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US3130B5D701 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-02-26 2027-02-26 N N N 0.0373 288103715.46 288103715.46 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.719999% 3130B5Y85 N.A. US3130B5Y855 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-10-21 2026-10-21 N N N 0.0371 288071897.64 288071897.64 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.735000% 3130B5YZ5 N.A. US3130B5YZ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-01-25 2027-01-25 N N N 0.0370 144627890.68 144627890.68 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.714998% 3130B6ZG4 N.A. US3130B6ZG44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-04-09 2027-04-09 N N N 0.0374 287057791.49 287057791.49 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.750001% 3130B8AZ5 N.A. US3130B8AZ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-22 2027-10-22 N N N 0.0374 143392732.47 143392732.47 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.745001% 3130B8CF7 N.A. US3130B8CF73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-22 2027-10-22 N N N 0.0375 57407549.42 57407549.42 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.745001% 3130B8CK6 N.A. US3130B8CK68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-27 2027-10-27 N N N 0.0374 669835163.06 669835163.06 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.640000% 3130B8NZ1 N.A. US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-21 2026-08-21 N N N 0.0365 240057016.05 240057016.05 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.679999% 3130B9C32 N.A. US3130B9C325 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-07-28 2027-07-28 N N N 0.0370 481702562.40 481702562.40 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.624998% 3130B9CL2 N.A. US3130B9CL25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-06 2026-08-06 N N N 0.0364 124968962.75 124968962.75 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.679999% 3130B9CZ1 N.A. US3130B9CZ11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-07-30 2027-07-30 N N N 0.0370 271136136.26 271136136.26 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.624998% 3130B9DT4 N.A. US3130B9DT42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-10 2026-08-10 N N N 0.0364 115354034.48 115354034.48 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.624998% 3130B9DV9 N.A. US3130B9DV97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-06 2026-08-06 N N N 0.0364 61504467.37 61504467.37 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.669998% 3130B9EU0 N.A. US3130B9EU06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-06 2027-05-06 N N N 0.0369 240306897.60 240306897.60 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3130B9GY0 N.A. US3130B9GY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-11 2028-02-11 N N N 0.0373 675985790.48 675985790.48 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 3130B9JQ4 254900C5LP6DN9OP9V83 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-08-20 2027-08-20 N N N 0.0370 48019274.90 48019274.90 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130B9M56 N.A. US3130B9M563 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-18 2028-02-18 N N N 0.0372 493476719.32 493476719.32 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130B9M64 N.A. US3130B9M647 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-25 2028-02-25 N N N 0.0372 986958399.08 986958399.08 0.0037 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.679999% 3130B9XB1 N.A. US3130B9XB14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-20 2027-10-20 N N N 0.0370 188587533.24 188587533.24 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.685000% 3130B9XC9 N.A. US3130B9XC96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-11-19 2027-11-19 N N N 0.0370 235733455.94 235733455.94 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.690000% 3130BAKF3 N.A. US3130BAKF37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-29 2027-10-29 N N N 0.0371 29999678.40 29999678.40 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.705001% 3130BATP2 N.A. US3130BATP28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-05-26 2028-05-26 N N N 0.0372 329289720.10 329289720.10 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.660001% 3130BATU1 N.A. US3130BATU13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-27 2027-05-27 N N N 0.0368 47034889.00 47034889.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313313ZW1 254900C5LP6DN9OP9V83 US313313ZW10 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-27 2026-07-27 2026-07-27 N N N 0.0361 42585899.05 42585899.05 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384CB3 N.A. US313384CB32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-19 2027-02-19 2027-02-19 N N N 0.0366 504826058.63 504826058.63 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384CM9 N.A. US313384CM96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-01 2027-03-01 2027-03-01 N N N 0.0366 419257010.34 419257010.34 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385A22 N.A. US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0361 1481837108.11 1481837108.11 0.0055 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385A55 N.A. US313385A558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0361 431709766.44 431709766.44 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385A63 N.A. US313385A632 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-04 2026-08-04 2026-08-04 N N N 0.0361 254206533.02 254206533.02 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385B88 N.A. US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-14 2026-08-14 2026-08-14 N N N 0.0361 183753129.84 183753129.84 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385C79 N.A. US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-21 2026-08-21 2026-08-21 N N N 0.0361 221507320.73 221507320.73 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385D29 N.A. US313385D297 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-24 2026-08-24 2026-08-24 N N N 0.0361 437202204.82 437202204.82 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385D52 N.A. US313385D529 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-27 2026-08-27 2026-08-27 N N N 0.0361 221370932.33 221370932.33 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385D60 N.A. US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-28 2026-08-28 2026-08-28 N N N 0.0361 686529531.50 686529531.50 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385F27 N.A. US313385F276 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-09 2026-09-09 2026-09-09 N N N 0.0360 563499780.68 563499780.68 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385G67 N.A. US313385G670 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-21 2026-09-21 2026-09-21 N N N 0.0360 1357942181.28 1357942181.28 0.0051 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385G91 N.A. US313385G910 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-24 2026-09-24 2026-09-24 N N N 0.0360 90500857.00 90500857.00 0.0003 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H58 N.A. US313385H587 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-28 2026-09-28 2026-09-28 N N N 0.0360 452327303.73 452327303.73 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H66 N.A. US313385H660 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-29 2026-09-29 2026-09-29 N N N 0.0360 452281577.23 452281577.23 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H74 N.A. US313385H744 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 824946787.69 824946787.69 0.0031 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385H82 N.A. US313385H827 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0363 934510553.52 934510553.52 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385J72 N.A. US313385J724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-08 2026-10-08 2026-10-08 N N N 0.0363 189314793.74 189314793.74 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385K47 N.A. US313385K474 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-13 2026-10-13 2026-10-13 N N N 0.0363 2025032625.12 2025032625.12 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385R81 N.A. US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-04 2026-12-04 2026-12-04 N N N 0.0362 404892933.32 404892933.32 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385S31 N.A. US313385S311 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-07 2026-12-07 2026-12-07 N N N 0.0362 704262358.99 704262358.99 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385U46 N.A. US313385U465 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0362 920896859.87 920896859.87 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385V37 N.A. US313385V372 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0362 2381367328.92 2381367328.92 0.0089 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385YE0 N.A. US313385YE08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-17 2026-06-17 2026-06-17 N N N 0.0363 559507022.10 559507022.10 0.0021 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385YF7 N.A. US313385YF72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0363 185990161.28 185990161.28 0.0007 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385YM2 N.A. US313385YM24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-24 2026-06-24 2026-06-24 N N N 0.0363 455827828.65 455827828.65 0.0017 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZQ2 N.A. US313385ZQ29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-21 2026-07-21 2026-07-21 N N N 0.0361 848159493.74 848159493.74 0.0032 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZR0 N.A. US313385ZR02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-22 2026-07-22 2026-07-22 N N N 0.0361 476756920.28 476756920.28 0.0018 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZT6 N.A. US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-24 2026-07-24 2026-07-24 N N N 0.0361 507656121.76 507656121.76 0.0019 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZW9 N.A. US313385ZW96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-27 2026-07-27 2026-07-27 N N N 0.0361 235235921.37 235235921.37 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385ZY5 N.A. US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-29 2026-07-29 2026-07-29 N N N 0.0361 437059824.75 437059824.75 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397A50 S6XOOCT0IEG5ABCC6L87 US313397A504 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0361 441624708.89 441624708.89 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397D99 S6XOOCT0IEG5ABCC6L87 US313397D995 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0361 584786286.54 584786286.54 0.0022 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313397ZQ7 S6XOOCT0IEG5ABCC6L87 US313397ZQ74 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-21 2026-07-21 2026-07-21 N N N 0.0361 235698389.20 235698389.20 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-11-16 2026-11-16 N N N 0.0367 134515169.80 134515169.80 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-02-12 2027-02-12 N N N 0.0368 46127167.21 46127167.21 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-02-24 2027-02-24 N N N 0.0373 76846595.67 76846595.67 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133ER5G2 254900C5LP6DN9OP9V83 US3133ER5G21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-02-26 2027-02-26 N N N 0.0374 465847108.65 465847108.65 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-12-07 2026-12-07 N N N 0.0368 168151935.01 168151935.01 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-03-11 2027-03-11 N N N 0.0378 212053239.58 212053239.58 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERC74 254900C5LP6DN9OP9V83 US3133ERC748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-21 2026-09-21 N N N 0.0371 540226251.32 540226251.32 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133ERHB0 254900C5LP6DN9OP9V83 US3133ERHB07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-12 2026-06-12 N N N 0.0363 99053585.82 99053585.82 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-12-18 2026-12-18 N N N 0.0373 154023351.50 154023351.50 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000% 3133ERLD1 254900C5LP6DN9OP9V83 US3133ERLD17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-07-15 2026-07-15 N N N 0.0366 123252673.37 123252673.37 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-26 2026-08-26 N N N 0.0358 45535067.52 45535067.52 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-01-08 2027-01-08 N N N 0.0361 207117608.10 207117608.10 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-03 2026-09-03 N N N 0.0371 142049315.44 142049315.44 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-04 2026-09-04 N N N 0.0371 155055066.09 155055066.09 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-09 2026-09-09 N N N 0.0370 91889196.24 91889196.24 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERSX0 254900C5LP6DN9OP9V83 US3133ERSX08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-10 2026-06-10 N N N 0.0366 133266902.49 133266902.49 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERTH4 254900C5LP6DN9OP9V83 US3133ERTH49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-15 2026-06-15 N N N 0.0367 132196004.10 132196004.10 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERTW1 254900C5LP6DN9OP9V83 US3133ERTW16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-18 2026-06-18 N N N 0.0367 266495873.31 266495873.31 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998% 3133ERV40 254900C5LP6DN9OP9V83 US3133ERV409 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-07-17 2026-07-17 N N N 0.0370 351683553.71 351683553.71 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.859999% 3133ERW49 254900C5LP6DN9OP9V83 US3133ERW498 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-01-28 2028-01-28 N N N 0.0371 143493168.79 143493168.79 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-10-09 2026-10-09 N N N 0.0371 340762056.18 340762056.18 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-28 2026-08-28 N N N 0.0369 158469614.02 158469614.02 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001% 3133ERZP9 254900C5LP6DN9OP9V83 US3133ERZP90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-06 2026-08-06 N N N 0.0370 320984712.69 320984712.69 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.870000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-11-12 2027-11-12 N N N 0.0371 94268624.23 94268624.23 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000% 3133ETER4 254900C5LP6DN9OP9V83 US3133ETER42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-01-28 2027-01-28 N N N 0.0377 1007517791.30 1007517791.30 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 3133ETFM4 254900C5LP6DN9OP9V83 US3133ETFM46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-02-01 2027-02-01 N N N 0.0370 325636705.32 325636705.32 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999% 3133ETFT9 254900C5LP6DN9OP9V83 US3133ETFT98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-03-05 2027-03-05 N N N 0.0375 479973931.20 479973931.20 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999% 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-02-09 2027-02-09 N N N 0.0370 81306201.20 81306201.20 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-22 2027-10-22 N N N 0.0374 310485503.38 310485503.38 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.827970% 3133ETR58 254900C5LP6DN9OP9V83 US3133ETR585 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-11-05 2027-11-05 N N N 0.0387 182338314.87 182338314.87 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-12 2027-05-12 N N N 0.0373 79997173.60 79997173.60 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999% 3133ETT98 254900C5LP6DN9OP9V83 US3133ETT987 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-08-13 2027-08-13 N N N 0.0373 170021137.80 170021137.80 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.655001% 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-11-19 2026-11-19 N N N 0.0367 76828232.02 76828232.02 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133ETX36 254900C5LP6DN9OP9V83 US3133ETX369 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-04-19 2027-04-19 N N N 0.0372 76825125.10 76825125.10 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.817969% 3133ETX93 254900C5LP6DN9OP9V83 US3133ETX930 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-11-24 2027-11-24 N N N 0.0382 72017000.00 72017000.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWAX8 254900C5LP6DN9OP9V83 US3133EWAX84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-01-21 2028-01-21 N N N 0.0372 185447875.15 185447875.15 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.674999% 3133EWBG4 254900C5LP6DN9OP9V83 US3133EWBG43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-06-28 2027-06-28 N N N 0.0369 418701666.39 418701666.39 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001% 3133EWBN9 254900C5LP6DN9OP9V83 US3133EWBN93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-29 2027-10-29 N N N 0.0374 136543608.53 136543608.53 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 3133EWBP4 254900C5LP6DN9OP9V83 US3133EWBP42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-07-28 2027-07-28 N N N 0.0370 71369137.14 71369137.14 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-02 2028-02-02 N N N 0.0372 214577444.32 214577444.32 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-01-03 2028-01-03 N N N 0.0371 151194593.55 151194593.55 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000% 3133EWCA6 254900C5LP6DN9OP9V83 US3133EWCA63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-09-03 2027-09-03 N N N 0.0370 57689455.41 57689455.41 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.640000% 3133EWCB4 254900C5LP6DN9OP9V83 US3133EWCB47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-11-04 2026-11-04 N N N 0.0366 19219791.46 19219791.46 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-09 2028-02-09 N N N 0.0372 165210509.76 165210509.76 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.660001% 3133EWCJ7 254900C5LP6DN9OP9V83 US3133EWCJ72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-03-04 2027-03-04 N N N 0.0368 29080854.60 29080854.60 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 3133EWCK4 254900C5LP6DN9OP9V83 US3133EWCK46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-06 2027-05-06 N N N 0.0370 251996463.85 251996463.85 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133EWCQ1 254900C5LP6DN9OP9V83 US3133EWCQ16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-11-05 2027-11-05 N N N 0.0371 86289486.46 86289486.46 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-11 2028-02-11 N N N 0.0373 67098624.45 67098624.45 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 3133EWCW8 254900C5LP6DN9OP9V83 US3133EWCW83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-06-11 2027-06-11 N N N 0.0369 144158807.80 144158807.80 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.674999% 3133EWDD9 254900C5LP6DN9OP9V83 US3133EWDD93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-07-13 2027-07-13 N N N 0.0372 259295909.16 259295909.16 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-17 2028-02-17 N N N 0.0371 129982279.15 129982279.15 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-01-18 2028-01-18 N N N 0.0372 100708336.27 100708336.27 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-20 2027-05-20 N N N 0.0369 187208431.47 187208431.47 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-25 2028-02-25 N N N 0.0372 96012443.92 96012443.92 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-03-02 2028-03-02 N N N 0.0372 43210214.75 43210214.75 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-01-11 2028-01-11 N N N 0.0371 29151535.03 29151535.03 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.732970% 3133EWHJ2 254900C5LP6DN9OP9V83 US3133EWHJ28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-17 2028-02-17 N N N 0.0378 86064912.99 86064912.99 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 3133EWHU7 254900C5LP6DN9OP9V83 US3133EWHU72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-19 2027-10-19 N N N 0.0370 218005392.62 218005392.62 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-03-24 2028-03-24 N N N 0.0367 86148156.88 86148156.88 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000% 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-11 2028-02-11 N N N 0.0372 126689390.62 126689390.62 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.710002% 3133EWPQ7 N.A. US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-05-15 2028-05-15 N N N 0.0373 152654529.82 152654529.82 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999% 3133EWQH6 254900C5LP6DN9OP9V83 US3133EWQH60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-22 2027-10-22 N N N 0.0370 237347627.36 237347627.36 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.665002% 3133EWQT0 254900C5LP6DN9OP9V83 US3133EWQT09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-06-22 2027-06-22 N N N 0.0368 164565848.60 164565848.60 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.660001% 3133EWQW3 254900C5LP6DN9OP9V83 US3133EWQW38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-21 2027-05-21 N N N 0.0368 61152852.01 61152852.01 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.800002% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-04 2026-09-04 N N N 0.0370 404909131.58 404909131.58 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-10-16 2026-10-16 N N N 0.0371 229769278.38 229769278.38 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-10-29 2026-10-29 N N N 0.0370 157698622.41 157698622.41 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.714998% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-05-05 2027-05-05 N N N 0.0372 725507050.40 725507050.40 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-09-22 2027-09-22 N N N 0.0374 1063122015.79 1063122015.79 0.0040 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-06 2027-10-06 N N N 0.0371 1058457569.97 1058457569.97 0.0039 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-10-14 2027-10-14 N N N 0.0371 1951801566.00 1951801566.00 0.0073 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700001% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2027-01-08 2027-01-08 N N N 0.0368 996262595.02 996262595.02 0.0037 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-07-29 2026-07-29 N N N 0.0369 125237294.59 125237294.59 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.755002% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-08-21 2026-08-21 N N N 0.0358 987690958.70 987690958.70 0.0037 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.759998% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-09-11 2026-09-11 N N N 0.0370 863580428.69 863580428.69 0.0032 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710002% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-02-02 2028-02-02 N N N 0.0372 1085111546.34 1085111546.34 0.0040 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.705001% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2028-03-06 2028-03-06 N N N 0.0371 1083204383.31 1083204383.31 0.0040 N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.630000% 636673026 1DU7IM20QESYGDO4HO54 0000073076 6366730267791562NO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 237600000.00 242352000.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 237600000.00 237600000.00 0.0009 N Y Y N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.630000% 636673028 1DU7IM20QESYGDO4HO54 0000073076 6366730287791563NO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 440350000.00 449157000.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 440350000.00 440350000.00 0.0016 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676321 X574KRZ6V5A7UBU45C31 0000729057 636676321779156OPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FD0 2051-11-15 1.875000 0.00 40000000.00 40800000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 40000000.00 40000000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676323 X574KRZ6V5A7UBU45C31 0000729057 6366763237791567PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TB4 2053-05-15 3.625000 0.00 4536875.00 4627612.50 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4536875.00 4536875.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676325 X574KRZ6V5A7UBU45C31 0000729057 636676325779156TPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RN0 2042-08-15 2.750000 0.00 146000000.00 148920000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 146000000.00 146000000.00 0.0005 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676327 X574KRZ6V5A7UBU45C31 0000729057 636676327779156FPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834AT5 2051-05-15 2.375000 0.00 18108750.00 18470925.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 18108750.00 18108750.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676330 X574KRZ6V5A7UBU45C31 0000729057 636676330779156NPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SU3 2037-11-15 0.00 0.00 31610000.00 32242200.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 31610000.00 31610000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676334 X574KRZ6V5A7UBU45C31 0000729057 636676334779156APR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 0.00 0.00 5174375.00 5277862.50 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 5174375.00 5174375.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676340 X574KRZ6V5A7UBU45C31 0000729057 636676340779156CPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834LK2 2049-02-15 0.00 0.00 13162500.00 13425750.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 13162500.00 13162500.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676342 X574KRZ6V5A7UBU45C31 0000729057 636676342779156PPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EE9 2044-02-15 0.00 0.00 40875000.00 41692500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 40875000.00 40875000.00 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676344 X574KRZ6V5A7UBU45C31 0000729057 636676344779156EPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EF6 2038-08-15 0.00 0.00 15295000.00 15600900.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 15295000.00 15295000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676356 X574KRZ6V5A7UBU45C31 0000729057 636676356779156DPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834UH9 2039-08-15 0.00 0.00 15125000.00 15427500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 15125000.00 15125000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676360 X574KRZ6V5A7UBU45C31 0000729057 636676360779156HPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 20912500.00 21330750.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 20912500.00 20912500.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676362 X574KRZ6V5A7UBU45C31 0000729057 6366763627791569PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810QX9 2041-02-15 0.00 0.00 4891250.00 4989075.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4891250.00 4891250.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676368 X574KRZ6V5A7UBU45C31 0000729057 636676368779156JPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0.00 0.00 25100000.00 25602000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 25100000.00 25100000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676372 X574KRZ6V5A7UBU45C31 0000729057 636676372779156KPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803EA7 2044-02-15 3.625000 0.00 27706250.00 28260375.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 27706250.00 27706250.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676374 X574KRZ6V5A7UBU45C31 0000729057 6366763747791564PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SA7 2049-11-15 2.375000 0.00 4350000.00 4437000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4350000.00 4350000.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676376 X574KRZ6V5A7UBU45C31 0000729057 636676376779156SPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FB4 2043-02-15 0.00 0.00 80937500.00 82556250.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 80937500.00 80937500.00 0.0003 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676380 X574KRZ6V5A7UBU45C31 0000729057 636676380779156IPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834JP4 2052-02-15 2.250000 0.00 23625000.00 24097500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 23625000.00 23625000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676383 X574KRZ6V5A7UBU45C31 0000729057 6366763837791568PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TR9 2050-02-15 0.00 0.00 4672500.00 4765950.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4672500.00 4672500.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676385 X574KRZ6V5A7UBU45C31 0000729057 636676385779156MPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 31250000.00 31875000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 31250000.00 31250000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676387 X574KRZ6V5A7UBU45C31 0000729057 636676387779156QPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TL2 2048-02-15 3.000000 0.00 41687500.00 42521250.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 41687500.00 41687500.00 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676391 X574KRZ6V5A7UBU45C31 0000729057 6366763917791566PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2054-02-15 4.250000 0.00 4466250.00 4555575.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4466250.00 4466250.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676395 X574KRZ6V5A7UBU45C31 0000729057 6366763957791562PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TD0 2051-02-15 1.875000 0.00 4020500.00 4100910.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4020500.00 4020500.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676397 X574KRZ6V5A7UBU45C31 0000729057 636676397779156GPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912803DH3 2048-05-15 0.00 0.00 18945000.00 19323900.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 18945000.00 18945000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676399 X574KRZ6V5A7UBU45C31 0000729057 6366763997791561PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810RE0 2033-11-15 4.500000 0.00 4014000.00 4094280.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4014000.00 4014000.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676401 X574KRZ6V5A7UBU45C31 0000729057 636676401779156BPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834AD0 2043-11-15 0.00 0.00 5737500.00 5852250.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 5737500.00 5737500.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676412 X574KRZ6V5A7UBU45C31 0000729057 6366764127791563PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810SK5 2052-11-15 4.000000 0.00 4340000.00 4426800.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4340000.00 4340000.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676414 X574KRZ6V5A7UBU45C31 0000729057 6366764147791565PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912810TX6 2030-08-31 3.625000 0.00 4400000.00 4488000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4400000.00 4400000.00 0.0000 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676416 X574KRZ6V5A7UBU45C31 0000729057 636676416779156LPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 28750000.00 29325000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 28750000.00 28750000.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000% 636676425 X574KRZ6V5A7UBU45C31 0000729057 636676425779156RPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNX5 2045-08-15 2.875000 0.00 47530000.00 48480600.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 47530000.00 47530000.00 0.0002 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.630000% 636679539 M67H5PRC0NQKM73ZAS82 0000026617 6366795397791562DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 123301470.50 125767500.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 123301470.54 123301470.54 0.0005 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.630000% 636679548 M67H5PRC0NQKM73ZAS82 0000026617 6366795487791563DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 274308823.50 279795000.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 274308823.52 274308823.52 0.0010 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.630000% 636679550 M67H5PRC0NQKM73ZAS82 0000026617 6366795507791565DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 339276960.80 346062500.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 339276960.79 339276960.79 0.0013 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.630000% 636679552 M67H5PRC0NQKM73ZAS82 0000026617 6366795527791566DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 490196078.50 500000000.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 490196078.45 490196078.45 0.0018 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.630000% 636679554 M67H5PRC0NQKM73ZAS82 0000026617 6366795547791561DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 43069852.94 43931250.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 43069852.94 43069852.94 0.0002 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.630000% 636679560 M67H5PRC0NQKM73ZAS82 0000026617 6366795607791564DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 295220588.30 301125000.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 295220588.25 295220588.25 0.0011 N Y Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903532E6 254900QI8QTIK0FY6E92 US6903532E65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-03 2026-06-07 2026-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 1442307.63 1442307.63 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903533N5 254900QI8QTIK0FY6E92 US6903533N55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2030-03-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 28800000.00 28800000.00 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903533X3 254900QI8QTIK0FY6E92 US6903533X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2038-09-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2875603.98 2875603.98 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903534F1 254900QI8QTIK0FY6E92 US6903534F13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2027-09-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 5357141.22 5357141.22 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-09-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2415000.00 2415000.00 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903534Y0 254900QI8QTIK0FY6E92 US6903534Y02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2030-10-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 18000000.54 18000000.54 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903535F0 254900QI8QTIK0FY6E92 US6903535F04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-03 2026-06-07 2027-01-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 1874999.28 1874999.28 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903535K9 254900QI8QTIK0FY6E92 US6903535K98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2027-09-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2999999.11 2999999.11 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903535N3 254900QI8QTIK0FY6E92 US6903535N38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-03 2026-06-07 2027-06-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 11 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2497560.95 2497560.95 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903535X1 254900QI8QTIK0FY6E92 US6903535X10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-03 2026-06-07 2027-06-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 1874999.99 1874999.99 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903537A9 254900QI8QTIK0FY6E92 US6903537A98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-12-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 16046513.16 16046513.16 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903537F8 254900QI8QTIK0FY6E92 US6903537F85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-08-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 6999999.74 6999999.74 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 6903538B6 254900QI8QTIK0FY6E92 US6903538B62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-03 2026-06-07 2026-09-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2833333.60 2833333.60 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353A31 254900QI8QTIK0FY6E92 US690353A310 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-09-30 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 4141285.01 4141285.01 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353A49 254900QI8QTIK0FY6E92 US690353A492 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-09-30 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 10178580.02 10178580.02 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353C39 254900QI8QTIK0FY6E92 US690353C399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-09-30 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 6985300.01 6985300.01 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.830000% 690353C96 254900QI8QTIK0FY6E92 US690353C969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2030-01-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0383 20886792.61 20886792.61 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353D38 254900QI8QTIK0FY6E92 US690353D389 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2028-11-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 19120682.25 19120682.25 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353J57 254900QI8QTIK0FY6E92 US690353J576 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2868205.12 2868205.12 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353L21 254900QI8QTIK0FY6E92 US690353L218 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 16434606.05 16434606.05 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353L62 254900QI8QTIK0FY6E92 US690353L622 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2616975.57 2616975.57 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353M46 254900QI8QTIK0FY6E92 US690353M463 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2198259.41 2198259.41 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353N52 254900QI8QTIK0FY6E92 US690353N529 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 7850926.46 7850926.46 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353Q59 254900QI8QTIK0FY6E92 US690353Q597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2040-07-07 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 23107825.90 23107825.90 0.0001 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353Q67 254900QI8QTIK0FY6E92 US690353Q670 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2033-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 2850933.09 2850933.09 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353Q75 254900QI8QTIK0FY6E92 US690353Q753 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-09-02 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 5990600.00 5990600.00 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353T72 254900QI8QTIK0FY6E92 US690353T724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-03 2026-06-07 2026-12-15 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 3230768.42 3230768.42 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353V46 254900QI8QTIK0FY6E92 US690353V464 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2040-07-07 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 6569114.50 6569114.50 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353W94 254900QI8QTIK0FY6E92 US690353W942 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-09-02 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 3648820.00 3648820.00 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353Z83 254900QI8QTIK0FY6E92 US690353Z838 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2040-07-07 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 3477766.50 3477766.50 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 690353ZP5 254900QI8QTIK0FY6E92 US690353ZP52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2031-09-30 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 6336665.01 6336665.01 0.0000 N N Y N U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999% 90376PBG5 254900QI8QTIK0FY6E92 US90376PBG54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2028-06-20 Y U.S. INTERNATIONAL DEVELOPMENT F 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ N 0.0382 12807693.35 12807693.35 0.0000 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0369 2288886696.74 2288886696.74 0.0085 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0369 10452977.22 10452977.22 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-29 2026-10-29 2026-10-29 N N N 0.0375 351903300.47 351903300.47 0.0013 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0369 504610329.34 504610329.34 0.0019 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-25 2026-06-25 2026-06-25 N N N 0.0368 579518854.42 579518854.42 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-02 2026-07-02 2026-07-02 N N N 0.0367 5220821451.34 5220821451.34 0.0194 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-16 2026-07-16 2026-07-16 N N N 0.0368 228216963.46 228216963.46 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-30 2026-07-30 2026-07-30 N N N 0.0364 126171240.60 126171240.60 0.0005 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 17531845.04 17531845.04 0.0001 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-16 2026-06-16 2026-06-16 N N N 0.0369 4399325350.60 4399325350.60 0.0164 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UB1 254900HROIFWPRGM1V77 US912797UB14 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-23 2026-06-23 2026-06-23 N N N 0.0368 216914807.76 216914807.76 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UC9 254900HROIFWPRGM1V77 US912797UC96 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0369 144453892.26 144453892.26 0.0005 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-15 2027-04-15 2027-04-15 N N N 0.0377 1077557417.31 1077557417.31 0.0040 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-17 2026-09-17 2026-09-17 N N N 0.0371 1313937430.49 1313937430.49 0.0049 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-15 2026-10-15 2026-10-15 N N N 0.0372 1374730572.00 1374730572.00 0.0051 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-10-22 2026-10-22 2026-10-22 N N N 0.0375 313494732.68 313494732.68 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-05 2026-11-05 2026-11-05 N N N 0.0374 733951611.38 733951611.38 0.0027 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-07 2026-07-07 2026-07-07 N N N 0.0369 70507310.10 70507310.10 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-18 2026-08-18 2026-08-18 N N N 0.0367 19509108.41 19509108.41 0.0001 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-25 2026-08-25 2026-08-25 N N N 0.0368 1454829386.46 1454829386.46 0.0054 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 1589401381.59 1589401381.59 0.0059 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-12 2026-11-12 2026-11-12 N N N 0.0374 1414404941.53 1414404941.53 0.0053 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-19 2026-11-19 2026-11-19 N N N 0.0375 192098060.40 192098060.40 0.0007 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-08 2026-09-08 2026-09-08 N N N 0.0369 967112593.26 967112593.26 0.0036 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0371 1808571843.03 1808571843.03 0.0067 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-22 2026-09-22 2026-09-22 N N N 0.0371 552257659.20 552257659.20 0.0021 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-29 2026-09-29 2026-09-29 N N N 0.0372 206511319.71 206511319.71 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-15 2027-05-15 2027-05-15 N N N 0.0391 265045448.95 265045448.95 0.0010 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.625000% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 219719877.27 219719877.27 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0387 596689829.12 596689829.12 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0375 10940984.29 10940984.29 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 1041910859.09 1041910859.09 0.0039 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0388 743950320.73 743950320.73 0.0028 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0391 483902700.37 483902700.37 0.0018 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0382 102416793.71 102416793.71 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-15 2027-05-15 2027-05-15 N N N 0.0392 331424166.59 331424166.59 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.809970% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2026-07-31 2026-07-31 N N N 0.0365 166447766.52 166447766.52 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0372 12590776.99 12590776.99 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.832970% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2026-10-31 2026-10-31 N N N 0.0365 1955001729.70 1955001729.70 0.0073 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.725968% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-01-31 2027-01-31 N N N 0.0367 451548217.26 451548217.26 0.0017 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0384 3416028228.75 3416028228.75 0.0127 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.787970% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-04-30 2027-04-30 N N N 0.0368 6977994454.57 6977994454.57 0.0260 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0387 2630728367.66 2630728367.66 0.0098 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0390 1304478811.32 1304478811.32 0.0049 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.792060% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-07-31 2027-07-31 N N N 0.0370 2806891352.07 2806891352.07 0.0104 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.823060% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-10-31 2027-10-31 N N N 0.0370 758753536.13 758753536.13 0.0028 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.732062% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2028-01-31 2028-01-31 N N N 0.0372 2497033019.65 2497033019.65 0.0093 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.736062% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2028-04-30 2028-04-30 N N N 0.0374 2992991258.18 2992991258.18 0.0111 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.650000% TPR053BE7 NQQ6HPCNCCU6TUTQYE16 0000927971 TPR053BE77791563BA 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 CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCC57 2041-06-01 5.000000 0.00 25470628.00 25697543.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWMY2 2056-01-01 5.500000 0.00 26428485.00 26306861.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWC49 2055-12-01 5.500000 0.00 27090518.00 27028999.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWC23 2055-12-01 5.500000 0.00 12727756.00 12674095.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RSC5 2053-03-01 3.500000 0.00 32428098.00 28978522.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN7D9 2052-04-01 3.500000 0.00 34772384.00 26461240.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CCRU2 2053-09-01 6.000000 0.00 43202503.00 29605247.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMJ1 2053-02-01 4.000000 0.00 41420086.00 29122473.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSNA6 2054-01-01 6.500000 0.00 49388710.00 29517766.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FV79 2041-04-01 4.500000 0.00 27875306.00 27164672.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQF7 2055-10-01 5.500000 0.00 33723150.00 29746879.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8NT9 2056-03-01 5.000000 0.00 28365653.00 27564170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5QJ6 2055-10-01 5.500000 0.00 437660.00 435988.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3UG2 2038-03-01 2.000000 0.00 33404204.00 28147661.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U5QT6 2056-03-01 5.000000 0.00 27791740.00 26542096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U5QM1 2056-03-01 5.000000 0.00 28573865.00 28248021.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2TG7 2052-01-01 2.000000 0.00 40286000.00 25651990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWM62 2055-12-01 5.000000 0.00 26248795.00 25699087.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B93E7 2055-09-01 6.000000 0.00 26388697.00 27314530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMQD6 2054-10-01 5.500000 0.00 35000000.00 26912159.00 Agency Mortgage-Backed Securities Y Fitch, Inc. 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HSBC SECURITIES (USA) INC. 3.620002% TPR055BBD CYYGQCGNHMHPSMRL3R97 0000853784 TPR055BBD7791562HS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/49 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0.00 0.00 21743985.00 6516781.00 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 281337856.00 119939111.00 U.S. Treasuries (including strips) TINT 11/15/40 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 35231908.00 17217375.00 U.S. Treasuries (including strips) TINT 05/15/40 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0.00 0.00 38501007.00 19403969.00 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0.00 0.00 116619837.00 31245137.00 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 49661901.00 29903566.00 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 55846175.00 52167755.00 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 54922117.00 53472393.00 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 52738176.00 38188293.00 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0.00 0.00 53013504.00 41238887.00 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 32509788.00 24404513.00 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 50314515.00 40480845.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 41658300.00 50783002.00 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 21877100.00 19238828.00 U.S. Treasuries (including strips) 2 1/4 BOND 52 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U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 8700000.00 8611244.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 13886000.00 14178352.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 4890800.00 4984374.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 10000100.00 10156252.00 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 31000000.00 31365976.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 493500.00 500377.00 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 14288800.00 14679950.00 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 48135000.00 52831865.00 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 8704800.00 8813471.00 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 64000000.00 63671763.00 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 2478400.00 2652214.00 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 104404100.00 97187140.00 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 26900000.00 26644612.00 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 30000000.00 26048479.00 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 24516000.00 21483983.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HKHC0 2054-05-20 7.500000 0.00 2636262.00 2576253.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HKHA4 2054-05-20 7.500000 0.00 2297382.00 2080522.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HDCU1 2054-05-20 8.000000 0.00 1566000.00 966077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HDCS6 2054-05-20 8.000000 0.00 1681610.00 1231320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618H2RY1 2054-05-20 6.500000 0.00 5131765.00 4081794.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GCUK6 2054-05-20 7.000000 0.00 2303968.00 2176977.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618G2KC7 2053-11-20 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2611568.00 1968845.00 Agency Mortgage-Backed Securities GNII SF CB4371 C 549300M8ZYFG0OCMTT87 3617UP2C2 2051-09-20 4.000000 0.00 7338340.00 2747067.00 Agency Mortgage-Backed Securities GNII SF BX2402 C 549300M8ZYFG0OCMTT87 3617Q6U38 2050-10-20 2.500000 0.00 22590114.00 8994335.00 Agency Mortgage-Backed Securities GNII SF CO6774 C 549300M8ZYFG0OCMTT87 3617FJQ37 2052-08-20 4.500000 0.00 1301987.00 1174873.00 Agency Mortgage-Backed Securities GNII SF MA9664 M 549300M8ZYFG0OCMTT87 36179YWZ3 2054-05-20 3.500000 0.00 17748895.00 12944465.00 Agency Mortgage-Backed Securities GNII SF MA9363 M 549300M8ZYFG0OCMTT87 36179YML5 2053-12-20 6.000000 0.00 51527168.00 25349226.00 Agency Mortgage-Backed Securities GNII SF MA9305 M 549300M8ZYFG0OCMTT87 36179YKS2 2053-11-20 5.500000 0.00 6756465.00 4848920.00 Agency Mortgage-Backed Securities GNII SF MA9241 M 549300M8ZYFG0OCMTT87 36179YHS6 2053-10-20 5.500000 0.00 3416088.00 2360741.00 Agency Mortgage-Backed Securities GNII SF MA9173 M 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6639000.00 2883421.00 Agency Mortgage-Backed Securities GNII SF MA7473 M 549300M8ZYFG0OCMTT87 36179WJS8 2051-07-20 3.000000 0.00 71054.00 35707.00 Agency Mortgage-Backed Securities GNII SF MA7418 M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 24510624.00 12723646.00 Agency Mortgage-Backed Securities GNII SF MA7371 M 549300M8ZYFG0OCMTT87 36179WFL7 2051-05-20 4.500000 0.00 52530.00 16722.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYBV3 2056-03-01 5.500000 0.00 1399.00 1428.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYBT8 2056-03-01 5.000000 0.00 4282.00 4244.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYB43 2056-03-01 6.000000 0.00 2438.00 2542.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6D91 2056-06-01 5.000000 0.00 64205.00 63367.00 Agency 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3140U45P0 2056-02-01 6.000000 0.00 4685801.00 4836840.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3X48 2056-01-01 6.000000 0.00 1234973.00 1279513.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3TN1 2056-01-01 5.000000 0.00 1249460.00 1147267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3QL8 2056-04-01 5.500000 0.00 2986700.00 3062530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3P62 2056-04-01 5.500000 0.00 10796099.00 10881895.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3KL4 2041-01-01 4.000000 0.00 600272.00 567280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3KE0 2056-01-01 6.500000 0.00 1004079.00 1062120.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3J44 2056-01-01 5.500000 0.00 1621899.00 1607059.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3EA5 2055-12-01 5.000000 0.00 1394597.00 1381381.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U2CV3 2056-01-01 4.000000 0.00 100445.00 93708.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U2CS0 2056-01-01 3.500000 0.00 336890.00 305394.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U1PK5 2041-01-01 4.500000 0.00 1021690.00 997687.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U1P66 2056-01-01 5.500000 0.00 2156590.00 1949169.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U15S0 2056-01-01 6.500000 0.00 1212250.00 1274802.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U14S1 2056-01-01 5.000000 0.00 1519961.00 1427802.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0ZP5 2056-01-01 6.000000 0.00 10084331.00 10041423.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0VS3 2055-12-01 5.500000 0.00 3852718.00 3492401.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U06T9 2055-12-01 5.500000 0.00 1066025.00 1076472.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVV50 2054-12-01 4.500000 0.00 64000.00 56484.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVHL1 2054-09-01 7.500000 0.00 3236842.00 1348023.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVG73 2054-09-01 6.000000 0.00 255000.00 215923.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVA38 2054-08-01 6.500000 0.00 30617961.00 23431994.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2J2 2055-01-01 5.000000 0.00 5769000.00 5241501.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU3R5 2054-07-01 7.500000 0.00 11860543.00 6657629.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTEX3 2053-10-01 6.500000 0.00 57479.00 33505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2Z1 2054-02-01 5.500000 0.00 1500000.00 1092318.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSZW4 2053-09-01 6.000000 0.00 16133498.00 13488648.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSPE5 2053-07-01 4.500000 0.00 3850000.00 3162431.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAD3 2053-05-01 4.500000 0.00 6381886.00 5242679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS5C1 2053-09-01 6.500000 0.00 1463249.00 888862.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.500000 0.00 367000.00 277975.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRXX6 2053-04-01 6.000000 0.00 3287036.00 2137197.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRQM8 2053-03-01 6.000000 0.00 9900000.00 6426475.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRCL5 2053-01-01 6.000000 0.00 490000.00 367812.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQHC2 2037-09-01 2.500000 0.00 38299.00 25490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQEM3 2052-09-01 6.000000 0.00 555000.00 349535.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPZB6 2052-08-01 4.500000 0.00 159000.00 110391.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPYZ4 2052-08-01 3.500000 0.00 2380000.00 1704734.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.500000 0.00 184000.00 135828.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPR74 2052-07-01 3.000000 0.00 52000.00 36710.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKR7 2052-06-01 3.500000 0.00 30072.00 22563.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKK2 2052-06-01 3.500000 0.00 24000.00 17000.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPGD3 2052-06-01 3.500000 0.00 100006429.00 68453516.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP2P1 2052-08-01 4.000000 0.00 22012608.00 17186393.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWG3 2052-04-01 2.000000 0.00 47000.00 31781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNUG5 2052-04-01 3.500000 0.00 21600.00 13543.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNQX3 2052-03-01 3.000000 0.00 3000.00 1989.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNGW6 2052-02-01 3.500000 0.00 7575000.00 4528280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN7H9 2052-05-01 3.500000 0.00 47004000.00 32729572.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMVA9 2051-12-01 2.500000 0.00 154000.00 99000.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMUY8 2051-12-01 2.500000 0.00 2100000.00 1305001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRD8 2051-12-01 2.000000 0.00 550000.00 343617.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMMU5 2051-11-01 3.000000 0.00 325000.00 188965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMG24 2036-10-01 1.500000 0.00 1657766.00 897330.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM6S8 2052-01-01 3.500000 0.00 1300000.00 752688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4Z4 2052-01-01 2.500000 0.00 6000.00 4015.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM3S1 2052-01-01 2.000000 0.00 12571.00 7595.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKY93 2051-06-01 3.000000 0.00 840000.00 475016.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKWC8 2036-05-01 2.500000 0.00 118000000.00 60110038.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKF45 2051-04-01 3.000000 0.00 813000.00 354534.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QK5U8 2051-06-01 3.000000 0.00 6900358.00 4611664.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QK3U0 2051-06-01 1.500000 0.00 160645.00 88543.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGHM2 2035-12-01 2.500000 0.00 5000000.00 2335855.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGA49 2050-12-01 2.500000 0.00 610000.00 281719.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG3D7 2051-02-01 2.500000 0.00 480000.00 265542.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG2D8 2051-02-01 3.000000 0.00 270000.00 173318.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFSY6 2050-11-01 2.500000 0.00 185000.00 83315.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEW81 2050-09-01 2.500000 0.00 455000.00 221105.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QETF9 2035-08-01 3.000000 0.00 200240.00 71078.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QELA8 2035-08-01 2.500000 0.00 55000.00 21192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDXX7 2050-06-01 3.500000 0.00 750000.00 250721.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDKB9 2050-05-01 3.000000 0.00 4950000.00 2054351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCY34 2050-02-01 3.000000 0.00 18880750.00 8903505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBZZ4 2049-10-01 4.000000 0.00 45500000.00 16453593.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBPH5 2049-08-01 3.500000 0.00 653176.00 231868.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBMR6 2049-08-01 3.500000 0.00 67480827.00 18794384.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QASP6 2049-03-01 4.500000 0.00 72000.00 6509.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8VY8 2043-04-01 3.500000 0.00 6000.00 886.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8GJ8 2033-02-01 3.500000 0.00 39039591.00 6249944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DX0 2048-01-01 4.500000 0.00 12186060.00 3245211.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8AM7 2047-12-01 4.000000 0.00 99084452.00 20276381.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7RS8 2047-10-01 4.500000 0.00 70777.00 16976.00 Agency Mortgage-Backed Securities Fannie Mae N/A 3140NSLW2 2053-08-01 5.500000 0.00 50533.00 38276.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NM6J1 2053-07-01 6.000000 0.00 200000.00 108369.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLGS2 2053-08-01 5.500000 0.00 794102.00 442026.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHQT8 2054-02-01 6.000000 0.00 31000000.00 21567136.00 Agency Mortgage-Backed Securities Fannie Mae N/A 3140NBRB9 2053-03-01 5.500000 0.00 2060726.00 1376377.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N83T3 2038-07-01 3.000000 0.00 277856.00 163239.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N73G3 2055-10-01 6.000000 0.00 1002573.00 1036180.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3AL3 2052-10-01 4.500000 0.00 38910897.00 26114551.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2VR9 2038-06-01 3.000000 0.00 1081596.00 761740.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSM0 2035-12-01 5.000000 0.00 3134774.00 2780781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSC2 2040-12-01 4.000000 0.00 807199.00 743263.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRW9 2055-11-01 7.500000 0.00 1157049.00 1003250.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRM1 2045-11-01 5.500000 0.00 13611105.00 12438744.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRF6 2040-11-01 4.500000 0.00 6324824.00 5794394.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FR74 2055-12-01 5.000000 0.00 728999.00 698481.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQW0 2035-10-01 5.000000 0.00 2372133.00 1751855.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5.000000 0.00 2237564.00 2129289.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNB9 2040-07-01 3.500000 0.00 3378647.00 2941161.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMX2 2040-07-01 6.000000 0.00 570825.00 393354.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMW4 2040-07-01 5.500000 0.00 117197345.00 87234960.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLP0 2055-06-01 4.500000 0.00 550000.00 501581.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLC9 2040-04-01 3.500000 0.00 2403748.00 2141757.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FL47 2040-06-01 5.500000 0.00 4300023.00 3318091.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKP1 2055-05-01 6.000000 0.00 1547707.00 1061316.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKK2 2055-05-01 4.000000 0.00 55107832.00 48816965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKH9 2045-04-01 6.500000 0.00 691186.00 569326.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FK55 2035-05-01 4.500000 0.00 5078890.00 3696559.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FK48 2040-04-01 6.500000 0.00 3714551.00 2193653.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJ24 2045-04-01 6.000000 0.00 168350.00 107292.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHZ3 2055-03-01 6.000000 0.00 7534467.00 4908377.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHT7 2040-01-01 4.000000 0.00 326305.00 271862.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N26Y2 2052-10-01 4.500000 0.00 1802229.00 1330940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N26N6 2052-09-01 6.000000 0.00 2195598.00 1090127.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MW3F1 2053-06-01 5.500000 0.00 1012659.00 780731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUA83 2056-04-01 4.500000 0.00 1013692.00 980886.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSNL5 2052-10-01 4.000000 0.00 5375000.00 4014857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSKE4 2052-09-01 4.500000 0.00 845615.00 614858.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRBB2 2052-07-01 4.500000 0.00 4000.00 2356.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MPA50 2037-04-01 1.500000 0.00 1247215.00 791096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5TP3 2053-11-01 6.000000 0.00 1681709.00 779322.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A4WG2 2053-12-01 6.500000 0.00 4649528.00 1662520.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1KB2 2053-11-01 6.500000 0.00 815585.00 344392.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408XF62 2035-11-01 5.000000 0.00 377633.00 11483.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408JHN4 2036-02-01 6.000000 0.00 5500000.00 19738.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408DZK3 2036-01-01 5.000000 0.00 194997.00 1214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YN54 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4.500000 0.00 1308953.00 47488.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELS87 2041-06-01 6.000000 0.00 900000.00 64397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKLE3 2043-01-01 3.500000 0.00 120000.00 14800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKL45 2042-12-01 3.000000 0.00 486293.00 68680.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 2955000000.00 2955000000.00 0.0110 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.769999% TPR05C51F ES7IP3U3RHIGC71XBU11 0001000275 TPR05C51F7791566RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 13017900.00 13302098.00 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 1197200.00 1172425.00 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 25317600.00 25370646.00 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 20679600.00 20488249.00 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 2916300.00 2951819.00 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 262589700.00 270619307.00 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 11375100.00 11426398.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 28783100.00 28154522.00 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 92337900.00 94931023.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 139902500.00 142087081.00 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 25159900.00 23993243.00 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 13824200.00 12002396.00 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 136000.00 139113.00 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 24979300.00 25244901.00 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 118734000.00 119515223.00 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 22330000.00 22215476.00 U.S. Treasuries (including strips) 4NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 237400.00 237556.00 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 2655000.00 2518659.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 34144500.00 24310676.00 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 92159600.00 63353435.00 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 76426800.00 37393669.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 60700.00 46607.00 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 1785300.00 1757107.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 14815500.00 14737867.00 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 53759800.00 51830514.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0377 989999604.00 989999604.00 0.0037 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.769999% TPR05C572 ES7IP3U3RHIGC71XBU11 0001000275 TPR05C572779156ROY U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 2 3/8 TRIB 27 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 25000000.00 41598766.00 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 16616300.00 18808012.00 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 25000.00 24844.00 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 131694000.00 123923179.00 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 1000.00 998.00 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 22100.00 21340.00 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 4002100.00 3708445.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 175000600.00 167080713.00 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 81745800.00 81173020.00 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 9100.00 8484.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 10105100.00 10007416.00 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 4952400.00 4993887.00 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 65817000.00 66622411.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 422177500.00 431065920.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 27468000.00 27592531.00 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.761617 0.00 13502900.00 13547573.00 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 5607100.00 5707648.00 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.868617 0.00 13863000.00 13914856.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0377 989999604.00 989999604.00 0.0037 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.710002% TPR100E69 N.A. TPR100E697791565RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 91380600.00 90740310.00 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 7999400.00 7937858.00 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 315387700.00 319717684.00 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 17504500.00 17774560.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 121491300.00 124049148.00 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 6957200.00 7111588.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 241030600.00 244389351.00 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 18007700.00 18500654.00 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 39091800.00 39485467.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 6705200.00 6771445.00 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 193.00 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 26708700.00 26720259.00 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 48964800.00 42515285.00 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 57902600.00 56183299.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 5969900.00 5862902.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0371 987996640.80 987996640.80 0.0037 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.650000% TPR100F62 N.A. TPR100F627791563RO 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 3140X4LY0 2049-07-01 5.000000 0.00 1000.00 197.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4KN5 2049-07-01 3.500000 0.00 1000.00 305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4G42 2042-06-01 5.000000 0.00 1000.00 258.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4EH5 2034-05-01 4.000000 0.00 5960000.00 752056.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4EA0 2049-06-01 3.500000 0.00 1000.00 75.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X44W3 2039-10-01 6.500000 0.00 6412090.00 1964398.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X44V5 2038-10-01 6.500000 0.00 3697000.00 1167305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6AD4 2053-07-01 2.500000 0.00 1024.00 856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5YA6 2052-07-01 3.000000 0.00 1011.00 881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5XS8 2052-08-01 3.500000 0.00 1024.00 928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5VE1 2055-11-01 6.000000 0.00 1023.00 995.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5VD3 2054-10-01 6.000000 0.00 1024.00 971.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5VB7 2052-06-01 3.000000 0.00 1024.00 889.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5UB8 2052-07-01 4.000000 0.00 2016.00 1871.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5UA0 2053-05-01 4.000000 0.00 1024.00 939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5TW4 2050-01-01 4.000000 0.00 1024.00 954.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5T38 2055-04-01 5.500000 0.00 1024.00 997.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5T20 2055-01-01 5.500000 0.00 2064.00 2020.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5PZ1 2056-03-01 5.500000 0.00 3072.00 3099.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5M92 2055-11-01 6.000000 0.00 1024.00 1032.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5KC7 2052-05-01 3.500000 0.00 1000.00 907.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5HV9 2055-02-01 6.000000 0.00 1040.00 964.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5HT4 2055-02-01 5.000000 0.00 1000.00 969.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5HS6 2056-01-01 5.000000 0.00 1024.00 978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5HJ6 2037-08-01 2.500000 0.00 1008.00 912.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5HG2 2056-01-01 6.000000 0.00 13823833.00 14441789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5H98 2054-05-01 5.500000 0.00 1024.00 985.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5H80 2056-02-01 5.500000 0.00 1024.00 957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5GA6 2052-09-01 3.500000 0.00 485509.00 435522.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5AF1 2056-02-01 6.000000 0.00 1024.00 946.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4XX0 2056-01-01 5.500000 0.00 1024.00 993.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4X51 2055-10-01 6.000000 0.00 1024.00 991.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4TV9 2038-03-01 2.000000 0.00 1008.00 868.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4SX6 2051-04-01 3.500000 0.00 1008.00 893.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4SB4 2053-04-01 3.500000 0.00 1008.00 902.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4S32 2054-11-01 5.500000 0.00 1000.00 953.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4DB0 2052-06-01 2.500000 0.00 1024.00 852.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4BM8 2055-11-01 5.500000 0.00 1024.00 989.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W44Y0 2056-02-01 5.000000 0.00 14316823.00 14006065.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W44U8 2056-01-01 5.500000 0.00 1008.00 984.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3YW3 2048-03-01 4.000000 0.00 1000.00 915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3WP0 2053-11-01 5.500000 0.00 13942510.00 13016881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3R68 2055-01-01 5.500000 0.00 1024.00 997.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3QQ5 2055-10-01 5.000000 0.00 2048.00 1922.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3D89 2055-07-01 5.000000 0.00 1000.00 968.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2YS4 2055-08-01 5.500000 0.00 3957496.00 3721637.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2MK4 2055-06-01 6.000000 0.00 1024.00 922.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-07-23 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0365 1481998962.60 1481998962.60 0.0055 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.740000% TPR100F68 MBNUM2BPBDO7JBLYG310 0000315030 TPR100F68779156HCG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 2030100.00 2047734.00 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 100.00 101.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 569934900.00 690734102.00 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 4300.00 4265.00 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 11063800.00 11013709.00 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-24 2026-06-24 2026-06-24 N N N 0.0374 689946387.00 689946387.00 0.0026 N N N Y ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.679999% TPR100FF5 N.A. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0368 1479999408.00 1479999408.00 0.0055 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.600000% TPR101284 N.A. 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0.00 2351.00 1368.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.500000 0.00 219965.00 157419.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.500000 0.00 1070867.00 765533.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES84 2038-06-01 4.500000 0.00 53000.00 31181.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 5956708.00 4147408.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 14132856.00 9620163.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.500000 0.00 1000.00 756.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 100.00 71.00 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 114030800.00 83540515.00 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 256583600.00 178374082.00 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 63.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 89460200.00 89058478.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 101939200.00 103081599.00 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 138388400.00 137702766.00 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 122808200.00 122559473.00 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 200.00 201.00 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 144456600.00 145309677.00 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 189266400.00 190498395.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 800.00 804.00 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 59449600.00 59947614.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 1269862459.00 1269862459.00 0.0047 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR1026AB MBNUM2BPBDO7JBLYG310 0000315030 TPR1026AB7791565CG 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 3622ACJY7 2053-03-20 5.500000 0.00 269084.00 200607.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ACEG1 2053-02-20 5.500000 0.00 400000.00 275310.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AC3R9 2053-04-20 4.500000 0.00 5207640.00 3904307.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AC3L2 2052-10-15 4.500000 0.00 1000.00 738.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BSZV7 2053-05-20 7.500000 0.00 1644274.00 1190448.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BPWK0 2053-04-20 7.500000 0.00 1002561.00 1053927.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BNS46 2053-05-20 5.000000 0.00 1160318.00 875361.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BN3V3 2053-05-20 5.500000 0.00 2610346.00 2330311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BDE43 2053-04-20 5.000000 0.00 14439927.00 12283918.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B6TU4 2053-03-20 7.500000 0.00 597240.00 628952.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B6TQ3 2053-03-20 7.500000 0.00 801613.00 850758.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B6R93 2053-02-20 7.500000 0.00 957581.00 226354.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B4B46 2053-04-20 6.500000 0.00 4015268.00 718971.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B3EM5 2053-03-20 5.500000 0.00 2020788.00 1703462.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B1WP2 2053-05-20 4.500000 0.00 5072380.00 3699109.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B1VZ1 2053-04-20 4.500000 0.00 3583098.00 2595837.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B1JE2 2053-02-20 5.000000 0.00 9939428.00 7829141.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618B0VK6 2053-02-20 4.500000 0.00 8023220.00 6163375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AQX44 2053-02-20 7.250000 0.00 1462062.00 1172745.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AQGT8 2053-01-20 5.500000 0.00 85000.00 64929.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AQ2F3 2052-12-20 7.500000 0.00 1365764.00 894870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AHLE5 2052-12-20 5.500000 0.00 113000.00 59595.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618AGYA1 2053-03-20 5.500000 0.00 3900039.00 2742800.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618ACR34 2053-04-20 4.500000 0.00 1981604.00 1442110.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618A95E1 2052-10-20 5.000000 0.00 1167322.00 655722.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618A83E5 2052-11-20 5.000000 0.00 1754860.00 1477676.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618A3W20 2052-10-20 5.000000 0.00 1068785.00 741633.00 Agency Mortgage-Backed Securities GNII SF CN5437 C 549300M8ZYFG0OCMTT87 3617F5BE9 2052-10-20 4.000000 0.00 1998120.00 1501355.00 Agency Mortgage-Backed Securities GNII SF MA9102 M 549300M8ZYFG0OCMTT87 36179YDF8 2053-08-20 3.500000 0.00 28441602.00 18590839.00 Agency Mortgage-Backed Securities GNII SF MA9012 M 549300M8ZYFG0OCMTT87 36179YAM6 2053-07-20 3.000000 0.00 8309650.00 5412248.00 Agency Mortgage-Backed Securities GNII SF MA8796 M 549300M8ZYFG0OCMTT87 36179XXZ4 2053-04-20 3.000000 0.00 1200000.00 757263.00 Agency Mortgage-Backed Securities GNII SF MA8800 M 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5.000000 0.00 2889000.00 2121613.00 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GNII SF MA8723 M 549300M8ZYFG0OCMTT87 36179XVQ6 2053-03-20 4.000000 0.00 78287863.00 56426407.00 Agency Mortgage-Backed Securities GNII SF MA8721 M 549300M8ZYFG0OCMTT87 36179XVN3 2053-03-20 3.000000 0.00 13787150.00 8748520.00 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 9250000.00 5607392.00 Agency Mortgage-Backed Securities GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 50505000.00 35723313.00 Agency Mortgage-Backed Securities GNII SF MA8646 M 549300M8ZYFG0OCMTT87 36179XTB2 2053-02-20 4.500000 0.00 2570000.00 1898771.00 Agency Mortgage-Backed Securities GNII SF MA8645 M 549300M8ZYFG0OCMTT87 36179XTA4 2053-02-20 4.000000 0.00 1200000.00 884473.00 Agency Mortgage-Backed Securities GNII SF MA8644 M 549300M8ZYFG0OCMTT87 36179XS98 2053-02-20 3.500000 0.00 6837415.00 4665008.00 Agency Mortgage-Backed Securities GNII SF MA8643 M 549300M8ZYFG0OCMTT87 36179XS80 2053-02-20 3.000000 0.00 41513097.00 26531335.00 Agency Mortgage-Backed Securities GNII SF MA8572 M 549300M8ZYFG0OCMTT87 36179XQZ2 2053-01-20 6.500000 0.00 231500000.00 76735721.00 Agency Mortgage-Backed Securities GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 132594384.00 60824096.00 Agency Mortgage-Backed Securities GNII SF MA8570 M 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.500000 0.00 127313867.00 75755518.00 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 80800000.00 56492146.00 Agency Mortgage-Backed Securities GNII SF MA8567 M 549300M8ZYFG0OCMTT87 36179XQU3 2053-01-20 4.000000 0.00 5474525.00 3976445.00 Agency Mortgage-Backed Securities GNII SF MA8493 M 549300M8ZYFG0OCMTT87 36179XNJ1 2052-12-20 6.500000 0.00 127399999.00 39713772.00 Agency Mortgage-Backed Securities GNII SF MA8492 M 549300M8ZYFG0OCMTT87 36179XNH5 2052-12-20 6.000000 0.00 108333258.00 49046855.00 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 65742208.00 39921085.00 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 100000.00 71349.00 Agency Mortgage-Backed Securities GNII SF MA8489 M 549300M8ZYFG0OCMTT87 36179XNE2 2052-12-20 4.500000 0.00 4802999.00 3554739.00 Agency Mortgage-Backed Securities GNII SF MA8488 M 549300M8ZYFG0OCMTT87 36179XND4 2052-12-20 4.000000 0.00 30509843.00 22718460.00 Agency Mortgage-Backed Securities GNII SF MA8486 M 549300M8ZYFG0OCMTT87 36179XNB8 2052-12-20 3.000000 0.00 1404986.00 863463.00 Agency Mortgage-Backed Securities GNII SF MA8432 M 549300M8ZYFG0OCMTT87 36179XLM6 2052-11-20 7.000000 0.00 201002.00 57043.00 Agency Mortgage-Backed Securities GNII SF MA8431 M 549300M8ZYFG0OCMTT87 36179XLL8 2052-11-20 6.500000 0.00 460000.00 154838.00 Agency Mortgage-Backed Securities GNII SF MA8430 M 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6.000000 0.00 1886727.00 876683.00 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 36179XLJ3 2052-11-20 5.500000 0.00 46236241.00 29483357.00 Agency Mortgage-Backed Securities GNII SF MA8428 M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 65336206.00 46778863.00 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 11085789.00 8014919.00 Agency Mortgage-Backed Securities GNII SF MA8426 M 549300M8ZYFG0OCMTT87 36179XLF1 2052-11-20 4.000000 0.00 58847226.00 42248978.00 Agency Mortgage-Backed Securities GNII SF MA8425 M 549300M8ZYFG0OCMTT87 36179XLE4 2052-11-20 3.500000 0.00 5155002.00 3640366.00 Agency Mortgage-Backed Securities GNII SF MA8424 M 549300M8ZYFG0OCMTT87 36179XLD6 2052-11-20 3.000000 0.00 2017118.00 1308394.00 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 1763709.00 1228649.00 Agency Mortgage-Backed Securities GNII SF MA8347 M 549300M8ZYFG0OCMTT87 36179XHY5 2052-10-20 4.500000 0.00 89948280.00 64867446.00 Agency Mortgage-Backed Securities GNII SF MA8346 M 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4.000000 0.00 99648563.00 70495297.00 Agency Mortgage-Backed Securities GNII SF MA8344 M 549300M8ZYFG0OCMTT87 36179XHV1 2052-10-20 3.000000 0.00 42848.00 27103.00 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 2212629.00 1382261.00 Agency Mortgage-Backed Securities GNII SF MA8943 M 549300M8ZYFG0OCMTT87 36179X5C6 2053-06-20 3.000000 0.00 11124214.00 7018574.00 Agency Mortgage-Backed Securities GNII SF MA8879 M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 39646206.00 26664213.00 Agency Mortgage-Backed Securities GNII SF MA8878 M 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5.000000 0.00 6919650.00 5257442.00 Agency Mortgage-Backed Securities GNII SF MA8877 M 549300M8ZYFG0OCMTT87 36179X2J4 2053-05-20 4.500000 0.00 39052292.00 30590866.00 Agency Mortgage-Backed Securities GNII SF MA8876 M 549300M8ZYFG0OCMTT87 36179X2H8 2053-05-20 4.000000 0.00 1500000.00 1124670.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-08 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 999571900.00 999571900.00 0.0037 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR103564 1VUV7VQFKUOQSJ21A208 0001330437 TPR103564779156CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 120209200.00 120710062.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.822617 0.00 43831200.00 44009924.00 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 200.00 201.00 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 21293700.00 21537980.00 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 99993900.00 101880194.00 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 235727600.00 236338038.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 76984200.00 79106392.00 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 200.00 198.00 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 176268800.00 177777818.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 230446800.00 233029342.00 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 71774400.00 72389980.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 130407200.00 132443511.00 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 248156000.00 248075122.00 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 254003600.00 278788491.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 400.00 404.00 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 258919600.00 257591677.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 86110900.00 94084626.00 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 246082800.00 243746497.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 900.00 888.00 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 311499600.00 288367003.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 13798000.00 12587872.00 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 335067600.00 286769823.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 300.00 193.00 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 374912400.00 194271435.00 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 5346400.00 3118441.00 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100609200.00 86376140.00 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 400.00 397.00 U.S. Treasuries (including strips) BILL 07/30/26 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 261651200.00 260097254.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 1700000000.00 1700000000.00 0.0063 N N Y N BOFA SECURITIES, INC. 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3132CXTY8 2037-02-01 1.500000 0.00 1024.00 801.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CX6K3 2037-03-01 2.000000 0.00 2041.00 1766.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5JW6 2048-07-01 3.500000 0.00 2061.00 141.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5HF5 2047-08-01 3.500000 0.00 18002153.00 1823251.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329P5Y5 2049-01-01 4.500000 0.00 11405315.00 2066176.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y6QD4 2042-09-01 4.000000 0.00 1025.00 143.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1H30 2051-02-01 4.000000 0.00 6199000.00 5235987.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1GV9 2043-01-01 5.500000 0.00 2000.00 1573.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1FM0 2040-03-01 5.500000 0.00 1000.00 741.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTYD5 2053-11-01 6.500000 0.00 1000.00 413.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTWZ8 2054-01-01 6.000000 0.00 2048.00 1524.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTW47 2054-01-01 6.500000 0.00 1000.00 648.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPD5 2053-12-01 6.000000 0.00 1000.00 754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTKQ1 2053-11-01 6.000000 0.00 1000.00 729.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNP2 2053-07-01 5.500000 0.00 13325827.00 9817003.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSLQ2 2053-06-01 5.500000 0.00 25598848.00 21153766.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSJE2 2053-06-01 5.500000 0.00 1024.00 801.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSD32 2053-05-01 6.500000 0.00 1000.00 568.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRUV3 2053-03-01 4.500000 0.00 1670000.00 1391416.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRR39 2053-03-01 5.500000 0.00 1000.00 706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRA78 2052-09-01 4.500000 0.00 1000.00 663.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR3N1 2053-05-01 6.000000 0.00 1024.00 786.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6.000000 0.00 1000.00 716.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQQJ7 2052-10-01 5.500000 0.00 1000.00 695.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQPB5 2052-10-01 5.500000 0.00 1000.00 656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQP74 2052-10-01 4.500000 0.00 1000.00 749.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQN84 2052-10-01 5.500000 0.00 1000.00 796.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQD93 2052-09-01 5.000000 0.00 1008.00 654.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPX51 2052-08-01 4.500000 0.00 1000.00 714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSP3 2052-07-01 4.000000 0.00 1000.00 758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPRV1 2052-07-01 4.500000 0.00 16747000.00 12018706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKM8 2052-06-01 3.500000 0.00 2000.00 1401.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPJV0 2047-06-01 3.500000 0.00 1000.00 694.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAS6 2052-05-01 4.000000 0.00 1000.00 706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNTR3 2052-04-01 3.500000 0.00 19549276.00 13511996.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNTM4 2052-04-01 3.500000 0.00 1000.00 649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNKN1 2051-12-01 2.000000 0.00 20000.00 12827.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCW0 2052-01-01 2.000000 0.00 1000.00 617.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMER1 2051-07-01 3.000000 0.00 1000.00 473.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMAC8 2051-10-01 2.000000 0.00 1000.00 587.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4Z4 2052-01-01 2.500000 0.00 1000.00 669.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLN44 2051-08-01 2.000000 0.00 363689.00 219216.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2.000000 0.00 41895684.00 24405996.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRU4 2051-05-01 2.000000 0.00 1000.00 564.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKQG6 2051-05-01 2.500000 0.00 1000.00 574.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGY43 2051-02-01 3.000000 0.00 1152.00 630.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG2A4 2051-02-01 3.000000 0.00 1000.00 536.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFAA7 2050-10-01 2.000000 0.00 52209431.00 24808735.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5F2 2050-12-01 2.500000 0.00 733999.00 342343.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QESA1 2050-08-01 2.500000 0.00 1024.00 411.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEP22 2050-08-01 3.000000 0.00 1000.00 311.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEJY9 2050-08-01 2.500000 0.00 1000.00 399.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEJT0 2050-08-01 2.500000 0.00 1280.00 541.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEJS2 2050-08-01 2.500000 0.00 1024.00 397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEJR4 2050-08-01 2.500000 0.00 2000.00 715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEDP4 2050-07-01 2.500000 0.00 1000.00 569.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QECT7 2050-07-01 4.500000 0.00 24695672.00 5667030.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDLW2 2050-05-01 3.500000 0.00 15000.00 5199.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDDU5 2050-04-01 2.500000 0.00 1120.00 419.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDCA0 2035-03-01 3.000000 0.00 1000.00 276.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC2Z8 2035-02-01 3.500000 0.00 1000.00 199.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBHE1 2049-07-01 4.000000 0.00 1000.00 189.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBGA0 2049-07-01 3.500000 0.00 1000.00 193.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAXQ8 2049-04-01 3.500000 0.00 1024.00 83.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAQQ6 2034-02-01 4.500000 0.00 1000.00 96.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAGF1 2034-01-01 4.500000 0.00 1000.00 180.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 2048-07-01 4.500000 0.00 1301.00 212.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9C68 2048-06-01 4.000000 0.00 1025.00 94.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q94L4 2048-11-01 4.000000 0.00 1000.00 243.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8WF8 2048-04-01 4.000000 0.00 1000.00 165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8Q81 2048-03-01 4.000000 0.00 1120.00 152.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7XW2 2047-11-01 3.500000 0.00 1023.00 103.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7KZ9 2047-09-01 3.500000 0.00 1024.00 195.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7D38 2047-08-01 4.000000 0.00 1120.00 236.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7CR6 2047-07-01 4.000000 0.00 151999.00 40083.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKNS5 2041-07-01 6.000000 0.00 698000.00 435652.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKN63 2053-03-01 5.500000 0.00 2024.00 1523.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKM31 2052-11-01 4.500000 0.00 24662.00 18295.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKKZ2 2052-11-01 5.500000 0.00 1000.00 621.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ92 2053-02-01 6.000000 0.00 1000.00 536.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 3000.00 1819.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKGX2 2052-11-01 4.500000 0.00 1000.00 667.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKGU8 2053-01-01 4.500000 0.00 2000.00 1405.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKG20 2052-12-01 3.500000 0.00 2000.00 1440.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKCL2 2052-02-01 3.000000 0.00 1000.00 661.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKCK4 2053-01-01 6.000000 0.00 3982.00 2649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKAE0 2043-08-01 5.500000 0.00 7716000.00 4322073.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSL28 2053-08-01 6.000000 0.00 6155280.00 4168159.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPN55 2053-08-01 6.500000 0.00 2000.00 1460.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJDT8 2053-05-01 5.000000 0.00 1000.00 947.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGN22 2053-07-01 6.000000 0.00 1000.00 996.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGDX5 2053-05-01 5.000000 0.00 1000.00 704.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NG5K2 2053-05-01 5.500000 0.00 1000.00 469.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEKY0 2053-03-01 5.500000 0.00 1000.00 825.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDMK0 2053-04-01 5.500000 0.00 1000.00 965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ND4G9 2053-05-01 6.000000 0.00 1000.00 755.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCWY1 2053-03-01 6.000000 0.00 1008.00 597.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCT25 2053-03-01 5.000000 0.00 1000.00 751.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B74W0 2055-10-01 6.000000 0.00 340295.00 349758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4YB0 2055-03-01 5.500000 0.00 1000.00 966.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2X33 2055-02-01 5.000000 0.00 1000.00 977.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2UY8 2055-02-01 6.000000 0.00 2145270.00 968222.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B23X0 2040-02-01 6.000000 0.00 1000.00 824.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUE90 2054-11-01 6.000000 0.00 1000.00 714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATJF4 2054-11-01 5.500000 0.00 1000.00 810.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQS94 2054-09-01 5.500000 0.00 1024.00 691.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJPX0 2054-07-01 6.500000 0.00 1263070.00 936575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADWQ0 2054-07-01 6.500000 0.00 1000.00 659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABZR9 2054-05-01 5.500000 0.00 1000.00 802.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9J50 2054-03-01 5.500000 0.00 1008.00 762.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7EP5 2054-02-01 5.500000 0.00 1000.00 985.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BLAS1 2055-08-01 6.000000 0.00 10594304.00 9576961.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKDM3 2055-09-01 6.000000 0.00 1000.00 908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BCVH2 2055-06-01 6.000000 0.00 1002.00 874.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9ZF9 2055-08-01 6.500000 0.00 7006912.00 7021274.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8HN4 2055-04-01 6.500000 0.00 1000.00 767.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCPL7 2053-07-01 5.500000 0.00 1000.00 980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBLK5 2053-02-01 5.500000 0.00 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10470.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSXM4 2037-01-01 1.500000 0.00 1000.00 566.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSVA2 2051-12-01 2.000000 0.00 802011.00 494252.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KNPW2 2050-10-01 2.500000 0.00 1000.00 419.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KGX32 2050-07-01 3.000000 0.00 1000.00 359.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KGAF0 2050-08-01 2.000000 0.00 3451440.00 1496945.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K9EE5 2050-04-01 3.000000 0.00 1000.00 269.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K3AY8 2050-01-01 4.000000 0.00 136000.00 24420.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.500000 0.00 1000.00 134.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCWA8 2060-12-01 3.000000 0.00 1000.00 823.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK5N6 2053-04-01 6.500000 0.00 1000.00 675.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK5H9 2052-06-01 4.000000 0.00 1000.00 739.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK2T6 2050-08-01 4.000000 0.00 2000.00 1382.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK2G4 2050-04-01 4.500000 0.00 1000.00 706.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-07-30 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0359 1974457862.50 1974457862.50 0.0073 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.560000% TPR103E85 MBNUM2BPBDO7JBLYG310 0000315030 TPR103E857791561CG 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 3140UFAT1 2056-05-01 5.500000 0.00 2036666.00 2063044.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UFAQ7 2056-05-01 5.500000 0.00 3047752.00 3084538.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UFA87 2056-04-01 6.000000 0.00 1248075.00 1288754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UFA53 2056-05-01 6.000000 0.00 1201187.00 1251963.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UECP0 2056-05-01 4.500000 0.00 4914509.00 4729748.00 Agency Mortgage-Backed Securities FEDERAL 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3618GRX46 2054-03-20 5.500000 0.00 84496.00 60838.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 1000.00 785.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.500000 0.00 9000.00 9111.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AAD5 2054-09-20 4.500000 0.00 4114.00 3664.00 Agency Mortgage-Backed Securities GNII SF CB8590 C 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 1000.00 595.00 Agency Mortgage-Backed Securities GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 1000.00 669.00 Agency Mortgage-Backed Securities GNII SF BZ3902 C 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 1000.00 649.00 Agency Mortgage-Backed Securities GNII SF BZ3455 C 549300M8ZYFG0OCMTT87 3617QXZU4 2050-12-20 5.000000 0.00 1000.00 147.00 Agency 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Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 3265.00 2404.00 Agency Mortgage-Backed Securities GNII SF MA9017 M 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.500000 0.00 1542560.00 1051434.00 Agency Mortgage-Backed Securities GNII SF MA9016 M 549300M8ZYFG0OCMTT87 36179YAR5 2053-07-20 5.000000 0.00 1180000.00 923140.00 Agency Mortgage-Backed Securities GNII SF MA9780 M 549300M8ZYFG0OCMTT87 36179Y2M5 2054-07-20 6.000000 0.00 1000.00 549.00 Agency Mortgage-Backed Securities GNII SF MA9779 M 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 10000.00 7125.00 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 2048.00 1308.00 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 477204.00 304701.00 Agency Mortgage-Backed Securities GNII SF MA8800 M 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5.000000 0.00 2597000.00 1907175.00 Agency 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Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 17489.00 10620.00 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 1000.00 713.00 Agency Mortgage-Backed Securities GNII SF MA8430 M 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6.000000 0.00 4344.00 2018.00 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 362017.00 261735.00 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 1001.00 697.00 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 9010.00 6362.00 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 2048.00 1445.00 Agency Mortgage-Backed Securities GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 10804.00 7468.00 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 229366.00 155318.00 Agency Mortgage-Backed Securities GNII SF MA8879 M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 5202615.00 3499039.00 Agency Mortgage-Backed Securities GNII SF MA8878 M 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5.000000 0.00 4694850.00 3567073.00 Agency Mortgage-Backed Securities GNII SF MA7937 M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3.000000 0.00 503000.00 307681.00 Agency Mortgage-Backed Securities GNII SF MA7936 M 549300M8ZYFG0OCMTT87 36179WY93 2052-03-20 2.500000 0.00 1000.00 599.00 Agency Mortgage-Backed Securities GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 873044.00 517015.00 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 4680362.00 2747501.00 Agency Mortgage-Backed Securities GNII SF MA7705 M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.500000 0.00 1000.00 578.00 Agency Mortgage-Backed Securities GNII SF MA7588 M 549300M8ZYFG0OCMTT87 36179WND6 2051-09-20 2.000000 0.00 2280.00 1250.00 Agency Mortgage-Backed Securities GNII SF MA8100 M 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 2024.00 1371.00 Agency Mortgage-Backed Securities GNII SF MA8096 M 549300M8ZYFG0OCMTT87 36179W7H5 2052-06-20 2.000000 0.00 628640.00 386828.00 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 44756.00 30241.00 Agency Mortgage-Backed Securities GNII SF MA7991 M 549300M8ZYFG0OCMTT87 36179W2Y3 2052-04-20 4.500000 0.00 643000.00 429850.00 Agency Mortgage-Backed Securities GNII SF MA7990 M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 589000.00 388737.00 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 64598200.00 42101454.00 Agency Mortgage-Backed Securities GNII SF MA6994 M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 181847.00 81998.00 Agency Mortgage-Backed Securities GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 1677802.00 396314.00 Agency Mortgage-Backed Securities GNII SF MA6599 M 549300M8ZYFG0OCMTT87 36179VKL3 2050-04-20 3.000000 0.00 2588.00 520.00 Agency Mortgage-Backed Securities GNII SF MA6478 M 549300M8ZYFG0OCMTT87 36179VFT2 2050-02-20 5.000000 0.00 2680483.00 366467.00 Agency Mortgage-Backed Securities GNII SF MA5712 M 549300M8ZYFG0OCMTT87 36179UKZ4 2049-01-20 5.000000 0.00 3241.00 180.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 2003.00 2162.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V3Q40 2056-01-20 7.000000 0.00 47865.00 50042.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V1ML0 2055-12-20 5.500000 0.00 23806.00 24096.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 3028.00 3187.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 11011.00 10923.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5.000000 0.00 7439.00 7366.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 1040.00 1001.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 30450.00 30077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 6000.00 5767.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 3643520.00 3488252.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 3077.00 3031.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5.000000 0.00 917957.00 894141.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 3000.00 2881.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.500000 0.00 3000.00 2671.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1560912.00 1485144.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 2173.00 1836.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 5168.00 4366.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PL7 2055-06-20 6.500000 0.00 527999.00 318744.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.500000 0.00 2357292.00 1961396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 4096.00 3799.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1148.00 924.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 12095.00 9731.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 4352.00 3960.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 7553087.00 5749220.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 7009.00 6301.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 50047.00 36873.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 5669.00 4993.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRBU6 2053-01-01 5.000000 0.00 5993100.00 4806440.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQWP6 2052-11-01 6.500000 0.00 10885488.00 7610381.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQQY4 2052-10-01 5.500000 0.00 5980932.00 4579428.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQKL8 2052-10-01 5.000000 0.00 1000.00 752.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ7H2 2053-01-01 5.500000 0.00 88451098.00 62885125.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPXB8 2052-07-01 5.000000 0.00 50085792.00 33760138.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 1208000.00 828695.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPR41 2052-07-01 3.000000 0.00 22229934.00 14621194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPNC7 2052-06-01 3.500000 0.00 1950673.00 1414568.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.500000 0.00 41000.00 28047.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPCJ4 2047-05-01 3.500000 0.00 50922693.00 33028909.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPBR7 2052-05-01 5.000000 0.00 149348.00 95455.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAS6 2052-05-01 4.000000 0.00 1000.00 706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNQG0 2052-03-01 2.000000 0.00 1022824.00 641884.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNNT5 2052-03-01 2.000000 0.00 1000.00 612.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNHE5 2052-02-01 2.500000 0.00 395802.00 268887.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 24647642.00 15838775.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT53 2051-12-01 2.500000 0.00 1000.00 595.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMCK8 2051-10-01 3.000000 0.00 6255847.00 3655777.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM3X0 2052-01-01 2.000000 0.00 16646553.00 10335461.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLPR1 2051-08-01 2.500000 0.00 13001808.00 7441715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLM60 2051-08-01 2.500000 0.00 12676912.00 7167566.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLBK1 2036-06-01 2.500000 0.00 12290.00 6222.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QL6W1 2051-10-01 2.500000 0.00 12841000.00 7877096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKYF9 2036-06-01 2.000000 0.00 1971568.00 974282.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKXX1 2036-06-01 2.000000 0.00 52803968.00 26551789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHUY9 2053-07-01 6.000000 0.00 929329.00 739575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2.000000 0.00 9353050.00 5006144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGSG3 2051-01-01 3.000000 0.00 7995000.00 3884305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3.000000 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CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR104400 MBNUM2BPBDO7JBLYG310 0000315030 TPR1044007791566CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 212672800.00 216556331.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 294675500.00 302560308.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 405475000.00 413954030.00 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 2016000.00 2135374.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 108488000.00 108904125.00 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 800.00 790.00 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 271036000.00 272585407.00 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 28559200.00 28287255.00 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 494248500.00 498231444.00 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 66794600.00 67566885.00 U.S. Treasuries (including strips) 4NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 22454800.00 22450111.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 41900.00 41867.00 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 98.00 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 3979700.00 3642022.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 174942400.00 213631446.00 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 492181600.00 455548406.00 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 4200.00 4180.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-08-18 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 2554997445.00 2554997445.00 0.0095 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.629999% TPR104404 MBNUM2BPBDO7JBLYG310 0000315030 TPR104404779156DCG 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 CORPORATION S6XOOCT0IEG5ABCC6L87 3134HCWB1 2029-02-20 3.900000 0.00 11081000.00 11092945.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HBXM8 2028-07-07 3.850000 0.00 5000.00 5037.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HBTK7 2028-05-23 3.850000 0.00 2000.00 2007.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HB2Z3 2028-11-03 3.855000 0.00 27966000.00 28071074.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134GV5K0 2040-07-13 2.220000 0.00 16890000.00 12363424.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G0Q22 2026-09-24 1.875000 0.00 4000.00 3988.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G05Q2 2030-08-05 0.875000 0.00 195000.00 171249.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 1000.00 1100.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 8000.00 8496.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 313589D42 2026-08-26 0.00 0.00 467000.00 462792.00 Agency Debentures and Agency Strips TVIN 09/15/65 549300HE1ISW43LNKM54 88059GBJ7 2065-09-15 0.00 0.00 85000.00 9328.00 Agency Debentures and Agency Strips TVIN 03/15/65 549300HE1ISW43LNKM54 88059GBH1 2065-03-15 0.00 0.00 85000.00 9594.00 Agency Debentures and Agency Strips TVIN 09/15/64 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Agency Debentures and Agency Strips TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 100747926.00 94032170.00 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 484343200.00 478778534.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 468038900.00 469365510.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 500747600.00 509946184.00 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 478404400.00 483525162.00 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 488126200.00 495968743.00 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 91192700.00 91766856.00 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 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CITIGROUP GLOBAL MARKETS INC. 3.629999% TPR10470F MBNUM2BPBDO7JBLYG310 0000315030 TPR10470F779156ACG 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 3622ABHN5 2051-10-20 2.500000 0.00 33336708.00 22141011.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABGZ9 2051-11-20 3.000000 0.00 7333594.00 4484538.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABZK1 2051-08-20 2.000000 0.00 498975.00 291022.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABLA8 2051-12-20 2.500000 0.00 496995.00 287145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABKC5 2051-12-20 2.500000 0.00 2000001.00 1184940.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABKA9 2051-12-20 2.500000 0.00 300000.00 175009.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABJF0 2051-11-20 2.500000 0.00 300000.00 167757.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABRP9 2052-02-15 4.000000 0.00 12449870.00 7592332.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABP55 2052-02-20 3.000000 0.00 1089850.00 670056.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABUF7 2051-11-20 3.000000 0.00 300000.00 173050.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABGQ9 2051-10-20 3.500000 0.00 15081064.00 9565633.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABFG2 2051-10-20 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HSBC SECURITIES (USA) INC. 3.629999% TPR104B1C CYYGQCGNHMHPSMRL3R97 0000853784 TPR104B1C7791563HS 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 3140U9M62 2056-04-01 6.500000 0.00 298400.00 314831.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7CR1 2056-03-01 6.000000 0.00 2356704.00 2416577.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U4RJ0 2056-02-01 5.500000 0.00 4022320.00 4089981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U4QX0 2056-03-01 5.500000 0.00 1121020.00 1138336.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVYH1 2039-10-01 5.000000 0.00 49718.00 26961.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2056-04-01 5.000000 0.00 5001832.00 4960490.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1DP4 2056-04-01 5.000000 0.00 2867280.00 2838061.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1DK5 2056-04-01 5.000000 0.00 3884008.00 3839072.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCBE9 2040-11-01 4.000000 0.00 13000.00 12004.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWPT0 2056-01-01 5.000000 0.00 10215440.00 10002356.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWGX1 2055-12-01 5.500000 0.00 5600.00 5505.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GT2P0 2055-02-01 5.500000 0.00 6178.00 5523.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.500000 0.00 8155.00 7508.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSFN3 2054-07-01 6.000000 0.00 12131.00 8736.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRMY3 2054-04-01 6.000000 0.00 99925.00 70871.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRF39 2054-03-01 6.500000 0.00 20862368.00 17083432.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRE55 2054-03-01 5.000000 0.00 14204.00 10413.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRDF4 2054-03-01 5.500000 0.00 95000.00 69728.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GR6W5 2054-06-01 6.000000 0.00 8216.00 6040.00 Agency Mortgage-Backed 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1489.00 U.S. Treasuries (including strips) BILL 06/11/26 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 1000.00 999.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-13 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0363 984082768.00 984082768.00 0.0037 N N Y N CITIGROUP GLOBAL MARKETS INC. 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CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMWS7 2040-03-01 5.500000 0.00 1336208.00 1044720.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WMWQ1 2040-04-01 6.000000 0.00 1444596.00 1114115.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WL4C5 2039-10-01 4.000000 0.00 100933.00 80166.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WJ3P2 2037-09-01 4.000000 0.00 38691.00 23933.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WFWF0 2054-07-01 6.500000 0.00 3109220.00 1209997.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WFCK1 2054-06-01 6.000000 0.00 28618368.00 18247654.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WES43 2054-06-01 6.000000 0.00 1000000.00 797081.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDYT3 2054-06-01 5.500000 0.00 3723248.00 2885537.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133USLL3 2054-07-01 6.500000 0.00 27079488.00 22374556.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133N3W34 2050-10-01 2.000000 0.00 24000.00 10810.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133N3VG6 2049-09-01 3.500000 0.00 2232084.00 150187.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133N3U85 2049-08-01 3.500000 0.00 4765832.00 313935.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPVG9 2032-08-01 4.000000 0.00 525000.00 202332.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPV38 2033-03-01 5.000000 0.00 604000.00 285677.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L95L3 2040-07-01 6.500000 0.00 2015880.00 1367140.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYW62 2042-06-01 3.500000 0.00 126000.00 82304.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYVX4 2041-10-01 1.500000 0.00 80000.00 46431.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYV30 2041-11-01 1.500000 0.00 20000.00 11767.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY7G8 2046-04-01 5.500000 0.00 16369856.00 16478418.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY7C7 2046-03-01 5.000000 0.00 2428032.00 2376046.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY4A4 2044-10-01 6.500000 0.00 217117.00 89775.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KUKZ9 2045-11-01 6.500000 0.00 3316984.00 3171759.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KUK71 2045-12-01 6.000000 0.00 3989932.00 4104982.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRVS0 2053-08-01 5.500000 0.00 38296.00 29325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTV83 2055-12-01 6.000000 0.00 10003760.00 9875986.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MT6B4 2056-03-01 5.500000 0.00 2501332.00 2530990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRP92 2052-05-01 4.500000 0.00 2319160.00 1521635.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTE23 2047-03-01 3.000000 0.00 22275872.00 19955339.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXW2 2054-08-01 6.000000 0.00 90748.00 67160.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQM87 2040-05-01 6.500000 0.00 1591798.00 1152926.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQJE8 2052-09-01 3.500000 0.00 8389776.00 6645939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQBX4 2054-06-01 6.000000 0.00 1034000.00 804173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMLU8 2053-08-01 6.500000 0.00 5000000.00 2737502.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XM5N2 2053-11-01 6.500000 0.00 83952768.00 57750451.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLKG2 2037-08-01 2.000000 0.00 52103872.00 33247017.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJB5 2037-09-01 2.500000 0.00 29710048.00 18915451.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL2Q0 2053-07-01 6.500000 0.00 20777000.00 14866104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK6C9 2053-05-01 5.000000 0.00 32942144.00 26825523.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJU27 2052-11-01 6.500000 0.00 272188.00 168875.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHKM8 2052-04-01 1.500000 0.00 170696.00 104123.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFD32 2052-01-01 2.000000 0.00 8025000.00 5125129.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEA61 2051-12-01 2.000000 0.00 1420000.00 853558.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDS64 2051-11-01 2.000000 0.00 95000.00 56833.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDR65 2036-10-01 2.500000 0.00 500000.00 297640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDQG4 2051-11-01 3.500000 0.00 23424064.00 13020657.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDQ90 2051-11-01 2.500000 0.00 112950272.00 67620041.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD6D3 2051-12-01 2.500000 0.00 3774000.00 2291073.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCNE4 2051-07-01 2.500000 0.00 5536152.00 3144482.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBLQ1 2050-04-01 3.500000 0.00 200304.00 80919.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XADX7 2031-04-01 2.000000 0.00 240000.00 60469.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9XY6 2036-02-01 1.500000 0.00 312962.00 139545.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7B99 2050-03-01 4.000000 0.00 230050048.00 34608416.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6NU2 2056-05-01 4.500000 0.00 44640000.00 43041174.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6NN8 2056-05-01 4.500000 0.00 38459392.00 37013511.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6NK4 2056-05-01 4.500000 0.00 69957760.00 67327698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6NA6 2056-05-01 4.500000 0.00 34577984.00 33618929.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6GR7 2056-05-01 5.000000 0.00 75108224.00 73873031.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6GN6 2056-05-01 5.000000 0.00 119702784.00 117601775.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6GL0 2056-01-01 5.000000 0.00 81120896.00 80074331.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6FL1 2038-11-01 3.000000 0.00 85591168.00 80387278.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6EW8 2037-06-01 2.000000 0.00 28445952.00 25855810.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6EU2 2036-06-01 1.500000 0.00 26219808.00 23381153.00 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4683 B1V7KEBTPIMZEU4LTD58 3140W5FZ2 2053-04-01 3.500000 0.00 89252096.00 79787224.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5DZ4 2056-02-01 5.500000 0.00 155281152.00 151530359.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W54X9 2053-09-01 5.000000 0.00 192645632.00 190024476.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W54T8 2053-12-01 3.500000 0.00 68204800.00 61587073.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W52V5 2054-03-01 5.500000 0.00 42186304.00 41949054.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4UP0 2056-01-01 5.000000 0.00 77710000.00 75500429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4J32 2055-10-01 6.000000 0.00 233854464.00 217900555.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4BU0 2036-04-01 2.500000 0.00 550000.00 455572.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4AM9 2055-09-01 6.000000 0.00 166412288.00 158007028.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W43A3 2056-02-01 5.500000 0.00 48943936.00 47441800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3RC5 2055-10-01 6.000000 0.00 86919680.00 79101353.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3L64 2055-08-01 6.000000 0.00 62765824.00 55777955.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W36Z7 2055-11-01 6.000000 0.00 81288320.00 79940714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2YD7 2055-05-01 5.500000 0.00 16451000.00 14056871.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2XG1 2037-04-01 2.500000 0.00 11311760.00 9494451.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2MG3 2041-10-01 2.000000 0.00 17094336.00 13737877.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2B83 2055-05-01 6.500000 0.00 41505728.00 32841371.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1UZ4 2055-04-01 6.500000 0.00 30690000.00 19537223.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W14P5 2055-04-01 6.000000 0.00 28390000.00 19895829.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0GC3 2052-05-01 3.000000 0.00 25175000.00 19645195.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGD74 2056-05-01 5.000000 0.00 6768520.00 6680177.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGBX9 2056-06-01 5.500000 0.00 10646500.00 10895807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGBP6 2056-06-01 5.500000 0.00 17029408.00 17332613.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGBB7 2056-06-01 5.000000 0.00 20670560.00 20442107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGB76 2056-06-01 5.000000 0.00 13524896.00 13374376.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGB50 2056-06-01 5.000000 0.00 12544064.00 12416439.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGAV4 2056-05-01 5.000000 0.00 2399056.00 2375351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UGA28 2056-04-01 6.500000 0.00 1580642.00 1657517.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UG6N7 2056-06-01 6.000000 0.00 5546712.00 5686177.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UG5M0 2056-06-01 5.500000 0.00 11326752.00 11510356.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UG5L2 2056-06-01 5.000000 0.00 19331104.00 19078792.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UFJ96 2056-05-01 7.000000 0.00 1546760.00 1654247.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UFA95 2056-05-01 4.500000 0.00 1053752.00 1025054.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UF7B4 2056-05-01 4.500000 0.00 9083808.00 8748252.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UF6M1 2056-05-01 6.000000 0.00 11802480.00 12239616.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UEC21 2056-04-01 4.500000 0.00 1366440.00 1327046.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UEBY2 2056-05-01 6.500000 0.00 4657392.00 4876377.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UEAW7 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295YZN6 2038-04-15 5.500000 0.00 1118393.00 6205.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295YV75 2038-03-15 4.500000 0.00 61569.00 302.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295WJ73 2038-04-15 5.000000 0.00 233000.00 5178.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295WFB8 2040-03-15 4.500000 0.00 146000.00 6627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295WER4 2039-11-15 4.500000 0.00 150000.00 8311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295UFC0 2038-01-15 5.000000 0.00 25000.00 381.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36295UF55 2038-01-15 6.500000 0.00 50000.00 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5.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206JML5 2026-09-15 8.000000 0.00 129796.00 5.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206H4Y1 2030-10-15 8.500000 0.00 1450416.00 1456.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206GUE8 2038-11-15 6.000000 0.00 244066.00 1375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206F5J7 2028-02-15 7.500000 0.00 1000000.00 735.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36206EMA0 2026-10-15 8.000000 0.00 992920.00 323.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36205YAM4 2028-07-15 7.500000 0.00 81142.00 121.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36205SM28 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2043-04-15 3.500000 0.00 943000.00 27241.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180CYW3 2043-01-15 3.500000 0.00 546009.00 48051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180CYV5 2043-01-15 3.500000 0.00 759700.00 105884.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180CYD5 2028-01-15 3.500000 0.00 2468461.00 55121.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180CDA4 2043-04-15 2.500000 0.00 229080.00 38716.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180C7J2 2028-03-15 2.000000 0.00 1500000.00 29399.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3617YYVZ6 2052-06-15 5.500000 0.00 608254.00 448298.00 Agency Mortgage-Backed Securities GOVERNMENT 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Mortgage-Backed Securities GNII SF BW4741 C 549300M8ZYFG0OCMTT87 3617NWHS4 2050-09-20 2.500000 0.00 26000.00 10848.00 Agency Mortgage-Backed Securities GNMI SF BU8660 X 549300M8ZYFG0OCMTT87 3617NATR1 2050-07-15 2.500000 0.00 109983.00 41761.00 Agency Mortgage-Backed Securities GNMI SF BT9370 X 549300M8ZYFG0OCMTT87 3617MYMT3 2050-04-15 4.500000 0.00 104770.00 10695.00 Agency Mortgage-Backed Securities GNMI SF BT9028 X 549300M8ZYFG0OCMTT87 3617MYA58 2050-03-15 3.500000 0.00 132593.00 12323.00 Agency Mortgage-Backed Securities GNMI SF BT3504 X 549300M8ZYFG0OCMTT87 3617MR3M4 2050-02-15 4.500000 0.00 157523.00 7591.00 Agency Mortgage-Backed Securities GNII SF BS7604 C 549300M8ZYFG0OCMTT87 3617MJNV0 2050-04-20 4.000000 0.00 674668.00 399091.00 Agency Mortgage-Backed Securities GNMI SF BS5111 X 549300M8ZYFG0OCMTT87 3617MFVC1 2050-01-15 3.500000 0.00 773402.00 28332.00 Agency Mortgage-Backed Securities GNII SF BS1757 C 549300M8ZYFG0OCMTT87 3617MB5S4 2050-03-20 4.000000 0.00 100000.00 26349.00 Agency Mortgage-Backed Securities GNMI SF BR6259 X 549300M8ZYFG0OCMTT87 3617M45U5 2050-01-15 3.500000 0.00 361266.00 10478.00 Agency Mortgage-Backed Securities GNMI SF BQ1273 X 549300M8ZYFG0OCMTT87 3617LKMW7 2049-11-15 3.500000 0.00 1000.00 346.00 Agency Mortgage-Backed Securities GNMI SF BP7533 X 549300M8ZYFG0OCMTT87 3617LELN2 2049-11-15 4.500000 0.00 50673.00 8181.00 Agency Mortgage-Backed Securities GNMI SF BO3004 X 549300M8ZYFG0OCMTT87 3617KJKR4 2049-06-15 3.500000 0.00 33564.00 3859.00 Agency Mortgage-Backed Securities GNMI SF BN3897 X 549300M8ZYFG0OCMTT87 3617K7KJ8 2049-06-15 4.000000 0.00 145594.00 6423.00 Agency Mortgage-Backed Securities GNII SF BN1509 C 549300M8ZYFG0OCMTT87 3617K4VA2 2049-05-20 5.000000 0.00 78000.00 21134.00 Agency Mortgage-Backed Securities GNII SF BM9714 C 549300M8ZYFG0OCMTT87 3617K1YK3 2049-09-20 4.500000 0.00 292000.00 7838.00 Agency Mortgage-Backed Securities GNII SF BL7755 C 549300M8ZYFG0OCMTT87 3617JLTL5 2049-05-20 4.000000 0.00 192000.00 45853.00 Agency Mortgage-Backed Securities GNII SF BL7745 C 549300M8ZYFG0OCMTT87 3617JLTA9 2049-05-20 4.500000 0.00 116000.00 18096.00 Agency Mortgage-Backed Securities GNII SF BL7728 C 549300M8ZYFG0OCMTT87 3617JLSR3 2049-05-20 4.500000 0.00 153000.00 18947.00 Agency Mortgage-Backed Securities GNII SF BL4661 C 549300M8ZYFG0OCMTT87 3617JHFA3 2049-05-20 4.500000 0.00 165000.00 34887.00 Agency Mortgage-Backed Securities GNMI SF BL2207 X 549300M8ZYFG0OCMTT87 3617JENY9 2049-01-15 4.500000 0.00 185713.00 7577.00 Agency Mortgage-Backed Securities GNII SF BK2856 C 549300M8ZYFG0OCMTT87 3617J3E56 2048-12-20 4.500000 0.00 100000.00 6896.00 Agency Mortgage-Backed Securities GNII SF BK2509 C 549300M8ZYFG0OCMTT87 3617J2YE7 2049-04-20 4.500000 0.00 209000.00 11903.00 Agency Mortgage-Backed Securities GNII SF BK2493 C 549300M8ZYFG0OCMTT87 3617J2XW8 2049-03-20 4.500000 0.00 65000.00 11787.00 Agency Mortgage-Backed Securities GNII SF BJ2034 C 549300M8ZYFG0OCMTT87 3617HPHK3 2048-10-20 4.500000 0.00 8797376.00 47900.00 Agency Mortgage-Backed Securities GNII SF BJ1891 C 549300M8ZYFG0OCMTT87 3617HPC44 2048-09-20 5.500000 0.00 2128500.00 34232.00 Agency Mortgage-Backed Securities GNII SF BJ2692 C 549300M8ZYFG0OCMTT87 3617HP7D0 2048-11-20 4.000000 0.00 250000.00 35860.00 Agency Mortgage-Backed Securities GNII SF BI3325 C 549300M8ZYFG0OCMTT87 3617HCVS9 2048-09-20 4.000000 0.00 150000.00 31128.00 Agency Mortgage-Backed Securities GNMI SF BH7574 X 549300M8ZYFG0OCMTT87 3617H5MX3 2048-08-15 5.500000 0.00 106057.00 14405.00 Agency Mortgage-Backed Securities GNII SF BH3673 C 549300M8ZYFG0OCMTT87 3617H1CJ4 2048-05-20 4.500000 0.00 397221.00 24062.00 Agency Mortgage-Backed Securities GNMI SF BF5850 X 549300M8ZYFG0OCMTT87 3617GCQB3 2048-05-15 5.000000 0.00 107724.00 39248.00 Agency Mortgage-Backed Securities GNII SF BF4832 C 549300M8ZYFG0OCMTT87 3617GBLM6 2048-04-20 4.000000 0.00 123802.00 20160.00 Agency Mortgage-Backed Securities GNII SF BF4747 C 549300M8ZYFG0OCMTT87 3617GBHY5 2048-03-20 4.000000 0.00 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0.00 56318.00 5373.00 Agency Mortgage-Backed Securities GNMI SF BE2285 X 549300M8ZYFG0OCMTT87 3617BVRE9 2047-12-15 3.500000 0.00 46559.00 6130.00 Agency Mortgage-Backed Securities GNMI SF BE1030 X 549300M8ZYFG0OCMTT87 3617BUEB1 2047-11-15 4.000000 0.00 174000.00 79590.00 Agency Mortgage-Backed Securities GNMI SF BD9876 X 549300M8ZYFG0OCMTT87 3617BR6M3 2047-12-15 5.000000 0.00 1732.00 115.00 Agency Mortgage-Backed Securities GNMI SF BD7201 X 549300M8ZYFG0OCMTT87 3617BPAA8 2047-12-15 5.000000 0.00 1460801.00 77372.00 Agency Mortgage-Backed Securities GNMI SF BD7167 X 549300M8ZYFG0OCMTT87 3617BN6C4 2047-11-15 5.000000 0.00 394390.00 32152.00 Agency Mortgage-Backed Securities GNMI SF BD7159 X 549300M8ZYFG0OCMTT87 3617BN5U5 2047-10-15 5.000000 0.00 673143.00 14503.00 Agency Mortgage-Backed Securities GNMI SF BD5850 X 549300M8ZYFG0OCMTT87 3617BMQB6 2047-10-15 3.500000 0.00 2975558.00 295856.00 Agency Mortgage-Backed Securities GNMI SF BD4813 X 549300M8ZYFG0OCMTT87 3617BLK24 2047-11-15 3.500000 0.00 75000.00 7185.00 Agency Mortgage-Backed Securities GNMI SF BD4515 X 549300M8ZYFG0OCMTT87 3617BLAQ2 2047-12-15 5.000000 0.00 371745.00 42904.00 Agency Mortgage-Backed Securities GNII SF BD0384 C 549300M8ZYFG0OCMTT87 3617BFM90 2047-10-20 3.500000 0.00 200000.00 35317.00 Agency Mortgage-Backed Securities GNMI SF BC8973 X 549300M8ZYFG0OCMTT87 3617BC6J3 2047-11-15 4.500000 0.00 54888.00 6394.00 Agency Mortgage-Backed Securities GNMI SF BC7361 X 549300M8ZYFG0OCMTT87 3617BBFA4 2047-10-15 3.500000 0.00 45006.00 3501.00 Agency Mortgage-Backed Securities GNII SF BC7052 C 549300M8ZYFG0OCMTT87 3617BAZR7 2047-10-20 4.000000 0.00 58609.00 9472.00 Agency Mortgage-Backed Securities GNII SF BC7001 C 549300M8ZYFG0OCMTT87 3617BAX65 2047-09-20 4.000000 0.00 35239.00 8410.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210KK53 2029-01-15 6.500000 0.00 426072.00 275.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210KDC6 2029-01-15 6.500000 0.00 5878200.00 16237.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210K2C8 2029-02-15 7.500000 0.00 425000.00 6199.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210JRG5 2029-01-15 6.000000 0.00 2812654.00 21878.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210JJW9 2031-07-15 6.000000 0.00 505508.00 3110.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210JJB5 2031-05-15 6.000000 0.00 297400.00 1251.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210JHW1 2031-03-15 6.000000 0.00 50000.00 199.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210JHH4 2029-09-15 6.000000 0.00 669768.00 1768.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210JGN2 2030-07-15 7.500000 0.00 95000.00 174.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210HKZ4 2029-03-15 6.500000 0.00 100000.00 302.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210HGH9 2029-09-15 8.000000 0.00 398058.00 2727.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210GXZ2 2029-03-15 6.500000 0.00 138904.00 187.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210GER1 2029-08-15 7.500000 0.00 251516.00 360.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210GE26 2029-09-15 7.500000 0.00 115000.00 175.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210GC93 2034-01-15 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549300M8ZYFG0OCMTT87 36194BAK1 2038-10-20 6.500000 0.00 65000.00 7306.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36193SFC8 2046-09-15 4.500000 0.00 130058.00 22291.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36193M2F8 2046-08-15 4.500000 0.00 535989.00 26389.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36193BMR4 2046-03-20 4.000000 0.00 198162.00 26805.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36192YY43 2038-10-15 6.000000 0.00 1169075.00 28894.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36192SYD6 2046-04-15 4.500000 0.00 651993.00 62609.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VT5T1 2056-05-20 6.500000 0.00 1034125.00 1098791.00 Agency Mortgage-Backed 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5.000000 0.00 1421514.00 1424144.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPRM0 2056-05-20 5.000000 0.00 1399167.00 1377699.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPRL2 2056-05-20 5.000000 0.00 1097733.00 1093024.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPRK4 2056-05-20 5.000000 0.00 1149908.00 1147799.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPRC2 2056-05-20 5.500000 0.00 1001561.00 1017773.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPRB4 2056-05-20 5.500000 0.00 1388989.00 1411472.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPQX7 2056-05-20 5.000000 0.00 1315268.00 1317701.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPQW9 2056-05-20 5.000000 0.00 1160404.00 1162551.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPQS8 2056-05-20 5.000000 0.00 1347107.00 1341328.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VPQP4 2056-05-20 5.000000 0.00 1335933.00 1330202.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNVL2 2056-05-20 6.500000 0.00 1240816.00 1310256.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VNVF5 2056-05-20 6.500000 0.00 1436822.00 1517230.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210MQ46 2029-01-15 6.000000 0.00 3400634.00 12196.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36210MFP1 2029-03-15 6.000000 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549300M8ZYFG0OCMTT87 36210KME2 2028-11-15 7.000000 0.00 34797.00 213.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297KLK5 2039-09-15 5.000000 0.00 880000.00 16293.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297KH87 2039-05-15 5.000000 0.00 175000.00 9809.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297KCM1 2039-08-15 4.000000 0.00 25000.00 813.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297HQP6 2039-06-15 4.500000 0.00 41530.00 261.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297HN87 2039-05-15 5.000000 0.00 223643.00 2956.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297GYM6 2028-10-15 4.500000 0.00 963519.00 102624.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297GKW9 2039-05-15 5.000000 0.00 55000.00 924.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297FY89 2039-10-15 5.500000 0.00 1773600.00 43431.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297FT28 2039-08-15 4.500000 0.00 920000.00 16943.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297FRM6 2039-07-15 5.000000 0.00 476243.00 7064.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297F6B3 2040-01-15 5.000000 0.00 500000.00 33348.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297F5Z1 2040-01-15 4.500000 0.00 375000.00 26100.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297F3B6 2039-11-15 5.000000 0.00 2114699.00 110862.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297DWK9 2041-10-15 4.500000 0.00 307961.00 5100.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297BXM8 2039-02-15 5.000000 0.00 4285000.00 36952.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297BA35 2039-05-15 4.500000 0.00 127071.00 11235.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297AZ55 2038-12-15 6.000000 0.00 1561032.00 18745.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297AKJ1 2039-01-15 5.000000 0.00 2683000.00 21606.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297A4N0 2039-02-15 6.500000 0.00 437000.00 10130.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297A2F9 2039-01-15 6.000000 0.00 36000.00 472.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296YWG3 2039-02-15 5.500000 0.00 85000.00 1923.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296YP30 2039-08-15 5.000000 0.00 1066261.00 13646.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296YAC6 2039-12-15 4.500000 0.00 35129.00 530.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XYZ1 2039-07-15 5.000000 0.00 4900000.00 403512.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XUD4 2039-04-15 5.000000 0.00 678000.00 9140.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XU77 2039-05-15 5.000000 0.00 3696287.00 91443.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XR89 2039-03-15 4.500000 0.00 700000.00 8018.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XJ39 2039-01-15 5.000000 0.00 8775000.00 85200.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XH72 2039-01-15 5.500000 0.00 309000.00 6079.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XGS7 2038-12-15 6.000000 0.00 29000.00 112.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XGG3 2038-12-15 6.500000 0.00 11614640.00 37649.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296X3G7 2039-09-15 5.000000 0.00 1597000.00 6548.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296WGK6 2040-03-15 4.500000 0.00 30000.00 5279.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296V7C6 2039-03-15 5.000000 0.00 4650421.00 510239.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296UZZ6 2039-06-15 4.500000 0.00 4500000.00 173529.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213WJA5 2031-11-15 6.000000 0.00 283000.00 12018.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213WDX1 2031-11-15 6.000000 0.00 1387936.00 14308.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213WCK0 2031-11-15 6.000000 0.00 518408.00 441.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VVW5 2031-12-15 6.000000 0.00 3770436.00 18391.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VRH3 2031-10-15 6.000000 0.00 383009.00 3863.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VMU9 2031-12-15 6.000000 0.00 499800.00 245.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VML9 2031-11-15 6.000000 0.00 257827.00 955.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213VGN2 2032-09-15 6.000000 0.00 67391.00 185.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UWX4 2031-12-15 6.000000 0.00 1446135.00 10071.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UWV8 2031-11-15 6.000000 0.00 89066.00 827.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UWG1 2031-08-15 6.000000 0.00 582912.00 2145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UW63 2032-01-15 6.000000 0.00 242013.00 284.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UVA5 2031-10-15 6.000000 0.00 154947.00 1042.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UQS2 2031-09-15 6.000000 0.00 385831.00 547.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UPJ3 2031-08-15 6.000000 0.00 775555.00 2181.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UNK2 2031-09-15 6.000000 0.00 502170.00 1070.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UMK3 2031-08-15 7.500000 0.00 2000000.00 969.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UL81 2031-08-15 6.000000 0.00 822260.00 1198.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UL65 2031-08-15 7.500000 0.00 55000.00 51.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UKX7 2031-07-15 6.000000 0.00 26098.00 163.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UJH4 2031-06-15 6.000000 0.00 853718.00 1044.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UHY9 2031-06-15 6.000000 0.00 888814.00 939.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UEL0 2031-12-15 6.000000 0.00 4945034.00 21222.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UE22 2031-12-15 6.000000 0.00 2074343.00 6898.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UDH0 2031-11-15 6.000000 0.00 5273929.00 22397.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UDG2 2031-11-15 6.000000 0.00 494420.00 6038.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UD31 2031-11-15 6.000000 0.00 5000200.00 9357.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213UCF5 2031-11-15 6.000000 0.00 2303403.00 3566.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213TY56 2031-08-15 6.000000 0.00 389380.00 6055.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213TGW7 2033-01-15 6.000000 0.00 1000418.00 3007.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213TEP4 2032-09-15 6.500000 0.00 1892442.00 20770.00 Agency Mortgage-Backed Securities GOVERNMENT 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P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 300000000.00 300000000.00 0.0011 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR107E04 1VUV7VQFKUOQSJ21A208 0001330437 TPR107E047791565CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 7.00 6.00 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 100.00 100.00 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 27730000.00 27904342.00 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 109695200.00 111010250.00 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 129550400.00 130170958.00 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 140844600.00 141276019.00 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 89383800.00 89716602.00 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 200.00 199.00 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 74419200.00 74414913.00 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 200.00 202.00 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 108930600.00 108852669.00 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 135455000.00 130794070.00 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 145795400.00 139061698.00 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 87.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 100.00 139.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 100.00 125.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 200.00 193.00 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 103928800.00 99941662.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 96245100.00 84638410.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 200.00 142.00 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 137851000.00 101517048.00 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 200.00 148.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 1213889733.00 1213889733.00 0.0045 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR107E06 1VUV7VQFKUOQSJ21A208 0001330437 TPR107E06779156ACR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 35589600.00 35456237.00 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 241342800.00 238881804.00 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 19548400.00 20341503.00 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 41420300.00 44169784.00 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 221478400.00 225852165.00 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 119377800.00 120401654.00 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 222625600.00 227745484.00 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 252304400.00 254845185.00 U.S. Treasuries (including strips) 4NOTE AA 28 N/A 91282CHK0 2028-06-30 4.000000 0.00 237324800.00 241189181.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 400.00 404.00 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 89811800.00 86170969.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 100.00 139.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 187794200.00 234168326.00 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 159557400.00 214050963.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 100.00 71.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 64.00 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 130849000.00 96726107.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 1998172400.00 1998172400.00 0.0074 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR10804B G5GSEF7VJP5I7OUK5573 0000312070 TPR10804B7791567BA 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 36295LS93 2039-01-15 6.000000 0.00 174866.00 14480.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LE77 2039-11-15 6.000000 0.00 325542.00 5209.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KV21 2038-10-20 6.000000 0.00 752417.00 7358.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEM78 2056-04-20 5.000000 0.00 36976080.00 36664879.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAPU2 2050-06-20 5.500000 0.00 4987589.00 1396526.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2X31 2046-07-15 5.000000 0.00 264230.00 41031.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ADPR7 2039-10-15 5.000000 0.00 2947993.00 117928.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36194W4J5 2046-08-15 4.500000 0.00 2632616.00 97708.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VG6E1 2056-04-20 6.000000 0.00 4324545.00 4419127.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V4YS6 2055-12-20 5.000000 0.00 1956598.00 1757289.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V4LN1 2055-11-20 7.000000 0.00 7643843.00 7911501.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V1ZW2 2056-01-20 6.000000 0.00 44377.00 45242.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DB0 2056-03-20 5.500000 0.00 136399703.00 136917382.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 27030560.00 26699693.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6BG1 2056-02-20 6.000000 0.00 93394739.00 94860621.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6BC0 2056-02-20 4.000000 0.00 156981199.00 145281352.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 974205.00 951425.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MVHP1 2056-02-20 6.000000 0.00 5000.00 5222.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MQRF3 2056-02-20 5.000000 0.00 8123252.00 7853216.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MQNC4 2056-04-20 6.000000 0.00 13332647.00 13947184.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MNES6 2056-03-20 5.500000 0.00 1822.00 1885.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MNCX7 2056-02-20 6.500000 0.00 4278536.00 4372059.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MJXD7 2056-01-20 6.000000 0.00 1858.00 1876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHQG2 2056-01-20 5.000000 0.00 12167.00 12131.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MHNK6 2056-01-20 6.000000 0.00 7729869.00 7850244.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MEFC0 2055-12-20 6.000000 0.00 5000.00 5089.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8Z31 2055-12-20 5.000000 0.00 990891.00 983840.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8Q49 2055-11-20 7.000000 0.00 1016781.00 1058756.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M8NE0 2055-11-20 6.500000 0.00 5002.00 5214.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618M7WA0 2055-11-20 6.500000 0.00 7426251.00 7770411.00 Agency Mortgage-Backed Securities 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51654.00 Agency Mortgage-Backed Securities GNMI SF BE6271 X 549300M8ZYFG0OCMTT87 3617G06G0 2048-03-15 3.500000 0.00 215633.00 79164.00 Agency Mortgage-Backed Securities GNMI SF BD4716 X 549300M8ZYFG0OCMTT87 3617BLGZ6 2047-10-15 4.500000 0.00 365587.00 5641.00 Agency Mortgage-Backed Securities GNMI SF BB2257 X 549300M8ZYFG0OCMTT87 3617ASQJ7 2047-08-15 4.500000 0.00 197813.00 28617.00 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.500000 0.00 49025244.00 32990603.00 Agency Mortgage-Backed Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 2135169.00 1571886.00 Agency Mortgage-Backed Securities GNII SF MA7881 M 549300M8ZYFG0OCMTT87 36179WXJ2 2052-02-20 2.500000 0.00 59520116.00 35817240.00 Agency Mortgage-Backed Securities GNII SF MA7826 M 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 505570870.00 296810954.00 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 18364434.00 10780429.00 Agency Mortgage-Backed Securities GNII SF MA7766 M 549300M8ZYFG0OCMTT87 36179WTX6 2051-12-20 2.000000 0.00 609069690.00 350340008.00 Agency Mortgage-Backed Securities GNII SF MA7649 M 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 456414284.00 261023319.00 Agency Mortgage-Backed Securities GNII SF MA7533 M 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2.000000 0.00 467373509.00 249770265.00 Agency Mortgage-Backed Securities GNII SF MA7367 M 549300M8ZYFG0OCMTT87 36179WFG8 2051-05-20 2.500000 0.00 1147039.00 569016.00 Agency Mortgage-Backed Securities GNII SF MA7986 M 549300M8ZYFG0OCMTT87 36179W2T4 2052-04-20 2.000000 0.00 47287864.00 28231297.00 Agency Mortgage-Backed Securities GNII SF MA7057 M 549300M8ZYFG0OCMTT87 36179VZW3 2050-12-20 5.000000 0.00 40000.00 8770.00 Agency Mortgage-Backed Securities GNII SF MA6867 M 549300M8ZYFG0OCMTT87 36179VTY6 2050-09-20 3.500000 0.00 940153.00 253439.00 Agency Mortgage-Backed Securities GNII SF MA6821 M 549300M8ZYFG0OCMTT87 36179VSJ0 2050-08-20 3.500000 0.00 909117.00 234026.00 Agency Mortgage-Backed Securities GNII SF MA5818 M 549300M8ZYFG0OCMTT87 36179UPB2 2049-03-20 4.500000 0.00 315974.00 22115.00 Agency Mortgage-Backed Securities GNII SF MA5018 M 549300M8ZYFG0OCMTT87 36179TSF3 2048-02-20 3.000000 0.00 12151405.00 1581728.00 Agency Mortgage-Backed Securities GNII SF MA4901 M 549300M8ZYFG0OCMTT87 36179TNS0 2047-12-20 4.000000 0.00 8761214.00 888338.00 Agency Mortgage-Backed Securities GNII SF MA3937 M 549300M8ZYFG0OCMTT87 36179SLS4 2046-09-20 3.500000 0.00 570908.00 63536.00 Agency Mortgage-Backed Securities GNII SF MA1678 M 549300M8ZYFG0OCMTT87 36179N2K3 2044-02-20 4.000000 0.00 1148.00 62.00 Agency Mortgage-Backed Securities GNII SF MA0624 M 549300M8ZYFG0OCMTT87 36179MVR8 2042-12-20 3.000000 0.00 25998000.00 2619483.00 Agency Mortgage-Backed Securities GNMI SF 775131 X 549300M8ZYFG0OCMTT87 36176S4Q0 2041-09-15 4.000000 0.00 1254370.00 92809.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-15 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 1844919927.00 1844919927.00 0.0069 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR10804D G5GSEF7VJP5I7OUK5573 0000312070 TPR10804D7791565BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 246.00 75.00 U.S. Treasuries (including strips) TINT 02/15/49 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0.00 0.00 229.00 70.00 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0.00 0.00 363.00 144.00 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 49049811.00 21550574.00 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 285.00 129.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 24038765.00 22000975.00 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 97939925.00 95354703.00 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0.00 0.00 287.00 239.00 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 140164688.00 107763238.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 200.00 199.00 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 200.00 198.00 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 231040400.00 223873467.00 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 422039000.00 428368001.00 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 5.000000 0.00 5900.00 6042.00 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1300.00 1307.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 200.00 201.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 19063900.00 18876446.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 200.00 178.00 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 200.00 198.00 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 200.00 174.00 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 5000600.00 4753565.00 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 5045200.00 3928339.00 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 1200.00 1256.00 U.S. Treasuries (including strips) 3 1/8 TPRN 44 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0.00 0.00 200.00 80.00 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 599700.00 260499.00 U.S. Treasuries (including strips) 3 7/8 TPRN 40 254900HROIFWPRGM1V77 912803DN0 2040-08-15 0.00 0.00 24000000.00 12131832.00 U.S. Treasuries (including strips) BILL 06/23/26 254900HROIFWPRGM1V77 912797UB1 2026-06-23 0.00 0.00 200.00 200.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-15 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 919960072.00 919960072.00 0.0034 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR108571 G5GSEF7VJP5I7OUK5573 0000312070 TPR1085717791568BA 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 3622A2F56 2040-12-15 5.500000 0.00 936842.00 47611.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620ARX71 2041-01-15 4.000000 0.00 1396000.00 147288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FYC4 2041-10-20 6.000000 0.00 2635428.00 46930.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FUF1 2041-06-20 4.500000 0.00 2455000.00 92498.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FHY5 2040-07-20 5.000000 0.00 12906422.00 397205.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FAX4 2039-08-20 6.000000 0.00 1031631.00 28493.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EW39 2038-10-20 5.500000 0.00 675749.00 6782.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EQL6 2037-12-20 5.500000 0.00 1124.00 9.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EHS1 2036-04-20 5.500000 0.00 721233.00 7502.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EGQ6 2036-01-20 5.500000 0.00 1920855.00 21999.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E4J5 2039-04-20 5.500000 0.00 1193064.00 22760.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196THS6 2047-03-15 5.000000 0.00 501555.00 45231.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36195Y5R1 2046-10-15 4.500000 0.00 555501.00 81785.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VG6R2 2056-04-20 5.000000 0.00 6588362.00 6559586.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VCDP7 2056-03-20 6.000000 0.00 5836570.00 5954525.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MT4S4 2056-03-20 5.000000 0.00 4095584.00 4065211.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MS5Q9 2056-02-20 6.500000 0.00 5040.00 5144.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MNES6 2056-03-20 5.500000 0.00 2966.00 3068.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MMXR9 2056-01-20 6.000000 0.00 9286587.00 9022046.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MJXD7 2056-01-20 6.000000 0.00 2014.00 2034.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618KFEL0 2055-04-20 6.500000 0.00 150673.00 135666.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JW3S2 2055-03-20 5.500000 0.00 15161320.00 11896334.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HVEY1 2054-07-20 7.000000 0.00 1431122.00 1152895.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618HAKA2 2054-06-20 7.000000 0.00 14273901.00 8209074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 5.500000 0.00 1440762.00 1018587.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AAC7 2054-09-20 4.000000 0.00 145912832.00 128731119.00 Agency Mortgage-Backed Securities GNMI SF CL6189 X 549300M8ZYFG0OCMTT87 3617YD2W1 2052-03-15 4.000000 0.00 2154508.00 1257458.00 Agency Mortgage-Backed Securities GNMI SF CJ2163 X 549300M8ZYFG0OCMTT87 3617XJML1 2052-04-15 3.000000 0.00 1730514.00 1293156.00 Agency Mortgage-Backed Securities GNII SF CE9917 C 549300M8ZYFG0OCMTT87 3617W0AS1 2051-07-20 3.500000 0.00 16042.00 11776.00 Agency Mortgage-Backed Securities GNII SF BX4938 C 549300M8ZYFG0OCMTT87 3617Q9PX2 2050-08-20 3.500000 0.00 1277735.00 859680.00 Agency Mortgage-Backed Securities GNMI SF BT3502 X 549300M8ZYFG0OCMTT87 3617MR3K8 2050-02-15 3.500000 0.00 1934686.00 133541.00 Agency Mortgage-Backed Securities GNMI SF BD4016 X 549300M8ZYFG0OCMTT87 3617BKN98 2049-10-15 3.000000 0.00 26493636.00 4354574.00 Agency Mortgage-Backed Securities GNMI SF BB8885 X 549300M8ZYFG0OCMTT87 3617B02S3 2047-07-15 5.000000 0.00 1685678.00 268653.00 Agency Mortgage-Backed Securities GNII SF MA8877 M 549300M8ZYFG0OCMTT87 36179X2J4 2053-05-20 4.500000 0.00 11458747.00 8975990.00 Agency Mortgage-Backed Securities GNII SF MA8876 M 549300M8ZYFG0OCMTT87 36179X2H8 2053-05-20 4.000000 0.00 595000.00 446119.00 Agency Mortgage-Backed Securities GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 424097280.00 251149541.00 Agency Mortgage-Backed Securities GNII SF MA8100 M 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 113020.00 76556.00 Agency Mortgage-Backed Securities GNII SF MA8098 M 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3.000000 0.00 16511990.00 10520566.00 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 99996800.00 67566545.00 Agency Mortgage-Backed Securities GNII SF MA8041 M 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 122906722.00 74386421.00 Agency Mortgage-Backed Securities GNII SF MA7987 M 549300M8ZYFG0OCMTT87 36179W2U1 2052-04-20 2.500000 0.00 127845.00 77257.00 Agency Mortgage-Backed Securities GNII SF MA7986 M 549300M8ZYFG0OCMTT87 36179W2T4 2052-04-20 2.000000 0.00 151620734.00 90518994.00 Agency Mortgage-Backed Securities GNII SF MA6994 M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 33512.00 15111.00 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 477471695.00 108893106.00 Agency Mortgage-Backed Securities GNII SF MA6476 M 549300M8ZYFG0OCMTT87 36179VFR6 2050-02-20 4.000000 0.00 910000.00 120213.00 Agency Mortgage-Backed Securities GNII SF MA6409 M 549300M8ZYFG0OCMTT87 36179VDN7 2050-01-20 3.000000 0.00 179622732.00 30022303.00 Agency Mortgage-Backed Securities GNII SF MA7192 M 549300M8ZYFG0OCMTT87 36179V7D6 2051-02-20 2.000000 0.00 97280306.00 46192771.00 Agency Mortgage-Backed Securities GNII SF MA7135 M 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2.000000 0.00 751000.00 350881.00 Agency Mortgage-Backed Securities GNII SF MA5984 M 549300M8ZYFG0OCMTT87 36179UUH3 2049-06-20 3.000000 0.00 91367936.00 11706260.00 Agency Mortgage-Backed Securities GNII SF MA5652 M 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 1998984.00 126302.00 Agency Mortgage-Backed Securities GNII SF MA5595 M 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 1500000.00 129498.00 Agency Mortgage-Backed Securities GNII SF MA5468 M 549300M8ZYFG0OCMTT87 36179UCD2 2048-09-20 5.000000 0.00 232876.00 16861.00 Agency Mortgage-Backed Securities GNII SF MA4718 M 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3.000000 0.00 310000.00 42510.00 Agency Mortgage-Backed Securities GNII SF MA4320 M 549300M8ZYFG0OCMTT87 36179SYR2 2047-03-20 3.000000 0.00 1106000.00 151266.00 Agency Mortgage-Backed Securities GNII SF MA4198 M 549300M8ZYFG0OCMTT87 36179SUX3 2047-01-20 4.500000 0.00 8726000.00 802581.00 Agency Mortgage-Backed Securities GNII SF MA3939 M 549300M8ZYFG0OCMTT87 36179SLU9 2046-09-20 4.500000 0.00 4093000.00 359859.00 Agency Mortgage-Backed Securities GNII SF MA4451 M 549300M8ZYFG0OCMTT87 36179S5L7 2047-05-20 3.500000 0.00 933356328.00 101200852.00 Agency Mortgage-Backed Securities GNII SF MA2891 M 549300M8ZYFG0OCMTT87 36179RF87 2045-06-20 3.000000 0.00 3338330.00 305499.00 Agency Mortgage-Backed Securities GNII SF MA3597 M 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.500000 0.00 719922.00 70600.00 Agency Mortgage-Backed Securities GNII SF MA1012 M 549300M8ZYFG0OCMTT87 36179NDR6 2043-05-20 3.500000 0.00 1018560.00 95931.00 Agency Mortgage-Backed Securities GNII SF MA0625 M 549300M8ZYFG0OCMTT87 36179MVS6 2042-12-20 3.500000 0.00 514449.00 45161.00 Agency Mortgage-Backed Securities GNII SF MA0318 M 549300M8ZYFG0OCMTT87 36179MK74 2042-08-20 3.500000 0.00 5390000.00 405467.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292DSD5 2036-05-15 6.000000 0.00 2739548.00 5344.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291LRL1 2034-06-15 5.500000 0.00 1639666.00 25011.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VKM5 2036-09-15 6.500000 0.00 2284471.00 10901.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241LBN5 2038-11-15 6.000000 0.00 1242839.00 11688.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEM60 2056-04-20 5.000000 0.00 1354906.00 1338830.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AB5R9 2052-09-20 4.500000 0.00 614937.00 420327.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAPU2 2050-06-20 5.500000 0.00 8966988.00 2510758.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2QY1 2041-06-15 6.000000 0.00 58426.00 8651.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2MZ2 2043-04-20 3.500000 0.00 628000.00 68127.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VCD44 2056-04-20 5.000000 0.00 4633876.00 4608767.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VAQP7 2056-03-20 6.000000 0.00 3927740.00 4060241.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V9ST0 2056-03-20 6.000000 0.00 6482454.00 6619126.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V5SM3 2055-12-20 6.000000 0.00 5000.00 5072.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618V0EG2 2055-12-20 6.500000 0.00 999817.00 1066612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NYP59 2056-01-20 6.500000 0.00 5699615.00 5846197.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618NXQ43 2055-11-20 6.500000 0.00 1750899.00 1782051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 134508374.00 133435789.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6G68 2041-05-20 5.000000 0.00 9428975.00 9423684.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6G50 2041-05-20 4.500000 0.00 11898049.00 11811657.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5.000000 0.00 78000000.00 77237345.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 12300.00 11844.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DC8 2056-03-20 6.000000 0.00 504842514.00 514151951.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6DB0 2056-03-20 5.500000 0.00 2027.00 2035.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 52644480.00 51864152.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 90000000.00 86424148.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.500000 0.00 50000000.00 44512649.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 420773.00 355497.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 24665.00 22874.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 719416.00 566954.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N53Z0 2055-12-20 6.000000 0.00 92206000.00 92696320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N3G65 2056-03-20 5.000000 0.00 2757689.00 2743315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N12H0 2056-03-20 6.000000 0.00 4822010.00 4922375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MVHW6 2056-02-20 6.500000 0.00 5003.00 5311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MVBN2 2056-02-20 6.500000 0.00 7986074.00 8159856.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618MUPV1 2056-02-20 5.000000 0.00 2630689.00 2574979.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297GWM8 2043-05-15 2.500000 0.00 367793.00 127426.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296XF74 2038-12-15 6.000000 0.00 953198.00 13083.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296LQP8 2038-10-15 6.000000 0.00 702334.00 16346.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36296HNJ4 2040-04-15 4.500000 0.00 3609664.00 853425.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-06-22 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLXD9 2050-09-01 2.000000 0.00 1000.00 488.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLMC3 2050-09-01 2.000000 0.00 1024.00 548.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KHMT5 2050-07-01 2.000000 0.00 1020.00 471.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KF7H2 2050-08-01 2.000000 0.00 1024.00 471.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDNS5 2050-05-01 2.500000 0.00 1280.00 473.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDCZ1 2050-06-01 3.000000 0.00 1000.00 237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K9D71 2050-04-01 5.000000 0.00 1000.00 165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K5UM7 2049-11-01 4.000000 0.00 1000.00 457.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K5MU8 2034-11-01 5.000000 0.00 1000.00 386.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JXKG2 2049-09-01 4.000000 0.00 2000.00 299.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JWNT3 2049-09-01 3.000000 0.00 1000.00 171.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSTM1 2049-07-01 3.500000 0.00 1000.00 320.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JR2J9 2049-05-01 4.000000 0.00 1024.00 193.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPN50 2049-06-01 4.500000 0.00 5824.00 1280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JNAM2 2049-04-01 4.500000 0.00 1028.00 230.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JJEU9 2048-10-01 4.500000 0.00 2000.00 646.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JG7E9 2048-11-01 4.500000 0.00 5281.00 1044.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBMB9 2040-07-01 4.500000 0.00 1000.00 374.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JB4B9 2045-09-01 4.000000 0.00 2000.00 1317.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAPW2 2046-09-01 3.000000 0.00 1000.00 268.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAKP2 2048-12-01 4.500000 0.00 1008.00 261.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JADP0 2049-02-01 5.000000 0.00 1000.00 169.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JACU0 2049-02-01 4.000000 0.00 1002.00 87.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9SA0 2048-03-01 3.500000 0.00 1046.00 286.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9MF5 2048-03-01 4.000000 0.00 1000.00 312.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9JA0 2048-09-01 4.500000 0.00 4114.00 883.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9J93 2033-10-01 4.000000 0.00 1000.00 151.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9FY2 2045-01-01 4.000000 0.00 1037.00 212.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9AT8 2048-09-01 4.000000 0.00 1008.00 80.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.500000 0.00 3245.00 813.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8QE6 2048-06-01 4.000000 0.00 1024.00 254.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J86W8 2047-05-01 4.000000 0.00 3092.00 560.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7QB4 2047-11-01 4.500000 0.00 3084.00 790.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4.000000 0.00 2000.00 164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKQC2 2047-04-01 3.500000 0.00 3000.00 436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKNW1 2047-04-01 3.500000 0.00 1024.00 296.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKES0 2043-06-01 4.000000 0.00 1000.00 72.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WK4N2 2047-06-01 4.500000 0.00 8077900.00 1884173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJUP1 2047-01-01 3.500000 0.00 1054.00 226.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJTJ7 2047-01-01 3.500000 0.00 1024.00 233.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJJJ8 2046-11-01 3.500000 0.00 1120.00 239.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3.000000 0.00 1000.00 164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJAK4 2046-10-01 3.000000 0.00 1024.00 211.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJ6S2 2047-03-01 4.500000 0.00 1000.00 148.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJ5R5 2047-03-01 4.000000 0.00 1034.00 229.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJ5G9 2047-03-01 3.500000 0.00 1000.00 192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJ4G0 2047-03-01 3.500000 0.00 1000.00 194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHYA4 2046-09-01 3.000000 0.00 1000.00 157.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHY22 2046-09-01 3.000000 0.00 1024.00 153.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHXH0 2046-09-01 3.000000 0.00 2024.00 522.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHUY6 2046-08-01 3.000000 0.00 1000.00 145.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHKD3 2046-07-01 3.500000 0.00 1089.00 82.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHER9 2046-06-01 3.000000 0.00 1057.00 144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WH5T5 2046-10-01 3.500000 0.00 1024.00 223.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WH4R0 2046-10-01 3.000000 0.00 1024.00 267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGX90 2046-04-01 3.000000 0.00 1000.00 130.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGDG6 2045-12-01 3.500000 0.00 1000.00 106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFN51 2045-09-01 3.500000 0.00 1000.00 160.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFML7 2045-09-01 3.500000 0.00 1000.00 178.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFK39 2045-09-01 3.500000 0.00 19537329.00 2912253.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFB88 2045-07-01 3.500000 0.00 1120.00 115.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WF2T2 2045-11-01 3.500000 0.00 3083.00 584.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEXQ7 2045-06-01 3.500000 0.00 1120.00 112.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEXB0 2045-06-01 3.500000 0.00 1024.00 223.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEVY2 2045-06-01 3.500000 0.00 2013.00 326.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEV55 2045-06-01 3.500000 0.00 1024.00 101.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WET66 2045-06-01 3.000000 0.00 1024.00 124.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WERT8 2045-05-01 3.500000 0.00 1024.00 80.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WERS0 2045-05-01 3.500000 0.00 1085.00 88.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEQ69 2045-05-01 3.000000 0.00 1024.00 127.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEPE3 2045-05-01 3.500000 0.00 1021.00 81.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEKG3 2045-04-01 3.500000 0.00 1000.00 150.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEKD0 2045-04-01 3.500000 0.00 1000.00 169.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEJQ3 2045-04-01 3.500000 0.00 1024.00 85.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE3Y3 2045-07-01 4.000000 0.00 1000.00 195.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDZC8 2045-01-01 3.500000 0.00 1024.00 154.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDJM4 2044-11-01 4.000000 0.00 1000.00 113.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WD3M1 2045-02-01 3.500000 0.00 1056.00 171.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WBNC5 2044-04-01 5.000000 0.00 1000.00 207.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9TQ3 2043-09-01 4.500000 0.00 1034.00 155.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9CF5 2043-08-01 3.500000 0.00 2089.00 271.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W94X5 2043-10-01 5.000000 0.00 828633.00 37656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7JZ8 2043-04-01 3.500000 0.00 1025.00 102.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6ZE9 2043-04-01 3.500000 0.00 1000.00 53.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6Z82 2043-06-01 3.500000 0.00 1000.00 218.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6RE8 2043-06-01 3.500000 0.00 1024.00 148.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6RC2 2043-06-01 3.500000 0.00 1024.00 174.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6DR4 2043-04-01 3.500000 0.00 1001.00 146.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W4DR9 2043-05-01 3.000000 0.00 1008.00 291.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W0XV6 2043-01-01 3.000000 0.00 1000.00 168.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W0F53 2043-01-01 2.500000 0.00 1000.00 166.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138NYHF5 2043-02-01 3.500000 0.00 1052.00 143.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MTKE6 2054-12-01 5.500000 0.00 2234147.00 1845784.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MRC33 2042-12-01 3.500000 0.00 1040.00 138.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MN6X3 2043-06-01 3.000000 0.00 1000.00 85.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MM4Y5 2042-12-01 3.500000 0.00 1000.00 140.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MLWW0 2042-11-01 3.500000 0.00 1025.00 73.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MGCK9 2042-12-01 3.500000 0.00 1000.00 111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MBHW9 2042-10-01 3.500000 0.00 2024.00 323.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M4FZ0 2042-08-01 3.500000 0.00 1000.00 90.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M2BZ8 2042-07-01 3.500000 0.00 1120.00 124.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M2BW5 2042-07-01 3.500000 0.00 1024.00 100.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M1ZQ4 2042-08-01 3.000000 0.00 1024.00 93.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LXQQ5 2042-06-01 4.000000 0.00 1000.00 128.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LURX5 2042-05-01 4.000000 0.00 1143.00 94.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LQNB6 2042-02-01 2.775000 0.00 1000.00 251.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETTQ9 2046-06-01 3.500000 0.00 1000.00 186.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETQP4 2031-06-01 3.500000 0.00 1000.00 77.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERTX8 2046-09-01 3.500000 0.00 1024.00 246.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERBD1 2046-08-01 3.000000 0.00 1024.00 178.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQLF7 2045-03-01 4.000000 0.00 1000.00 157.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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CORPORATION S6XOOCT0IEG5ABCC6L87 3133BEQJ5 2052-06-01 4.500000 0.00 6627614.00 4578848.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BCU70 2052-06-01 4.000000 0.00 1011.00 754.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B9SM7 2052-04-01 3.500000 0.00 1022.00 688.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AYJE1 2051-12-01 2.500000 0.00 1008.00 577.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AXT69 2051-11-01 2.500000 0.00 1000.00 545.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ARQV0 2051-09-01 3.000000 0.00 1000.00 563.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AFEY3 2051-02-01 2.000000 0.00 1001.00 499.00 Agency Mortgage-Backed Securities FEDERAL HOME 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0.00 2000.00 1179.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWKF9 2054-01-01 5.000000 0.00 1000.00 844.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJQ7 2053-11-01 5.000000 0.00 1001.00 816.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 6346.00 3807.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 1000.00 619.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.500000 0.00 1000.00 738.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 2018.00 1704.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHU0 2053-07-01 6.000000 0.00 1000.00 635.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1008.00 738.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 73000.00 53618.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 1002.00 609.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 2965.00 2137.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 1000.00 716.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5.000000 0.00 1088206.00 822522.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWF65 2053-01-01 5.500000 0.00 1093.00 756.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWET6 2052-09-01 5.000000 0.00 2144007.00 1548893.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 1009.00 735.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE66 2052-10-01 4.500000 0.00 1706001.00 1256168.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 1000.00 742.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDX8 2052-06-01 2.000000 0.00 42000.00 27456.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWD75 2052-07-01 3.500000 0.00 1000.00 710.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 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FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMA0 2052-03-01 3.000000 0.00 1000.00 618.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVL52 2051-11-01 2.500000 0.00 1025.00 600.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKU8 2049-11-01 3.000000 0.00 1013.00 345.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.500000 0.00 1024.00 190.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVJK2 2055-01-01 5.500000 0.00 1044.00 948.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVF83 2055-01-01 6.000000 0.00 1000.00 770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSTF8 2053-08-01 5.500000 0.00 1007.00 818.00 Agency Mortgage-Backed 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6.500000 0.00 1000.00 823.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHJY9 2040-03-01 4.500000 0.00 1000.00 931.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGYV0 2054-06-01 7.000000 0.00 1001.00 559.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGBB9 2054-06-01 6.500000 0.00 1000.00 820.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AELZ0 2054-10-01 6.500000 0.00 1000.00 1035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AELB3 2054-06-01 6.500000 0.00 1000.00 1030.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AE2J7 2054-06-01 5.500000 0.00 84072.00 65474.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADWQ0 2054-07-01 6.500000 0.00 1000.00 659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADDP3 2054-07-01 5.500000 0.00 1000.00 843.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AD6M8 2054-09-01 5.500000 0.00 1000.00 786.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACET6 2054-10-01 4.500000 0.00 1007.00 895.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABLY9 2054-06-01 6.500000 0.00 1000.00 1033.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABGF6 2054-10-01 6.500000 0.00 1000.00 1036.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9RY8 2054-07-01 7.000000 0.00 1000.00 1068.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YXEP6 2045-07-01 3.500000 0.00 1000.00 131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YUHR5 2045-09-01 3.500000 0.00 1024.00 178.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPZE0 2035-04-01 5.500000 0.00 1007.00 600.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPTP2 2031-05-01 2.000000 0.00 1000.00 309.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYVZ9 2041-10-01 2.500000 0.00 1000.00 563.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVCF0 2054-12-01 6.000000 0.00 1000.00 809.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV7D1 2050-09-01 3.000000 0.00 451999.00 130379.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 1000.00 338.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4E2 2049-09-01 2.500000 0.00 1905000.00 337767.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3Z6 2049-10-01 3.000000 0.00 3016.00 425.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3P8 2049-08-01 4.000000 0.00 1003.00 94.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.500000 0.00 1987.00 168.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUXC6 2054-11-01 4.500000 0.00 1000.00 862.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUWW3 2053-11-01 5.000000 0.00 1000.00 828.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUTS6 2054-10-01 6.000000 0.00 1024.00 784.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.500000 0.00 52934.00 45429.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUJE8 2054-10-01 6.000000 0.00 1025.00 926.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTVC1 2054-07-01 6.000000 0.00 1034.00 914.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTT26 2054-07-01 6.500000 0.00 1069.00 770.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTRA0 2054-07-01 6.000000 0.00 1008.00 822.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQR4 2054-06-01 5.000000 0.00 1024.00 848.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQ52 2054-05-01 6.000000 0.00 1000.00 825.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.500000 0.00 1000.00 787.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 5114.00 4055.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTB25 2054-05-01 5.500000 0.00 1024.00 818.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSYD8 2054-04-01 5.500000 0.00 140000.00 119627.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSUZ3 2052-10-01 4.000000 0.00 9608992.00 7437579.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSSC7 2054-03-01 5.000000 0.00 410000.00 335776.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSRS3 2053-10-01 5.000000 0.00 2217.00 1878.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSRP9 2053-07-01 5.500000 0.00 1000.00 790.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQA3 2052-04-01 2.500000 0.00 1000.00 712.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ70 2054-02-01 5.500000 0.00 12110.00 9776.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSGR7 2053-12-01 5.500000 0.00 1000.00 748.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS6Z0 2054-04-01 5.000000 0.00 2016.00 1649.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQWJ1 2053-06-01 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strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 19494000.00 19302970.00 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 105511400.00 99285527.00 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 173196200.00 163030911.00 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 138909800.00 132047521.00 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 211337200.00 185200065.00 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 21365000.00 18680526.00 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 20839000.00 19092295.00 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 217609000.00 211350548.00 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 266896400.00 262692581.00 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 198566800.00 194591046.00 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 20814600.00 20954686.00 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 31089800.00 30718065.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 50875700.00 48667925.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 80487000.00 77609309.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 8945000.00 8453047.00 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 119562000.00 106881320.00 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 426107000.00 362709411.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 27330500.00 14898411.00 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 13634800.00 9903105.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 26686800.00 14833109.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 147964400.00 108419717.00 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 46423000.00 34187100.00 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 55292800.00 38780224.00 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 51384900.00 33605516.00 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 600.00 517.00 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 35099700.00 30134188.00 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 200.00 159.00 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 168719600.00 162881126.00 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 29000400.00 29001733.00 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 3973000.00 4066977.00 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 657900.00 651733.00 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 1290100.00 1281588.00 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 55474200.00 55152598.00 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.766617 0.00 671093900.00 673280134.00 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 86615000.00 86620411.00 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 229232000.00 227625806.00 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 87802000.00 87624172.00 U.S. Treasuries (including strips) TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.762617 0.00 80050000.00 80308819.00 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 2526000.00 2511262.00 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 32271000.00 32086235.00 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 9720400.00 9627016.00 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 151717000.00 147010699.00 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 40992000.00 40676634.00 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 104957000.00 104957848.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 209746100.00 206838512.00 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 449875000.00 446632030.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 375790600.00 371951707.00 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 122733800.00 122743440.00 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 358309600.00 362605093.00 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 328673600.00 329907840.00 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 331129200.00 336094895.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100000000.00 101604222.00 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 37249000.00 37831960.00 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 67000.00 68264.00 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 35799700.00 35620546.00 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 160060000.00 160065954.00 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 90899800.00 91178234.00 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 83702800.00 84197100.00 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 166624800.00 171719942.00 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 205453600.00 210251568.00 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 100.00 102.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 3132DWPT4 2055-05-01 6.000000 0.00 606058.00 424728.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNY5 2055-02-01 6.000000 0.00 5401611.00 3519903.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNX7 2055-02-01 5.500000 0.00 3000.00 2325.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNM1 2055-01-01 6.000000 0.00 747535.00 474439.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNL3 2054-12-01 6.000000 0.00 83334.00 56190.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMZ3 2054-11-01 6.000000 0.00 111207.00 72578.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMT7 2054-10-01 6.000000 0.00 26292400.00 16600301.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMS9 2054-10-01 5.500000 0.00 193088.00 146660.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6YN5 2056-06-01 5.500000 0.00 5315728.00 5409066.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6MS7 2056-05-01 4.500000 0.00 2000.00 1933.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K6MN8 2056-06-01 4.500000 0.00 1440242.00 1392106.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4MB9 2056-05-01 5.000000 0.00 9203688.00 9083560.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4LQ7 2056-05-01 5.500000 0.00 2865757.00 2909135.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4LE4 2056-05-01 5.500000 0.00 1030147.00 1043751.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4L61 2056-05-01 4.500000 0.00 1210785.00 1167811.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4KC9 2056-05-01 5.000000 0.00 1565265.00 1563620.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4K70 2056-05-01 5.500000 0.00 1875410.00 1923640.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4JR8 2056-05-01 4.500000 0.00 1000.00 965.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K4BR6 2056-05-01 6.000000 0.00 1195042.00 1241931.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K44M5 2056-05-01 5.000000 0.00 1023663.00 1023364.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3JT6 2056-04-01 5.000000 0.00 2741622.00 2702993.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3CU0 2056-04-01 5.000000 0.00 1068750.00 1060044.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3CB2 2056-04-01 6.000000 0.00 1312008.00 1373796.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3BS6 2056-04-01 5.500000 0.00 1023060.00 1045342.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3B56 2056-05-01 5.000000 0.00 2537426.00 2521799.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3A81 2056-04-01 5.500000 0.00 1663492.00 1690480.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2ZM5 2056-04-01 6.500000 0.00 1019320.00 1083990.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2WL0 2056-04-01 5.000000 0.00 2613723.00 2598585.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2TC4 2056-04-01 6.500000 0.00 1478239.00 1570604.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2S68 2056-04-01 5.000000 0.00 3168936.00 3143177.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2S43 2056-04-01 4.500000 0.00 1672547.00 1611481.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2RE2 2056-02-01 4.000000 0.00 1113437.00 1050113.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2Q52 2056-04-01 4.500000 0.00 1108300.00 1069504.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2FJ4 2056-04-01 5.500000 0.00 2165611.00 2193567.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2CX6 2056-04-01 5.500000 0.00 1240295.00 1255557.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2CD0 2056-04-01 6.000000 0.00 1050922.00 1085134.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2B90 2056-04-01 6.500000 0.00 1047969.00 1105406.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K2B66 2056-04-01 5.000000 0.00 1025617.00 1016177.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K27E4 2056-04-01 5.000000 0.00 1029100.00 1014665.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1ZD7 2056-04-01 6.000000 0.00 1220950.00 1275410.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1Y71 2056-04-01 5.000000 0.00 1212850.00 1210446.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K1V82 2056-04-01 6.000000 0.00 2661825.00 2747238.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1SV5 2056-04-01 5.000000 0.00 1247888.00 1234158.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K1SM5 2056-04-01 5.500000 0.00 3768967.00 3835353.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1RN4 2056-04-01 6.000000 0.00 1131504.00 1177310.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1RJ3 2056-04-01 6.000000 0.00 1764879.00 1831657.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1RH7 2056-04-01 5.500000 0.00 1382086.00 1414042.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1QJ4 2056-05-01 5.000000 0.00 51903104.00 50772154.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1JJ2 2056-04-01 6.000000 0.00 3275027.00 3372836.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1HD7 2056-04-01 5.500000 0.00 3179101.00 3202891.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K15R9 2056-04-01 4.500000 0.00 1310704.00 1141167.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYUJ9 2056-04-01 5.000000 0.00 1044460.00 1033008.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYTX0 2056-04-01 5.000000 0.00 1421448.00 1415869.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYTB8 2056-03-01 6.000000 0.00 1405105.00 1454816.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYT77 2056-04-01 6.000000 0.00 1422189.00 1483291.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYSV5 2056-04-01 5.500000 0.00 2482974.00 2500951.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYRF1 2056-04-01 5.500000 0.00 2839191.00 2892630.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYM74 2056-03-01 4.500000 0.00 1475078.00 1414371.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYKL5 2056-03-01 6.000000 0.00 1014350.00 1048340.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JYJE3 2056-03-01 4.500000 0.00 1635306.00 1574327.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JY3Q3 2056-04-01 5.500000 0.00 940021.00 951121.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JY3P5 2056-04-01 5.000000 0.00 1000.00 989.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXYZ1 2056-03-01 4.500000 0.00 1609067.00 1546536.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXYB4 2055-12-01 5.500000 0.00 1115783.00 1123128.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXWW0 2056-03-01 5.500000 0.00 5612417.00 5413038.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXWM2 2056-03-01 5.500000 0.00 3390271.00 3434266.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXTE4 2056-02-01 6.000000 0.00 1063139.00 636582.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXSD7 2056-03-01 5.000000 0.00 1180177.00 1174993.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXSA3 2056-02-01 4.500000 0.00 1217245.00 1172900.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JXCK8 2056-03-01 6.000000 0.00 1496868.00 1559935.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JX6U3 2056-03-01 5.500000 0.00 2245716.00 2271268.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWZK5 2056-03-01 5.500000 0.00 1197407.00 1205369.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWNY8 2056-03-01 6.000000 0.00 1817691.00 1895175.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWN44 2056-03-01 6.500000 0.00 1863064.00 1964838.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWFU5 2056-03-01 6.500000 0.00 1168833.00 1127539.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JWDN3 2056-03-01 5.500000 0.00 8919282.00 8557911.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWBT2 2056-03-01 6.500000 0.00 1838732.00 1773351.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JW2A3 2056-03-01 6.000000 0.00 1088343.00 1122713.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JVZ27 2056-03-01 5.000000 0.00 5287320.00 5219688.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JVPT9 2056-02-01 5.000000 0.00 27716319.00 27251538.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JVN53 2056-03-01 5.000000 0.00 8672884.00 8527490.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JVKG2 2056-02-01 6.500000 0.00 1079268.00 1122514.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JVGF9 2056-02-01 5.500000 0.00 2326562.00 2033907.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JV6J2 2056-02-01 6.000000 0.00 3250877.00 3385717.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JV3W6 2056-03-01 5.000000 0.00 26618335.00 26185782.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JUXN5 2056-02-01 5.500000 0.00 2274316.00 2101723.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JURA0 2056-01-01 5.500000 0.00 1609266.00 1344346.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JTSW4 2056-01-01 6.000000 0.00 1004500.00 1036717.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JTDS9 2056-01-01 5.500000 0.00 1284496.00 1294085.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JTDN0 2056-01-01 6.000000 0.00 1125484.00 1158245.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JSZB4 2056-01-01 6.500000 0.00 2236919.00 2232909.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JSCW3 2056-01-01 6.500000 0.00 1590390.00 1672983.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JRSU2 2056-01-01 5.500000 0.00 24957663.00 24851228.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQZF9 2056-01-01 4.500000 0.00 1318092.00 1232265.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQXQ7 2055-12-01 5.500000 0.00 2978580.00 2989710.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQPG8 2056-01-01 5.000000 0.00 8211331.00 8100715.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQJX8 2056-01-01 5.500000 0.00 3972995.00 3946548.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JPYK1 2055-12-01 5.500000 0.00 4895863.00 4950827.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JPS69 2055-12-01 5.500000 0.00 5130455.00 4909410.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JPDG3 2055-12-01 6.500000 0.00 1060863.00 512980.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JPBY6 2055-12-01 5.500000 0.00 4571528.00 4436956.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JN7B6 2055-11-01 4.500000 0.00 1154798.00 1108558.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JN5Z5 2055-11-01 6.500000 0.00 1755574.00 1519339.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCDA5 2041-06-01 6.000000 0.00 6999192.00 7234565.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCCY4 2041-04-01 6.000000 0.00 14897481.00 15195084.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCCV0 2041-05-01 4.500000 0.00 5528993.00 5444104.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCCT5 2041-05-01 3.500000 0.00 1305000.00 1243247.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCCR9 2041-03-01 3.000000 0.00 1057798.00 992718.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCCN8 2041-04-01 5.000000 0.00 1275192.00 1242852.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWML4 2054-09-01 6.000000 0.00 219610.00 132373.00 Agency Mortgage-Backed Securities 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P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 2355900000.00 2355900000.00 0.0088 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK BRANCH CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK BRANCH 3.620000% TPR108D61 N.A. 0000016847 TPR108D61779156CAN 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 CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWX20 2056-03-01 6.000000 0.00 138562.00 141688.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVTF8 2055-11-01 5.000000 0.00 207526.00 203257.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ATF5 2028-05-01 3.000000 0.00 1000.00 23.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LT28 2046-11-01 3.500000 0.00 182165.00 45670.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AARR4 2041-02-01 4.500000 0.00 1000.00 54.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NA54 2027-02-01 6.500000 0.00 21153.00 16.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FPG5 2041-01-20 4.500000 0.00 2198.00 101.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618JWLM5 2055-01-20 6.500000 0.00 18835.00 19661.00 Agency Mortgage-Backed Securities 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 31060700.00 30498681.00 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 1000.00 992.00 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 25900000.00 25551090.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 10499900.00 10392638.00 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 134600.00 134724.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1000.00 1011.00 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 75400.00 80726.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 887000.00 787679.00 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 349600.00 310655.00 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 100.00 130.00 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 18900.00 19027.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 30441600.00 29120572.00 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 7534100.00 4695582.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 73.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0004 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.560000% TPR108D62 1VUV7VQFKUOQSJ21A208 0001330437 TPR108D627791561CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/51 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 141410.00 38375.00 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0.00 0.00 799999.00 225002.00 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 1806250.00 781610.00 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 1806185.00 1339479.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 6640600.00 6747130.00 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 4800.00 4831.00 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 200.00 201.00 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 14724000.00 14998218.00 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 14826600.00 14880472.00 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 839800.00 823120.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 19133900.00 19499983.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 300.00 297.00 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 19506300.00 19499943.00 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 14542400.00 14940492.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 999900.00 946937.00 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 101.00 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 797700.00 790852.00 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 260500.00 262832.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 13637500.00 14900310.00 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 100.00 99.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 122.00 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 1853400.00 2417944.00 U.S. Treasuries (including strips) 1 3/4 TRIB 28 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 1100.00 1753.00 U.S. Treasuries (including strips) 3 1/8 TPRN 41 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0.00 0.00 41573400.00 19499962.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0356 130000000.00 130000000.00 0.0005 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 3.620000% TPR108D65 M67H5PRC0NQKM73ZAS82 0000026617 TPR108D65779156DAI 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 CORPORATION S6XOOCT0IEG5ABCC6L87 3142K3PH5 2056-05-01 5.000000 0.00 395064.00 390465.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JCBF6 2040-11-01 4.500000 0.00 1003.00 918.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 9480610.00 9274099.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 2862250.00 2740482.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6D91 2056-06-01 5.000000 0.00 9260396.00 9139528.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6D83 2056-06-01 4.500000 0.00 54104734.00 52070667.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6D75 2056-06-01 4.000000 0.00 2758433.00 2589841.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6CV3 2056-01-01 4.500000 0.00 3197264.00 3031327.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWPT0 2056-01-01 5.000000 0.00 41017734.00 40162145.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTQM1 2054-12-01 6.000000 0.00 4447326.00 3543831.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SE95 2056-04-01 5.000000 0.00 15051030.00 14770313.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427S3F3 2056-05-01 5.500000 0.00 10647133.00 10818411.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PJF2 2055-08-01 5.500000 0.00 39116132.00 34626803.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MKJ9 2055-01-01 5.000000 0.00 15950831.00 13894976.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427H3J9 2055-11-01 5.500000 0.00 3865705.00 3691385.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427D2Q3 2055-10-01 5.500000 0.00 1999333.00 1772816.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWB4 2055-04-01 6.000000 0.00 1767490.00 1314726.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426ML42 2055-04-01 6.000000 0.00 1179764.00 1198743.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426K2G0 2055-04-01 6.500000 0.00 1183342.00 1227216.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W9QA2 2054-04-01 6.000000 0.00 1093425.00 864422.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJJF0 2050-07-01 2.500000 0.00 1300000.00 494161.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C7RU3 2053-07-01 5.000000 0.00 1945819.00 1826397.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMXW0 2052-09-01 5.500000 0.00 1072775.00 479197.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132GEPU8 2041-06-01 5.000000 0.00 7044981.00 608078.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 686821.00 478452.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQKT2 2053-05-01 6.000000 0.00 7764000.00 5106747.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPRD2 2052-12-01 6.000000 0.00 600000.00 406967.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNMY6 2052-07-01 4.500000 0.00 7303838.00 4856538.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CXWK4 2040-07-01 5.000000 0.00 680124.00 504455.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AVQ73 2041-10-01 4.000000 0.00 50013630.00 3333232.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1138977.00 1094838.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 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3128MJ2M1 2047-09-01 3.500000 0.00 17242686.00 1899915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FXG7 2056-06-01 4.500000 0.00 2170957.00 2089340.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 3273771.00 3219414.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FWN3 2056-05-01 4.500000 0.00 69251754.00 66516627.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FVX2 2056-04-01 5.000000 0.00 117742651.00 115161772.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 13351294.00 12791954.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AR26 2043-04-01 3.500000 0.00 5000000.00 704171.00 Agency Mortgage-Backed Securities 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Securities Y Fitch, Inc. 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3.500000 0.00 1187.00 81.00 Agency Mortgage-Backed Securities GNII SF MA1678 M 549300M8ZYFG0OCMTT87 36179N2K3 2044-02-20 4.000000 0.00 3000.00 162.00 Agency Mortgage-Backed Securities GNII SF MA0756 M 549300M8ZYFG0OCMTT87 36179MZV5 2028-02-20 2.500000 0.00 4000.00 78.00 Agency Mortgage-Backed Securities GNII SF MA0699 M 549300M8ZYFG0OCMTT87 36179MX47 2043-01-20 3.500000 0.00 4000.00 361.00 Agency Mortgage-Backed Securities GNII SF MA0601 M 549300M8ZYFG0OCMTT87 36179MU24 2027-12-20 2.500000 0.00 5000.00 73.00 Agency Mortgage-Backed Securities GNII SF MA0535 M 549300M8ZYFG0OCMTT87 36179MSY7 2042-11-20 4.000000 0.00 9000.00 679.00 Agency Mortgage-Backed Securities GNII SF MA0513 M 549300M8ZYFG0OCMTT87 36179MSA9 2027-11-20 2.500000 0.00 53110.00 734.00 Agency Mortgage-Backed Securities GNII SF MA0393 M 549300M8ZYFG0OCMTT87 36179MNJ5 2042-09-20 4.000000 0.00 3000.00 192.00 Agency Mortgage-Backed Securities GNII SF MA0319 M 549300M8ZYFG0OCMTT87 36179MK82 2042-08-20 4.000000 0.00 2000.00 119.00 Agency Mortgage-Backed Securities GNII SF MA0221 M 549300M8ZYFG0OCMTT87 36179MG61 2042-07-20 4.000000 0.00 2000.00 111.00 Agency Mortgage-Backed Securities GNII SF MA0220 M 549300M8ZYFG0OCMTT87 36179MG53 2042-07-20 3.500000 0.00 8000.00 569.00 Agency Mortgage-Backed Securities GNII SF MA0138 M 549300M8ZYFG0OCMTT87 36179MEK2 2027-06-20 2.500000 0.00 6003.00 53.00 Agency Mortgage-Backed Securities GNII SF MA0088 M 549300M8ZYFG0OCMTT87 36179MCZ1 2042-05-20 3.500000 0.00 7999.00 537.00 Agency Mortgage-Backed Securities GNII SF MA0022 M 549300M8ZYFG0OCMTT87 36179MAX8 2042-04-20 3.500000 0.00 3001.00 189.00 Agency Mortgage-Backed Securities GNII SF MA0852 M 549300M8ZYFG0OCMTT87 36179M5M8 2043-03-20 3.500000 0.00 1000.00 84.00 Agency Mortgage-Backed Securities GNII SF MA0782 M 549300M8ZYFG0OCMTT87 36179M2P4 2043-02-20 3.000000 0.00 1000.00 102.00 Agency Mortgage-Backed Securities GNII SF MA0781 M 549300M8ZYFG0OCMTT87 36179M2N9 2043-02-20 2.500000 0.00 3000.00 378.00 Agency Mortgage-Backed Securities GNMI SF AB9108 X 549300M8ZYFG0OCMTT87 36178WDM8 2042-10-15 3.000000 0.00 3001.00 294.00 Agency Mortgage-Backed Securities GNII SF AB9088 C 549300M8ZYFG0OCMTT87 36178WCZ0 2042-10-20 3.000000 0.00 5000.00 607.00 Agency Mortgage-Backed Securities GNMI SF AB8350 X 549300M8ZYFG0OCMTT87 36178VH38 2042-10-15 2.500000 0.00 2003.00 210.00 Agency Mortgage-Backed Securities GNII SF AB2916 C 549300M8ZYFG0OCMTT87 36178NGZ6 2042-09-20 4.000000 0.00 2000.00 327.00 Agency Mortgage-Backed Securities GNMI SF AB2895 X 549300M8ZYFG0OCMTT87 36178NGC7 2042-09-15 3.500000 0.00 1649.00 116.00 Agency Mortgage-Backed Securities GNII SF AB2338 C 549300M8ZYFG0OCMTT87 36178MS36 2042-08-20 4.000000 0.00 3000.00 379.00 Agency Mortgage-Backed Securities GNMI SF AA6698 X 549300M8ZYFG0OCMTT87 36178ENP0 2043-01-15 3.500000 0.00 4003.00 755.00 Agency Mortgage-Backed Securities GNMI SF AA6091 X 549300M8ZYFG0OCMTT87 36178DXU0 2043-02-15 3.000000 0.00 3000.00 403.00 Agency Mortgage-Backed Securities GNII SF AA6042 C 549300M8ZYFG0OCMTT87 36178DWB3 2043-01-20 3.000000 0.00 2000.00 169.00 Agency Mortgage-Backed Securities GNMI SF 796255 X 549300M8ZYFG0OCMTT87 36177Q5R0 2042-06-15 3.500000 0.00 1160.00 71.00 Agency Mortgage-Backed Securities GNMI SF 794216 X 549300M8ZYFG0OCMTT87 36177NVJ6 2042-02-15 3.500000 0.00 30837.00 864.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KUB2 2035-09-20 5.000000 0.00 1000.00 21.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KQL5 2036-02-15 5.000000 0.00 1000.00 25.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KHZ4 2034-12-15 7.000000 0.00 1000.00 12.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AEK54 2056-03-20 5.000000 0.00 1024.00 1008.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ADVC9 2055-04-20 5.500000 0.00 1000.00 842.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ADFL7 2054-07-20 5.500000 0.00 1999.00 1606.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ADE95 2041-12-20 5.000000 0.00 1000.00 785.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ACYN4 2053-06-20 5.000000 0.00 1000.00 782.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AC4G2 2032-07-20 6.500000 0.00 2000.00 1210.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABWK4 2052-03-20 3.000000 0.00 2000.00 1264.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABV33 2052-04-20 3.000000 0.00 1000.00 498.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABHG0 2051-10-20 3.000000 0.00 1040.00 619.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABCY6 2044-12-20 3.500000 0.00 1000.00 466.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABAM4 2051-06-20 3.500000 0.00 1040.00 533.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AB2N1 2052-08-20 5.000000 0.00 1024.00 794.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAZN7 2051-03-20 2.500000 0.00 1000.00 569.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAWR1 2051-01-20 3.000000 0.00 2000.00 1391.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAVV3 2050-12-20 3.000000 0.00 1023.00 441.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAV92 2050-12-20 3.000000 0.00 1024.00 456.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAUS1 2050-11-20 3.000000 0.00 2048.00 812.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AASY1 2049-12-20 4.500000 0.00 1024.00 223.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAS88 2035-03-20 6.500000 0.00 1001.00 161.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAR30 2050-08-20 3.500000 0.00 2816.00 1020.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAKS2 2050-01-20 3.000000 0.00 1000.00 451.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A3AB6 2038-11-15 7.000000 0.00 1000.00 136.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2XM9 2039-01-15 6.000000 0.00 1000.00 227.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2SJ2 2029-08-15 7.000000 0.00 1001.00 47.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2R46 2038-12-15 6.000000 0.00 2000.00 342.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2LQ3 2042-12-20 4.500000 0.00 1000.00 55.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2DQ2 2042-01-15 4.500000 0.00 1000.00 80.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2DH2 2036-06-15 5.500000 0.00 1000.00 59.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A2AK8 2041-11-15 4.500000 0.00 1000.00 40.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622A22Z4 2039-01-15 7.000000 0.00 1001.00 57.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620C1RN8 2040-07-15 4.500000 0.00 1000.00 24.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AQJP9 2040-03-15 4.500000 0.00 2049.00 41.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620APYB5 2040-07-15 4.500000 0.00 2000.00 71.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AP7J8 2038-01-20 6.000000 0.00 1001.00 30.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AMRE4 2040-12-20 4.000000 0.00 1000.00 144.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620A2AP1 2039-07-15 5.000000 0.00 2000.00 44.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FLN4 2040-10-20 4.000000 0.00 1000.00 44.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FKN5 2040-09-20 4.500000 0.00 3000.00 115.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FEG7 2040-02-20 4.000000 0.00 1000.00 40.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EYM5 2038-12-20 6.000000 0.00 1000.00 12.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202ERE1 2038-02-20 6.000000 0.00 1002.00 11.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E7L7 2039-07-20 6.500000 0.00 1000.00 37.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.500000 0.00 2000.00 62.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E6D6 2039-06-20 4.500000 0.00 1014.00 26.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36198PR93 2044-05-15 4.000000 0.00 1000.00 122.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36197MRM2 2047-04-15 4.000000 0.00 1000.00 239.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196RVF2 2048-10-20 4.500000 0.00 1000.00 500.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36195FST3 2046-10-20 3.000000 0.00 1000.00 358.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618VSPZ7 2056-05-20 5.500000 0.00 1000.00 1037.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JC4M3 2034-11-01 2.500000 0.00 2020.00 1908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAD70 2031-03-01 4.000000 0.00 12701.00 28.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9V57 2048-07-01 4.000000 0.00 1024.00 276.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9TV3 2048-12-01 4.500000 0.00 1024.00 145.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.500000 0.00 3000.00 751.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6DB0 2031-11-01 2.500000 0.00 1022.00 129.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HNZM7 2048-08-01 5.000000 0.00 1000.00 164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMN34 2048-09-01 4.500000 0.00 2000.00 606.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HKZF8 2048-08-01 4.500000 0.00 1000.00 350.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GPKT4 2047-06-01 4.000000 0.00 7057.00 1319.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXY89 2063-06-01 3.500000 0.00 11052.00 7607.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXX31 2062-12-01 2.500000 0.00 4048.00 2636.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXU75 2062-03-01 4.000000 0.00 2020.00 1412.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTZ5 2061-09-01 5.500000 0.00 28654991.00 20202548.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRY0 2060-09-01 2.500000 0.00 1035.00 372.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXPW6 2049-02-01 3.500000 0.00 13218.00 5019.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXJ86 2052-07-01 3.500000 0.00 1024.00 340.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXG48 2057-09-01 3.500000 0.00 2024.00 671.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFY3 2057-01-01 4.000000 0.00 9168.00 2976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXED0 2056-08-01 3.500000 0.00 5048.00 1396.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXBN1 2055-08-01 4.500000 0.00 1008.00 321.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FEHM9 2046-10-01 3.000000 0.00 4000.00 1111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EXEQ2 2046-09-01 3.500000 0.00 1000.00 231.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXKU9 2055-12-01 5.000000 0.00 2020.00 1986.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXCA2 2055-12-01 6.500000 0.00 1000.00 996.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUQU9 2055-11-01 5.500000 0.00 1000.00 1007.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTCC7 2056-03-01 6.000000 0.00 1000.00 1035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSXZ5 2055-10-01 6.500000 0.00 2000.00 2089.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSLF2 2055-10-01 6.000000 0.00 1000.00 871.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMR77 2055-10-01 5.000000 0.00 2000.00 1966.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BLBF8 2055-07-01 6.000000 0.00 608080.00 617791.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKED2 2055-08-01 6.000000 0.00 1000.00 1029.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFTL9 2055-07-01 6.000000 0.00 1006.00 887.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDTU4 2055-06-01 6.000000 0.00 1050.00 1095.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BCYD8 2055-06-01 6.500000 0.00 1008.00 928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9NA3 2055-05-01 5.500000 0.00 7148.00 6165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8U33 2055-05-01 6.500000 0.00 1000.00 931.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7DW0 2055-04-01 6.500000 0.00 1008.00 838.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7C43 2055-04-01 6.000000 0.00 1000.00 781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6EZ4 2055-03-01 6.000000 0.00 1000.00 907.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B63C7 2055-04-01 5.500000 0.00 2002.00 2008.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B1AE6 2055-01-01 6.000000 0.00 2001.00 2047.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0DM7 2055-02-01 6.500000 0.00 1000.00 864.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B04X3 2055-01-01 6.000000 0.00 1000.00 835.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKLF5 2053-03-01 5.500000 0.00 2000.00 1480.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ76 2051-11-01 3.000000 0.00 1000.00 700.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKGZ7 2051-09-01 3.500000 0.00 253000.00 176731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKG46 2053-01-01 6.000000 0.00 1024.00 509.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKG20 2052-12-01 3.500000 0.00 1000.00 720.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKCL2 2052-02-01 3.000000 0.00 4000.00 2646.00 Agency Mortgage-Backed Securities GNMI SF 793264 X 549300M8ZYFG0OCMTT87 36177MTW2 2042-03-15 3.500000 0.00 10709.00 977.00 Agency Mortgage-Backed Securities GNMI SF 792721 X 549300M8ZYFG0OCMTT87 36177MAX0 2041-11-15 3.750000 0.00 1000.00 107.00 Agency Mortgage-Backed Securities GNMI SF 779402 X 549300M8ZYFG0OCMTT87 36176XU31 2027-06-15 2.500000 0.00 3001.00 23.00 Agency Mortgage-Backed Securities GNMI SF 779214 X 549300M8ZYFG0OCMTT87 36176XN70 2042-05-15 3.500000 0.00 1000.00 105.00 Agency Mortgage-Backed Securities GNMI SF 779104 X 549300M8ZYFG0OCMTT87 36176XKR9 2042-04-15 3.500000 0.00 1116.00 43.00 Agency Mortgage-Backed Securities GNMI SF 778869 X 549300M8ZYFG0OCMTT87 36176XCE7 2042-02-15 4.000000 0.00 3000.00 227.00 Agency Mortgage-Backed Securities GNMI SF 778855 X 549300M8ZYFG0OCMTT87 36176XBY4 2027-02-15 3.000000 0.00 49753.00 177.00 Agency Mortgage-Backed Securities GNMI SF 778862 X 549300M8ZYFG0OCMTT87 36176XB73 2042-02-15 3.500000 0.00 2000.00 263.00 Agency Mortgage-Backed Securities GNII SF 779602 C 549300M8ZYFG0OCMTT87 36176X3K3 2041-11-20 4.000000 0.00 3000.00 399.00 Agency Mortgage-Backed Securities GNMI SF 778793 X 549300M8ZYFG0OCMTT87 36176W7E5 2042-01-15 3.500000 0.00 1000.00 76.00 Agency Mortgage-Backed Securities GNMI SF 775151 X 549300M8ZYFG0OCMTT87 36176S5L0 2041-10-15 4.500000 0.00 5000.00 453.00 Agency Mortgage-Backed Securities GNMI SF 775089 X 549300M8ZYFG0OCMTT87 36176S2W9 2041-09-15 4.500000 0.00 30336.00 1684.00 Agency Mortgage-Backed Securities GNMI SF 766751 X 549300M8ZYFG0OCMTT87 36176HTG9 2042-05-15 3.500000 0.00 18384.00 2163.00 Agency Mortgage-Backed Securities GNMI SF 766750 X 549300M8ZYFG0OCMTT87 36176HTF1 2042-05-15 3.500000 0.00 5250.00 786.00 Agency Mortgage-Backed Securities GNII SF 763040 C 549300M8ZYFG0OCMTT87 36176DPZ0 2041-04-20 4.500000 0.00 2000.00 128.00 Agency Mortgage-Backed Securities GNMI SF 762838 X 549300M8ZYFG0OCMTT87 36176DHP1 2041-03-15 4.000000 0.00 23047.00 817.00 Agency Mortgage-Backed Securities GNMI SF 759958 X 549300M8ZYFG0OCMTT87 36176AB32 2041-11-15 4.000000 0.00 10886.00 1121.00 Agency Mortgage-Backed Securities 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 100.00 100.00 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 500.00 491.00 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 100.00 100.00 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.00 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 100.00 101.00 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 300.00 304.00 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 3000.00 3013.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 500.00 510.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 1000.00 1019.00 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 200.00 218.00 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 200.00 202.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 2000.00 2031.00 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 1100.00 1113.00 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 103.00 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100.00 103.00 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 200.00 200.00 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 100.00 99.00 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 100.00 101.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 100.00 100.00 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 100.00 99.00 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 100.00 100.00 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 4700.00 4565.00 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 2200.00 2842.00 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 100.00 134.00 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 675200.00 678805.00 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 100.00 95.00 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 900.00 609.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6G20 2055-04-01 6.500000 0.00 1024.00 836.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6CN8 2055-03-01 5.500000 0.00 1024.00 944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y66S4 2055-08-01 6.000000 0.00 1281.00 1203.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y65H9 2055-08-01 5.500000 0.00 1000.00 978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTET4 2055-02-01 6.500000 0.00 2120.00 1785.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTCX7 2051-04-01 3.500000 0.00 1008.00 715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTAP6 2048-06-01 4.000000 0.00 346956.00 209891.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRYM1 2054-11-01 5.500000 0.00 1000.00 901.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRXL4 2054-11-01 5.500000 0.00 1024.00 900.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRXJ9 2049-02-01 3.000000 0.00 1000.00 783.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRQG3 2054-09-01 6.000000 0.00 1000.00 863.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRL78 2054-10-01 5.500000 0.00 1040.00 915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRGM1 2054-09-01 6.000000 0.00 1024.00 749.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR6Q3 2053-04-01 5.000000 0.00 1000.00 830.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR6E0 2051-12-01 4.000000 0.00 1000.00 807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZ59 2050-02-01 3.000000 0.00 1024.00 783.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQRY5 2054-07-01 6.500000 0.00 2048.00 805.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQNE3 2052-03-01 3.000000 0.00 1000.00 749.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPYY9 2054-05-01 6.500000 0.00 1024.00 701.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 2025.00 1497.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPVQ9 2052-03-01 2.000000 0.00 1000.00 679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPRE1 2054-04-01 5.500000 0.00 1024.00 761.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPG86 2054-03-01 5.500000 0.00 1024.00 869.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5.000000 0.00 1003.00 814.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5.000000 0.00 1024.00 831.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNXC3 2050-09-01 2.000000 0.00 1000.00 682.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNVZ4 2053-01-01 5.500000 0.00 2024.00 1582.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNUS1 2052-04-01 2.000000 0.00 1000.00 704.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNTJ3 2053-12-01 5.500000 0.00 1024.00 787.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNSP0 2053-12-01 6.000000 0.00 1000.00 773.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNLS1 2052-09-01 4.000000 0.00 1001.00 672.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.500000 0.00 110000.00 82037.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNCT9 2051-11-01 3.500000 0.00 1000.00 720.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNCQ5 2053-10-01 5.500000 0.00 3000.00 2325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMZY5 2052-07-01 4.000000 0.00 1000.00 695.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMUK0 2047-02-01 3.500000 0.00 1000.00 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Agency Debentures and Agency Strips 4.250 TVBD 65 A 549300HE1ISW43LNKM54 880591ES7 2065-09-15 4.250000 0.00 710000.00 582892.00 Agency Debentures and Agency Strips 3.50 TVBD 42 B 549300HE1ISW43LNKM54 880591EP3 2042-12-15 3.500000 0.00 911000.00 766688.00 Agency Debentures and Agency Strips 5.25 TVBD 39 C 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 55003000.00 57698624.00 Agency Debentures and Agency Strips 5.375 TVBD 56 A 549300HE1ISW43LNKM54 880591DZ2 2056-04-01 5.375000 0.00 1567000.00 1585296.00 Agency Debentures and Agency Strips 5.880 TVBD 36 C 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 15000000.00 16686830.00 Agency Debentures and Agency Strips 5.98 TVBD 36 A 549300HE1ISW43LNKM54 880591CK6 2036-04-01 5.980000 0.00 3099000.00 3443765.00 Agency Debentures and Agency Strips TINT 05/15/56 254900HROIFWPRGM1V77 912834ZX9 2056-05-15 0.00 0.00 50000.00 11158.00 U.S. Treasuries (including strips) TINT 11/15/55 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 0.00 0.00 628057.00 144206.00 U.S. Treasuries (including strips) TINT 05/15/55 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0.00 0.00 5359260.00 1248155.00 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 17482.00 15006.00 U.S. Treasuries (including strips) TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0.00 0.00 5541201.00 4706186.00 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0.00 0.00 40020640.00 34727190.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 8785264.00 8040529.00 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 40312.00 37657.00 U.S. Treasuries (including strips) TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 10308787.00 9840500.00 U.S. Treasuries (including strips) TINT 05/15/27 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0.00 0.00 1408699.00 1357857.00 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 10064884.00 9799211.00 U.S. Treasuries (including strips) TINT 08/15/26 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0.00 0.00 4758708.00 4723251.00 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 26806204.00 19410667.00 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0.00 0.00 16892.00 13434.00 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 86304.00 70193.00 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 105918173.00 75697600.00 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 202631.00 163028.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 62293000.00 61378698.00 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 19785300.00 19104499.00 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 34500.00 33101.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 407406600.00 493232719.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 1845100.00 1761598.00 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 121533600.00 163040913.00 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 819100.00 781103.00 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 11609900.00 10209803.00 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 17100300.00 13585899.00 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 63700.00 54223.00 U.S. Treasuries (including strips) 5 TPRN 56 254900HROIFWPRGM1V77 912803HV8 2056-05-15 0.00 0.00 800000.00 179824.00 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HN6 2055-08-15 0.00 0.00 5986800.00 1386722.00 U.S. Treasuries (including strips) 6 5/8 TPRN 27 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0.00 0.00 34200.00 33333.00 U.S. Treasuries (including strips) 4.77 FCOR 27-34 ED 254900C5LP6DN9OP9V83 3133EWMG2 2034-04-21 4.770000 0.00 30342000.00 30236926.00 Agency Debentures and Agency Strips FCOR 03SF 27-28 NE 254900C5LP6DN9OP9V83 3133EWKL3 2028-04-06 3.720000 0.00 67995000.00 68364761.00 Agency Debentures and Agency Strips FCFR 03SF 27/04 254900C5LP6DN9OP9V83 3133EWKB5 2027-04-01 3.670000 0.00 999000.00 1006411.00 Agency Debentures and Agency Strips FCFR 03SF HM 27/03 254900C5LP6DN9OP9V83 3133EWHV5 2027-03-18 3.665000 0.00 1000000.00 1008896.00 Agency Debentures and Agency Strips 3.80 FCOR 27-29 KP 254900C5LP6DN9OP9V83 3133EWHB9 2029-03-16 3.800000 0.00 108368000.00 107989422.00 Agency Debentures and Agency Strips FCFR 03SF HI 27/05 254900C5LP6DN9OP9V83 3133EWFZ8 2027-05-04 3.670000 0.00 947000.00 950799.00 Agency Debentures and Agency Strips 3.57 FCOR 27-28 MV 254900C5LP6DN9OP9V83 3133EWFF2 2028-03-02 3.570000 0.00 15000000.00 14992943.00 Agency Debentures and Agency Strips 3 7/8 FCSB 26/08 IN 254900C5LP6DN9OP9V83 3133ETVK0 2026-08-25 3.875000 0.00 240000.00 242517.00 Agency Debentures and Agency Strips FCFR 03SF BZ 27/05 254900C5LP6DN9OP9V83 3133ETFX0 2027-05-06 3.745000 0.00 825000.00 827182.00 Agency Debentures and Agency Strips 4.83 FCOR 26-34 DY 254900C5LP6DN9OP9V83 3133ET4N4 2034-12-18 4.830000 0.00 100000.00 100741.00 Agency Debentures and Agency Strips 4.25 FCSB 27 GT 254900C5LP6DN9OP9V83 3133ERS93 2027-01-13 4.250000 0.00 24000.00 24451.00 Agency Debentures and Agency Strips 4.50 FCSB 27 FU 254900C5LP6DN9OP9V83 3133ERFJ5 2027-05-20 4.500000 0.00 961000.00 967635.00 Agency Debentures and Agency Strips 4.75 FCSB 27 FT 254900C5LP6DN9OP9V83 3133ERDS7 2027-05-06 4.750000 0.00 10860000.00 10977111.00 Agency Debentures and Agency Strips 5.00 FCSB 26 FJ 254900C5LP6DN9OP9V83 3133EPZY4 2026-07-30 5.000000 0.00 9629000.00 9809407.00 Agency Debentures and Agency Strips 4.75 FCSB 26 FE 254900C5LP6DN9OP9V83 3133EPUW3 2026-09-01 4.750000 0.00 167000.00 169362.00 Agency Debentures and Agency Strips 2.38 FCSB 32 BK 254900C5LP6DN9OP9V83 3133ENRW2 2032-03-16 2.380000 0.00 26000.00 23649.00 Agency Debentures and Agency Strips 2.74 FCOR 22-36 BL 254900C5LP6DN9OP9V83 3133ENHK9 2036-12-15 2.740000 0.00 1078000.00 913598.00 Agency Debentures and Agency Strips FCFR 03SF F 27/12 254900C5LP6DN9OP9V83 3133EN5A4 2027-12-27 4.080000 0.00 164000.00 166138.00 Agency Debentures and Agency Strips 2.49 FCOR 21-36 AT 254900C5LP6DN9OP9V83 3133EMM90 2036-06-30 2.490000 0.00 3739000.00 3110589.00 Agency Debentures and Agency Strips 1 5/8 FCOR 25-35 AO 254900C5LP6DN9OP9V83 3133ELA38 2035-05-21 1.625000 0.00 350000.00 273831.00 Agency Debentures and Agency Strips 1.00 FCOR 20-28 EM 254900C5LP6DN9OP9V83 3133EL5Y6 2028-03-02 1.000000 0.00 1000000.00 949436.00 Agency Debentures and Agency Strips 2.90 FCSB 30 BE 254900C5LP6DN9OP9V83 3133EKKD7 2030-05-01 2.900000 0.00 18000.00 17232.00 Agency Debentures and Agency Strips 5.50 FHLB 36 G677 2549001DPIFGXC1TOL40 3133XGAY0 2036-07-15 5.500000 0.00 14235000.00 15628197.00 Agency Debentures and Agency Strips FHDN 06/26/26 2549001DPIFGXC1TOL40 313385YP5 2026-06-26 0.00 0.00 3500000.00 3491422.00 Agency Debentures and Agency Strips FHDN 11/25/26 2549001DPIFGXC1TOL40 313385Q74 2026-11-25 0.00 0.00 287996000.00 282818984.00 Agency Debentures and Agency Strips FHDN 10/14/26 2549001DPIFGXC1TOL40 313385K54 2026-10-14 0.00 0.00 1000000.00 986323.00 Agency Debentures and Agency Strips FHDN 09/09/26 2549001DPIFGXC1TOL40 313385F27 2026-09-09 0.00 0.00 5000000.00 4949415.00 Agency Debentures and Agency Strips FHDN 08/26/26 2549001DPIFGXC1TOL40 313385D45 2026-08-26 0.00 0.00 54602000.00 54128491.00 Agency Debentures and Agency Strips FHDN 08/21/26 2549001DPIFGXC1TOL40 313385C79 2026-08-21 0.00 0.00 141275000.00 140120501.00 Agency Debentures and Agency Strips FHDN 08/19/26 2549001DPIFGXC1TOL40 313385C53 2026-08-19 0.00 0.00 500000.00 496015.00 Agency Debentures and Agency Strips 4.80 FHOR 26-33 LH 2549001DPIFGXC1TOL40 3130BAG43 2033-04-29 4.800000 0.00 7030000.00 7020467.00 Agency Debentures and Agency Strips 5.70 FHOR 27-45 CF 2549001DPIFGXC1TOL40 3130B7D27 2045-08-11 5.700000 0.00 2335000.00 2381903.00 Agency Debentures and Agency Strips 3.875 FHLB 27 G8130 2549001DPIFGXC1TOL40 3130B6R24 2027-06-04 3.875000 0.00 80000.00 81446.00 Agency Debentures and Agency Strips 4.75 FHLB 27 G6982 2549001DPIFGXC1TOL40 3130B0TY5 2027-04-09 4.750000 0.00 25500000.00 25858332.00 Agency Debentures and Agency Strips 4.00 FHLB 28 G6378 2549001DPIFGXC1TOL40 3130AWN63 2028-06-30 4.000000 0.00 795000.00 807124.00 Agency Debentures and Agency Strips 4.50 FHLB 27 NQ 2549001DPIFGXC1TOL40 3130AVBC5 2027-03-12 4.500000 0.00 7910000.00 8023540.00 Agency Debentures and Agency Strips 2.00 FHOR 21-36 CY 2549001DPIFGXC1TOL40 3130AL5Z3 2036-02-26 2.000000 0.00 160000.00 127330.00 Agency Debentures and Agency Strips 2.00 FHOR 21-36 CW 2549001DPIFGXC1TOL40 3130AL5W0 2036-02-25 2.000000 0.00 225000.00 179468.00 Agency Debentures and Agency Strips 0.90 FHOR 21-27 5393 2549001DPIFGXC1TOL40 3130AL5A8 2027-02-26 0.900000 0.00 5300000.00 5198590.00 Agency Debentures and Agency Strips 1.61 FHOR 22-33 DY 2549001DPIFGXC1TOL40 3130AKRV0 2033-01-27 1.610000 0.00 30000.00 25238.00 Agency Debentures and Agency Strips 3.25 FHLB 28 G4973 2549001DPIFGXC1TOL40 3130AFFX0 2028-11-16 3.250000 0.00 600000.00 590723.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HCQ44 2031-04-30 4.350000 0.00 22218000.00 22188543.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134HB3J8 2028-11-01 4.000000 0.00 109155000.00 109050005.00 Agency Debentures and Agency Strips Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 2750000000.00 2750000000.00 0.0102 N Y Y N FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.620000% TPR108D9D 549300H47WTHXPU08X20 0001232861 TPR108D9D7791569BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) Y 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 31812000.00 31734114.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 31809100.00 31468554.00 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 34382000.00 34390175.00 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 11141200.00 11063881.00 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 30000000.00 28756487.00 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 38600000.00 36563056.00 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 34000000.00 33669249.00 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 34000000.00 31961548.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 49750000.00 47104672.00 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 6140000.00 6089667.00 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 1000000.00 1001048.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 35000000.00 33397688.00 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 43000000.00 41032600.00 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 22200000.00 21325484.00 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 23865000.00 23051872.00 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 35000000.00 33913338.00 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 17370000.00 16077147.00 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 28000000.00 27790528.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 17000000.00 21207885.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 25000000.00 23844713.00 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 46500000.00 45124898.00 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 45500000.00 44559964.00 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 41000000.00 40329578.00 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 39090000.00 38161416.00 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 44250000.00 42177088.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 20000000.00 18905590.00 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 31000000.00 31156896.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 50500000.00 48245606.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 36529100.00 35076576.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 39146900.00 35650451.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 49250000.00 46498871.00 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 30000000.00 28800626.00 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 39678600.00 38176053.00 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 6000000.00 5688649.00 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 25750000.00 21620933.00 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 68999900.00 46658110.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 30000000.00 16652188.00 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 35200000.00 21957442.00 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 33200000.00 20986169.00 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 36490000.00 22720569.00 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 44000000.00 41119449.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 32250000.00 23597387.00 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 29000000.00 21656587.00 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 41850000.00 40503207.00 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 40000000.00 39056422.00 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 9200000.00 6677220.00 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 66500000.00 45365973.00 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 44000000.00 45738569.00 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 16500000.00 11398369.00 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 12340000.00 9261433.00 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 20000000.00 14048525.00 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 16500000.00 12553849.00 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 19000000.00 15421881.00 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 19500000.00 16631886.00 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 10000000.00 8611106.00 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 50000000.00 38165238.00 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 14500000.00 11648902.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 22000000.00 16630222.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 28250000.00 21657512.00 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 11500000.00 9105393.00 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 13000000.00 10618589.00 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 13400000.00 11985642.00 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 10500000.00 10031925.00 U.S. Treasuries (including strips) 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 30000000.00 44091909.00 U.S. Treasuries (including strips) 4 3/4 BOND 41 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P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1000000000.00 1000000000.00 0.0037 N Y Y N BNP PARIBAS Joint Account I 3.610000% TPR108DA4 R0MUWSFPU8MPRO8K5P83 0000310732 TPR108DA4779156BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 25.09 9.22 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 10311.49 4264.30 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 0.96 0.77 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 1.30 1.20 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 0.72 0.69 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 3.43 3.38 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 11566.79 7461.08 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 283297.98 187684.92 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 185.71 136.08 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 8202135.58 8161498.79 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 2806218.55 2755442.21 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 8931695.79 8987850.49 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 5282823.60 5342026.48 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 714070.00 736702.88 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 347067.89 340510.10 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 108739.79 107574.06 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 5.32 5.29 U.S. Treasuries (including strips) 4NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 213708.03 213848.89 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 21263.16 26513.91 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 42.53 12.36 U.S. Treasuries (including strips) 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0.00 0.00 85.05 25.06 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0.00 0.00 2442.61 861.98 U.S. Treasuries (including strips) 3 3/4 TPRN 41 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0.00 0.00 6336.42 3022.32 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 451135.11 235069.82 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 26578947.37 26578947.37 0.0001 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account I 3.610000% TPR108DA4 1VUV7VQFKUOQSJ21A208 0001330437 TPR108DA4779156CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 7226.12 2333.18 U.S. Treasuries (including strips) TINT 02/15/47 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0.00 0.00 175088.66 59430.87 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 197.72 89.38 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 181132.10 98302.93 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 188287.07 161402.68 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 399480.70 295718.38 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 217599.69 132584.80 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 5.32 5.34 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 53.16 53.02 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2.66 2.68 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 21.26 21.08 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 5.32 5.32 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 1203813.68 1205552.27 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 7.97 8.00 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 1245959.92 1253645.73 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 18.61 18.87 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 56932.11 57226.47 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 67980.97 69105.34 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 5448.68 5402.57 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 186804.82 186747.41 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 7.97 8.00 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 535879.42 540321.80 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 5.32 5.18 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 26.58 26.95 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 5.32 5.26 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 30778.42 30735.63 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 5.32 5.34 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 10.63 10.26 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 12191.76 12360.99 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 39.87 44.87 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 2.66 2.68 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 2.66 2.63 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 123770.18 109763.34 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 54000.45 53475.14 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 1113530.32 1357698.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 2.66 3.69 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 2.66 3.32 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 291459.42 391382.95 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 27216.84 27198.82 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 5.32 5.24 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 164231.32 151874.87 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 26.58 25.57 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 516157.84 495522.29 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 278363.97 249714.34 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 5.32 5.10 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1169978.68 1109266.39 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 2.66 2.37 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 5.32 3.19 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 54946.66 37816.21 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 54502.79 29675.79 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 4249.97 2475.40 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 2.66 1.97 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 2.66 2.58 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 255.16 178.69 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 8598.29 5865.71 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 5.32 1.91 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0.00 0.00 10.63 9.04 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 7973684.21 7973684.21 0.0000 N Y Y N THE BANK OF NOVA SCOTIA-NEW YORK AGENCY Joint Account I 3.610000% TPR108DA4 N.A. TPR108DA4779156THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 9460353.71 9384781.50 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 87205.53 90743.56 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 2.66 2.71 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 5020.76 5241.82 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 5584.24 5651.19 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 474524.58 480126.65 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 2.66 2.52 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 927445.79 882452.15 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 104056.58 90343.62 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 15.95 15.47 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 56546.71 53685.01 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 18655.76 14999.35 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 924920.79 573093.14 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 2.66 1.65 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 7.97 3.75 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 21.26 15.66 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 1185580.53 834257.77 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 69.11 54.81 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 2.66 2.39 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 3282787.05 3268046.90 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 597117.32 587687.64 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 15947368.42 15947368.42 0.0001 N Y Y N BANK OF MONTREAL Joint Account III 3.620000% TPR108DA8 NQQ6HPCNCCU6TUTQYE16 0000927971 TPR108DA87791561BA 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 CORPORATION S6XOOCT0IEG5ABCC6L87 31427S3J5 2056-04-01 5.500000 0.00 59254909.45 60498893.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 72585587.09 66830193.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y84X1 2056-05-01 5.500000 0.00 8173034.10 8204493.03 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 131586000.00 131586000.00 0.0005 N Y Y N BANK OF AMERICA; NA Joint Account III 3.630000% TPR108DA8 N.A. 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SECURITIES USA LLC 3.620000% TPR108DB1 549300H47WTHXPU08X20 0001232861 TPR108DB17791562MI U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Y FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 44721200.00 45222376.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 105143500.00 103600262.00 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 20046800.00 19915737.00 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 63543800.00 54929555.00 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 22000000.00 19124487.00 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 254900HROIFWPRGM1V77 9128287B0 2026-06-30 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BARCLAYS CAPITAL INC. 3.610000% TPR108DC3 AC28XWWI3WIBK2824319 0001453735 TPR108DC3779156BAR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 17956474.00 15392576.00 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0.00 0.00 2848196.00 2688529.00 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 41758245.00 27614894.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 44800000.00 44800000.00 0.0002 N Y Y N J.P. MORGAN SECURITIES LLC J.P. 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NOMURA SECURITIES INTERNATIONAL, INC. 3.620000% TPR108DCD OXTKY6Q8X53C9ILVV871 0000072267 TPR108DCD7791561NO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 3493300.00 3359283.00 U.S. Treasuries (including strips) BILL 06/30/26 254900HROIFWPRGM1V77 912797UC9 2026-06-30 0.00 0.00 704400.00 702349.00 U.S. Treasuries (including strips) 2.57 FCSB 26 R 254900C5LP6DN9OP9V83 3133ECB60 2026-12-24 2.570000 0.00 1444000.00 1450230.00 Agency Debentures and Agency Strips FHDN 08/21/26 2549001DPIFGXC1TOL40 313385C79 2026-08-21 0.00 0.00 53374000.00 52937828.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.750000 0.00 195000.00 219480.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 97000.00 106922.00 Agency Debentures and Agency Strips 4.875 TVBD 48 A 549300HE1ISW43LNKM54 880591EB4 2048-01-15 4.875000 0.00 38000.00 37150.00 Agency Debentures and Agency Strips TINT 08/15/55 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0.00 0.00 2741606.00 631696.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 58200000.00 58200000.00 0.0002 N Y Y N RBC DOMINION SECURITIES INC. 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U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 200.00 204.00 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 82855700.00 83070262.00 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 300.00 304.00 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 103.00 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4NOTE N 30 N/A 91282CHR5 2030-07-31 4.000000 0.00 500.00 504.00 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 998600.00 1004213.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 200.00 201.00 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 200.00 201.00 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 200.00 198.00 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 300.00 284.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 100.00 121.00 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 100.00 99.00 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 200.00 199.00 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 100.00 96.00 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 99.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 900.00 1099.00 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 71686000.00 69055774.00 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 90.00 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 26773500.00 22790051.00 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 174800.00 109257.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 14078900.00 10316200.00 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 300.00 340.00 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 1200.00 407.00 U.S. Treasuries (including strips) BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 760000.00 753933.00 U.S. Treasuries (including strips) BILL 07/30/26 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 1019000.00 1012948.00 U.S. Treasuries (including strips) BILL 07/16/26 254900HROIFWPRGM1V77 912797TN7 2026-07-16 0.00 0.00 65000.00 64707.00 U.S. Treasuries (including strips) BILL 06/25/26 254900HROIFWPRGM1V77 912797TE7 2026-06-25 0.00 0.00 135000.00 134675.00 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 162800.00 160805.00 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 312000.00 309075.00 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 891000.00 885121.00 U.S. Treasuries (including strips) BILL 06/11/26 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 46000.00 45954.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0360 186000000.00 186000000.00 0.0007 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 3.600000% TPR108DFE 9J6MBOOO7BECTDTUZW19 0000058056 TPR108DFE7791561DE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 225293100.00 189166878.00 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 14081800.00 10300197.00 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 144133700.00 106532952.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0360 300000000.00 300000000.00 0.0011 N Y Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.590000% TPR108E02 549300H47WTHXPU08X20 0001232861 TPR108E027791561SS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 126223300.00 153000000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0359 150000000.00 150000000.00 0.0006 N Y Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.500000% TPR108E06 549300H47WTHXPU08X20 0001232861 TPR108E067791562SS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDC2 2029-08-31 3.625000 0.00 84148900.00 102000000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0350 100000000.00 100000000.00 0.0004 N Y Y N FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.580000% TPR108E0D 549300H47WTHXPU08X20 0001232861 TPR108E0D7791567BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) Y 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 33930200.00 34680027.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0358 34000000.00 34000000.00 0.0001 N Y Y N Goldman Sachs Trust 2026-06-05 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer