.20 197095927.20 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-30 2026-12-30 N N N 0.0372 19006275.70 19006275.70 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-02 2026-11-02 N N N 0.0373 19003705.76 19003705.76 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-26 2026-08-26 N N N 0.0364 107049528.20 107049528.20 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.745000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-06 2026-10-06 N N N 0.0371 47007053.29 47007053.29 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-04 2026-09-04 N N N 0.0373 175031682.00 175031682.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-09 2026-09-09 N N N 0.0373 192040118.40 192040118.40 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERUR0 254900C5LP6DN9OP9V83 US3133ERUR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-25 2026-09-25 N N N 0.0372 456148332.20 456148332.20 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-01 2026-10-01 N N N 0.0372 465200136.00 465200136.00 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.870000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-11-12 2027-11-12 N N N 0.0376 383303396.40 383303396.40 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-28 2027-09-28 N N N 0.0376 39014631.63 39014631.63 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.725000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-12-01 2027-12-01 N N N 0.0376 469924372.30 469924372.30 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.685000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-09 2027-07-09 N N N 0.0374 95956078.08 95956078.08 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.665000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-04-19 2027-04-19 N N N 0.0375 89997675.30 89997675.30 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.675000% 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-23 2027-06-23 N N N 0.0374 109996901.30 109996901.30 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.690000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-03-24 2027-03-24 N N N 0.0372 100052902.00 100052902.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.685000% 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-03-26 2027-03-26 N N N 0.0372 687334624.00 687334624.00 0.0087 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.755000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-01 2027-10-01 N N N 0.0376 87970300.00 87970300.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-24 2027-09-24 N N N 0.0376 160152912.00 160152912.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.695000% 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-04-02 2027-04-02 N N N 0.0374 34008214.74 34008214.74 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.700000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-04-09 2027-04-09 N N N 0.0374 65002714.40 65002714.40 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-22 2027-10-22 N N N 0.0375 150059206.50 150059206.50 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-08-27 2027-08-27 N N N 0.0374 435187197.90 435187197.90 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-29 2027-06-29 N N N 0.0374 55022213.95 55022213.95 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.745000% 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-11-03 2027-11-03 N N N 0.0376 210149919.00 210149919.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ETQ59 254900C5LP6DN9OP9V83 US3133ETQ595 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-08-05 2027-08-05 N N N 0.0374 104992514.60 104992514.60 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-21 2027-07-21 N N N 0.0374 429905881.60 429905881.60 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-30 2027-07-30 N N N 0.0374 520283587.20 520283587.20 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-12 2027-05-12 N N N 0.0372 79997173.60 79997173.60 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-08-11 2027-08-11 N N N 0.0374 123987962.10 123987962.10 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133ETVH7 254900C5LP6DN9OP9V83 US3133ETVH76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-27 2027-07-27 N N N 0.0374 429961730.00 429961730.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.745000% 3133ETVS3 254900C5LP6DN9OP9V83 US3133ETVS32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-02 2027-09-02 N N N 0.0376 100022578.00 100022578.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-10 2027-09-10 N N N 0.0376 110588803.30 110588803.30 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-22 2027-09-22 N N N 0.0376 549943251.00 549943251.00 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-02-02 2028-02-02 N N N 0.0377 34003715.18 34003715.18 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-01-03 2028-01-03 N N N 0.0379 68014662.16 68014662.16 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-02-17 2028-02-17 N N N 0.0377 53018468.91 53018468.91 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-03-16 2028-03-16 N N N 0.0377 42001063.02 42001063.02 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-04-10 2028-04-10 N N N 0.0377 154997289.10 154997289.10 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-04-17 2028-04-17 N N N 0.0377 311097383.40 311097383.40 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133EWPJ3 254900C5LP6DN9OP9V83 US3133EWPJ36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-05-12 2028-05-12 N N N 0.0377 381998758.50 381998758.50 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715000% 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-05-19 2028-05-19 N N N 0.0377 24999918.75 24999918.75 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133EWRT9 254900C5LP6DN9OP9V83 US3133EWRT99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-03 2028-06-02 2028-06-02 N N N 0.0376 393999397.20 393999397.20 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-04 2026-09-04 N N N 0.0373 296059321.40 296059321.40 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-23 2026-09-23 N N N 0.0372 263677970.20 263677970.20 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-16 2026-10-16 N N N 0.0371 7001684.48 7001684.48 0.0001 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-29 2026-10-29 N N N 0.0371 82025290.44 82025290.44 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.740000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-08-11 2027-08-11 N N N 0.0374 249975730.00 249975730.00 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HBJ44 S6XOOCT0IEG5ABCC6L87 US3134HBJ441 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-08-25 2027-08-25 N N N 0.0374 185053552.00 185053552.00 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-04-23 2027-04-23 N N N 0.0373 586114791.50 586114791.50 0.0074 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-22 2027-09-22 N N N 0.0371 250106575.00 250106575.00 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-06 2027-10-06 N N N 0.0376 300271935.00 300271935.00 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.715000% 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-16 2027-06-16 N N N 0.0374 264916731.70 264916731.70 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-14 2027-10-14 N N N 0.0376 300277164.00 300277164.00 0.0038 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.720000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-06-18 2026-06-18 N N N 0.0363 170006468.50 170006468.50 0.0021 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.755000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-21 2026-08-21 N N N 0.0363 403169792.00 403169792.00 0.0051 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-11 2026-09-11 N N N 0.0373 143030380.40 143030380.40 0.0018 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-23 2026-10-23 N N N 0.0371 103025607.90 103025607.90 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.880000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-11-05 2027-11-05 N N N 0.0376 336902079.60 336902079.60 0.0043 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-20 2026-11-20 N N N 0.0370 105047495.70 105047495.70 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-11 2026-12-11 N N N 0.0372 831544229.30 831544229.30 0.0105 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-02-02 2028-02-02 N N N 0.0377 615067194.90 615067194.90 0.0078 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-04-06 2028-04-06 N N N 0.0377 655128046.00 655128046.00 0.0083 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-05-08 2028-05-08 N N N 0.0378 893992266.90 893992266.90 0.0113 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Notes 3.628000% 6903533N5 254900QI8QTIK0FY6E92 US6903533N55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-05 2026-06-05 2030-03-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0363 18000000.00 18000000.00 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.820000% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-03 2026-06-05 2026-09-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0382 500000.00 500000.00 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.820000% 6903534Y0 254900QI8QTIK0FY6E92 US6903534Y02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-05 2026-06-05 2030-10-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0382 4000000.04 4000000.04 0.0001 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.820000% 6903538B6 254900QI8QTIK0FY6E92 US6903538B62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-03 2026-06-05 2026-09-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0382 833333.44 833333.44 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.820000% 690353D38 254900QI8QTIK0FY6E92 US690353D389 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-05 2026-06-05 2028-11-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0382 22727273.38 22727273.38 0.0003 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.820000% 690353XS1 254900QI8QTIK0FY6E92 US690353XS10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-05 2026-06-05 2030-05-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0382 4043000.00 4043000.00 0.0001 N N Y N U.S. Treasury U.S. Treasury Bills 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0369 1329888245.00 1329888245.00 0.0168 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 491715486.90 491715486.90 0.0062 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0368 698799255.00 698799255.00 0.0088 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0367 747665310.00 747665310.00 0.0094 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0370 827884649.00 827884649.00 0.0104 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0367 992720280.00 992720280.00 0.0125 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 413689244.60 413689244.60 0.0052 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y 2026-06-16 2026-06-16 2026-06-16 N N N 0.0368 49924255.00 49924255.00 0.0006 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UB1 254900HROIFWPRGM1V77 US912797UB14 U.S. Treasury Debt Y 2026-06-23 2026-06-23 2026-06-23 N N N 0.0369 558756363.20 558756363.20 0.0071 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0372 956534179.70 956534179.70 0.0121 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0377 193591122.00 193591122.00 0.0024 N Y Y N U.S. Treasury U.S. Treasury Bills 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0371 993538310.00 993538310.00 0.0125 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N 0.0378 434289438.00 434289438.00 0.0055 N Y Y N U.S. Treasury U.S. Treasury Notes 4.625000% 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0384 350236397.00 350236397.00 0.0044 N Y Y N U.S. Treasury U.S. Treasury Notes 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-03-01 2027-03-01 2027-02-28 N N N 0.0384 551127929.00 551127929.00 0.0070 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 3.788000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-06-01 2027-04-30 2027-04-30 N N N 0.0378 150142408.50 150142408.50 0.0019 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.720000% BIV8RDWN6 RCNB6OTYUAMMP879YW96 BIV8RDWN6 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 31288RHY7 2054-04-01 4.826000 0.00 30569.00 27358.97 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AEFL9 2043-06-12 3.740000 0.00 940000.00 805365.16 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AGNF8 2039-07-11 2.800000 0.00 20000.00 16036.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQWE2 2052-04-01 2.500000 0.00 2902971.00 2029199.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 20000.00 10457.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWAX1 2050-12-01 2.500000 0.00 1000.00 447.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.500000 0.00 137507.00 84217.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.500000 0.00 1000.00 684.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 124374.00 90376.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 1000.00 728.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.500000 0.00 1000.00 754.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 10427.00 7514.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 1000.00 618.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 33000.00 23699.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0A51 2053-05-01 5.500000 0.00 983941.00 775499.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0BE1 2053-08-01 6.000000 0.00 96311.00 59696.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0WB4 2053-11-01 5.500000 0.00 2000.00 1567.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132V8KY1 2032-12-01 4.189000 0.00 1643225.00 1632008.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XFX52 2035-02-01 4.600000 0.00 34571.00 34363.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 2001.00 978.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 1001.00 557.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BP3X4 2052-11-01 5.000000 0.00 1025.00 785.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5.000000 0.00 1000.00 746.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BVXG5 2053-02-01 5.500000 0.00 1000.00 717.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BWL84 2053-01-01 5.500000 0.00 150567.00 102842.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C4PR9 2053-06-01 5.500000 0.00 1002.00 615.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C5CL3 2053-06-01 5.500000 0.00 1010.00 740.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 2002.00 1681.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EL6C3 2035-09-10 1.730000 0.00 206000.00 161132.87 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EM2H4 2036-08-12 2.220000 0.00 2000.00 1608.64 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.310000 0.00 72000.00 58598.82 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EMVU3 2036-04-14 2.500000 0.00 26000.00 21525.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KKY86 2051-01-01 2.000000 0.00 25000.00 13147.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQEW2 2052-11-01 5.500000 0.00 1742000.00 1285236.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3H79 2053-10-25 4.762100 0.00 1377130.00 715935.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3LH2 2054-05-25 4.762100 0.00 10900000.00 3914159.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3QF1 2031-03-25 4.000000 0.00 2554.00 2399.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WDQU9 2054-05-01 5.500000 0.00 13514343.00 11232171.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.150000 0.00 126000.00 88440.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31352DDR8 2037-10-15 2.049650 0.00 959809720.00 2675900.37 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135GACR0 2036-01-25 1.900000 0.00 121000.00 95639.18 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AS4R4 2026-09-25 2.499350 0.00 49253.00 14368.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.168350 0.00 1009.00 84.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVY52 2026-12-25 2.548955 0.00 998408.00 528903.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3NP1 2058-11-25 5.930067 0.00 18400000.00 2378773.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6QP1 2049-10-25 4.226580 0.00 1001.00 277.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBE81 2050-09-25 3.942100 0.00 14186542.00 4620091.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLN63 2034-01-25 2.334480 0.00 247386.00 170360.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.926852 0.00 105000.00 88375.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQCN7 2033-07-25 4.450000 0.00 10020.00 9218.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQDE6 2028-07-25 4.171970 0.00 1000.00 915.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.912100 0.00 354457.00 180706.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 4.862100 0.00 30912246.00 22542760.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BU7K0 2053-11-25 4.562100 0.00 1116.00 766.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUMR8 2055-01-25 5.012100 0.00 999000.00 535639.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV6S2 2052-10-25 5.000000 0.00 17620507.00 11537176.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVD88 2036-04-25 5.500000 0.00 8254025.00 7839338.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWZD1 2051-11-25 5.000000 0.00 5018151.00 4368420.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY5V0 2056-04-25 4.612100 0.00 5876128.00 5700335.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYUC4 2048-04-25 4.500000 0.00 3027513.00 2897570.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GNK9 2027-08-01 7.000000 0.00 2290.00 0.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BPVN6 2031-01-25 3.080000 0.00 5572.00 5280.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BVK88 2047-02-15 3.500000 0.00 1976125.00 1413663.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FEZU7 2028-04-25 3.900000 0.00 1000.00 996.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FJXV6 2028-09-25 4.050000 0.00 1774.00 1766.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FJY60 2030-12-25 3.900000 0.00 178562.00 175206.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FKKM7 2029-12-25 3.950000 0.00 1319853.00 211227.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 31103.00 29385.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL6V1 2029-01-25 3.600000 0.00 275489.00 270780.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FLYK4 2034-03-25 3.542000 0.00 7332.00 6827.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMTT9 2034-04-25 3.059000 0.00 10123960.00 9081396.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMTY8 2029-06-25 2.903000 0.00 1457.00 1400.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMUL4 2046-10-25 3.907950 0.00 1000.00 220.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FPHK4 2029-08-25 2.425000 0.00 1000.00 945.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FQ3Y7 2029-07-25 2.190000 0.00 383910.00 215919.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FRUT6 2030-01-25 2.069000 0.00 4346.00 4018.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H13U8 2029-11-25 1.132000 0.00 22792.00 10372.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H5QM2 2032-01-25 2.476000 0.00 40000.00 36137.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6RA5 2047-02-25 3.000000 0.00 138487.00 80979.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8H87 2031-02-25 3.465000 0.00 459654.00 441346.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H93C1 2032-08-25 3.530000 0.00 1000.00 949.05 Agency Collateralized Mortgage 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BofA Securities, Inc. 3.720000% BIV8TAAT1 549300HN4UKV1E2R3U73 BIV8TAAT1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 14399900.00 14872795.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 8237100.00 8617556.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 125451800.00 126914436.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 139599200.00 190331832.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 72175200.00 68561536.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 48001600.00 52718285.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 30685400.00 32499317.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 192987600.00 198151484.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 324815600.00 327332778.12 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-05 2026-07-23 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0372 1000000000.00 1000000000.00 0.0126 N N Y N BofA Securities, Inc. 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BNP Paribas Securities Corp. 3.710000% BIV8TAG24 RCNB6OTYUAMMP879YW96 BIV8TAG24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 272517400.00 278982248.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 101940300.00 102995043.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 286363600.00 291592768.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 293072700.00 287761829.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 2618800.00 2568112.56 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-05 2026-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0371 945000000.00 945000000.00 0.0119 N N Y N BNP Paribas Securities Corp. 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4.000000 0.00 1009.00 223.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.500000 0.00 1000.00 235.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.500000 0.00 1008.00 189.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 1024.00 98.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132AC2W9 2048-10-01 4.000000 0.00 5067406.00 546149.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132ACEP1 2047-09-01 3.500000 0.00 1518.00 281.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132ADVH8 2045-03-01 4.000000 0.00 1054.00 244.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM2J3 2051-11-01 2.500000 0.00 1000.00 602.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM3X1 2052-01-01 3.000000 0.00 11396.00 5760.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM7D1 2052-01-01 2.000000 0.00 2030.00 1223.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMXY6 2049-12-01 4.000000 0.00 1000.00 489.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMZ57 2051-10-01 2.500000 0.00 2000.00 1190.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.500000 0.00 1000.00 644.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPLP1 2050-07-01 3.500000 0.00 2000.00 1271.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 1000.00 662.69 Agency Mortgage-Backed Securities Federal 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Corp S6XOOCT0IEG5ABCC6L87 3132DV4E2 2049-09-01 2.500000 0.00 1200012.00 212768.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVCA1 2054-10-01 6.500000 0.00 904040.00 679217.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVFY6 2055-01-01 6.000000 0.00 1024.00 913.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 1000.00 735.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 1039.00 560.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.500000 0.00 1403045.00 822569.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCN1 2051-11-01 2.000000 0.00 1000.00 606.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.500000 0.00 321451.00 219926.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 308513.00 224181.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.500000 0.00 33979.00 22416.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 1000.00 762.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 74803.00 54490.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6.000000 0.00 1259979.00 719150.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWNY5 2055-02-01 6.000000 0.00 30000.00 19549.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 984101.00 772612.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XJTB6 2041-11-01 4.300000 0.00 764823.00 740833.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.260000 0.00 1726.00 1494.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31339ST88 2049-10-01 3.500000 0.00 1000.00 398.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B0QP1 2051-12-01 2.000000 0.00 1338337.00 832184.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B5ED0 2052-02-01 2.500000 0.00 4909168.00 3016040.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 667924.00 372127.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WAKQ0 2054-03-01 5.500000 0.00 2002.00 1667.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5.000000 0.00 1420206.00 1367036.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31352DDR8 2037-10-15 2.049650 0.00 100256.00 279.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.730000 0.00 1901.00 1848.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.780000 0.00 2876.00 2739.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACGN5 2033-01-25 3.380000 0.00 1248999.00 78913.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARSP4 2046-03-25 3.000000 0.00 1067969.00 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549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.500000 0.00 3574.00 3793.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 1010.00 1063.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 2000.00 2107.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 88087.00 92793.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3WB6 2056-02-20 7.000000 0.00 95112.00 101371.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 1080.00 956.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 2000.00 1576.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 3109024.00 2738319.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 3434.00 3087.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 128641.00 97918.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1024.00 865.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 415455.00 395288.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1000.00 890.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-09-20 5.500000 0.00 1280.00 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BofA Securities, Inc. 3.740000% BIV8TNH82 549300HN4UKV1E2R3U73 BIV8TNH82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3P54 2041-09-25 2.000000 0.00 35905800.00 343101.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5TN5 2049-08-25 3.500000 0.00 2000000.00 302060.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY2P6 2048-11-25 5.000000 0.00 159446000.00 154307289.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYHA3 2055-06-25 5.000000 0.00 26659.00 24004.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6QG6 2055-07-25 5.000000 0.00 41125568.00 40532738.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137B6LL3 2043-11-15 4.000000 0.00 2086240.00 1337675.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HH7B1 2054-11-25 5.112100 0.00 42500000.00 26998992.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHDF5 2054-11-25 4.962100 0.00 13322700.00 8191333.36 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQZH7 2055-10-25 4.662100 0.00 200000000.00 196207979.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31392K5C6 2032-05-15 6.500000 0.00 12997.00 247.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394V4H0 2036-03-25 5.500000 0.00 3717000.00 553276.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAB2 2065-04-20 4.375150 0.00 3499920.00 328204.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFJ0 2065-08-20 4.375150 0.00 799996.00 68153.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRJ7 2066-02-20 4.545150 0.00 1581052.00 1552.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Y5K5 2073-05-20 4.625130 0.00 2000000.00 1809677.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KHN5 2073-11-20 4.525130 0.00 5000000.00 4831415.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KQT2 2074-02-20 4.325130 0.00 36100000.00 32169241.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XH56 2053-04-20 4.525130 0.00 146623000.00 57897066.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBL2 2053-07-20 4.675130 0.00 30000000.00 21642239.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WDT9 2054-09-20 4.795130 0.00 30000000.00 24071713.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.735130 0.00 50000000.00 36603496.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YU41 2054-11-20 5.305130 0.00 100000000.00 54970737.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EAG9 2055-03-20 4.775130 0.00 8412100.00 7201357.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F6Z9 2051-03-20 5.000000 0.00 25000000.00 19927430.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385R2G9 2056-05-20 4.500000 0.00 3333332.00 3279018.69 Agency Collateralized Mortgage Obligation Y 2026-06-01 2026-06-05 2026-07-16 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0362 680000000.00 680000000.00 0.0086 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.960000% BIV8UV0J6 MBNUM2BPBDO7JBLYG310 BIV8UV0J6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4FK9 2059-04-25 3.500000 0.00 15608478.00 13046334.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5C65 2056-05-25 5.500000 0.00 109699541.00 105957411.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5JP6 2056-04-25 4.612100 0.00 1000.00 969.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5JT8 2056-04-25 4.662100 0.00 44350.00 40737.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5QK9 2056-04-25 4.912100 0.00 2229651.00 2077596.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5Z37 2056-06-25 4.500000 0.00 8048699.00 7372278.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6NQ7 2056-06-25 5.100000 0.00 28038000.00 28974515.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H7YZ0 2032-06-25 2.580000 0.00 9975796.00 8938479.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HKPW8 2027-06-15 4.635680 0.00 88196256.00 88296662.54 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392CEQ3 2032-06-25 3.856580 0.00 238727583.00 170157.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392EW63 2032-11-25 3.896580 0.00 387738784.00 48671.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392GSR7 2033-02-25 4.119640 0.00 120040444.00 76186.73 Agency Collateralized Mortgage Obligation Y 2026-08-10 2026-08-10 2026-08-10 N N N 0.0396 250000000.00 250000000.00 0.0032 N N N Y BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.880000% BIV8W20L3 RCNB6OTYUAMMP879YW96 BIV8W20L3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 2597500.00 4326673.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 51959200.00 61226083.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 614143100.00 340894219.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 526434400.00 352638548.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 786828100.00 575529030.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 749175000.00 614311073.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 100.00 96.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 9710900.00 9647141.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 52689800.00 56422921.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 117884900.00 124853473.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2016400.00 2150781.91 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-07-20 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0388 2100000000.00 2100000000.00 0.0265 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.870000% BIV8WR5H2 549300QJJX6CVVUXLE15 BIV8WR5H2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0.00 0.00 100.00 99.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 29420000.00 28996969.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 32600.00 34244.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 2793900.00 2794028.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 5869700.00 5894573.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 496600.00 479415.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 23300.00 18969.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 981500.00 1110961.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 230.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 3377800.00 3593386.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 1000.00 858.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 4682000.00 3240783.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 6543800.00 4842489.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 98817500.00 73898182.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 200.00 146.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 2900000.00 2048188.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 94.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 200.00 125.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 64.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 1405200.00 1020612.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 400.00 268.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 5992500.00 4132648.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 35555900.00 24442254.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1200.00 985.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 85.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 50649000.00 45642333.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 80.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 200.00 171.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 14400.00 12701.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 100.00 87.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 609100.00 586751.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 700.00 687.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 19526600.00 18828455.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 14172400.00 12731443.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 4000100.00 3703044.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1200.00 1154.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 16187900.00 15485418.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 19035900.00 18808291.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 314900.00 316581.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 100.00 134.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 300.00 296.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 17388200.00 17040049.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 600.00 748.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 100.00 93.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 73000.00 67643.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 100.00 122.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 2259800.00 1975860.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 4977000.00 4809210.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 10980000.00 10470860.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 2464000.00 2342276.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 200.00 229.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 69900.00 65797.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1173300.00 1014242.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 59600.00 56073.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 2200.00 1953.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 9382200.00 8733653.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 4642000.00 4535767.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 2000000.00 2000865.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 100.00 100.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 92.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 4385000.00 4292751.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 50700.00 51595.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 2750000.00 2726390.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 2390000.00 2405725.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1902400.00 1889962.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 2292000.00 2329320.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1549300.00 1577275.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 4546100.00 4670547.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 100.00 102.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 10905000.00 10901445.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 2486000.00 2504445.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 725600.00 736930.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 3390100.00 3474136.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 40100.00 40867.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 100.00 100.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 124600.00 127365.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 5305000.00 5353621.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 6566000.00 6597353.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 489800.00 490250.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 586000.00 599727.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 33776700.00 34927306.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 100.00 101.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200.00 206.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 27706000.00 27886347.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 5600.00 5689.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 241600.00 242757.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 200.00 201.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 6152800.00 6237272.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1042800.00 1046715.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 9740000.00 9790185.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 45482000.00 45018215.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 696600.00 679295.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 553600.00 550430.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 1284600.00 1277105.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 4268800.00 4288584.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 1100300.00 1099872.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 3900.00 3851.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 8312000.00 8279729.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 100.00 99.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 100.00 99.17 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-07-27 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0387 493000000.00 493000000.00 0.0062 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.830000% BIV8WR616 549300QJJX6CVVUXLE15 BIV8WR616 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SX6 2026-06-04 0.00 0.00 100.00 99.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 300.00 299.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 100.00 99.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UB1 2026-06-23 0.00 0.00 300.00 299.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 800.00 788.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 43100.00 45274.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 300.00 300.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 10171400.00 9806377.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 99800.00 81250.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 1600.00 1228.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3500000.00 2676015.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 100.00 117.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 43700.00 33072.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 900.00 670.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 7859100.00 7605815.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 1000.00 736.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 73.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 200.00 126.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 62.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 4600.00 2956.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 3713200.00 2512273.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 889900.00 646344.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 12188800.00 8182515.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 91735000.00 65314761.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 34545000.00 29053792.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 657900.00 563068.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 89.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 2956200.00 2607510.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 108618900.00 104633571.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1004700.00 986692.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 9532300.00 9098051.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 100.00 96.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 4853800.00 4428106.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 13165100.00 12660422.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 2217400.00 2139028.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 100.00 100.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1468000.00 1422274.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1000.00 979.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 36418800.00 35845176.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 100.00 98.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 200.00 244.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 200.00 237.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 397400.00 377775.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1415800.00 1331836.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 25860200.00 24072607.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 19000.00 19120.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 17344300.00 18560683.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 106.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 22200.00 22054.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 2662500.00 2712329.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 5500000.00 5555386.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 100.00 102.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 1700.00 1757.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 7736900.00 8570369.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 200.00 206.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 200.00 202.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2897600.00 3068174.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 200.00 201.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 1507500.00 1514334.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 3998900.00 4002581.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 16058100.00 16408670.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2400.00 2559.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 574800.00 584170.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 4500.00 4526.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 20380000.00 20278011.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 1000000.00 1018864.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 97326300.00 96333854.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 7805000.00 7805063.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 913400.00 920886.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 1000.00 1004.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 502000.00 499512.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 6922300.00 6865015.67 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-08-26 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0383 496000000.00 496000000.00 0.0063 N N Y N BofA Securities, Inc. BofA Securities, Inc. 3.750000% BIV8YRBR1 549300HN4UKV1E2R3U73 BIV8YRBR1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 105100.00 95047.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 54306700.00 33681261.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 497600.00 493693.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 130799000.00 124374351.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 25908100.00 26428946.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 101747200.00 102865008.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 76237600.00 76207745.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 44378900.00 43853965.15 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-07 N N N 0.0375 400000000.00 400000000.00 0.0050 N N N Y Royal Bank of Canada Royal Bank of Canada 3.690000% BIV90WLD5 549300HXQQQCCUBS2Z23 BIV90WLD5 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 3131Y6R35 2042-11-01 3.500000 0.00 112193772.00 16151246.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329NM88 2047-03-01 4.000000 0.00 126174612.00 22872933.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNV42 2052-09-01 4.500000 0.00 42063000.00 31376972.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPCJ5 2052-11-01 5.500000 0.00 37547595.00 27754342.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPFZ6 2052-11-01 5.500000 0.00 23178643.00 15934473.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPN53 2053-01-01 5.500000 0.00 20318413.00 16450914.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPVQ8 2053-02-01 5.500000 0.00 25868339.00 17848889.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQLT1 2053-05-01 5.000000 0.00 1481000.00 1168627.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVCY9 2055-01-01 5.500000 0.00 42981515.00 35780788.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0BT8 2053-08-01 6.000000 0.00 1024.00 757.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0WW8 2053-11-01 6.500000 0.00 23440000.00 17494436.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BGCW6 2052-07-01 4.500000 0.00 1024.00 678.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BJN24 2052-08-01 4.500000 0.00 36979055.00 24415076.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BQYS9 2052-11-01 5.000000 0.00 3464276.00 2574610.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPYV4 2052-09-01 4.500000 0.00 362085.00 247581.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQDU7 2052-11-01 6.000000 0.00 63494165.00 40693788.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KR5F7 2053-09-01 5.500000 0.00 14088112.00 10807682.24 Agency Mortgage-Backed Securities 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0.00 6916200.00 6213006.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 227000.00 207973.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 135651400.00 117783754.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 3400.00 4116.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 200.00 172.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 200.00 186.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 400.00 404.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 44376400.00 44625837.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 14950800.00 14980149.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 759700.00 766369.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 100.00 110.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 16469300.00 16607264.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 1247000.00 1261721.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 239936400.00 243683012.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 67656400.00 68950849.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 10151700.00 10502530.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 100.00 100.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 248700.00 253611.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 202.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 11971400.00 12042096.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 93900.00 93178.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 3495900.00 3484414.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 100.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1000.00 1003.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 41649300.00 41410840.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 3993900.00 3970746.08 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-07-24 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0387 698000000.00 698000000.00 0.0088 N N Y N Royal Bank of Canada Royal Bank of Canada 3.650000% BIV98HGH7 549300HXQQQCCUBS2Z23 BIV98HGH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 100.00 98.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TE7 2026-06-25 0.00 0.00 9998200.00 9974114.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 7993400.00 7929588.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 84100.00 83189.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UP0 2026-07-14 0.00 0.00 20000000.00 19913820.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 0.00 0.00 20000000.00 19899800.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 15000000.00 14913840.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 15049200.00 14932237.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 142000.00 146688.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 28506300.00 29180584.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 72400.00 68596.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 100.00 81.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 200.00 160.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 76.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 85.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 37032700.00 24219235.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 73.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 100.00 73.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 300.00 189.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 114.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 84.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 50327300.00 48480744.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 2073800.00 1862771.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 74341100.00 70252526.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 6101500.00 5959012.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 11800.00 11303.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 11035200.00 14804046.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 24993900.00 24495368.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 15238000.00 19686466.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 25255500.00 35001292.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 3297100.00 3073944.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 819900.00 759739.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 446500.00 444462.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 2598300.00 3172129.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 9000000.00 8732763.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 3043400.00 2950136.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 704600.00 858933.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 9138800.00 10849416.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 400.00 381.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 34940000.00 33319843.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 8632000.00 8642932.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 21716500.00 24884028.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 13000000.00 12229035.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 26063500.00 31554154.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 797900.00 756164.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 26555600.00 24984213.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1000000.00 990506.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 34808600.00 38031818.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 15069200.00 17428414.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 66994000.00 66693939.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 867500.00 838195.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 6000.00 5986.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 8948300.00 10058860.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 37736900.00 37761775.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 6405400.00 6518583.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 4038400.00 4003729.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 38913600.00 41545280.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 3651800.00 4008131.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 2767500.00 2749406.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 125000.00 118379.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 14096100.00 14245981.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 4854500.00 4783248.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 1458700.00 1478388.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 81000.00 83217.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 6689600.00 7410247.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 35907000.00 36330906.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 116900.00 115769.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 56627500.00 56967355.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 6935600.00 7107524.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 344000.00 345472.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 7581000.00 8027274.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 7800.00 7871.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 104100.00 102032.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 3292900.00 3304864.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.832969 0.00 24000.00 24089.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 210000.00 208557.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 312500.00 318103.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 42036800.00 42954520.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 5593800.00 5700672.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 15607900.00 16643953.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 10445800.00 10446188.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 200.00 198.46 U.S. Treasuries (including strips) U.S. 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Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 100.00 99.38 U.S. Treasuries (including strips) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0370 525000000.00 525000000.00 0.0066 N N N Y Bank of Montreal Bank of Montreal 3.670000% BIV9NNWH9 NQQ6HPCNCCU6TUTQYE16 BIV9NNWH9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3132CW3E2 2033-01-01 2.500000 0.00 152090948.67 58638922.52 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3132CW3H5 2030-01-01 2.500000 0.00 128166638.00 41375511.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W0DP7 2051-10-01 3.500000 0.00 50000000.00 40455434.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W4S99 2048-08-01 3.500000 0.00 120850952.00 108924945.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XJNG4 2048-06-01 5.000000 0.00 56444514.00 34371321.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XKJN1 2030-01-01 2.500000 0.00 108500000.00 32039209.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XKMH0 2048-08-01 5.000000 0.00 28688126.67 17880333.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XL5N4 2033-07-01 2.500000 0.00 70342353.33 35966804.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XMET9 2033-08-01 3.500000 0.00 83794519.33 44810521.38 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 67866666.67 29669847.50 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617ALNN6 2067-05-20 6.898000 0.00 9812278.67 2092792.84 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617ALQ45 2067-05-20 6.967000 0.00 10035782.00 1508200.63 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617ALRL6 2067-07-20 6.990000 0.00 13347497.33 1791112.53 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617ANUW4 2067-06-20 7.062000 0.00 25812722.67 3343838.03 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617ANUX2 2067-06-20 7.036000 0.00 16670892.00 4442815.15 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617AQCJ6 2067-06-20 6.824000 0.00 4371248.67 163922.73 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617AQE47 2067-10-20 6.873000 0.00 17019663.33 5129983.32 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617AQEH8 2067-10-20 7.004000 0.00 12359192.67 2448516.00 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617AQEV7 2067-10-20 6.847000 0.00 13375840.00 5040599.72 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B1T29 2067-08-20 7.063000 0.00 10011460.00 3171178.32 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B1TK9 2067-07-20 7.133000 0.00 16714602.67 4013192.06 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B1TU7 2067-08-20 7.076000 0.00 13412755.33 2892383.85 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B1UF8 2067-09-20 7.042000 0.00 30115438.00 6763145.59 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B32H1 2067-07-20 6.958000 0.00 25987843.33 6420269.45 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B32Z1 2067-06-20 7.101000 0.00 10042717.33 2246767.98 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617B3Q93 2067-08-20 7.053000 0.00 3850920.00 1121020.23 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BA7A5 2067-08-20 7.153000 0.00 6418823.33 359102.77 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BD2K2 2067-11-20 6.797000 0.00 13378304.00 4669999.13 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BD2L0 2067-11-20 6.829000 0.00 10059888.67 1772829.50 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BDZ75 2067-10-20 6.955000 0.00 13373082.67 3821936.21 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BDZN0 2067-09-20 7.130000 0.00 13343622.00 1962924.44 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BDZR1 2067-10-20 6.983000 0.00 13333333.33 3729844.41 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BJ4T8 2067-11-20 6.551000 0.00 872044.00 361793.33 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BMKP1 2067-09-20 6.963000 0.00 26110043.33 4981936.76 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BMKT3 2067-09-20 7.028000 0.00 15847857.33 3672891.84 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BQMV7 2067-11-20 6.884000 0.00 10055774.00 2842715.22 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BTM25 2067-11-20 6.705000 0.00 21603725.33 6539607.92 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BTYP1 2067-11-20 6.860000 0.00 23407096.00 7625971.11 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BUA25 2067-10-20 6.789000 0.00 16408307.33 3566778.42 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BUA66 2067-10-20 6.856000 0.00 26744195.33 7735328.36 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617BUA74 2067-10-20 6.825000 0.00 26622566.67 6023113.94 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617F5Y46 2072-05-20 5.081000 0.00 10366666.67 11025743.56 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617F7PB6 2072-05-20 5.337000 0.00 7333333.33 7918523.59 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617GGB61 2068-02-20 6.354000 0.00 6589654.00 2189055.04 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617GGBU8 2068-01-20 6.648000 0.00 1880412.00 451998.46 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617VUD87 2071-08-20 6.781000 0.00 13193654.00 8501385.58 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617XXDT3 2072-05-20 5.205000 0.00 6933333.33 8260158.52 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617XXDU0 2072-05-20 5.233000 0.00 13033333.33 14261331.77 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617YGB79 2072-05-20 5.403000 0.00 6666666.67 7481429.95 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 3617YGCL7 2072-06-20 5.382000 0.00 13333333.33 14490777.91 Agency 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2067-11-20 6.570000 0.00 896939.33 310705.73 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 36195XMH6 2067-10-20 6.610000 0.00 4359116.67 1335807.32 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 36195XMK9 2067-11-20 6.319000 0.00 4497422.00 1569144.44 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 36196UK75 2067-06-20 6.951000 0.00 28741814.00 4147987.08 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 36196UL25 2067-08-20 7.030000 0.00 13015297.33 3580473.74 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 36196UL74 2067-07-20 7.009000 0.00 5728594.67 672227.38 Agency Mortgage-Backed Securities GINNIE MAE HECM - MBS ADJUSTABLE RATE 549300M8ZYFG0OCMTT87 36196ULM1 2067-07-20 7.026000 0.00 12855038.00 2851359.97 Agency Mortgage-Backed Securities GINNIE MAE HECM - 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Citigroup Global Markets, Inc. 3.770000% BIV9PB542 MBNUM2BPBDO7JBLYG310 BIV9PB542 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BX3P7 2055-12-25 5.000000 0.00 4514.00 4016.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BX3W2 2055-12-25 3.500000 0.00 231834.00 204856.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BX6R0 2055-12-25 5.000000 0.00 10837312.00 10446958.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXS39 2055-11-25 4.712100 0.00 1000.00 799.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5C65 2056-05-25 5.500000 0.00 40300459.00 38925708.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5JP6 2056-04-25 4.612100 0.00 74999000.00 72695487.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5JT8 2056-04-25 4.662100 0.00 50655650.00 46529257.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5QK9 2056-04-25 4.912100 0.00 37768601.00 35192916.53 Agency Collateralized Mortgage Obligation Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0375 200000000.00 200000000.00 0.0025 N N N Y Natixis Natixis 3.660000% BIV9RVN95 2549003L5ZG5M2ZSE107 BIV9RVN95 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 3132XECZ2 2037-11-01 2.400000 0.00 1356980.95 1071127.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133D1MD8 2054-11-01 5.500000 0.00 388402.74 263005.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNES1 2032-04-25 2.081773 0.00 372252.63 191096.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMZX4 2030-05-01 3.445000 0.00 296935.95 286563.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LNXB2 2033-08-01 3.850000 0.00 368052.63 353765.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AK5E1 2054-09-01 6.500000 0.00 408414.26 211607.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HUNA0 2039-06-01 3.370000 0.00 1102870.63 952282.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LAE27 2035-12-01 1.610000 0.00 1370116.63 1077180.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NA6H1 2053-01-01 6.500000 0.00 416546.42 241295.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBSJ1 2053-02-01 5.500000 0.00 382948.63 276593.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425YKW6 2055-01-01 5.000000 0.00 11006638.26 10271701.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3Y4 2068-01-20 4.390800 0.00 1004673.89 319880.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UB33 2067-06-20 4.677400 0.00 368.42 73.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QD74 2071-03-20 5.125130 0.00 403.79 258.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NJT2 2052-10-20 4.500000 0.00 15124789.47 14745958.15 Agency 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Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 10008894.74 6914247.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 810.53 557.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 3619552.63 3077697.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 36.84 35.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 36.84 35.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 147.37 134.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 700.00 683.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 661684.21 662077.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 8883478.95 8762325.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 2210526.32 2158015.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 36.84 36.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 1197515.79 1194309.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 467894.74 428193.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 736.84 638.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 14115905.26 13409612.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 405.26 354.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 73.68 70.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 5312521.05 5045837.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 12470168.42 12428858.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4789473.68 4504373.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 4052226.32 4010121.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 36.84 32.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 1524710.53 1470309.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 9566605.26 9621293.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 405.26 383.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1314821.05 1337882.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 73.68 74.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 1257310.53 1271238.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 36.84 39.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 478.95 492.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 5361263.16 5473585.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 12526942.11 12719744.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2667773.68 2825474.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 3426242.11 3346241.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 560736.84 560564.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 73.68 73.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 672552.63 683676.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 3372489.47 3437787.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 1347315.79 1437106.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 7106768.42 7314289.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 6349110.53 6363009.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 1126263.16 1125746.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 442.11 437.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 6554210.53 6653678.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 462000.00 461327.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2079994.74 2042302.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 6106100.00 6081908.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 36.84 36.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 3365968.42 3373876.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 864426.32 868023.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 204363.16 203103.79 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-06-18 Y NATIXIS (NEW YORK BRANCH) 1.0000 7 N n/a n/a N N 0.0365 175000000.00 175000000.00 0.0022 N N Y N Natixis Natixis 3.660000% BIV9RVNY0 2549003L5ZG5M2ZSE107 BIV9RVNY0 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 3133BKZV4 2052-09-01 4.500000 0.00 1169551.00 1056484.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBGH1 2054-02-25 4.812100 0.00 1000.00 568.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBXV1 2054-03-25 4.862100 0.00 475098.00 246420.37 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AH2P6 2054-10-01 5.500000 0.00 1101885.00 829842.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NLYV5 2053-06-01 6.500000 0.00 1580339.00 711104.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NX2S1 2035-05-01 4.670000 0.00 1003.00 1005.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W55U4 2055-09-01 4.000000 0.00 26820960.00 24957374.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SMB1 2056-04-01 4.500000 0.00 12222848.00 11710439.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K4DH6 2056-05-01 5.000000 0.00 90624.00 89459.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BK27 2063-01-20 4.140120 0.00 1899871.00 47482.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LBG7 2068-04-20 4.168380 0.00 6593000.00 2490926.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LMX8 2068-11-20 4.125150 0.00 11427.00 746.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LP56 2069-12-20 4.525150 0.00 2495934.00 366200.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380Q3D2 2071-05-20 4.790140 0.00 1196.00 988.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QW32 2071-05-20 5.125130 0.00 1000000.00 803275.72 Agency Collateralized Mortgage Obligation Government National 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1.250000 0.00 9679200.00 4556827.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 62.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 1312200.00 959814.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 200.00 167.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 300.00 269.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 42303000.00 41429014.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 1000.00 997.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 34794600.00 30446526.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 56884800.00 56418487.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 119028000.00 121089813.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 100.00 94.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 47815100.00 48296015.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 100.00 100.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 3998900.00 4253744.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 41907700.00 42368103.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1719600.00 1725462.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 68315000.00 70556558.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 100.00 99.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 11000.00 10956.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 35527700.00 34743575.08 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-06-18 Y NATIXIS (NEW YORK BRANCH) 1.0000 7 N n/a n/a N N 0.0365 525000000.00 525000000.00 0.0066 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.700000% BIV9RW2G0 RUC0QBLBRPRCU4W1NE59 BIV9RW2G0 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 3142J6EA7 2056-05-01 5.500000 0.00 330055417.00 332855533.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLQ9 2051-08-20 3.000000 0.00 20000000.00 10684727.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2N3 2054-07-20 6.500000 0.00 550000.00 229652.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5N0 2054-08-20 6.500000 0.00 1300000.00 553012.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YLL6 2037-10-20 7.000000 0.00 30548.00 13752.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FC5B7 2065-07-15 4.800000 0.00 3049951.00 2964208.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YPGL3 2066-07-15 5.590000 0.00 312616.00 325469.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6.000000 0.00 14104.00 7845.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ABXK1 2066-05-15 6.250000 0.00 50000.00 52212.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BEA45 2060-04-15 7.000000 0.00 100000.00 110637.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BEA52 2066-09-15 6.090000 0.00 1591392.00 1643792.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BNFZ1 2066-10-15 5.720000 0.00 301095.00 312351.10 Agency 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S6XOOCT0IEG5ABCC6L87 31427SFY9 2056-03-01 5.000000 0.00 34952884.85 34330041.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SFZ6 2056-03-01 5.000000 0.00 52068001.20 51383971.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142FRPN5 2051-01-25 1.500000 0.00 573750.00 40069.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G5QN1 2052-04-25 2.000000 0.00 161500.00 18370.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVK34 2055-09-01 6.500000 0.00 65450000.00 64368087.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWU72 2056-03-01 5.000000 0.00 60600912.35 58950307.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXL96 2056-05-01 6.000000 0.00 50355026.80 52206463.66 Agency Mortgage-Backed Securities Federal Home 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2034-08-15 3.875000 0.00 75400.00 73753.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 5245650.00 5141463.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 350.00 351.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 2658550.00 2670539.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 496050.00 504945.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 500.00 509.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 185650.00 190767.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 527400.00 537815.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 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Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 1666100.00 1654425.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 20547400.00 20445599.65 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-06-08 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0363 250000000.00 250000000.00 0.0032 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.630000% BIV9T6LV1 254900BN8XS34XZDJ223 BIV9T6LV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 41.67 62.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 1249958.33 1414829.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 41.67 29.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 541.67 354.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 83.33 59.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 41.67 40.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 14936333.33 9451525.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 46385791.67 28992973.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 41.67 22.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 29905958.33 24044576.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 83.33 71.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1666625.00 1602686.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1833.33 2286.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 420166.67 407690.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 10416666.67 9055155.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 5417375.00 6265512.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 41.67 44.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 5229416.67 5583075.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 41.67 42.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 20841583.33 20978712.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 83.33 85.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 839000.00 846028.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 13667541.67 14867673.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 3692458.33 3909823.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 14694625.00 15037789.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 11916.67 12707.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 110875208.33 111596930.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.787969 0.00 229625.00 230561.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 375.00 382.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 693041.67 698071.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.817969 0.00 166.67 167.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 41.67 41.33 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-06-11 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0362 250000000.00 250000000.00 0.0032 N N Y N Bank of Montreal Bank of Montreal 3.600000% BIV9UDCC6 NQQ6HPCNCCU6TUTQYE16 BIV9UDCC6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 11696050.00 8719244.44 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 47500000.00 34518048.12 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 50500000.00 37189508.54 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 39142100.00 28429336.94 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 52239800.00 31508954.30 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 37880000.00 38134938.99 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-06-17 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0360 175000000.00 175000000.00 0.0022 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.600000% BIV9UDGH1 254900BN8XS34XZDJ223 BIV9UDGH1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 5809276.90 5774775.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 10212341.30 10323239.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 48.70 71.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 48.70 42.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 24053270.90 15730741.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 6033150.80 4464603.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 48.70 47.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 14421238.80 8411600.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 6906536.60 5911005.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 743843.80 678606.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 48.70 46.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 65406048.00 61878537.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 260009.30 259870.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 48.70 46.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 48.70 60.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 48.70 48.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 1947902.60 1784631.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 487.00 464.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 27464316.30 26108039.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 55204664.20 48377225.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 97.40 106.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 9186962.80 9831259.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 20161215.60 21524694.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 5398687.20 5980269.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 487.00 491.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 48.70 49.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 6264281.00 6340937.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 487.00 494.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 11638423.40 11349303.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 194.80 192.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 252947.80 251481.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 3397799.00 3387032.00 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-06-22 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0360 243500000.00 243500000.00 0.0031 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.680000% BIV9UJNP2 VYVVCKR63DVZZN70PB21 BIV9UJNP2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ETT98 2027-08-13 3.730000 0.00 3000000.00 3005265.83 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWET3 2028-02-23 3.715000 0.00 50000000.00 50032013.89 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWPQ7 2028-05-15 3.720000 0.00 216266000.00 216572256.72 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G1AC5 2027-12-22 3.710000 0.00 167500000.00 168627879.86 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G1AG6 2028-03-06 3.715000 0.00 238528000.00 240644140.91 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31424WV33 2030-09-17 3.750000 0.00 45000.00 44362.49 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31428JCN5 2029-03-09 3.730000 0.00 9125000.00 9089977.24 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31428JHN0 2033-05-11 4.650000 0.00 485000.00 484590.17 Agency Debentures and Agency Strips Y 2026-08-17 2026-08-17 2026-08-17 N N N 0.0368 675000000.00 675000000.00 0.0085 N N N Y DNB Bank ASA DNB Bank ASA 3.640000% BIV9VHBG8 549300GKFG0RYRRQ1414 BIV9VHBG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 136788000.00 134949642.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 105125000.00 99726578.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 83328700.00 81421714.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 100.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 200.00 214.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 100.00 101.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 100.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 21972700.00 22096207.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 10958400.00 10979912.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 228458600.00 236353843.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 24999900.00 26471651.24 U.S. Treasuries (including strips) Y 2026-06-02 2026-06-02 2026-06-02 N N N 0.0364 600000000.00 600000000.00 0.0076 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.610000% BIV9VHL85 ZBUT11V806EZRVTWT807 BIV9VHL85 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 258085900.00 255000016.80 U.S. Treasuries (including strips) Y 2026-06-02 2026-06-02 2026-06-02 N N N 0.0361 250000000.00 250000000.00 0.0032 N N Y N Bank of Montreal Bank of Montreal 3.670000% BIV9VHQJ6 NQQ6HPCNCCU6TUTQYE16 BIV9VHQJ6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOLD PC (PARTICIPATING CERTIFICATES) S6XOOCT0IEG5ABCC6L87 3128ME6B2 2032-02-01 2.500000 0.00 63333333.33 9636170.19 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) S6XOOCT0IEG5ABCC6L87 3128ME6C0 2031-11-01 2.500000 0.00 59271839.50 7574649.07 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) S6XOOCT0IEG5ABCC6L87 3128ME6Y2 2032-02-01 2.500000 0.00 33466764.67 5182879.01 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) S6XOOCT0IEG5ABCC6L87 3128MMVW0 2031-12-01 2.000000 0.00 30624928.97 4103649.85 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) S6XOOCT0IEG5ABCC6L87 3128MMVX8 2032-01-01 2.000000 0.00 31945927.40 4731204.78 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3132A8Y37 2033-01-01 3.000000 0.00 50423637.03 8862975.50 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3132CWLE2 2035-04-01 2.500000 0.00 26162494.60 7294832.00 Agency Mortgage-Backed Securities FED HOME LOAN ADJUSTABLE MULTIFAMILY PC S6XOOCT0IEG5ABCC6L87 3132XFPD4 2028-11-01 4.170000 0.00 31238533.33 31201807.22 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY STRIP S6XOOCT0IEG5ABCC6L87 3133Q36Y2 2031-06-25 4.400000 0.00 10133333.33 10100047.58 Agency Debentures and Agency Strips FED HOME LOAN FIXED SINGLE FAMILY STRIP S6XOOCT0IEG5ABCC6L87 3133Q3PM7 2031-03-25 4.000000 0.00 15833333.33 14899452.83 Agency Debentures and Agency Strips FED HOME LOAN FIXED SINGLE FAMILY STRIP S6XOOCT0IEG5ABCC6L87 3133Q3RT0 2031-04-25 4.000000 0.00 12666666.67 12072738.53 Agency Debentures and Agency Strips FED HOME LOAN FIXED SINGLE FAMILY STRIP S6XOOCT0IEG5ABCC6L87 3133Q3SP7 2027-04-25 4.000000 0.00 3166666.67 3074853.25 Agency Debentures and Agency Strips FED HOME LOAN FIXED SINGLE FAMILY STRIP S6XOOCT0IEG5ABCC6L87 3133Q3XU0 2029-05-25 4.150000 0.00 10133333.33 9898032.14 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3138WJRM2 2032-01-01 2.000000 0.00 53814153.47 8653738.72 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140HVJK1 2029-09-01 2.710000 0.00 28667833.33 27366278.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140J5DQ9 2032-03-01 2.500000 0.00 26787353.93 3947430.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140J5SL4 2032-03-01 2.500000 0.00 49278118.17 7139450.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140J73N3 2031-03-01 2.500000 0.00 67051231.17 4873903.33 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NUCX5 2028-12-01 5.180000 0.00 61059666.67 62375801.00 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NUDE6 2028-12-01 5.300000 0.00 38000000.00 38950464.44 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NUX46 2029-04-01 4.550000 0.00 28880000.00 29137858.25 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NUYE3 2029-04-01 4.820000 0.00 63333333.33 64361289.64 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NVE78 2029-06-01 4.710000 0.00 29949700.00 30358104.08 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NVFX0 2029-06-01 4.670000 0.00 27676666.67 28021634.78 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NVLK1 2029-07-01 4.720000 0.00 11080496.00 11226648.97 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NWER2 2029-10-01 4.270000 0.00 29844566.67 29836273.19 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NWJV8 2029-11-01 4.060000 0.00 42195833.33 41916825.12 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NX4H3 2030-05-01 4.380000 0.00 49400000.00 49585381.75 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NXD42 2030-01-01 4.540000 0.00 35951166.67 36298638.68 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NXY56 2030-04-01 4.250000 0.00 29372100.00 29346033.91 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140NYYS4 2030-07-01 4.290000 0.00 47500000.00 47418426.68 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140Q06A5 2030-11-01 3.970000 0.00 27958500.00 27578397.99 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 4.055000 0.00 83613933.33 82437810.47 Agency Mortgage-Backed Securities FANNIE ADJ. MULTIFAMILY MORT B1V7KEBTPIMZEU4LTD58 3140Q1D64 2030-12-01 4.030000 0.00 39108333.33 38564432.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QB5L8 2034-11-01 2.500000 0.00 88849786.13 20368561.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QCAM8 2034-11-01 2.500000 0.00 28640449.90 6235251.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W2DX6 2035-02-01 2.500000 0.00 7736727.17 5493089.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XDB70 2034-08-01 2.500000 0.00 67531284.53 21515757.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XDBG0 2035-02-01 2.500000 0.00 16023199.07 4528596.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XKGH7 2047-07-01 5.000000 0.00 21358495.33 11951990.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XKMH0 2048-08-01 5.000000 0.00 11589327.40 7223233.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XLP69 2031-10-01 4.000000 0.00 37249520.27 16923135.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 31418CFH2 2032-01-01 2.000000 0.00 50848684.77 8366735.19 Agency Mortgage-Backed Securities FED HOME LOAN ADJUSTABLE MULTIFAMILY PC S6XOOCT0IEG5ABCC6L87 3142FFGM3 2029-01-01 4.620000 0.00 38000000.00 38365534.65 Agency Mortgage-Backed Securities Y 2026-06-05 2026-06-05 2026-06-29 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0367 950000000.00 950000000.00 0.0120 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.650000% BIV9VMS53 K5HU16E3LMSVCCJJJ255 BIV9VMS53 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY NOTE 4.125 28-FEB-2027 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 187862500.00 191737283.00 U.S. Treasuries (including strips) TREASURY NOTE 3.875 15-OCT-2027 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 196500000.00 200732829.00 U.S. Treasuries (including strips) TREASURY NOTE 4.0 15-DEC-2027 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 199500000.00 203741752.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 30-APR-2027 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 248125000.00 253052527.00 U.S. Treasuries (including strips) TREASURY NOTE 3.75 30-APR-2027 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 98125000.00 100194657.00 U.S. Treasuries (including strips) TREASURY NOTE3.875 31-MAY-2027 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 199750000.00 203772649.00 U.S. Treasuries (including strips) Y 2026-06-03 2026-06-03 2026-06-03 N N N 0.0363 1129862500.00 1129862500.00 0.0143 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 3.650000% BIV9VMSN4 549300H7EXFMRS487544 BIV9VMSN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 220000169.00 226801541.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 4194000.00 1518685.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 2946000.00 1066773.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2047 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0.00 0.00 50001350.00 51652071.00 U.S. Treasuries (including strips) Y 2026-06-03 2026-06-03 2026-06-03 N N N 0.0363 270001518.80 270001518.80 0.0034 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.740000% BIV9VTMN5 549300QJJX6CVVUXLE15 BIV9VTMN5 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 31281BN63 2036-09-01 5.500000 0.00 1347.00 13.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WJYV9 2036-10-01 6.500000 0.00 1974.00 57.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XVMJ1 2046-12-01 3.000000 0.00 1019.00 211.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 1037.00 130.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2.000000 0.00 1013.00 464.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVJ30 2055-01-01 6.000000 0.00 119123577.00 98719014.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVMY8 2055-01-01 5.500000 0.00 1995.00 1771.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 1024.00 713.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132L7ED7 2045-10-01 3.500000 0.00 33752442.00 4448253.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XCR72 2048-03-01 3.500000 0.00 1287.00 259.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KMVM4 2051-10-01 2.500000 0.00 5593003.00 3243831.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPQ50 2052-07-01 5.000000 0.00 4849353.00 3317408.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KYUH0 2040-11-01 1.500000 0.00 8181.00 4092.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTL27 2054-12-25 5.012100 0.00 17571600.00 14162975.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK50 2056-03-25 4.612100 0.00 35745099.00 31468766.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQM73 2056-03-25 4.512100 0.00 11000000.00 9938306.75 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGLW2 2046-02-01 3.500000 0.00 39986000.00 6868681.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3.000000 0.00 1030.00 169.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AR2D1 2054-10-01 5.500000 0.00 59718.00 52947.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AUKY8 2054-11-01 5.500000 0.00 27600.00 25394.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 25186.00 11391.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMFQ2 2036-10-01 2.000000 0.00 45749000.00 23637628.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRDB6 2053-01-01 6.500000 0.00 1911735.00 1074398.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTDN6 2053-10-01 6.500000 0.00 819603.00 572836.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRM8 2054-11-01 5.500000 0.00 1000.00 943.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U1L37 2056-01-01 4.500000 0.00 100000.00 95801.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3HR5 2056-03-01 5.500000 0.00 101102.00 102060.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U52R6 2056-02-01 6.000000 0.00 8862176.00 9116286.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U5Y26 2056-02-01 5.500000 0.00 1000.00 1005.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U7WF5 2056-04-01 5.000000 0.00 770321.00 763297.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UC3F6 2056-04-01 4.500000 0.00 3252.00 3133.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3PY9 2055-10-01 5.500000 0.00 1024.00 857.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4AC1 2055-11-01 5.500000 0.00 295100.00 279113.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4AR8 2052-09-01 3.500000 0.00 4461567.00 3960571.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4BK2 2055-08-01 6.000000 0.00 113752.00 109085.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4ME4 2053-03-01 3.000000 0.00 702917.00 599283.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4S57 2052-04-01 2.000000 0.00 1024.00 793.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4VU8 2051-04-01 2.000000 0.00 27561304.00 21871735.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6AU6 2052-05-01 4.000000 0.00 1024.00 966.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8ML8 2050-11-01 2.500000 0.00 3555.00 1767.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDW69 2051-11-01 2.000000 0.00 2000.00 1235.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 21399232.00 12817730.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y73A4 2055-12-01 5.500000 0.00 6187.00 6216.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7VG0 2055-11-01 5.500000 0.00 1000.00 993.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 1880721.00 332188.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4X7 2051-10-01 2.000000 0.00 7345280.00 4410396.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 1000.00 462.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.500000 0.00 25940800.00 13861799.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 1660.00 1129.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 1024.00 596.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXE2 2056-05-01 3.500000 0.00 151032.00 137649.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXG7 2056-05-01 4.500000 0.00 723990.00 696771.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXJ1 2056-05-01 5.500000 0.00 1000.00 1008.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426QAL7 2055-06-01 6.500000 0.00 1024.00 920.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426SWJ4 2055-07-01 6.500000 0.00 2693520.00 2688745.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427B3X1 2055-09-01 6.500000 0.00 1101772.00 684882.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MTX9 2055-01-01 6.000000 0.00 48892273.00 43311482.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QDE9 2053-10-01 4.500000 0.00 583000.00 537009.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QWM0 2047-11-01 3.500000 0.00 29423867.00 26195761.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427R2V1 2052-05-01 3.000000 0.00 42427200.00 36971000.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ST32 2056-04-01 5.000000 0.00 30447968.00 29976117.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GRE48 2054-03-01 5.000000 0.00 1405149.00 1177962.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GRK82 2054-04-01 5.500000 0.00 1030.00 934.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSF37 2054-07-01 6.500000 0.00 1024.00 681.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSWT1 2054-09-01 6.000000 0.00 815104.00 623570.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GT3L8 2055-02-01 5.500000 0.00 407932.00 349395.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTQR0 2054-12-01 5.000000 0.00 184672.00 171900.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTTY2 2055-02-01 5.500000 0.00 9873.00 9172.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXEJ2 2056-04-01 5.500000 0.00 6003458.00 6083522.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXGM3 2056-05-01 5.000000 0.00 1024.00 1016.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXSZ1 2056-06-01 5.000000 0.00 12115568.00 12054964.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K6DP3 2056-06-01 5.000000 0.00 585147.00 580709.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WCZ0 2042-10-20 3.000000 0.00 1000.00 121.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MKZ2 2042-08-20 3.500000 0.00 1000.00 34.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4F3 2046-03-20 4.000000 0.00 2036.00 163.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 2045-04-20 3.000000 0.00 1001.00 83.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 2045-04-20 3.500000 0.00 1001.00 68.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVC0 2045-12-20 4.000000 0.00 1002.00 82.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB97 2046-05-20 4.000000 0.00 1000.00 88.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4Q5 2048-06-20 4.500000 0.00 1018.00 69.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 1003.00 91.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCY9 2047-07-20 4.000000 0.00 1000.00 90.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEY7 2047-08-20 3.000000 0.00 1000.00 125.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 2047-11-20 3.000000 0.00 2818744.00 353388.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNS0 2047-12-20 4.000000 0.00 1020.00 103.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 2048-04-20 4.000000 0.00 1025.00 76.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXY6 2048-05-20 5.500000 0.00 1000.00 69.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 2048-09-20 4.000000 0.00 1024.00 90.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 1000.00 86.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 1000.00 86.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGD8 2048-11-20 4.500000 0.00 1113.00 77.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UHT2 2048-12-20 4.500000 0.00 1401.00 33.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV82 2049-07-20 3.500000 0.00 1426.00 143.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VTY6 2050-09-20 3.500000 0.00 1000.00 269.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 27709091.00 18059218.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1000.00 675.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 40000000.00 27094785.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVV7 2052-01-20 3.000000 0.00 2024.00 1205.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.500000 0.00 3819902.00 2464785.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 212623355.00 146967939.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 35499166.00 24539349.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 1922992.00 1357857.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5.000000 0.00 15699040.00 10909091.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 2304.00 1439.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQU3 2053-01-20 4.000000 0.00 1024.00 743.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 1024.00 715.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 19809.00 9086.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 12374.00 8752.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2P8 2054-05-20 7.000000 0.00 1000.00 348.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 423948.00 339116.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.500000 0.00 1000.00 681.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 396198.00 150802.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPF5 2054-01-20 5.000000 0.00 6511.00 5496.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRG1 2054-02-20 5.000000 0.00 10398.00 8271.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1008.00 678.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 1000.00 807.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYT5 2054-06-20 4.000000 0.00 2736.00 2317.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TG3 2054-06-20 6.500000 0.00 1000.00 781.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L0RV6 2067-11-15 6.210000 0.00 2006.00 2140.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 2000.00 1522.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 5982872.00 4364765.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1000.00 761.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1000.00 804.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-09-20 5.500000 0.00 20000000.00 19703548.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 6442.00 6202.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 24800805.00 24603040.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NLPB4 2055-02-20 6.500000 0.00 1000.00 771.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2WH5 2039-05-15 4.500000 0.00 1261.00 53.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AACJ1 2049-01-20 5.500000 0.00 1003.00 162.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADUL0 2055-01-20 4.000000 0.00 2029.00 1494.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.775130 0.00 8015360.00 6790687.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NLC0 2055-06-20 4.875130 0.00 100000000.00 67894166.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PAL7 2055-07-20 4.725130 0.00 1001.00 878.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QNW7 2055-08-20 4.875130 0.00 1000.00 941.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QR51 2051-05-20 3.500000 0.00 1577.00 857.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 148425008.00 82585396.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 8544193.00 4858928.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FKK8 2051-12-20 2.500000 0.00 281813620.00 158314031.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GMS7 2052-01-20 3.000000 0.00 18791222.00 10596862.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 60622000.00 37581304.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VDL9 2053-01-20 4.625130 0.00 21325754.00 13811731.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DBV8 2053-10-20 4.805130 0.00 2677738.00 983047.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3C0 2054-07-20 4.925130 0.00 23101400.00 8447849.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WXA8 2054-09-20 4.735130 0.00 14351462.00 10364860.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XQD8 2054-10-20 4.775130 0.00 7056632.00 4942223.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Y2M2 2054-11-20 4.675130 0.00 74846000.00 49999819.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YPU9 2054-09-20 4.825130 0.00 687281.00 481845.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YY96 2054-11-20 4.725130 0.00 12743872.00 7651865.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385AHQ8 2054-12-20 4.685130 0.00 20476000.00 15712947.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BD56 2055-01-20 4.695130 0.00 40161900.00 30872231.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.675130 0.00 1024.00 797.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EU69 2055-04-20 4.775130 0.00 66912458.00 52597735.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FJ44 2055-03-20 4.825130 0.00 38039400.00 20973751.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.675130 0.00 17513900.00 14756285.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FPM7 2055-04-20 4.675130 0.00 13903680.00 8172261.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.675130 0.00 7749579.00 6124032.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.825130 0.00 2883600.00 2536340.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.825130 0.00 7053495.00 6406853.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.075130 0.00 13902398.00 11700846.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JCW1 2055-11-20 5.025130 0.00 74541.00 61384.85 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 300.00 101.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 200.00 126.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 29000.00 28634.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 912600.00 898225.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 113000.00 97681.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 7000.00 7044.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 574900.00 579715.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 200.00 206.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 51900800.00 52035201.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1000.00 1003.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 52.70 36.74 U.S. Treasuries (including strips) Y 2026-06-05 2026-06-05 2026-12-10 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0374 1370000000.00 1370000000.00 0.0173 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.620000% BIV9VTMU9 254900BN8XS34XZDJ223 BIV9VTMU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 5936000.00 5904895.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 29546.67 31571.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 12706293.33 18670634.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 6875360.00 5206993.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 53.33 42.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 185546.67 192851.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 320.00 224.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 3047040.00 2948839.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 106.67 78.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 25630186.67 12080443.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 53.33 34.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 3546986.67 2399817.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 26695040.00 18558096.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 55817386.67 49086082.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 8165120.00 7851872.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 106.67 105.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 106.67 102.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 25682133.33 24297031.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1767466.67 1693156.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 426.67 426.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 1307946.67 1298367.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 26610933.33 25297126.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 557600.00 596705.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 53.33 56.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 24470240.00 27106334.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 3880746.67 3913256.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 53.33 54.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 6444053.33 6513158.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 154889440.00 155290540.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 53.33 53.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 26612693.33 26917992.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 1653226.67 1673045.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 7772746.67 7668036.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 746.67 744.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 2801066.67 2801241.65 U.S. Treasuries (including strips) Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0362 400000000.00 400000000.00 0.0050 N N Y N Bank of Montreal Bank of Montreal 3.640000% BIV9VTRE0 NQQ6HPCNCCU6TUTQYE16 BIV9VTRE0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 72000.00 49200.77 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 6620000.00 4329453.08 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 26514680.00 19838838.04 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 7600000.00 5683468.93 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 12000000.00 7478927.20 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 7200000.00 4199605.98 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 12000000.00 5871291.51 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 32060000.00 20605510.16 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 14800000.00 8226164.78 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 2756720.00 2002236.00 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 36127520.00 20593141.89 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 16000000.00 8721925.04 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 18100000.00 12482427.34 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 21171040.00 15510191.76 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 7384520.00 5076353.51 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 7600000.00 5411153.73 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 6000000.00 5107300.43 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 18000000.00 14300695.37 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 8400000.00 8035478.06 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 10884000.00 10499316.61 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 7600000.00 7190113.08 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 17055160.00 16338101.57 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 800000.00 782189.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 20000000.00 20306820.43 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 17809440.00 17420509.48 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 332000.00 351544.93 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 8892000.00 8925107.53 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 262800.00 268537.28 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 7920000.00 8162181.96 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 33491600.00 33181697.13 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 47944400.00 47948165.62 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 3727280.00 3727310.10 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 59600000.00 59375044.26 U.S. Treasuries (including strips) Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0364 400000000.00 400000000.00 0.0050 N N Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.730000% BIV9VUFE0 UVCP0ONBRH8AI9HEYC97 BIV9VUFE0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 266933333.33 280280000.00 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-FEB-2050 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 135450000.00 142222500.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 342519047.62 359645000.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0373 744902381.00 744902381.00 0.0094 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.620000% BIV9VYWQ6 VYVVCKR63DVZZN70PB21 BIV9VYWQ6 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 36179TAP0 2047-06-20 5.500000 0.00 8344185.85 657680.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6U1 2049-11-20 3.000000 0.00 103635657.45 16136005.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 2050-01-20 3.000000 0.00 48932716.95 8178657.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VEE6 2034-11-20 2.000000 0.00 212306.25 31541.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFU9 2050-01-20 5.500000 0.00 48750.00 9837.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQV5 2050-07-20 4.000000 0.00 9806192.50 2328533.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VX47 2050-10-20 4.500000 0.00 4163900.65 913386.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 568175957.70 383909150.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVY1 2048-08-20 4.500000 0.00 31060717.35 16551034.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XCS3 2032-01-20 6.500000 0.00 74712.95 10328.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW83 2054-05-20 7.000000 0.00 857075.70 272325.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ULWC8 2051-02-20 3.000000 0.00 19500.00 12991.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y0PX2 2052-03-20 3.000000 0.00 58925.10 47608.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHLU8 2053-08-20 7.000000 0.00 2865935.80 2154315.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GDC73 2054-01-20 6.500000 0.00 996697.00 513297.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GFDT9 2054-01-20 7.500000 0.00 702859.30 416687.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HGE99 2054-07-20 6.500000 0.00 981138.60 807143.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K1DG3 2055-01-20 7.000000 0.00 1400502.35 991289.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L2UA4 2055-06-20 6.000000 0.00 1430098.15 1309821.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LE4N9 2055-07-20 7.000000 0.00 2468816.35 1442415.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPCT1 2056-03-20 5.500000 0.00 863048.55 885755.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MWEM9 2056-04-20 5.500000 0.00 756169.05 768565.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MXRT8 2056-05-20 5.500000 0.00 7016865.70 7131512.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 182702586.95 179471947.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VN6 2047-07-20 4.000000 0.00 33859436.00 31032568.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NNVJ6 2055-06-20 7.000000 0.00 909305.80 953135.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V1RK7 2056-01-20 6.000000 0.00 195546.00 202931.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGA55 2056-05-20 5.500000 0.00 5062094.70 5154861.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VRKQ4 2056-05-20 5.000000 0.00 706777.50 703745.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EJY6 2036-07-20 6.000000 0.00 115766.30 921.86 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 650000000.00 650000000.00 0.0082 N Y Y N Fixed Income Clearing Corp. - State Street Bank Fixed Income Clearing Corp. - State Street Bank 3.620000% BIV9VYWR4 N/A BIV9VYWR4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y T Bond 1.875 11/15/2051 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 1700000000.00 36293328.48 U.S. Treasuries (including strips) T Bond 4 11/15/2052 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 1700000000.00 467864314.50 U.S. Treasuries (including strips) T Bond 4.625 05/15/2054 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1700000000.00 81024171.23 U.S. Treasuries (including strips) T Bond 4.5 11/15/2054 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1700000000.00 552475125.74 U.S. Treasuries (including strips) T Bond 4.625 02/15/2055 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1700000000.00 434452425.30 U.S. Treasuries (including strips) T Bond 4.75 05/15/2055 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 1700000000.00 12530914.11 U.S. Treasuries (including strips) T Bond 4.75 08/15/2055 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 1700000000.00 149359802.79 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1700000000.00 1700000000.00 0.0215 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.610000% BIV9VYWS2 5U0XI89JRFVHWIBS4F54 BIV9VYWS2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 3154270.00 3045117.76 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 50688400.00 46630162.64 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 12021275.00 10266399.98 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 822850.00 479950.80 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1417185.00 951376.53 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 1654065.00 1490560.24 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 45708670.00 41057380.49 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 268625.00 262342.39 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 50689310.00 48185208.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1569190.00 1568678.57 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1117200.00 1112183.20 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 48401605.00 49178074.19 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 49964740.00 49454324.66 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 53695320.00 52971967.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 6262165.00 6281260.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 43750000.00 43494744.13 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 49175.00 48984.08 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 523880.00 521284.48 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 350000000.00 350000000.00 0.0044 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.620000% BIV9VYWT0 5U0XI89JRFVHWIBS4F54 BIV9VYWT0 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 3132DWGH0 2053-02-01 5.500000 0.00 156461431.40 104831976.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGR8 2053-03-01 5.500000 0.00 8164468.00 5670744.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C4W1 2048-12-01 4.000000 0.00 32571559.60 2331880.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.500000 0.00 275108085.80 52734622.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2.000000 0.00 7484915.80 3071666.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 600000000.00 54668767.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZT9 2046-02-20 3.500000 0.00 20917432.00 1911351.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 165957200.00 103675804.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 64958607.60 45251964.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 5.500000 0.00 135726070.80 100028128.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYW8 2054-06-20 5.500000 0.00 24963968.00 18177800.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 99999958.00 78807430.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.500000 0.00 99999995.20 70684627.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 64173321.00 62672736.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACFP0 2053-02-20 5.500000 0.00 200000000.00 120941855.77 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 800000000.00 800000000.00 0.0101 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.620000% BIV9VYWX1 549300QJJX6CVVUXLE15 BIV9VYWX1 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 31281BMZ0 2036-01-01 4.500000 0.00 4616.43 37.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.500000 0.00 406.98 4.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31281LCL0 2035-01-01 5.000000 0.00 2791.53 48.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 1831.83 22.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31286WSP5 2028-03-01 2.000000 0.00 18374.16 680.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WHTB3 2036-07-01 6.000000 0.00 307.02 0.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WJYV9 2036-10-01 6.500000 0.00 352.17 10.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WLTW8 2037-08-01 5.000000 0.00 210.00 3.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XHD86 2041-09-01 4.500000 0.00 56032.83 5365.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XNPK3 2043-08-01 4.000000 0.00 210.00 19.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XREQ3 2045-03-01 4.000000 0.00 150849.51 28751.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XVMJ1 2046-12-01 3.000000 0.00 752.22 156.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y6QZ5 2042-09-01 3.500000 0.00 210.00 30.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PG72 2048-08-01 4.500000 0.00 210.00 47.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5GE9 2047-01-01 3.000000 0.00 210.00 37.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.500000 0.00 233.31 38.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132AEKB1 2049-06-01 3.000000 0.00 103743.78 10106.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW5Q3 2037-07-01 3.000000 0.00 230580.00 130327.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CWVR2 2037-01-01 3.500000 0.00 1348433.52 638950.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CXXE7 2040-07-01 4.500000 0.00 235372.20 205069.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132D6BY5 2037-05-01 3.000000 0.00 210.00 117.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMN84 2043-01-01 3.500000 0.00 211.26 75.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNB44 2052-04-01 3.500000 0.00 37170.00 22700.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNVY6 2052-07-01 5.000000 0.00 1574580.00 1103038.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DP6Z6 2053-04-01 5.500000 0.00 210.00 156.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5.000000 0.00 33810.00 23974.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPPE2 2052-06-01 3.000000 0.00 115080.00 78701.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQCE4 2053-05-01 5.000000 0.00 848820.00 627226.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQJ23 2053-05-01 6.500000 0.00 84000.00 51493.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSBZ4 2054-01-01 4.000000 0.00 19740.00 15495.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSUD2 2054-03-01 6.000000 0.00 4152725.01 3488498.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUJW8 2054-09-01 5.500000 0.00 120003.45 97924.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.500000 0.00 210.00 169.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUXC6 2054-11-01 4.500000 0.00 957996.48 825544.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVLF0 2050-10-01 2.500000 0.00 20580.00 9507.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVLS2 2051-03-01 2.000000 0.00 43208.97 23158.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVMB8 2052-04-01 2.500000 0.00 61950.00 37928.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVMP7 2054-01-01 6.500000 0.00 397738.74 290446.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWET6 2052-09-01 5.000000 0.00 23904085.59 17269001.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFM0 2052-12-01 3.000000 0.00 210.00 148.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGQ0 2053-03-01 5.000000 0.00 248550.54 191035.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 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9128284N7 2028-05-15 2.875000 0.00 6843995.30 6706963.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 48.65 62.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875000 0.00 194562.72 195769.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 75314.60 93912.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 68967203.87 89974567.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 145.96 144.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 10243174.77 10067313.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 48.65 47.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 48.65 59.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 48.65 42.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 510076.40 484893.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 3078411.28 2935666.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 48.65 48.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 145.96 137.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 23713492.56 25909322.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 703082.22 698280.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 7028389.57 8128745.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 51134.14 50058.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 24326421.06 24327578.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 670776.73 680333.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 48.65 51.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 1459.59 1469.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 4440398.94 4487612.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 194.61 206.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 2380583.57 2345642.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 1799863.24 1849133.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 1987955.13 2033462.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 14669123.82 14873537.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 8733525.73 9500406.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 818000.23 821502.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 7489569.86 7326009.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 54296.57 54794.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 3934458.04 3934231.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 47481281.69 48933189.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 389.22 391.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 26654800.13 26408159.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 58505529.19 59176700.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 899493.75 902871.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 11190153.69 11484431.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 47451603.46 46967734.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 70303.36 69107.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 37494702.01 37802029.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 48.65 47.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 1459585.26 1468004.29 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 754119053.00 754119053.00 0.0095 N Y Y N ABN AMRO Bank N.V. ABN AMRO Bank N.V. 3.620000% BIV9VYX02 BFXS5XCH7N0Y05NIXW11 BIV9VYX02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 72960223.71 71767196.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 52253684.93 51174116.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 31849853.72 27616763.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 5208269.03 4947672.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 159249.93 170100.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 66354138.40 66733459.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 4604910.85 4626111.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 15858639.08 16177454.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 5913812.58 6045783.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 31824838.21 32220642.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 569782.99 587296.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 53083.31 53009.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 10749.37 10831.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 3317706.92 3371011.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 132.71 134.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 232703.96 230141.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 1718704.89 1743151.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 132.71 133.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1700192.09 1713418.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 257387.70 262115.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 5384107.50 5421930.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 3530571.00 3629970.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 8626037.99 8804985.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 9541658.75 9752520.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 3516.77 3434.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 6198936.32 6146479.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 14093950.77 14505501.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 700965.12 690760.87 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 331770692.00 331770692.00 0.0042 N Y Y N Standard Chartered Bank Standard Chartered Bank 3.630000% BIV9VYX36 RILFO74KP1CM8P6PCT96 BIV9VYX36 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLLT5 2052-02-25 3.000000 0.00 13028571.43 7741627.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6NR3 2053-11-25 6.000000 0.00 61402326.17 8876084.36 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VX39 2050-11-20 4.000000 0.00 120472049.14 35408053.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3.000000 0.00 55803977.14 25609660.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 725.49 624.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYNV2 2060-05-15 5.950000 0.00 685.71 720.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LUML7 2056-04-20 5.500000 0.00 26833876.11 27239006.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 12652798.63 12162460.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HS9 2047-08-20 4.000000 0.00 89802612.34 83774262.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 6560000.91 6507690.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABB50 2051-07-20 3.000000 0.00 61000704.00 34987895.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABBC5 2051-06-20 3.000000 0.00 44435953.37 23821672.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABCQ3 2051-07-20 3.000000 0.00 1694959.54 1022962.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEPN0 2055-12-20 6.500000 0.00 14266214.40 15030877.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEPY6 2055-09-20 6.500000 0.00 16858678.63 17606454.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AEQ4 2049-10-20 3.500000 0.00 25967314.29 7310211.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BT36 2055-10-20 4.885130 0.00 34285714.29 33468892.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383HQU6 2053-01-20 4.725130 0.00 68571428.57 21724482.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XAF1 2053-03-20 4.525130 0.00 68571428.57 29621217.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XUG7 2053-04-20 4.475130 0.00 68571428.57 30600508.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.575130 0.00 14568295.54 6928847.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BTG6 2053-06-20 4.725130 0.00 68570742.86 23070983.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BX97 2053-07-20 4.675130 0.00 23384199.77 11806334.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D5W3 2053-11-20 5.125130 0.00 68571428.57 18346460.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DTP2 2053-10-20 6.500000 0.00 18514285.71 19207156.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRG8 2054-10-20 4.575130 0.00 17370514.29 11790840.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NAE4 2056-02-20 4.625130 0.00 2293755.43 2281341.34 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 91000251.43 73984748.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 16968342.86 12689348.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 5485.71 5078.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 5828571.43 5859691.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 187611.43 251686.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 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0.00 866.67 872.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UA6C4 2056-05-01 4.500000 0.00 325006.07 312787.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UAMF9 2056-04-01 5.000000 0.00 1300.00 1292.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UAPC3 2056-04-01 5.500000 0.00 433.33 443.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UBRY1 2056-04-01 5.500000 0.00 607115.60 614947.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UC3Y5 2056-04-01 5.500000 0.00 1622282.13 1645369.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UCBC4 2056-04-01 6.000000 0.00 1300.00 1342.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140UCG70 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6.500000 0.00 433.33 398.82 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GR5T3 2054-06-01 5.000000 0.00 433.33 396.05 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GRBB5 2054-02-01 6.000000 0.00 443.73 314.00 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GRBN9 2054-02-01 6.000000 0.00 3910.40 2743.17 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GRFA3 2054-03-01 5.500000 0.00 433.33 379.95 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GRGU8 2054-03-01 6.000000 0.00 433.33 244.70 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GRPT1 2054-04-01 5.500000 0.00 433.33 361.27 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142GS6U7 2054-10-01 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(including strips) TREASURY BILL GOVT 09-JUN-2026 254900HROIFWPRGM1V77 912797TZ0 2026-06-09 0.00 0.00 49000000.00 49944500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 46750000.00 47699500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 46750000.00 47699500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26812500.00 27356500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26812500.00 27356500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26812500.00 27356500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0.00 0.00 14715000.00 14979960.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14625000.00 14887500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14625000.00 14887500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14625000.00 14887500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 14312500.00 14555000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 14312500.00 14555000.00 U.S. Treasuries (including strips) TREASURY BOND 2.75 15-NOV-2042 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 17048750.00 17396192.50 U.S. Treasuries (including strips) TREASURY BOND 3.375 15-MAY-2044 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 18313750.00 18677471.25 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 35625000.00 36296687.50 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 10687500.00 10889006.25 U.S. Treasuries (including strips) TREASURY BOND 2.375 15-MAY-2051 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 30437500.00 31021676.63 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-AUG-2051 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 27937500.00 28480030.39 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-AUG-2051 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 27937500.00 28480030.39 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-AUG-2051 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 27937500.00 28480030.39 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-AUG-2051 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 7822500.00 7974408.51 U.S. Treasuries (including strips) TREASURY BOND 4.75 15-MAY-2055 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 47250000.00 48199853.26 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49312500.00 50269475.54 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49312500.00 50269475.54 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 21697500.00 22118569.24 U.S. Treasuries (including strips) TREASURY NOTE 4.375 31-JUL-2026 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 49750000.00 50769552.49 U.S. Treasuries (including strips) TREASURY NOTE 4.25 15-AUG-2035 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 49000000.00 49948627.07 U.S. Treasuries (including strips) TREASURY NOTE 4.25 15-AUG-2035 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 49000000.00 49948627.07 U.S. Treasuries (including strips) TREASURY NOTE 3.625 31-AUG-2030 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 42680000.00 43510081.52 U.S. Treasuries (including strips) TREASURY NOTE 3.5 31-OCT-2027 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 48812500.00 49803907.61 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2038 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 13590000.00 13842960.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2037 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 28687500.00 29228000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2038 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 27875000.00 28382000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12687500.00 12927500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12687500.00 12927500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12687500.00 12927500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12687500.00 12927500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2038 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 6765625.00 6898625.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 13125000.00 13382500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2040 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 25062500.00 25562500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2041 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 23625000.00 24055500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2041 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 18050000.00 18405200.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 20915000.00 21287710.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 22250000.00 22646500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2042 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 21562500.00 21983500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 14375000.00 14652000.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 1256348125.00 1256348125.00 0.0159 N Y Y N Fixed Income Clearing Corp. - Bank of Nova Scotia Fixed Income Clearing Corp. - Bank of Nova Scotia 3.620000% BIV9VYXD4 N/A BIV9VYXD4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 100.00 96.80 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 7532900.00 7413940.44 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 100.00 99.08 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 45139800.00 44691471.51 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 800.00 838.79 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 400.00 386.16 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 100.00 91.99 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 85.40 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1200.00 830.62 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 400.00 284.17 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 11200.00 8247.97 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 774600.00 547078.10 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 1000.00 623.24 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 600.00 282.80 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1200.00 754.60 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 62.09 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 89797900.00 78968711.33 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 400.00 378.00 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 37400.00 36461.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 400.00 380.59 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 600.00 593.90 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 2999900.00 2970402.20 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 999300.00 1005653.62 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 100.00 99.55 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 1122700.00 1132752.20 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 6154000.00 6113766.08 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 628400.00 633917.15 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 219120000.00 223982512.50 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 882600.00 896216.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 7469100.00 7502962.50 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 13898800.00 14107229.84 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 1000.00 994.17 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 9979000.00 9975126.16 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 8036800.00 8006684.16 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 400000000.00 400000000.00 0.0050 N Y Y N Fixed Income Clearing Corp. - ING Financial Markets, LLC Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.620000% BIV9VYXE2 N/A BIV9VYXE2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 490636000.00 481783945.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1000.00 946.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 200.00 190.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 584862000.00 507825515.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 370500000.00 372937745.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 230000000.00 230984722.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 17999900.00 17896843.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 40499700.00 40263407.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 185000000.00 184306760.03 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1800000000.00 1800000000.00 0.0227 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.620000% BIV9VYXF9 N/A BIV9VYXF9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 252000.00 250337.30 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797TD9 2026-06-18 0.00 0.00 21000.00 20964.05 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797TE7 2026-06-25 0.00 0.00 28000.00 27932.55 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 6000.00 5981.34 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UC9 2026-06-30 0.00 0.00 648200.00 646312.44 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 34000.00 33735.75 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 42900.00 42442.90 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 8783600.00 9050404.33 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 12480000.00 10160378.08 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 80.45 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 749900.00 573355.35 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 175200.00 149624.17 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 10680000.00 8683021.21 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 200.00 157.47 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 74.55 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 18882700.00 13070213.31 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 635900.00 470069.56 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 7494500.00 5256351.48 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 1300.00 972.17 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 800.00 391.42 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 2200.00 1597.88 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 10966800.00 9850824.37 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 14676700.00 13869518.35 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 699700.00 674683.28 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100.00 96.17 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 225000.00 219745.62 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 43491500.00 43585696.34 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 515800.00 487981.62 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 200.00 191.59 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 13997000.00 13989552.98 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 106700.00 105266.01 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 16744300.00 15611005.90 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 59192200.00 54848958.17 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1057400.00 924539.56 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 700.00 666.04 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 875000.00 831789.66 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 48175000.00 48236014.57 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1779600.00 1545195.77 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 100.00 99.02 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 300.00 291.06 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 500.00 465.44 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 1681000.00 1681727.49 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 24999800.00 24155297.50 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 92.73 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 21184100.00 21373773.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 10600.00 10545.64 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 600.00 610.60 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 100.99 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 24321000.00 24579600.92 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 511900.00 520850.81 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 100.88 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 8678300.00 8675471.59 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 289100.00 294631.26 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 102.29 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 100.00 100.92 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100.00 98.98 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 2086100.00 2044667.09 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 295000.00 296330.36 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 280000.00 285529.45 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 729600.00 751910.10 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 4412200.00 4484130.07 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 3178100.00 3198787.25 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 150000.00 150459.46 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 48449800.00 48451602.17 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 50100.00 49849.28 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 5487800.00 5437020.55 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 400000.00 406416.89 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1000.00 1005.15 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 9448000.00 9320722.02 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1010900.00 1002824.62 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 20469500.00 20564367.42 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 4099200.00 4097608.70 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 100.00 99.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 65000.00 64747.64 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 195000.00 190964.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 155700.00 154928.60 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 49999900.00 50003023.49 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 24820700.00 24676806.44 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 500000000.00 500000000.00 0.0063 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.630000% BIV9VYXH5 N/A BIV9VYXH5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XU6Q5 2046-09-01 3.000000 0.00 6905.00 1109.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTP61 2052-11-01 3.500000 0.00 10242000.00 8091123.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 11195873.00 8055367.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XXK24 2048-03-01 3.500000 0.00 83346000.00 15186131.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CJTW1 2053-12-01 6.500000 0.00 25758942.00 16391921.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FKSG6 2046-11-01 3.000000 0.00 73297000.00 15150799.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J97A3 2047-01-01 3.500000 0.00 79284000.00 13646275.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTQN2 2053-12-01 7.000000 0.00 85083955.00 46770084.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDKY4 2056-06-01 5.500000 0.00 5724569.00 5832384.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2WR8 2055-08-01 6.500000 0.00 16910000.00 15183826.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4ME4 2053-03-01 3.000000 0.00 10182000.00 8680831.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6JZ6 2056-05-01 5.000000 0.00 17719682.00 17571720.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5.000000 0.00 13000000.00 12370931.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 8518768.00 8277253.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVY0 2056-04-01 5.500000 0.00 13562768.00 13458337.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SH76 2053-12-01 3.500000 0.00 5540717.00 4940596.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXMU8 2056-05-01 5.000000 0.00 8504869.00 8394483.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6B28 2055-10-01 5.500000 0.00 8464995.00 7523366.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6BT9 2055-09-01 5.500000 0.00 19000000.00 16661386.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 1000000.00 978217.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JSB20 2056-01-01 7.000000 0.00 1001.00 825.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 310352000.00 136576110.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTL2 2051-12-20 2.000000 0.00 48686821.00 29482457.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 195158999.00 114574102.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 14792065.00 10590697.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 101498942.00 87321362.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 2500261.00 2388843.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 96299979.00 94597154.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 1008.00 894.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 17000000.00 14913725.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KU2 2055-04-20 4.500000 0.00 33000000.00 30813022.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 22609100.00 20326146.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 14857431.00 11953937.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PG8 2055-05-20 4.500000 0.00 34857000.00 32799830.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 756055.00 701151.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 6255952.00 5888750.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TL3 2055-08-20 4.500000 0.00 60000000.00 56895437.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 378771.00 359742.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 2618290.00 2541880.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 12996854.00 12659658.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 2177775.00 2084969.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1000054.00 961298.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 5490.00 5422.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 35801740.00 35516252.95 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 4750000.00 4906822.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 22345200.00 23023941.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 5016400.00 5135057.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 800.00 808.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 738200.00 585443.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 200.00 151.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 54607400.00 46882158.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 2658000.00 2269983.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 1000.00 813.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 100.00 78.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 493100.00 346979.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 11117400.00 7695233.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 1200100.00 784860.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 73.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 21869600.00 15536767.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 4451900.00 3329241.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 4089000.00 3011245.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 5327700.00 3107533.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 5692400.00 3658602.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 100.00 72.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 200.00 137.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 60.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 84.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 200.00 192.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 100.00 89.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 96.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 1419500.00 1275174.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100.00 92.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 95.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 14406400.00 14503357.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 692900.00 663768.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 49982000.00 49317136.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 7751600.00 7629506.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 100.00 97.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 2996800.00 2860866.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 200.00 186.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 92.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 8438500.00 8399995.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 200.00 197.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1600.00 1398.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 900400.00 781741.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 13394100.00 11643422.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 2167900.00 2060842.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 200.00 175.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1300.00 1128.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 100.00 94.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1462300.00 1447970.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 5123000.00 5088010.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 1702500.00 1703236.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 100.00 100.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 100.00 101.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 2000.00 1931.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 127500.00 128759.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 1989000.00 1987577.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 9278300.00 8786846.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 13999900.00 14227861.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 100.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 2199100.00 2264100.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 2106500.00 2105813.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 2048600.00 2091730.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 4999800.00 5055831.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1529000.00 1522134.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 141500.00 141630.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 300000.00 306549.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 20900.00 21289.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 3613900.00 3672815.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 2927200.00 2917583.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 24259800.00 24648981.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2529200.00 2486169.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 20546800.00 20505186.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 600.00 600.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 1030100.00 1028439.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 2791400.00 2775217.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 3945800.00 3933296.49 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 1250000000.00 1250000000.00 0.0158 N Y Y N Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.610000% BIV9VYXP7 N/A BIV9VYXP7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 1100.00 1083.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 177713200.00 175349247.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 78000000.00 77015997.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 700000.00 686037.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 11000.00 10972.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 91.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 50000000.00 48745725.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 207990000.00 201814157.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 7600000.00 6645073.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 10949900.00 10614346.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 44000000.00 42516628.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 617000.00 535689.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 75000000.00 71484151.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 207000000.00 196777667.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 250000000.00 238668839.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 136000000.00 129718707.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 136500000.00 130170538.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 164895400.00 156749406.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 164000000.00 154374457.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 204406000.00 192283707.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 830000.00 780485.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 39223000.00 33905777.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 19974800.00 19850003.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 153562800.00 136367750.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 1200.00 1151.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 24000000.00 23836081.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 433900.00 420973.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 30000000.00 30012983.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 30234000.00 29212684.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 171640000.00 159166163.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 7599900.00 7440018.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 300.00 300.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 69000000.00 69376993.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 19900000.00 20148433.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 25499800.00 25863085.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 746000.00 720330.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 9399900.00 9492767.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 39800000.00 39373327.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 9392000.00 9214539.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 119205600.00 119875649.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 53999900.00 54845761.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 900000.00 916251.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 40270000.00 41104378.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 11905200.00 11968506.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 59648000.00 59628559.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 120400000.00 121408600.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 200000.00 202361.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 95600000.00 96309320.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 70899100.00 71986764.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 109700000.00 110358374.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 160099000.00 161472103.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 300.00 303.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 182999000.00 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S6XOOCT0IEG5ABCC6L87 35563PK81 2062-10-25 3.000000 0.00 25000000.00 17687126.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35802YAF8 2037-06-25 4.463650 0.00 6700000.00 1546011.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374JBD7 2034-07-20 4.167120 0.00 420000.00 4926.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374LRW3 2035-07-16 4.039540 0.00 1000000.00 37963.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B6D9 2063-08-20 4.375150 0.00 150000.00 3182.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B7M8 2063-07-20 4.375150 0.00 1380000.00 36114.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BLH3 2061-02-20 4.375150 0.00 6890000.00 139461.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQS4 2062-04-20 4.345150 0.00 350000.00 8459.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BTU6 2062-07-20 4.355150 0.00 200000.00 4322.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWA6 2061-05-20 4.475150 0.00 1681000.00 202.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXY3 2061-12-20 4.475150 0.00 4050000.00 25000.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BYE6 2062-09-20 4.355150 0.00 370000.00 129.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3B4 2067-11-20 4.527140 0.00 2368000.00 545278.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UEJ5 2064-01-20 4.375150 0.00 200000.00 4027.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UEN6 2064-02-20 4.425150 0.00 1380000.00 117993.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUV0 2065-02-20 4.255150 0.00 280000.00 21604.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUZ1 2065-03-20 4.405150 0.00 100000.00 6348.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWT3 2066-04-20 4.625150 0.00 3000000.00 296973.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UXM7 2066-05-20 4.575150 0.00 4000000.00 442137.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R5E2 2067-05-20 3.990000 0.00 100000.00 2064.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAH9 2065-04-20 4.255150 0.00 30000.00 2038.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RCF1 2065-05-20 4.205150 0.00 600000.00 18447.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RE77 2066-11-20 4.625150 0.00 4000000.00 626474.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFJ0 2065-08-20 4.375150 0.00 300000.00 25557.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RG34 2066-11-20 4.544190 0.00 3000000.00 236919.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RGB6 2065-08-20 4.375150 0.00 466000.00 47340.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 2066-12-20 4.775150 0.00 80000.00 9964.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP91 2066-12-20 4.550800 0.00 972000.00 115827.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RSJ6 2066-02-20 4.695150 0.00 5590000.00 502020.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RT63 2066-12-20 4.414470 0.00 825000.00 549.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RTW6 2066-02-20 4.495150 0.00 7500000.00 107458.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RW69 2067-02-20 4.325150 0.00 2000000.00 179312.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXY7 2066-08-20 4.525150 0.00 3100000.00 398356.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RYP5 2066-08-20 4.525150 0.00 2000000.00 179447.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RYS9 2066-08-20 4.475150 0.00 13944000.00 165240.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376WKW4 2040-02-16 4.239540 0.00 41395000.00 1285258.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377KHS2 2040-09-20 4.117120 0.00 46354711.00 1774909.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378A3W9 2040-04-20 4.117120 0.00 43194525.00 4041936.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GGR3 2041-01-20 1.750000 0.00 849000.00 47632.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GZ84 2042-12-20 3.967120 0.00 50000000.00 2256058.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KYP8 2047-11-16 2.772150 0.00 2400000.00 309672.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378VQF5 2043-07-20 4.017120 0.00 68694000.00 5948211.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WP98 2043-09-20 4.117120 0.00 27508456.00 1752293.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WU50 2043-09-20 4.067120 0.00 34200000.00 2064236.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WV83 2043-09-20 4.117120 0.00 41954538.00 2706792.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379A7B0 2026-07-16 2.500000 0.00 780000.00 1.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379E2L5 2044-02-20 3.000000 0.00 350000.00 3214.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QYY5 2045-10-20 4.017120 0.00 30000000.00 5131947.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RCR2 2043-11-16 2.250000 0.00 100000.00 5541.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CUC5 2047-01-20 4.117120 0.00 22378857.00 5578566.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GE91 2047-09-20 2.500000 0.00 465761.00 126086.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HCH3 2047-05-20 3.000000 0.00 100000.00 2239.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LA60 2069-09-20 4.475150 0.00 3500000.00 1446593.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LBS1 2068-02-20 4.075150 0.00 2849129.00 152205.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LDD2 2068-06-20 4.557400 0.00 5000000.00 1820870.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LF40 2069-10-20 4.475150 0.00 4500000.00 2107930.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LJM6 2068-09-20 4.926550 0.00 6149000.00 2094080.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LMB6 2068-10-20 4.125150 0.00 2100000.00 366376.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LNQ2 2068-10-20 4.175150 0.00 70000.00 1422.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LNZ2 2069-01-20 4.375150 0.00 3640000.00 1334811.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQ63 2069-12-20 4.325150 0.00 5000000.00 1123545.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQX4 2069-03-20 4.325150 0.00 8540000.00 2893136.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LSX2 2069-04-20 4.220000 0.00 95000.00 2440.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LVR1 2069-06-20 4.775150 0.00 11000000.00 4534592.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380NQ77 2060-05-16 2.250000 0.00 60000.00 25123.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380Q6M9 2071-06-20 5.025130 0.00 5000000.00 4524213.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QBN1 2070-04-20 5.025150 0.00 1500000.00 312456.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QGQ9 2070-07-20 4.225150 0.00 2100000.00 1278306.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QGX4 2070-08-20 4.175150 0.00 5780000.00 772432.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QMM1 2070-10-20 4.995150 0.00 7000000.00 3358839.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RTP5 2063-06-16 1.400000 0.00 100000.00 60971.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TV37 2046-07-20 3.000000 0.00 3900000.00 67131.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381AY59 2048-11-20 4.017120 0.00 15004106.00 3347143.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BK78 2048-12-20 3.500000 0.00 700000.00 176870.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DA75 2063-06-16 3.991520 0.00 38355000.00 31286110.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DR85 2061-08-16 3.991520 0.00 3000000.00 2499231.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EPK8 2064-02-16 4.000000 0.00 4600000.00 3754641.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ETU2 2061-02-16 1.850000 0.00 700000.00 365597.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EXY9 2062-01-16 1.900000 0.00 880000.00 458068.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381JJR9 2055-02-16 4.000000 0.00 30000.00 26872.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381JL70 2065-05-16 4.000000 0.00 785000.00 613241.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381JW52 2065-06-16 4.500000 0.00 1490000.00 1334998.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381KCV4 2065-10-16 4.250000 0.00 7250000.00 6303705.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LDK5 2060-02-16 4.500000 0.00 5400000.00 4741691.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LGD8 2066-07-16 2.000000 0.00 413132.00 299326.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LHR6 2066-02-16 5.250000 0.00 235000.00 228315.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ND21 2055-07-20 4.775130 0.00 600000.00 562821.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PU43 2055-06-20 0.010000 0.00 2064325.00 846784.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QZW4 2055-08-20 5.000000 0.00 419136.00 383822.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RMH9 2048-07-20 0.433150 0.00 264000.00 155733.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SRC3 2066-12-16 4.500000 0.00 1184244.00 1071270.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SRD1 2066-07-16 4.500000 0.00 1155179.00 1055774.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SRE9 2067-04-16 4.500000 0.00 2628735.00 2254828.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SRF6 2067-11-16 4.500000 0.00 730204.00 577443.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381W2Y3 2049-07-20 2.000000 0.00 900000.00 322151.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WAE8 2049-06-20 4.117120 0.00 18715770.00 3693411.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YZE7 2049-09-20 3.000000 0.00 30000.00 1337.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AL94 2069-11-20 4.794190 0.00 933000.00 364688.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382B5N9 2049-02-20 4.117120 0.00 6079545.00 1385481.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GEM0 2050-06-20 4.067120 0.00 10714285.00 4043390.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GTQ5 2050-04-20 2.600000 0.00 750000.00 85832.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HKV1 2050-08-20 3.925130 0.00 6332062.00 3369380.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YJ20 2072-12-20 4.645130 0.00 700000.00 700622.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKG7 2071-12-20 4.445130 0.00 1839000.00 1310873.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKM4 2072-01-20 3.975130 0.00 8000000.00 7806799.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YS46 2073-01-20 4.475130 0.00 1267000.00 1232433.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BMN9 2052-05-20 4.750000 0.00 1150000.00 1044999.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BTF9 2055-09-20 4.625130 0.00 25000000.00 20424243.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FG98 2052-01-20 3.500000 0.00 1000000.00 626045.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383K2P6 2074-10-20 4.425130 0.00 9985289.00 9640878.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KTV4 2074-03-20 4.575130 0.00 23430808.00 23135338.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383R7N1 2052-01-20 2.500000 0.00 100000.00 83570.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X4J0 2053-04-20 4.475130 0.00 17733700.00 16032465.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CES4 2064-03-16 4.000000 0.00 1110000.00 947791.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DWS2 2053-10-20 6.000000 0.00 8821562.00 5562610.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E4Z5 2053-06-20 7.000000 0.00 125000.00 6386.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EJU0 2045-09-20 6.000000 0.00 2250000.00 525190.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GTN0 2065-09-16 4.250000 0.00 1120000.00 951133.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HQK7 2053-12-20 5.500000 0.00 2000000.00 2028173.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JYK4 2054-02-20 4.825130 0.00 50000000.00 30487967.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384L2B4 2076-01-20 4.275130 0.00 11000000.00 11038088.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MM61 2054-04-20 4.725130 0.00 31675000.00 22656089.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MWF0 2054-04-20 4.825130 0.00 14500000.00 12351689.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NM36 2054-05-20 4.875130 0.00 24500000.00 19922655.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NS97 2054-05-20 4.875130 0.00 33206405.00 20380436.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PE22 2054-06-20 4.775130 0.00 50000000.00 28173649.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384REQ5 2068-02-16 4.500000 0.00 9414625.00 8406205.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TAD4 2065-02-16 4.500000 0.00 177291.00 148551.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TMW9 2060-01-16 4.250000 0.00 1000000.00 919534.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TNB4 2068-02-16 4.500000 0.00 591069.00 487855.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TRF1 2057-05-16 4.500000 0.00 30975000.00 30564265.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TRG9 2059-01-16 4.500000 0.00 16687500.00 16391878.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TRN4 2067-09-16 4.500000 0.00 979229.00 838738.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TRP9 2068-11-16 4.500000 0.00 236006.00 185972.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TVY5 2058-03-16 4.500000 0.00 19500000.00 19272412.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TWK4 2068-11-16 4.500000 0.00 561141.00 459515.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TWM0 2039-08-16 4.500000 0.00 15504269.00 15319929.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Y2J9 2052-10-20 5.000000 0.00 6000.00 3581.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YDU2 2054-10-20 4.695130 0.00 10000000.00 6958628.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CQP6 2053-03-20 5.000000 0.00 9000.00 3163.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FFQ9 2055-04-20 4.500000 0.00 323000.00 299807.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GCL1 2055-05-20 5.125130 0.00 24000000.00 17759666.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GGL7 2055-05-20 5.250000 0.00 207532.00 196075.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GUS6 2055-05-20 5.105130 0.00 18615074.00 15077259.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HK89 2055-10-20 4.725130 0.00 1300000.00 1206958.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HVJ3 2055-10-20 4.750000 0.00 1100800.00 996146.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JB77 2052-10-20 4.750000 0.00 2543665.00 2475418.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JP80 2055-11-20 5.000000 0.00 25843224.00 24318651.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JXT5 2055-11-20 4.500000 0.00 612891.00 528112.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JXU2 2055-06-20 4.500000 0.00 106818.00 97136.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KRE2 2055-12-20 5.000000 0.00 42859556.00 40286306.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KUH1 2055-12-20 4.750000 0.00 5450000.00 5274276.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LJN9 2056-01-20 4.500000 0.00 745000.00 716042.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ50 2056-01-20 4.500000 0.00 1667806.00 1483069.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385M2Z8 2055-02-20 4.500000 0.00 34939942.00 33446067.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385M4K9 2056-02-20 4.000000 0.00 1410000.00 1326140.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MA55 2056-02-20 4.500000 0.00 54518.00 44380.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MA63 2056-02-20 4.500000 0.00 7516285.00 6795691.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385ME51 2053-05-20 4.500000 0.00 29940000.00 29081818.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MJ64 2056-02-20 4.365130 0.00 6000000.00 5898757.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.425130 0.00 25000000.00 24737287.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MV37 2056-02-20 4.500000 0.00 1238670.00 1119029.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385N2P8 2056-03-20 4.750000 0.00 22174722.00 19876543.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385N3E2 2056-03-20 4.750000 0.00 4388432.00 4024246.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385ND92 2056-03-20 4.575130 0.00 15000000.00 14867410.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NF90 2054-02-20 4.500000 0.00 254529.00 233905.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NG24 2053-08-20 4.500000 0.00 4413971.00 4306791.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NK52 2056-03-20 4.425130 0.00 6500000.00 6466232.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NK94 2056-02-20 4.500000 0.00 21313000.00 20609335.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QEK9 2076-04-20 4.275130 0.00 5000000.00 4970776.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RGL3 2056-04-20 5.375130 0.00 15000000.00 14960367.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RGR0 2056-04-20 4.525130 0.00 30000000.00 28489743.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RHC2 2056-04-20 5.000000 0.00 4343360.00 3985887.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RLU7 2056-04-20 5.000000 0.00 4465791.00 4162036.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RLV5 2056-04-20 5.000000 0.00 10810680.00 10132870.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RMH5 2056-04-20 5.000000 0.00 32257142.00 30208809.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RRR8 2056-02-20 4.500000 0.00 7000000.00 6800055.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SMX8 2056-05-20 5.500000 0.00 50197.00 50673.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNS8 2056-05-20 5.000000 0.00 16819550.00 15981312.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNX7 2056-05-20 4.750000 0.00 16198777.00 16200809.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNY5 2056-05-20 5.000000 0.00 21429720.00 20437693.02 Agency Collateralized Mortgage Obligation Y 2026-06-05 2026-06-05 2026-07-06 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0366 1340000000.00 1340000000.00 0.0169 N N Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.730000% BIV9W08U7 UVCP0ONBRH8AI9HEYC97 BIV9W08U7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 267961904.76 281360000.00 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-FEB-2050 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 136056666.67 142859500.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 343942857.14 361140000.00 U.S. Treasuries (including strips) Y 2026-06-02 2026-06-02 2026-06-02 N N N 0.0373 747961428.60 747961428.60 0.0094 N N Y N Banco Santander Banco Santander 3.600000% BIV9W1FB9 5493006QMFDDMYWIAM13 BIV9W1FB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 600000.00 594375.60 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797SX6 2026-06-04 0.00 0.00 5000000.00 4998500.00 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 172940.00 171684.63 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 20.00 19.36 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 102400.00 101370.06 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UP0 2026-07-14 0.00 0.00 121880.00 121354.82 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 13152880.00 12694015.48 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 20.00 19.14 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 20.00 14.07 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 20.00 11.67 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 20.00 9.79 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 9999980.00 5181771.70 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 131900.00 104792.32 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 7485760.00 7198797.21 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 157920.00 152338.49 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 155540.00 156586.81 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 2970860.00 2901482.08 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1859600.00 1781415.93 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 626000.00 612063.48 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1508760.00 1461764.43 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 63428980.00 63767638.36 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 40.00 35.54 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 27960.00 28358.33 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 160.00 162.23 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 1980.00 2011.76 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 20.00 19.83 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0360 100000000.00 100000000.00 0.0013 N Y Y N SHORT TERM INVESTMENTS TRUST 2026-06-05 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer